Datasets on employment, earnings, consumer and producer price indexes from U.S. Dept. of Labor, Bureau of Labor Statistics. Go to Data Tools for list of datasets. See Public Data API for tools to retrieve.
"CBP is an annual series that provides subnational economic data by industry. This series includes the number of establishments, employment during the week of March 12, first quarter payroll, and annual payroll."
2014 ed. of this source presents data on consumer spending, including apparel, entertainment, financial products and services, health care, gifts, housing, and transportation. Provides an overview of spending trends.