Quant Data Fetch

FRED data download

FRED (Federal Reserve Economic Data)

Completely freeNeeds API keyWebsite ↗

Coverage

  • ·The full US macro suite: GDP, CPI, employment, PMI, home prices and wages
  • ·Fed rate policy: the federal funds rate and the Treasury yield curve across all maturities
  • ·Major global economies: selected G20 indicators
  • ·The US dollar index, exchange rates and commodity prices (WTI, gold, etc.)
  • ·800,000+ time series in total

FRED API key — how to apply

  1. 1Go to fred.stlouisfed.org and create an account
  2. 2After signing in, open "My Account → API Keys → Request API Key"
  3. 3Submit a brief description of your use (anything works — e.g. research or personal study)
  4. 4Receive a 32-character alphanumeric key instantly, completely free
  5. 5In the Quant Data Fetch client, paste the key under Settings → Data Sources → FRED

Usage limits

  • ·Free, but with a per-key rate limit (the official number is undisclosed; as a rough rule of thumb, 1–2 requests per second is safe)
  • ·Quant Data Fetch throttles internally to avoid tripping FRED rate controls
  • ·Historical depth is ample (many series go back to the 1940s or earlier)
  • ·Update frequency depends on the data itself: CPI monthly, GDP quarterly, daily indicators (rates) every trading day

Caveats

  • ⚠Many FRED series are actually aggregated from other agencies — some have a 1–2 day update delay and are less timely than scraping a central bank or statistics bureau directly
  • ⚠Different versions of the same-named indicator can differ a lot (SA seasonally adjusted vs NSA not seasonally adjusted, different base years, monthly vs quarterly) — confirm the series code before using it
  • ⚠Chinese data is covered but limited (mostly republished from the World Bank, IMF, etc.); for in-depth Chinese macro, also connect Wind or iFinD

FAQ

What is FRED?⌄
FRED is the economic database maintained by the Federal Reserve Bank of St. Louis. It is public and free and widely used by researchers worldwide, covering 800,000+ time series across macroeconomics, monetary policy and financial markets — the gold standard for free macro data.
Is FRED data really free?⌄
Yes, completely free. You only need to register an account and request an API key — there are no call purchases and no paid tiers. The St. Louis Fed provides the service as a public good.
Can FRED download Chinese macro data?⌄
It can pull some (GDP, CPI, etc.), but these come from secondary sources such as the World Bank, IMF and OECD, with frequencies that differ from the official figures. For in-depth Chinese macro research, also connect Wind or the National Bureau of Statistics.
How do I find the series I want in FRED?⌄
The official site fred.stlouisfed.org has full search, or you can search and add directly on the FRED data source page in the Quant Data Fetch client — results show frequency (D/M/Q), units and last-updated time to help you choose.

Using FRED in Quant Data Fetch

Enable it under Settings → Data Sources → FRED and enter your key. Beyond the built-in recommended series (GDP, CPI, etc.), you can search for and add any FRED series — on the data source page, click "Search and add series", type a keyword (such as `unemployment`) and pick from the results; the selected series is added to your update tasks.

Download the app →Full setup docs

Markets covered by FRED

🇺🇸 US Stocks→

US stock market trading hours (NYSE / NASDAQ): regular session 09:30–16:00 ET, pre-market and after-hours, daylight saving changes and holiday closures explained.

🇺🇸 US Futures→

CME US futures trading hours: 23-hour continuous Globex electronic session, UTC / ET conversions, and Thanksgiving and Christmas closures.

🌐 Forex→

Global forex market 24/5 trading hours: the three main sessions (Asia / Europe / North America) and when the major currency pairs are most active.