calcfidata

Python client for CalcFi Open Data — 34 free CC-BY financial and macroeconomic time series mirrored from primary sources (FRED, BLS, Freddie Mac, US Treasury, BEA, World Bank, Federal Reserve, FDIC).

Install

pip install calcfidata

Quick start

import calcfidata as cf

# load a single series
df = cf.load("30-year-fixed")
print(df.tail())

# list every available series
catalog = cf.list_series()
print(catalog.head())

# load several series joined on date
inflation = cf.multi(["cpi", "pce"], align_on="inner")
print(inflation.tail())

# get the Frictionless datapackage metadata for any series
meta = cf.metadata("cpi")
print(meta["sources"][0]["title"])

What's included

34 time series across:

• Mortgage rates — 30-year, 15-year fixed (Freddie Mac PMMS)
• Treasury yields — 2Y, 10Y constant maturity (US Treasury)
• Fed Funds + Prime + credit-card APR (Federal Reserve)
• Inflation — CPI-U, PCE, world inflation (BLS, BEA, World Bank)
• Employment — unemployment rate, labor-force participation, hourly earnings (BLS)
• Energy — WTI, Brent crude, US regular gasoline (EIA)
• FX — USD/EUR, USD/GBP, USD/JPY (Federal Reserve H.10)
• Commodities — copper, corn (World Bank)
• Macro — US + Eurozone GDP per capita, world unemployment (World Bank)
• Consumer credit — credit card APR, personal loan, auto loan rates (Fed G.19)
• Crypto — Bitcoin, Ethereum, Solana (CoinGecko — snapshot-only currently)
• Deposit rates — savings, money-market, CDs (FDIC — snapshot-only currently)

Each series carries primary-source provenance in the # Source: and # Primary URL: comment headers of its CSV.

Methodology + citation

• Methodology paper: under review at SSRN, published as a working paper at https://calcfi-open-data-4a2bc1.gitlab.io/methodology.html
• Documentation site (full reference): https://calcfidata.readthedocs.io/
• Documentation hub: https://calcfi-open-data-4a2bc1.gitlab.io/
• Live SQL endpoint (Datasette): https://calcfi-open-data.vercel.app/
• Source mirrors: Hugging Face · GitHub · GitLab
• Query mirrors: data.world · DoltHub · MotherDuck
• Package mirrors: PyPI · Anaconda.org · GitLab Package Registry
• Permanent DOIs: Figshare · Zenodo · OSF · Kaggle · Mendeley

Companion visualizations

• 10 Hugging Face Spaces (Gradio): https://huggingface.co/iizy — mortgage rate explorer, inflation & wage tracker, yield curve, Fed funds cycle, oil & gas, FX history, commodity inflation, GDP per capita, labor market, consumer credit
• 3 Observable notebooks: https://observablehq.com/@iizy
• 6 CodePen calculator demos: https://codepen.io/collection/BawbdB
• 3 Cloudflare Pages live trackers: mortgage-rate-today · cpi-tracker · yield-curve-today

Author

Jere Salmisto — Independent researcher, founder of calcfi.app

• ORCID: https://orcid.org/0009-0000-0916-8684
• Academia.edu: https://independent.academia.edu/JereS6
• HuggingFace: https://huggingface.co/iizy
• GitLab: https://gitlab.com/jere.salmisto
• CodePen: https://codepen.io/Jere-S

Citation

@dataset{salmisto_2026_calcfi_open_data,
  author       = {Salmisto, Jere},
  title        = {CalcFi Open Data: 34 Free CC-BY Financial and Macro Time Series Mirrored from Primary Sources},
  year         = 2026,
  publisher    = {Figshare},
  doi          = {10.6084/m9.figshare.32332290},
  url          = {https://doi.org/10.6084/m9.figshare.32332290},
  orcid        = {0009-0000-0916-8684},
  license      = {CC-BY-4.0}
}

Salmisto, J. (2026). CalcFi Open Data: 34 Free CC-BY Financial and Macro Time Series Mirrored from Primary Sources [Dataset]. Figshare. https://doi.org/10.6084/m9.figshare.32332290

License

• Package code: MIT
• Underlying data: CC BY 4.0 — attribution to CalcFi and the named primary source for each series

Live tools

For 300+ free personal-finance calculators built on the same primary-source data layer, see calcfi.app.