The macro series a trading system actually reads — the full US Treasury par-yield curve, the Fed policy rates, the headline curve spreads, the major currency pairs, and spot gold and silver — as rows of the same computed SQL table as every US stock. Curated, not exhaustive: this is not a 150-currency conversion feed, it’s the macro state your queries join against equities — the curve, the dollar, and the metals, in the same WHERE clause as your screens.
Free plan. Every ticker, every signal, real-time data, all-time history.
what you get
| The Treasury curve | Par yields from 1-month bills to the 30-year bond (R:UST1M … R:UST30Y), one value per business day back to 1990 |
| Curve spreads, precomputed | 2s10s, 3M10Y and 5s30s are their own tickers (R:UST2S10S, …) — inversion is a lookup, not arithmetic |
| Fed policy rates | SOFR, EFFR, and both ends of the fed funds target range, updated as published |
| FX majors | Nine USD pairs — EUR, GBP, JPY, AUD, CAD, CHF, CNH, MXN, SEK — quoted continuously, history to 2007 |
| Spot metals | Gold and silver quote as FX pairs (X:XAUUSD, X:XAGUSD) with history back to 1968 |
| Joined to equities | One SQL surface across asset classes: screen stocks while the curve is inverted, or alert when the 10-year crosses a level — same table, same three tenses |
Every read runs in three tenses: live, as of any past moment (add ?asof=; no look-ahead, no survivorship bias), or on push — the same query as a webhook that fires when the answer changes. Under it sits the computed table: every US equity plus rates, FX and crypto, every signal precomputed and refreshed continuously, all-time history. Data included — there’s no feed to bring.
one call
Two Treasury tenors and a currency pair on one aligned daily grid — one call, no stitching:
GET /v2/series?tickers=R:UST2Y,R:UST10Y,X:EURUSD
&columns=price&interval=1d
&from=2026-08-18&to=2026-08-20
// → { "series": {
// "R:UST2Y": [ { "t": "2026-08-18", "price": 4.19 }, … ],
// "R:UST10Y": [ { "t": "2026-08-18", "price": 4.71 },
// { "t": "2026-08-20", "price": 4.69 }, … ],
// "X:EURUSD": [ { "t": "2026-08-18", "price": 1.1575 },
// { "t": "2026-08-20", "price": 1.1687 }, … ] } }The 2s10s spread itself is a ticker — ask for R:UST2S10S and inversion history arrives precomputed. Add ?asof= to any read and the answer is the curve as it stood that day.
Reference: tickers & asset classes · series · the SQL surface.
questions
No — if you need checkout-grade conversion across 150 currencies, a dedicated conversion service is the right tool. This is market state for trading and analytics: the nine major USD pairs, quoted and historized alongside the rest of the market. Crosses between majors can be derived from their USD legs in your query.
Curated, not exhaustive. Rates: the full US Treasury par-yield curve (1M–30Y), the 2s10s / 3M10Y / 5s30s spreads, SOFR, EFFR and the fed funds target band. FX: nine USD pairs plus spot gold and silver. The full list is one call: /v2/tickers?asset_class=rates,fx.
Spot metals reach 1968, the Treasury curve and policy rates 1990, currency pairs 2007 — all-time on every plan, like the rest of the table. Rates carry one value per business day; a yield has no intraday range, so OHLC fields come back null by design.
Every call here is also a native tool call: install the MCP server and Claude, ChatGPT, Cursor, or any MCP runtime queries the market directly. Computed state is what makes that work well: hand a model raw data and its context window fills with math to do; hand it computed answers and the context goes to decisions. A scan returns the tickers matching your condition: a list, not a workload.
The Free plan needs no card and carries the full data side: every ticker, every signal, real-time data, all-time history and as-of queries, at 10,000 calls a month and 60 a minute. Paid plans start at $29/mo, remove the monthly cap, and raise the rate limit; webhooks and streaming come with them. Data depth is never a tier lever: every plan sees the same table.
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Free plan. Every ticker, every signal, real-time data, all-time history.