FRB_SR Database

Edit:  Microsoft has discontinued the DataMarket program.  We are working to re-establish this service.

Get It Now on Microsoft’s Azure DataMarket . . .

 

FRB_SR . . . All Federal Reserve Bank Statistical Data in One Place!

A great source of historical, research, and test data, the FRB_SR database consolidates the statistical releases published by the Federal Reserve Bank.  There are

  • 13 statistical releases
  • 35 Datasets
  • Over 15,000 Series
  • Over 8.7 million data points . . . going back to 31 Jan 1919!

No more manual downloads and processing XML files . . . FRB_SR is a fully functional database . . . the data are ready for use; the pic on this ad shows the data structure.

Includes:

Bank Assets & Liabilities
–Aggregate Reserves of Depository Institution and the Monetary Base (H.3)
–Assets and Liabilities of Commercial Banks in the U.S. (H.8)
–Charge-off and Delinquency Rates
–Senior Loan Officer Opinion Survey on Bank Lending Practices

Business Finance
–Commercial Paper
–Finance Companies (G.20)

Exchange Rates and International Data
–Foreign Exchange Rates (G.5 / H.10)

Flow of Funds Accounts
–Flow of Funds Accounts of the United States (Z.1)

Household Finance
–Consumer Credit (G.19)*
–Finance Companies (G.20)
–Household Debt Service and Financial Obligations Ratios (FOR)

Industrial Activity
–Industrial Production and Capacity Utilization (G.17)*

Interest Rates
–Selected Interest Rates (H.15)

Money Stock and Reserve Balances
–Aggregate Reserves of Depository Institution and the Monetary Base (H.3)
–Factors Affecting Reserve Balances (H.4.1)*

*Principal Economic Indicators

Data are current daily within 2 hours of release by the Federal Reserve Bank.
FRB_SR (data schema and structures) is the original work of, and is owned and copyrighted by the author.  Distribution and use of FRB_SR is under license; the author reserves all rights.  FRB_SR is expressly NOT in the public domain and remains the sole property of the copyright owner.  Distribution or modification of FRB_SR without the knowledge, review, and express permission of the copyright owner is strictly prohibited.  The Federal Reserve Bank statistical releases are public information.

Why pay for FREE DATA?! If you are a do-it-yourselfer or only need partial data, the data are freely available at the Federal Reserve Bank website.  The “Data Download” instructions are here.  Fee based custom development and support are available; please Contact Us.

Get It Now on Microsoft’s Azure DataMarket . . .

Federal Reserve Bank Data


Federal Reserve Bank Statistical Data All in One Place!

Get It Now on Microsoft’s Azure DataMarket . . . Free Trial!

A great source of historical, research, and test data, the FRB_SR database consolidates the statistical releases published by the Federal Reserve Bank.  There are

  • 14 statistical releases
  • 39 Datasets
  • Over 15,000 Series
  • Over 8.7 million data points . . . going back to 31 Jan 1919!

No more manual downloads and processing XML files . . . FRB_SR is a fully functional database . . . the data are ready for use; the pic on this ad shows the data structure.

Includes:

Bank Assets & Liabilities
–Aggregate Reserves of Depository Institution and the Monetary Base (H.3)
–Assets and Liabilities of Commercial Banks in the U.S. (H.8)
–Charge-off and Delinquency Rates
–Senior Loan Officer Opinion Survey on Bank Lending Practices

Business Finance
–Commercial Paper
–Finance Companies (G.20)

Exchange Rates and International Data
–Foreign Exchange Rates (G.5 / H.10)

Flow of Funds Accounts
–Flow of Funds Accounts of the United States (Z.1)

Household Finance
–Consumer Credit (G.19)*
–Finance Companies (G.20)
–Household Debt Service and Financial Obligations Ratios (FOR)

Industrial Activity
–Industrial Production and Capacity Utilization (G.17)*

Interest Rates
–Selected Interest Rates (H.15)

Money Stock and Reserve Balances
–Aggregate Reserves of Depository Institution and the Monetary Base (H.3)
–Factors Affecting Reserve Balances (H.4.1)*

–Money Stock Measures (H.6)

*Principal Economic Indicators

Data are current daily normally within minutes of release by the Federal Reserve Bank.
FRB_SR (data schema and structures) is the original work of, and is owned and copyrighted by the author.  Distribution and use of FRB_SR is under license; the author reserves all rights.  FRB_SR is expressly NOT in the public domain and remains the sole property of the copyright owner.  Distribution or modification of FRB_SR without the knowledge, review, and express permission of the copyright owner is strictly prohibited.  The Federal Reserve Bank statistical releases are public information.

Why pay for FREE DATA?! If you are a do-it-yourselfer or only need partial data, the data are freely available at the Federal Reserve Bank website.  The “Data Download” instructions are here.  Fee based custom development and support are available; please Contact Us.

