This is all extremely well-known public information gathered and distributed by the Bureau of Labor Statistics, which they compile for free.

Here are all (6) unemployment measurements that the BLS makes(U1 thru U6): https://www.bls.gov/news.release/empsit.t15.htm

The BLS tracks damn near everything you could ever dream up economically: https://www.bls.gov/

Here you can browse every metric that the Federal Reserve Bank tracks: https://fred.stlouisfed.org/