Macro and positioning

Yield curves and macro series

Economic series observations, scheduled releases and government yield curves by date

4 endpointsFrom 1 credit

Try it

curl https://api.gloom.sh/v1/macro/curves \
  -H "Authorization: Bearer $GLOOM_DATASETS_KEY"

import os
import requests

response = requests.get(
    "https://api.gloom.sh/v1/macro/curves",
    headers={"Authorization": f"Bearer {os.environ['GLOOM_DATASETS_KEY']}"},
)
response.raise_for_status()
print(response.json())

const response = await fetch(
  "https://api.gloom.sh/v1/macro/curves",
  { headers: { Authorization: `Bearer ${process.env.GLOOM_DATASETS_KEY}` } },
)
if (!response.ok) throw new Error(await response.text())
console.log(await response.json())

Response

{
  "data": {
    "curves": [
      {
        "curve": {
          "id": "us",
          "label": "US Treasury",
          "country": "US",
          "basis": "par",
          "couponsPerYear": 2
        },
        "asOf": "2026-09-29",
        "points": [
          {
            "tenor": "1M",
            "years": 0.0833333333333,
            "yield": 4.04
          },
          {
            "tenor": "6W",
            "years": 0.125,
            "yield": 4.14
          },
          // … 12 more items
        ],
        "previous": null,
        "checkedAt": "2026-09-30T12:00:00.000Z"
      }
    ]
  },
  "meta": {
    "dataset": "macro",
    "requestId": "sample-request",
    "asOf": null,
    "dataThrough": "2026-09-29",
    "historyStart": null,
    "updatedAt": "2026-09-30T12:00:00.000Z",
    "page": null,
    "next": null,
    "coverage": {
      "curves": 1
    },
    "source": [
      {
        "attribution": "Government and central bank publications"
      },
      {
        "attribution": "Government and economic data providers"
      },
      // … 1 more items
    ]
  }
}

Trimmed · 2026-09-29

Run it without a key: GET /v1/datasets/macro/sample

Endpoints

GET/v1/macro/curves1 creditGovernment yield curves by country

Parameters

No parameters.

GET/v1/macro/curves/{curve}2 creditsYield curve with dated lookbacks, spreads and ranked moves

Parameters

curvestringrequired: usus-realus-breakeveneu-aaadegbjpca
datestring: Calendar date: YYYY-MM-DD.

GET/v1/macro/series/{seriesId}2 creditsStored economic series observations and metadata

Parameters

seriesIdstringrequired
fromstring: Calendar date: YYYY-MM-DD.
tostring: Calendar date: YYYY-MM-DD.
limitinteger: 1 to 1000.
sortOrderstring: ascdesc

from must be on or before to.

GET/v1/macro/calendar1 creditEconomic releases, forecasts and reported actuals

Parameters

No parameters.

Good to know

/macro/curves/{curve} moves: each tenor's 1D and 1W change in percentage points, ranked by size against every move of that horizon since since (midrank percentile, 0 to 100; null under 250 moves).