Bureau of Labor Statistics Public Data API
bls.gov
bls.gov
And the API itself seems quite simple and easy to use - so it looks like good access to important data.
Before people start iterating every code variation to hit the API and fill their DBs, I think you can download the data from here: http://www.bls.gov/data/
Clicking on 'Top Picks' (its a badge but its also a link) got me to here: http://data.bls.gov/cgi-bin/surveymost?cu with some series indicators in it.
Clicked on Food and Beverage, selected some years, added a graph and got back the CPI for food and beverages between 1990 to present.
That said their phone support is pretty excellent, and you'll likely get a direct line to the researcher preparing the data.
I'm not sure if they've improved since 2011, but at the time it was very hard to parse and order the public data sets since the headers have changed so much over time and the data is not harmonized. I can't tell if BLS has done much data consolidation through this API, but if you're looking to consume this data I recommend just downloading it and parsing it yourself.
The IPUMS project from the University of Minnesota[1] is an excellent resource for anyone actually wanting to look at BLS / CPS data over time. They do a lot of the gruntwork for gathering CPS results across the years and synthesizing the various codes, field names, and standards into a coherent data set.
For anyone interested in actually using CPS data, a colleague and I wrote a (rather shitty) Java program to parse IPUMS data into a local longitudinal dataset. The code was written by sophomores in college, so I can't promise that this code is any good, but it's probably a good place to get started if you're interested[2].
[1] http://www.ipums.org/ [2] https://github.com/c-johnson/CPSMatcher
I'm a Presidential Innovation Fellow focusing on open data initiatives at the FDA. I'm working to get a number of our datasets made public and available via APIs. I'd love to talk to you about what would be useful to you (and others) and how we can help. Feel free to email me at sean.herron@fda.hhs.gov if you want to chat.
Maybe it's a backhanded complement and they think that Python and R folks can figure this out on their own...? :-)
Which is a shame because a Web-only client would have been fun - and easy as the API is wide open and doesn’t require registration.
I was unable to determine if using the API could provide a first mover advantage for trading applications that take BLS data into consideration.
http://www.bls.gov/bls/newsrels.htm
I vaguely remember an article that said that some folks get the BLS data a few milliseconds faster than everyone else and avail themselves of this first mover advantage -- don't quote me on that, though. Regardless, I somehow doubt this API will be useful for first mover advantage unless perhaps you are already doing this type of technical trading in the finance industry.
http://www.rollingstone.com/politics/blogs/taibblog/16-major...
Does anyone know more?