rhofred 0.3.0

Data from fred

Data from FRED

API Key

Go to https://research.stlouisfed.org/useraccount/login/secure to create an account, apply an api key

The api key is set using the api_key variable, a 32 character lower-cased alpha-numeric string.

For the sake of convenience, I recommend you add this key to user environment variable. This package use variable name 'FREDKEY'

For OSX or Linux, run the following command:

echo "export FREDKEY=<your_fred_key>" >> ~/.bashrc
source ~/.bashrc

For Windows, run the following command:

setx FREDKEY "<your_fred_key>"

Installation

pip install rhofred

To test if the package is installed correctly, run:

import rhofred
print(rhofred.__version__)

Usage

from freddata import FRED
fred = FRED()

To get series id, recursively use 'catchildren()' method starting from 'id = 1' (default) and 'catseries()' method

For example, to get series on 'treasury inflation-indexed securities':

fred.catchildren()

Returns:

shape: (8, 3)
┌───────┬─────────────────────────────────┬───────────┐
│ id    ┆ name                            ┆ parent_id │
│ ---   ┆ ---                             ┆ ---       │
│ i64   ┆ str                             ┆ i64       │
╞═══════╪═════════════════════════════════╪═══════════╡
│ 32991 ┆ Money, Banking, & Finance       ┆ 0         │
│ 10    ┆ Population, Employment, & Labo… ┆ 0         │
│ 32992 ┆ National Accounts               ┆ 0         │
│ 1     ┆ Production & Business Activity  ┆ 0         │
│ 32455 ┆ Prices                          ┆ 0         │
│ 32263 ┆ International Data              ┆ 0         │
│ 3008  ┆ U.S. Regional Data              ┆ 0         │
│ 33060 ┆ Academic Data                   ┆ 0         │
└───────┴─────────────────────────────────┴───────────┘

I guess the series should in category 'Money, Banking, & Finance' (id = 32991)

fred.catchildren(id = 32991)

This time, we get:

shape: (7, 4)
┌───────┬───────────────────────────────┬───────────┬─────────────────────────────────┐
│ id    ┆ name                          ┆ parent_id ┆ notes                           │
│ ---   ┆ ---                           ┆ ---       ┆ ---                             │
│ i64   ┆ str                           ┆ i64       ┆ str                             │
╞═══════╪═══════════════════════════════╪═══════════╪═════════════════════════════════╡
│ 22    ┆ Interest Rates                ┆ 32991     ┆ null                            │
│ 15    ┆ Exchange Rates                ┆ 32991     ┆ null                            │
│ 24    ┆ Monetary Data                 ┆ 32991     ┆ null                            │
│ 46    ┆ Financial Indicators          ┆ 32991     ┆ null                            │
│ 23    ┆ Banking                       ┆ 32991     ┆ null                            │
│ 32360 ┆ Business Lending              ┆ 32991     ┆ null                            │
│ 32145 ┆ Foreign Exchange Intervention ┆ 32991     ┆ In addition to the listed dail… │
└───────┴───────────────────────────────┴───────────┴─────────────────────────────────┘

I guess the series should in the sub-category 'Interest Rates' (id = 22), and go on:

fred.catchildren(id = 22)

This time, we get:

shape: (25, 3)
┌───────┬─────────────────────────────────┬───────────┐
│ id    ┆ name                            ┆ parent_id │
│ ---   ┆ ---                             ┆ ---       │
│ i64   ┆ str                             ┆ i64       │
╞═══════╪═════════════════════════════════╪═══════════╡
│ 34009 ┆ AMERIBOR Benchmark Rates        ┆ 22        │
│ 33058 ┆ Automobile Loan Rates           ┆ 22        │
│ 51    ┆ Bankers Acceptance Rate         ┆ 22        │
│ 121   ┆ Certificates of Deposit         ┆ 22        │
│ 120   ┆ Commercial Paper                ┆ 22        │
│ …     ┆ …                               ┆ …         │
│ 33491 ┆ Saving Accounts                 ┆ 22        │
│ 34003 ┆ SONIA Rates                     ┆ 22        │
│ 116   ┆ Treasury Bills                  ┆ 22        │
│ 115   ┆ Treasury Constant Maturity      ┆ 22        │
│ 82    ┆ Treasury Inflation-Indexed Sec… ┆ 22        │
└───────┴─────────────────────────────────┴───────────┘

I find 'Treasury Inflation-Indexed Securities' (id = 82)

Is this the leaf category? try:

fred.catchildren(id = 82)

This time, we get nothing:

shape: (0, 0)
┌┐
╞╡
└┘

Now I know sub-category with id equals 82 is the leaf category. Use method 'catseries()' instead:

fred.catseries(82)

We get a 177 * 16 dataframe.

I'm interested in 10-year inflation-indexed Treasury securities, which is the first series in the search result above (id = 'DFII10')

I can get the historical data of this series now:

tips10 = fred.getdata('DFII10')   # tips: Treasury Inflation Protected Securities