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
| Parameter | Description |
|---|---|
series_idrequiredstring | 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 |
startstring | Only observations on or after this date |
endstring | Only observations on or before this date |
unitslevel | 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 |
frequencyd | w | m | q | a | Aggregate to this frequency (daily, weekly, monthly, quarterly, annual) |
aggregationavg | sum | eop = "avg" | How to aggregate when changing frequency: average, sum or end of period |
limitinteger = 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.
https://mcp.tradingdata.io