2
$\begingroup$

I am trying to query every single series in the fred database using r. I have checked out both the quantmod and fImport packages, and they work fine, though it seems that quantmod fits my use a bit better.

The only problem is that the query function in both packages takes as an input the name or names of the symbols you want, and doesn't have any funciton for "query all data" or even "query all data of a certain type". I was hoping at least that there would be some comprehensive list of all symbols in FRED, but I have googled and searched all over, and there isn't even a mention of this.

I realize this use case may sound a bit strange, and unfortunately I can't explain the reason for it for proffesional reasons.

Any help would be much appreciated!

Best,

Paul

$\endgroup$

3 Answers 3

2
$\begingroup$

Please check whether this has what you are looking for: https://fred.stlouisfed.org/categories

Each category is available for bulk download.

$\endgroup$
4
  • $\begingroup$ This appears more like a comment. $\endgroup$
    – Gordon
    Jul 17, 2015 at 19:45
  • $\begingroup$ Well, I believe this does answer his question ... $\endgroup$
    – phdstudent
    Jul 20, 2015 at 13:38
  • 1
    $\begingroup$ actually it does! thank you. I will have to write a script to iterate through all of the dirtectories in this zip file and then use that to compile a list/ single data frame containing all of the data. once I do I will upload a list of names herke just for fun! $\endgroup$
    – Paul
    Jul 20, 2015 at 21:31
  • $\begingroup$ Updated the link $\endgroup$
    – jaamor
    Apr 23, 2018 at 17:32
1
$\begingroup$

The following answers the initial question:

To get a comprehensive list of all data series on FRED you can leverage the FRED API, and in particular the following calls:

  • /category
  • /category/children
  • /category/series

You can start with the root category (id = 0) and traverse the category tree for the metadata including the series symbols.

$\endgroup$
0
$\begingroup$

You might find Quandl useful, where amoung other sources you'll also find FRED:

Rotating the page=13 counter in the URL, you will eventually donwload names of all datasets (you'll need to download all pages and parse them a bit).

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge that you have read and understand our privacy policy and code of conduct.

Not the answer you're looking for? Browse other questions tagged or ask your own question.