Using FRED Data

Looks like they have an API. https://research.stlouisfed.org/docs/api/fred/

You can pull FRED data in with a Python script without an API if you have Python installed or you're comfortable installing it. Get Data/Python script then paste in code per this model:

import pandas_datareader.data as web
import datetime

# Choose start and end dates for the data series
start = datetime.datetime(2015, 1, 1)
end = datetime.datetime(2019, 10, 9)

# Read the data: US Housing Starts HOUST FRED data set
houst = web.DataReader('HOUST', 'fred', start, end)

# Move the dates, which are row labels, to their own column
houst.index.name = 'date'
houst.reset_index(inplace=True)

I had been trying to get more than one economic indicator in power bi at the same time through their API so my friend and I created a python script to collect whatever number of series you want and appends them already making it really easy to slice when in power bi. I hope you guys enjoy this it took me a long time. It works with python 3.77 and make sure you have the modules requests, matplotlib and pandas. Oh and make sure you add your API token(key)

Enjoy and don't take credit for it. 

#Modules
import urllib.request as urllib2
import urllib, json
import numpy as np
import pandas as pd

#Static Variables
TOKEN = 'YourAPItoken'

#initialzing array for tickers
tickers= []

#open file and create one array of tickers IDs

tickers =['mspnhsus'
]

#temporary variable store values from "for loop"
d = []

#creating list of URL based on tickers list
for ticker in tickers:
tdata = '['
url = str(f'https://api.stlouisfed.org/fred/series/observations?series_id={ticker.strip()}&api_key={TOKEN}&file_type=json')

#Opening web api and read JSON data
response = urllib2.urlopen(url)

#create JSON object
json_obj = json.load(response)

for i in json_obj['observations']:
d.append({'ticker': ticker, 'date': i['date'], 'value': i['value']})

#create variable "df" using format dataframe
df = pd.DataFrame(data=d)

#print data ready to use for PowerBi
print(df)

Hello All - I've built a custom connector for FRED (and the Energy Information Administration – EIA). Would appreciate you trying it out - and providing feedback. Hopefully, this can be a built-in/certified connector one day. https://github.com/tylerchessman/PBI_FRED_EIA;

If you like what you see, make sure to vote for the feature at https://ideas.fabric.microsoft.com/ideas/idea/?ideaid=437ab693-4155-ed11-a76e-0003ff4534c2.  For EIA data, please vote at https://ideas.fabric.microsoft.com/ideas/idea/?ideaid=18f4857d-5269-412e-b093-a036b52c3fa1