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API for Interest Rate Data

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API for Interest Rate Data

Quandl provides a single easy-to-use API for current and historical interest rate data. Coverage includes short-term money market rates, long-term bond yields, commercial paper interest rates, corporate bond rates, forward rate curves, time deposit interest rates, lending interest rates, and more.

Example Calls

Interest rate on US government 3-month treasury bills:

Free: https://www.quandl.com/api/v3/datasets/FRED/DTB3.csv?api_key=YOURAPIKEY

Premium: https://www.quandl.com/api/v3/datasets/YC/USA3M.csv?api_key=YOURAPIKEY

US government yield curve:

Free: https://www.quandl.com/api/v3/datasets/USTREASURY/YIELD.csv?api_key=YOURAPIKEY

Premium: https://www.quandl.com/api/v3/datasets/YC/USA.csv?api_key=YOURAPIKEY

Japanese government 10-Year bond yields:

Free: Not Available

Premium: https://www.quandl.com/api/v3/datasets/YC/JPN10Y.csv?api_key=YOURAPIKEY

Note: Premium databases are more reliable, accurate, comprehensive and timely than open databases. You can preview all premium databases for free; all you need is a Quandl API key.

Get Your Free API Key

Data Coverage in Detail

Quandl’s interest rate data coverage includes current and historical federal funds rates, lending rates, risk premiums, yields on short-term and long-term government securities, commercial paper rates, corporate bond rates, time deposit interest rates, and other interest rate related data for many countries.

Quandl’s interest rate data is divided into multiple databases. Some databases are free, open, and unrestricted. Other databases are “premium” and available only to paying subscribers. API syntax is exactly the same for both types of databases.

Premium databases are designed for professional use; they are of higher quality, better documented, more comprehensive, and updated more regularly than free databases. All premium databases are immediately accessible for free to Quandl users as part of our preview policy. Just register for a free Quandl account to start using them.

All of our available interest rate databases are listed below. Click on any database name to see full documentation.

US Interest Rates

Database

Type

Description

Federal Reserve Economic Data

Free

US economic statistics, including effective federal funds rates, treasury bill rates, and bank prime loan rates from the Federal Reserve Bank of St. Louis.

US Federal Reserve Data Releases

Free

Official US figures on money supply, interest rates, mortgages, government finances, bank assets and debt, exchange rates, and industrial production.

US Treasury

Free

US treasury bill rates and yield curves.

Europe Interest Rates

Database

Type

Description

Bank of England Official Statistics

Free

Current and historical exchange rates, interest rates on secured loans and time deposits, Euro-commercial paper rates, and yields on government securities.

Deutsche Bundesbank Data Repository

Free

Data on the German economy, including Monetary Financial Institutions (MFI) interest rates and yieleds on government securities.

United kingdom Office of National Statistics

Free

Data on employment, investment, housing, household expenditure, national accounts, and many other socioeconomic indicators in the United Kingdom.

Global Interest Rates

Database

Type

Description

Central Bank of Brazil Statistical Database

Free

Brazillian macroeconomic data including interest rates, exchange rates, and national accounts. Also includes global official interest rates.

World Bank Cross Country Data

Free

Annual data on economic development, health, demography and society for every country in the world. Includes deposit interest rates, real interest rates, bond rates and other economic data.

Asian Development Bank

Free

Asia and oceania economic data including lending interest rates, interest rates on savings deposits, and yields on short term treasury bills.

United Nations Statistics Division Data

Free

Cross-country data on agriculture, commodity, energy, environment, growth, health, industry, labour, population and trade from the UN Statistics Division. Includes global interest rate data.

Global Yield Curves

Premium

Bond yield curves for 35 countries, representing the entire term structure of interest rates.

Accessing Interest Rate data on Quandl

All databases on Quandl can be downloaded via our website, our API, and our tools. Website downloads, API calls and library use are all completely free; you just have to have permission to access the databases in question. Open databases are accessible to all; premium databases are available to paying subscribers and to registered users via our preview policy.

Visit our API reference page to learn how to use the API. Anonymous API calls are accepted, but limited to 50 per day. Registered users with an API key are subject to a “speed limit” of 2000 calls per 10 minutes, to avoid swamping our servers. (We are working to remove this limitation). Sign up to get your free API key here.

