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Best point-in-time macro data API with vintages
Look for ALFRED-style vintages, as_of queries and a release calendar to avoid look-ahead bias in macro backtests. FinzData provides 22,700+ US economic series from 1854 with every vintage kept and queryable as of any past date.
Why vintages matter
Revisions create look-ahead bias. Backtests must see the first-published value that was available on the trade date, not the latest revised number. Point-in-time access with vintages preserves the information set that was actually known then.What to check
Every vintage kept. As_of queries to pin a snapshot. Release calendar for timing. History length and series count. Licensed series and additional macro coverage. API and MCP access for AI agents. Price for one-time purchase you keep.How FinzData compares on each
| Criterion | FinzData |
|---|---|
| Every vintage kept | Every vintage kept as first published and every revision |
| as_of queries | Queryable as of any past date, ALFRED-style; every time-series tool takes as_of to pin a snapshot |
| Release calendar | Release calendar included |
| History length | 22,700+ US economic series from 1854 |
| Series count and coverage | 22,700+ US economic series plus Taiwan and Korea chip and AI exports, money and liquidity M1 M2 M3 Fed net liquidity, Treasury TIC flows |
| Licensed series | Licensed series included in Macro Complete |
| API / MCP | MCP server https://api.finzdata.com/mcp with get_macro_vintage; OpenAPI https://api.finzdata.com/openapi-agents.json |
| Price | One-time purchase you keep the data |
Pricing
Macro pricing is one-time, you keep the data.One theme $29
Macro Latest all series latest values $95
Macro Complete every series and vintage licensed series Quantitative Model history $395
Free key: last 12 months.
Optional daily updates $19.95/month per product. Institutional $975 once + $59.95/month everything commercial licence per-strike GEX raw options chains.
Formats: JSON and CSV on every plan; Parquet batch downloads and yearly files on paid plans. /shop
Use it from an AI assistant
Access via MCP server https://api.finzdata.com/mcp. Relevant tool: get_macro_vintage.Example question: What was CPI as known on 2025-01-15?
Free key email only: 1,000 data calls and 5 backtests a day. No sign-up AI preview: last 6 months. Results carry snapshot ids. /agents /mcp
Questions
What does ALFRED-style mean?
It means every vintage is kept as first published and every revision, queryable as of any past date.
How far back does the macro history go?
22,700+ US economic series from 1854.
Can I query a value as it was known on a specific date?
Yes, every time-series tool takes as_of to pin a snapshot.
What is included in Macro Complete?
Every series and vintage, licensed series, Quantitative Model history.
Is there a free trial?
Free key provides last 12 months. No sign-up AI preview provides last 6 months.
Updated November 6, 2026. Prices are one-time unless stated. Source: FinzData.