Downloading ALFRED archival data (with vintages & revisions from the St. Louis Federal Reserve)
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It is easy to download time series from FRED using the Datafeed Toolbox, but it doesn't seem to return ALFRED archival data. As you can see, the data is available with three date columns, but the Datafeed Toolbox only seems to return one (the latest revision, not all revisions).
PS, For those interested:
ALFRED, ArchivaL Federal Reserve Economic Data, is a collection of vintage versions of U.S. economic data. In general, economic data for past observation periods are revised as more accurate estimates become available. As a result, previous vintages of data can be superseded and may no longer be available from various data sources. ALFRED makes it possible to gather data as reported by a source on past dates in history. The Research Division hopes that ALFRED will provide users with the tools they need to reproduce past research, build more accurate forecasting models, and analyze economic policy decisions of the past with data that were available at the time.