The key piece of information you will need to access any dataset from Quandl is the dataset’s “Quandl code”. The remainder of this page explains the specific sources and code nomenclature for interest rate data on Quandl.

API for Interest Rate Data

Here is an example API call for interest rate data:

https://www.quandl.com/api/v3/datasets/FRED/DTB3.csv?order=asc&collapse=weekly&start_date=2013-01-01&end_date=2013-12-31&api_key=YOURAPIKEY

The above call gets the interest rate on US government 3-month treasury bills, sorted in ascending date order, weekly, from January 1 2013 to December 31 2013, in CSV format, from the FRED database. The Quandl code of this dataset is FRED/DTB3.

Many more transformations and manipulations of the data are available; see our full API reference for more details. You can also access Quandl data directly from within the analysis tool of your choice — R, Python, Excel, Matlab,   Maple and more — using our free tools.

Interest Rate Databases in Depth

In the following sections, individual databases with interest rate data are described in greater depth. Note that the definitive documentation for any given database can always be found on its documentation page; what follows is merely a brief overview.

YC

For global yield curves, we recommend the YC database. This database provides interest rates for government bonds from 35 different countries. The full yield curve is represented, with bond maturities ranging from overnight to 30 years. To see a list of all the countries for which interest data is available and their corresponding bond maturities, please visit the YC documentation page.

Here is an example API call for the Australian government 5-year bond yield:

  https://www.quandl.com/api/v3/datasets/YC/AUS5Y.csv?sorder=asc&start_date=2014-01-01&end_date=2014-12-31&api_key=YOURAPIKEY

WORLDBANK

The WORLDBANK database provides annual data on economic development, health, demography and society for every country in the world. The data includes deposit interest rates, real interest rates, lending interest rates, bond rates, interest rate spreads, risk premiums, and money market rates.

To see a list of all indicators available and learn about the database organization, please visit the WORLDBANK documentation page.

Here is an example API call for real interest rates in Singapore:

https://www.quandl.com/api/v3/datasets/WORLDBANK/SGP_FR_INR_RINR.csv?start_date=2010-01-01&end_date=2013-12-31&api_key=YOURAPIKEY

UNDATA

The UNDATA database consists of cross-country data on agriculture, commodities, energy, environment, growth, health, industry, labour, population and trade, published by the United Nations Statistics Division. The data includes official international interest rates.

To learn more about all the indicators available and the organization of the database, please refer to the UNDATA documentation page.

Here is an example API call for interest rates in India:

https://www.quandl.com/api/v3/datasets/UNDATA/GID_IFIR_IND.csv?api_key=YOURAPIKEY

FRED

The Federal Reserve Economic Database, FRED, provides data on growth, employment, inflation, labour, manufacturing, and other US economic indicators. The interest rate data in this database includes effective federal funds rates, treasury bill rates, and bank prime loan rates. For a list of indicators available and the nomenclature in the FRED database, please refer to its documentation page.

Here is an example API call for the US effective federal funds rate:

https://www.quandl.com/api/v3/datasets/FRED/DFF.csv?start_date=2014-01-01&end_date=2014-12-31&api_key=YOURAPIKEY

FED

The FED database includes data on a number of economic and financial topics. Coverage includes US treasury bill rates, interest rate swaps, yield curves, financial and non-financial commercial paper interest rates, US government constant maturity yields, interest rates on credit card plans, and corporate bond rates. To see exactly how the database is organized, please refer to the FED documentation page.

Here is an example API call for US treasury zero-coupon yield curve:

https://www.quandl.com/api/v3/datasets/FED/SVENY.csv?start_date=2014-01-01&end_date=2014-12-31&api_key=YOURAPIKEY

USTREASURY

The USTREASURY database contains data published by the U.S. Department of the Treasury on treasury bill rates with various maturity periods. To see a list of all the different datasets available, please refer to the USTREASURY page.

