US Futures Economic Calendar & Risk Windows

Turn official U.S. macroeconomic release schedules into machine-ready NQ, MNQ, ES, and MES risk windows. This Actor normalizes BLS, BEA, U.S. Census Bureau, and Federal Reserve calendar data, converts every event to UTC and your IANA timezone, and adds configurable blackout windows for bots, dashboards, journals, and risk controls.

No scraping of forecasts, no invented values, and no trading signals. Every paid row is a normalized scheduled event with an official source URL.

Actual 14-day output generated from all four official sources. The screenshot contains no simulated forecasts, prices, or trading results.

Quick start — useful output in under a minute

1. Click Try for free or Start.
2. Leave both date fields empty for the upcoming 14-day window.
3. Keep the recommended medium risk tier and click Start.
4. Open the Dataset to export JSON, CSV, Excel, or use the API.

The default input tracks all four supported U.S. index-futures contracts:

{
  "instruments": ["NQ", "MNQ", "ES", "MES"],
  "minimumRisk": "medium",
  "timezone": "America/New_York",
  "minutesBefore": 15,
  "minutesAfter": 15,
  "maxEvents": 50
}

For Amsterdam-local times, set timezone to Europe/Amsterdam. Daylight-saving transitions are handled by the IANA timezone database.

What you get

Each risk_event includes:

• a stable eventId and official release title;
• riskTier, eventType, and a short transparent riskReason;
• scheduledAtUtc, scheduledAtNewYork, and scheduledAtLocal;
• configurable local and UTC blackout windows;
• premarket, cash_session, or after_hours classification;
• selected NQ/MNQ/ES/MES contracts;
• official source agency, source ID, and source URL;
• explicit null values for actual, previous, and forecast because this Actor does not fabricate or resell consensus data.

Example event:

{
  "recordType": "risk_event",
  "eventId": "fed-fomc-20260729",
  "title": "FOMC Rate Decision and Statement",
  "eventType": "fomc",
  "riskTier": "high",
  "riskReason": "Scheduled Federal Reserve rate decision and policy statement.",
  "affectedInstruments": ["NQ", "MNQ", "ES", "MES"],
  "tradingSession": "cash_session",
  "scheduledAtUtc": "2026-07-29T18:00:00Z",
  "scheduledAtNewYork": "2026-07-29T14:00:00-04:00",
  "scheduledAtLocal": "2026-07-29T20:00:00+02:00",
  "outputTimezone": "Europe/Amsterdam",
  "blackoutStartUtc": "2026-07-29T17:45:00Z",
  "blackoutEndUtc": "2026-07-29T18:15:00Z",
  "blackoutStartLocal": "2026-07-29T19:45:00+02:00",
  "blackoutEndLocal": "2026-07-29T20:15:00+02:00",
  "sourceAgency": "Federal Reserve",
  "sourceUrl": "https://www.federalreserve.gov/monetarypolicy/fomccalendars.htm",
  "actual": null,
  "previous": null,
  "forecast": null,
  "chargedEvent": "risk_event",
  "chargedEventCount": 1
}

The first dataset row is a free run_summary. It reports the requested window, source status, returned event count, and whether the run's charge limit truncated output. Source errors are never billed.

Risk tiers

High

FOMC rate decisions, Employment Situation, CPI, PPI, Personal Income and Outlays/PCE, retail sales, and advance GDP.

Medium

Major housing releases, durable goods, and advance economic indicators.

Low

Other official scheduled releases that do not match a higher documented rule. Select low only when you want the broad official calendar.

Risk tiers are deterministic product classifications for filtering and automation—not predictions of volatility or trading recommendations.

Pricing and cost control

The Actor charges $0.006 per successfully normalized risk_event.

• run_summary: free
• failed or unavailable source: free
• no matching events: free Actor events
• 7-event representative run: $0.042
• default maxEvents: 50 hard cap: $0.30
• absolute input cap: 200 events and a 90-day window

Actor compute usage is included in the event price; the customer is not billed separate platform usage for this Actor. You can also set Apify's per-run maximum charge. If that limit is reached, the summary reports chargeLimitReached: true.

API example

curl -X POST \
  "https://api.apify.com/v2/acts/monema~us-futures-economic-calendar/run-sync-get-dataset-items" \
  -H "Authorization: Bearer $APIFY_TOKEN" \
  -H "Content-Type: application/json" \
  -d '{
    "dateFrom": "2026-07-20",
    "dateTo": "2026-08-02",
    "instruments": ["NQ", "MNQ"],
    "minimumRisk": "high",
    "timezone": "Europe/Amsterdam",
    "minutesBefore": 30,
    "minutesAfter": 30,
    "maxEvents": 25
  }'

Ready-to-run examples:

• Python example
• Node.js example
• Companion repository

Schedule the Actor daily in Apify Console, send successful runs to a webhook, or consume the dataset from n8n, Make, Python, JavaScript, or an AI agent.

Common workflows

• disable or reduce automated execution around scheduled macro releases;
• populate a futures dashboard or economic-calendar widget;
• annotate NQ/MNQ/ES/MES journals and backtests with scheduled-risk windows;
• create Telegram, Slack, Discord, email, or webhook reminders;
• provide deterministic calendar context to an AI trading assistant without giving it fabricated forecasts.

Official sources and provenance

The Actor reads these public U.S. government schedules:

• Bureau of Labor Statistics release calendar
• Bureau of Economic Analysis release schedule
• U.S. Census Bureau economic indicators calendar
• Federal Reserve FOMC calendars

BLS, BEA, and Federal Reserve Board policies state that their website information is generally public domain unless otherwise indicated. The Actor cites every source and does not reuse agency seals, logos, photography, or third-party material.

Schedules can change. Always inspect sourceStatuses, the official sourceUrl, and the current run output before relying on a date operationally.

Reliability behavior

• Each source is fetched independently.
• One unavailable source does not discard valid events from other sources.
• The free summary identifies ok and error sources.
• Invalid dates, unsupported contracts, invalid timezones, ranges over 90 days, and unbounded event requests fail before billable output.
• Official source changes can temporarily reduce coverage until the parser is updated.

Responsible-use disclaimer

This Actor is an independent data-normalization tool. It is not affiliated with, endorsed by, or certified by BLS, BEA, the U.S. Census Bureau, the Federal Reserve Board, CME Group, or Nasdaq. NQ, MNQ, ES, and MES are used only to describe user-selected futures contracts.

The output is informational and is not financial, investment, legal, or trading advice. A scheduled release does not guarantee volatility, direction, liquidity, or execution quality. Users remain responsible for validating official schedules and for their own trading and risk decisions.

Support

If an official source changes or an event is classified incorrectly, open an Actor issue with the event title, source URL, requested date range, and run ID. Source-parser and classification defects are treated as priority fixes.