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Federal Reserve Bank Financial Data Service
Documentation
Contents
Data Description
The Federal Reserve Bank Financial Data Service is a concise and readily usable form of the Statistics, Historical Data, Surveys, and Reports published in flat file format by the U.S. Federal Reserve Bank. The Federal Reserve Bank Financial Data Service provides data search and retrieval across the full set of over 100,000 “SERIES” reports and over 8.7 million data points. Such comprehensive functionality like this is not provided by the Federal Reserve Bank.
- The hierarchy of the data has four levels.Statistical Release: Major divisions of financial and ecomomic information. | Data Sets: A grouping category wherein each Series uses the same attributes set. | Series: Equivalent to a “Report”, each with a unique set of values applied to the attributes. | Observations: “The Data” for a particular SERIES.
- Each hierarchy level adds a respesentive key for that level.Statistical Release: respesentive key = SR_ID | Data Sets: respesentive key = DataSet_ID | Series: respesentive key = SERIES_ID | Observations: respesentive key = OBS_ID
- Record sets at each level are identified by the parent keys in the hierarchy.Statistical Release: record set identifier = (N/A for this top level) | Data Sets: record set identifier = SR_ID | Series: record set identifier = SR_ID & DataSet_ID | Observations: record set identifier = SR_ID, DataSet_ID, & SERIES_ID
- Unique records at each level are identified by ALL keys down through the hierarchy to that level.Statistical Release: unique record identifier = SR_ID | Data Sets: unique record identifier = SR_ID & DataSet_ID | Series: unique record identifier = SR_ID, DataSet_ID, & SERIES_ID | Observations: unique record identifier = SR_ID, DataSet_ID, SERIES_ID, & OBS_ID
- Except for Series, there is only one OData Entity for each level. Due to the varying attribute sets among Series, the lookup table SERIES_ATTRIBUTES provides attribute details for a particular Series. The intended user interface is a drill down through the hierarchy to identify the key set SR_ID, DataSet_ID, & SERIES_ID to then query OBSERVATIONS for all observation rows for a SERIES. Users should be able to retrieve a unique record at any level in the hierarchy by also specifiying optional parameters for that entity. All result sets returned to the user should include all entity properties (columns).
Primary Entities
-
[STATISTICAL_RELEASES]:
Top level, lists details of each Statistical Release
- Query Keys
- “SR_ID”, int, optional. . . noramlly not required, result set is small (12 rows currently)
- Columns Returned . . .
- SR_ID . . . key identifier
- NAME
- DESCRIPTION
- DATE
- Use . . . Primary purpose is to identify “SR_ID” for drilldown to DATASETS.
- Query Keys
-
[DATASETS]:
Second level, “label” for grouping SERIES having the same SERIES_ATTRIBUTES.
- Query Keys
- “SR_ID”, int, optional . . . noramlly not required, result set is small (35 rows currently)
- “DataSet_ID”, int, optional . . . noramlly not required, result set is small (35 rows currently)
- Columns Returned . . .
- SR_ID . . . key identifier
- DataSet_ID . . . key identifier
- DATASET . . . identification abbreviation
- DATASET_DESCRIPTION
- SERIES_COUNT . . . number of series within the DATASET
- Use . . . Primary purpose is to identify “SR_ID” and “DataSet_ID” for drilldown to SERIES. Take note of the SERIES_COUNT column.
- Query Keys
-
[SERIES]:
Third Level, lists details, e.g. SERIES_NAME, DESCRIPTION, etc.
- Query Keys
- “SR_ID”, int, required.
- “DataSet_ID”, int, required.
- “SERIES_ID”, int, optional.
- Columns Returned . . .
- SR_ID . . . key identifier
- DataSet_ID . . . key identifier
- SERIES_ID . . . key identifier
- DATASET . . . identification abbreviation
- SERIES_NAME
- DESCRIPTION
- FREQUENCY . . . data observation frequency, e.g. daily, monthly, etc.
- RECORD_COUNT . . . number of observations
- Use . . . Primary purpose is to identify “SR_ID”, “DataSet_ID”, AND “SERIES_ID” for drilldown to OBSERVATIONS(the data).
- Query Keys
-
[OBSERVATIONS]:
Fourth Level, lists the actual data.
- Query Keys
- “SR_ID”, int, required.
- “DataSet_ID”, int, required.
- “SERIES_ID”, int, required.
- “OBS_ID”, int, optional.
- Columns Returned . . .
- SR_ID . . . key identifier
- DataSet_ID . . . key identifier
- SERIES_ID . . . key identifier
- OBS_ID . . . key identifier
- OBS_STATUS . . . e.g. A (normal), NA (not available)
- OBS_VALUE
- TIME_PERIOD
SR_ID, NAME, DESCRIPTION, DATE.
- Use . . . pulls the actual data for a SERIES.
- Query Keys
Lookup Entities
-
[SERIES_ATTRIBUTES]:
Third Level, lookup “Helper” table with SERIES specific attributes/value pairs.lists details, e.g. SERIES_NAME, DESCRIPTION, etc.
- Query Keys
- “SR_ID”, int, required.
- “DataSet_ID”, int, required.
- “SERIES_ID”, int, required.
- Columns Returned . . .
- SR_ID . . . key identifier
- DataSet_ID . . . key identifier
- SERIES_ID . . . key identifier
- ATTRIBUTE_ID . . . key identifer
- ATTRIBUTE . . . e.g. UNIT_MULT
- ATTRIBUTE_DESCRIPTION
- ATTRIBUTE_VALUE . . . e.g. 1000000 (millions)
- ATTRIBUTE_VALUE_DESCRIPTION
- Use . . . Primary purpose is to identify a SERIES’ attributes, e.g. Series Name, Currency, Frequency code list, Loan type, etc.
- Query Keys
Entity Diagram
