Tools / Macro

Macro series

get_macro_series

Observations, metadata and a latest/previous/year-ago summary for any of 800,000+ US and international macro series (CPI, GDP, rates, employment, money, trade, housing), with optional source-side transformations (change, % change, year over year, annualized) and frequency aggregation. Find ids with search_macro_series; values are as published.

Questions it answers

  • What is US CPI doing versus the Fed funds rate?
  • Chart the 10-year minus 2-year Treasury spread.

Parameters

ParameterDescription
series_idrequired
string
Series id. Common ids: CPIAUCSL (CPI, all urban consumers (index)); CPILFESL (Core CPI (index)); PCEPI (PCE price index); UNRATE (Unemployment rate (%)); PAYEMS (Nonfarm payrolls (thousands)); FEDFUNDS (Effective federal funds rate (%)); DFF (Fed funds rate, daily (%)); DGS2 (2-year Treasury yield (%)); DGS10 (10-year Treasury yield (%)); DGS30 (30-year Treasury yield (%)); T10Y2Y (10y–2y Treasury spread (%)); T10Y3M (10y–3m Treasury spread (%)); GDP (US GDP, nominal (billions)); GDPC1 (US real GDP (billions, 2017$)); M2SL (M2 money supply (billions)); MORTGAGE30US (30-year mortgage rate (%)); UMCSENT (Consumer sentiment (Michigan)); RSAFS (Retail sales (millions)); INDPRO (Industrial production (index)); HOUST (Housing starts (thousands)); DCOILWTICO (WTI crude spot ($/bbl)); DEXUSEU (USD per EUR); DEXJPUS (JPY per USD); DTWEXBGS (Trade-weighted dollar index); WALCL (Fed total assets (millions)); BAMLH0A0HYM2 (High-yield credit spread (%)); VIXCLS (VIX close); SP500 (S&P 500 daily close); ICSA (Initial jobless claims); JTSJOL (Job openings (JOLTS, thousands)). Find others with search_macro_series
start
string
Only observations on or after this date
end
string
Only observations on or before this date
units
level | change | pct_change | yoy_change | yoy_pct | annualized_pct | log = "level"
Transformation applied by the database: level as published, change from previous period, % change, change from a year ago, % change from a year ago, compounded annual rate
frequency
d | w | m | q | a
Aggregate to this frequency (daily, weekly, monthly, quarterly, annual)
aggregation
avg | sum | eop = "avg"
How to aggregate when changing frequency: average, sum or end of period
limit
integer = 24
Most recent observations to return

Use it from your agent

Add the TradingData MCP URL to Claude, ChatGPT, Cursor or any MCP client, then ask in plain words. The model sees this tool's description and calls it with the right parameters.

MCP server URL
https://mcp.tradingdata.io

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