Swiss unemployment, a EUR/CHF rate and Microsoft's operating income come back as the same object.
Structured, dated evidence instead of scraped prose. The answer can cite what it was built on.
A macro layer for your product, without building or maintaining the pipeline.
Clean, signed values for your models, instead of reverse engineering them from prices.
One consistent read across every client conversation, evidence attached.
Every value carries its source, period and timestamps. Trace any number back to the document it came from.
Every row carries a freshness status. When a series goes quiet, the API says so instead of serving a number that looks current.
Real rates, curve spreads, surprise indices and policy cycle state, computed daily. Each row names the inputs it came from.
Every value the API returns is cleared for redistribution, verified per source. Chart it, resell it, ship it, without a licensing review of your own.
US equity and CPI to 1871. Canadian CPI to 1914. FX to 1999. Fundamentals across the full filing history.
Served at the edge, close to the caller, not from a single region.
Failures come back fast, with a status and a retry hint. Never a hanging connection.
Every indicator for an entity in one call, instead of fanning out per metric.
Short and fully qualified paths both resolve. Nothing breaks on a version bump.
One key. One base URL. Copy-paste examples for every endpoint.
Typical response under 300 ms.
$ curl -H "Authorization: Bearer $KEY" \ ".../derived-observations?indicator=real_policy_rate&country=CHE" { "indicatorId": "real_policy_rate", "country": "CHE", "actual": -0.40, "unit": "percent", "derivedFrom": ["che_policy_rate", "che_cpi_inflation_yoy"], "freshnessStatus": "fresh" }
Three phases. The first is the one most vendors skip.
We map what you need against what is covered, and say where it is not.
Keys against real production data, so nothing is taken on trust.
Limits you can plan around, and a person to talk to when something looks wrong.
Statistical offices and central banks, plus the BIS, OECD, IMF, SEC EDGAR, BLS, BEA, Census and CFTC. We do not scrape aggregators and we do not resell another vendor's feed. Every row carries its source and a link to the release.
Daily series update daily. Monthly releases land within hours of publication. Every row carries a freshness status computed against its own cadence, so a series that has missed a print is flagged rather than served as current.
Every row carries a scoringEligible flag. It is true only when the source is official, the row is not an annual fallback, and it is not stale. A discontinued series looks exactly like a live one whose next print is late, which is why we mark it.
We keep the history and mark it ceased, with a pointer to the successor where the agency named one. We never splice the two, because a replacement usually measures something different.
Yes. Every row carries a revision status, a vintage and the previous period's value, so you can see what changed without a second request.
FRED is free and largely US centric, and you need the series ID before you can find anything. We normalise every source into one schema and add the provenance, revision and eligibility metadata that code needs. Against a terminal: no chat, no charts, no execution. This is infrastructure for people building something else.
The API is in private testing while we finish plans. The documentation is live.