 

Get It Now on Microsoft’s Azure DataMarket . . . Free Trial!

 

 

MacroTrenz Software End-User License Agreement

MacroTrenz Software License

This license pertains to all editions and versions of any MacroTrenz licensed Software Product.  This license is online at MacroTrenz.Com

Copyright (c) 2010 – 2017 Geary M. McIver, Data Consultant.
All rights reserved.
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All software products created by and wholly & privately owned by Geary M. McIver, Data Consultant, are licensed exclusively through MACROTRENZ CORP. and are subject to the terms of the following licensing agreement:

END-USER LICENSE AGREEMENT:

IMPORTANT PLEASE READ THE TERMS AND CONDITIONS OF THIS LICENSE AGREEMENT CAREFULLY BEFORE CONTINUING WITH THE INSTALL OR USE OF ANY SOFTWARE PRODUCT CREATED BY AND WHOLLY & PRIVATELY OWNED BY GEARY M. MCIVER, DATA CONSULTANT.

MACROTRENZ CORP.’s End-User License Agreement (“EULA”) is a legal agreement between you (either an individual or a single entity) and MACROTRENZ CORP. for the MACROTRENZ CORP. software product(s) which may include associated software components, media, printed materials, and “online” or electronic documentation (“SOFTWARE PRODUCT”). By installing, copying, or otherwise using the SOFTWARE PRODUCT, you agree to be bound by the terms of this EULA. This license agreement represents the entire agreement concerning the program between you and MACROTRENZ CORP., (referred to as “licenser”), and it supersedes any prior proposal, representation, or understanding between the parties. If you do not agree to the terms of this EULA, do not install or use the SOFTWARE PRODUCT.

The SOFTWARE PRODUCT is protected by copyright laws and international copyright treaties, as well as other intellectual property laws and treaties. The SOFTWARE PRODUCT is licensed, not sold.

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The SOFTWARE PRODUCT is licensed as follows:
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If Federal Reserve Bank (FRB) data is free, why pay for it?

If Federal Reserve Bank (FRB) data is free, why pay for it?

Actually, FRB data is, in fact, free.

Background: Test data was needed for another database project and the Federal Reserve Bank is a good source. We didn’t need everything they have. However, it turned out all FRB statistical releases are fairly consistent being distributed on top of the SDMX standard.  Since we already built an automated ETL (Extract, Transform, and Load) process to download and handle FRB data according to that standard, we figured why not do all of them.

Here are the main reasons FRB_SR is a good value:

1) The FRB website limits downloads in a fashion that is a bit cumbersome and disorganized.
2) The FRB data downloads are not in a readily usable format.
3) The FRB and SDMX folks, being (quasi) government agencies, have a tendency to be a little careless about making “unannounced changes” . . . four times in the last six months . . . which are show stoppers. Adjusting for this is a relatively easy fix for us since it is a simple code change . . . and we are use to it.
)4 ROI . . . FRB_SR is cost effective.  Over the past many years we have designed, developed, maintained, debugged and reverse engineered countless data applications and systems . . . based on our experience an organization will spend thousands PER MONTH to built and administer a similar process.

So, the fee is not for the data but for doing the ETL process, packaging it in a real database, and distribution.

 

 

FRB Data Quirks and what to do about them.

Federal Reserve Bank Data Quirks and what to do about them.

Quirks and “Undocumented Features”

The Federal Reserve Bank has established a pattern of introducing quirks to the data or the XML schema.  These quirks break down their entire technical approach to their data download service.  Fortunately, the sound architecture of FRB_SR greatly aids in compensating.  However, traces of the Federal Reserve Bank’s missives still appear in the data.  For example, the Federal Reserve Bank added about two dozen series code numbers to the “Flow of Funds Accounts of the United States (Z.1)” statistical release without the code names.  Those series code numbers were manually added but the code names were added like “UNKNOWN . . . temp fix for 123456”.  When the Federal Reserve Bank gets around to updating the XML schema or publishing the series names, this issue will be corrected.

Simple and Compact without the Quirks

We designed FRB_SR in a very compact form to facilitate distribution.  Like the Federal Reserve Bank, other data providers offer very segmented and limited access to the data.  FRB_SR contains every statistical release the Federal Reserve Bank publishes.  To make distribution possible, the schema is very simple with only three tables.  Seven data views provide a basic breakout and access to the statistical releases and their sub-levels.  While the FRB_SR design has performance features, the schema is a more compact data warehouse rather than a high performance database.  The initial execution of a view  will likely yield slower performance which improves significantly thereafter.  We have found this adequate for our  development and testing purposes.  If you find  performance is an issue in your data environment, we recommend extracting the data out to fully optimized data tables.  We are currently working on “expansion” scripts to do this.

When can I get clean data without the Quirks?

We publish FRB_SR version updates monthly around the fifteenth for the prior month’s data.  Federal Reserve Bank dictates the schedule.