get_macro_series - TradingData

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.

Name	Required	Description	Default
`end`	No	Only observations on or before this date
`limit`	No	Most recent observations to return
`start`	No	Only observations on or after this date
`units`	No	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	level
`frequency`	No	Aggregate to this frequency (daily, weekly, monthly, quarterly, annual)
`series_id`	Yes	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
`aggregation`	No	How to aggregate when changing frequency: average, sum or end of period	avg

Name

Required

Description

Default

end

Only observations on or before this date

limit

Most recent observations to return

start

Only observations on or after this date

units

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

level

frequency

Aggregate to this frequency (daily, weekly, monthly, quarterly, annual)

series_id

Yes

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

aggregation

How to aggregate when changing frequency: average, sum or end of period

avg

TradingData

Macro / economic series

Input Schema

Schema Changelog

TDQS

Glama MCP Gateway

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