Macro Bundle — Treasury Yields, Forex, Commodities, Economic Indicators
Four-file macro toolkit covering: (1) Treasury Yields: full daily yield curve since 1990 — 12 maturities (1mo through 30y) for 63 trading days. (2) Economic Indicators: 113 rows across 15 series (GDP, CPI, inflation rate, unemployment, federal funds, consumer sentiment, retail sales, industrial production, mortgage rates, jobless claims, nonfarm payrolls, durable goods, recession probabilities) since 1990 in long format. (3) Commodities OHLCV: 192,095 daily bars across 40 commodity contracts (E-Mini S&P, gold, oil, natural gas, grains, metals, etc.) 2006-present. (4) Forex OHLCV: 140,000 daily bars across 28 major + minor currency pairs (EURUSD, USDJPY, GBPUSD, AUDJPY, …) 2006-present. Read each with pandas.read_csv(path, compression='gzip', parse_dates=['date']). Pair with the equity/crypto/fundamentals listings to build risk-on/risk-off regime models, macro-overlay strategies, currency-hedged backtests, or commodity-aware sector rotation.
Use Cases
- Risk-on / risk-off regime detection (rates + FX + commodities together)
- Term-structure / yield-curve research and recession indicators
- Currency-hedged equity backtests (overlay forex on stock returns)
- Commodity-aware sector rotation (energy/materials cycles vs WTI / gold)
- Macro nowcasting models combining hard data (CPI, NFP) with market data
Methodology
Treasury yields: single FMP /treasury-rates call with from=1990-01-01. Economic indicators: 15 separate /economic-indicators?name=… calls with full date range. Commodities: every contract from /commodities-list (40), one OHLCV call each from /historical-price-eod/full 2006-present. Forex: 28 hand-picked major + minor pairs, one OHLCV call each.
Update Schedule
Static snapshot. Refresh quarterly if you need recent macro prints.
Attribution
Source: Federal Reserve, BLS, BEA, ICE, CME, OANDA via Financial Modeling Prep.
Schema
| name | type |
|---|---|
| date | date |
| month1..year30 | number |
Sample Data
| date | year1 | year2 | year3 | year5 | year7 | month1 | month2 | month3 | month6 | year10 | year20 | year30 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-09-02 | 4.16 | 4.39 | 4.45 | 4.54 | 4.66 | 3.83 | 3.89 | 3.92 | 4 | 4.79 | 5.27 | 5.27 |
| 2026-09-03 | 4.11 | 4.34 | 4.41 | 4.52 | 4.63 | 3.83 | 3.91 | 3.89 | 3.95 | 4.77 | 5.25 | 5.25 |
| 2026-09-04 | 4.13 | 4.37 | 4.45 | 4.54 | 4.65 | 3.79 | 3.9 | 3.91 | 3.98 | 4.78 | 5.25 | 5.24 |
Get this via API
# Example for Cursor (.cursor/mcp.json).
# For Claude, ChatGPT and Codex, use the Connect your agent guide.
# Read-only keys can preview and query data you already have access to.
{
"mcpServers": {
"dagentbase": {
"url": "https://dagentbase.com/api/mcp",
"headers": { "Authorization": "Bearer dm_live_YOUR_KEY" }
}
}
}
# 2. Then ask your agent, in plain language:
# "Preview listing 2354b3dd-b203-46d8-bf47-4cc405c85e58 and explain its coverage and license."
# Tools: preview_listing -> describe_dataset -> query_dataset
# Claim or purchase in the platform before querying with a read-only key.one time · open license
Details
Available formats