get_macro_seriesreadStored macro series from official keyless sources, for research and scripts: government bond yields (US Treasuries, German Bunds, UK gilts, JGBs, Government of Canada and Swiss Confederation bonds), US real yields and breakevens, the VIX, SOFR and €STR, the Fed's broad dollar index (not ICE's DXY), WTI and Brent spot, CPI, unemployment and business confidence for USD, EUR, GBP, JPY, CHF, CAD, AUD and NZD, and liquidity (Fed and ECB balance sheets, the Treasury General Account, overnight reverse repo and US net liquidity). For each series: the latest value on or before a date, its changes over 1, 5 and 20 observations, its unit and frequency, latestReadableFrom (when the latest value was public, which is when a backtest first reads it; US monthly figures carry their ALFRED first-release date), the first stored date, the source URL and its attribution line, which you quote with the numbers (FRED, Cboe and the New York Fed require it).
| Param | Type | Req. | Description |
|---|---|---|---|
| ids | string[] | no | Series ids. Yields: US3M, US2Y, US5Y, US10Y, US30Y, DE2Y, DE5Y, DE10Y, DE30Y, GB2Y, GB5Y, GB10Y, GB20Y, JP2Y, JP5Y, JP10Y, JP30Y, CA2Y, CA5Y, CA10Y, CH2Y, CH5Y, CH10Y, CH30Y. Real yields: US5Y_REAL, US10Y_REAL, US_BE5Y, US_BE10Y. Risk: VIX. Short rates: SOFR, ESTR. Dollar: USD_BROAD. Commodities: OIL_WTI_SPOT, OIL_BRENT_SPOT. Macro: US_CPI_YOY, US_UNRATE, US_PHILLY_MFG, USD_BCI, EU_HICP_YOY, EU_UNRATE, EU_ESI, EUR_BCI, UK_CPI_YOY, UK_UNRATE, GBP_BCI, JP_CPI_YOY, JP_UNRATE, JPY_BCI, CH_CPI_YOY, CH_UNRATE, CHF_BCI, CA_CPI_YOY, CA_UNRATE, CAD_CLI, AU_CPI_YOY, AU_UNRATE, AUD_BCI, NZ_CPI_YOY, NZ_UNRATE, NZD_BCI. Liquidity: FED_ASSETS, US_TGA_WED, US_TGA_DAILY, US_RRP, ECB_ASSETS, US_NET_LIQUIDITY, US_NET_LIQUIDITY_DAILY. |
| group | string | no | Only series of this group: yields, real_yields, risk, short_rates, dollar, commodities, macro or liquidity. |
| currencies | string[] | no | Only series for these currencies: USD, EUR (for yields, Germany), GBP, JPY, CHF, CAD, AUD, NZD. |
| as_of | string (YYYY-MM-DD) | no | The last value on or before that day. Default the latest stored. |
| history | integer | no | Also list the most recent observations, newest first, at most 60. |
- “Where is the US 2 year yield, and how far has it moved this week?”
- “What is the German US 2 year spread?”
- “What are the latest CPI and unemployment figures for the euro area and the UK?”
- “How has US net liquidity changed over the last month?”
{ "name": "get_macro_series", "arguments": { "ids": ["US10Y_REAL", "VIX", "US_CPI_YOY"], "history": 5 } }