Here is an example API call for real long-term treasury bill rates:

https://www.quandl.com/api/v3/datasets/USTREASURY/REALLONGTERM.csv?start_date=2014-01-01&end_date=2014-12-31&api_key=YOURAPIKEY

BOE

The Bank of England (BOE) Official Statistics database provides current and historical effective exchange rates, spot exchange rates, U.K. interest rates on secured loans and time deposits, gilt-repo interest rates, as well as Euro-commercial paper rates, and yields on various other government securities.

The full list of indicators available can be found on the BOE documentation page.

Here is an example API call for 6-month gilt repo interest rates:

https://www.quandl.com/api/v3/datasets/BOE/IUDGR6M.csv?start_date=2014-01-01&end_date=2014-12-31&api_key=YOURAPIKEY

BUNDESBANK

The Deutsche Bundesbank Data Repository, BUNDESBANK, contains data on the German economy, money and capital markets, public finances, banking, households, Euro-area aggregates, trade and external debt. Interest rate data on this database covers Monetary Financial Institutions (MFI) interest rates, as well as yields on debt securities and government securities.

To see a list of all the datasets available in this database and their Quandl codes, please visit the BUNDESBANK documentation page.

Here is an example API call for Belgium’s national MFI interest rates:

https://www.quandl.com/api/v3/datasets/BUNDESBANK/MIR_M_BE_B_L21_A_R_A_2240_EUR_N_P1M_E.csv?start_date=2012-01-01&end_date=2012-12-31&api_key=YOURAPIKEY

UKONS

The United Kingdom Office of National Statistics (UKONS) database provides data on employment, investment, housing, household expenditure, national accounts, and many other socioeconomic indicators in the United Kingdom. This includes official U.K. interest rate data, interest rate swaps, and interest rate growth rates.

To see a list of all indicators available in this database, please refer to the UKONS documentation page.

Here is an example API call for UK’s annual interest rate growth rate:

https://www.quandl.com/api/v3/datasets/UKONS/QNA_KGS4_A.csv?start_date=2010-01-01&end_date=2013-12-31&api_key=YOURAPIKEY

BCB

The Central Bank of Brazil Statistical database, BCB, contains Brazillian macroeconomic data, covering public finances, national accounts, payment systems, inflation, exchange rates, trade, and international reserves. The database also includes short and long term Brazillian interest rates, as well as official interest rates for many other countries.

To learn about how the data is organized, please visit the BCB documentation page.

Here is an example API call for long-term interest rates in Brazil:

https://www.quandl.com/api/v3/datasets/BCB/256.csv?start_date=2012-01-01&end_date=2014-12-31&api_key=YOURAPIKEY

ADB

The Asian Development Bank (ADB) database provides economic, financial, and demographical data for Asian and Oceanic countries. It also includes data on lending interest rates, interest rates on saving deposits, as well as yields on short term treasury bills.

Here is an example API call for lending interest rates in Australia:

https://www.quandl.com/api/v3/datasets/ADB/MF_LIR_AUS.csv?start_date=2010-01-01&end_date=2013-12-31&api_key=YOURAPIKEY

Terms and Licensing

Use of the Quandl API is free and unlimited for registered users.

All open databases on Quandl are completely free and unencumbered.

Premium commercial databases like YC are governed by their respective subscription licenses. On any database page, click on “view pricing” and then “full license” to see these terms. Quandl offers by far the most liberal terms of use of any commercial data provider in the world, explained in clear language with minimal legalese. Basically, you can almost always do whatever you want with the data.

Most premium databases on Quandl come with a speculative developer license, giving developers and startups full use and redistribution rights at steep discounts (80% or more). Premium databases also come with generous free trials; try before you buy!

Additional Resources

If you haven’t already done so, we recommend reading Quandl’s general API documentation; all the above functionality will be a lot clearer if you do so. All of Quandl’s datasets are also available through our tools for R, Python, Excel, Matlab, Stata, Julia and more.

In addition to interest rate data, Quandl has a number of other premium databases. These databases are, without exception, the best available on the internet, in terms of data quality, accuracy, reliability, timeliness, documentation, usability and licensing.

Registration

To use Quandl’s API for interest rate data, please register for a free Quandl API key:

Get Your Free API Key

Why register?

Registered users enjoy unlimited downloads, unlimited API usage and free preview access to all premium databases.

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