Macro & interest rates

The macro endpoints expose the scenario’s economic backdrop: a daily macro tape (returns, yields, inflation expectations, credit spreads, volatility) and derived central-bank policy rates. The macro tape is event-aware: it marks the scenario’s catalyst window and moves around it.

Macro tape

GET /macro

The daily macro observation series for the scenario.

Parameter	Type	Required	Default	Description
`scenario_id`	string	Yes	-	The world to read from.
`start_date` / `end_date`	date	No	-	Inclusive window.
`limit`	integer	No	500	Page size (max 10000).
`offset`	integer	No	0	Pagination offset.

curl -s "https://api.davidhf.com/macro?scenario_id=<id>&start_date=2026-01-02" \
  -H "X-API-KEY: YOUR_API_KEY"

dd.macro.series(scenario_id="<id>", start_date="2026-01-02")

{
  "macro_data": [
    {
      "time": "2026-01-02",
      "regime_name": "inflation_shock",
      "market_return": -0.0008,
      "risk_free_rate": 0.052,
      "ten_year_yield": 0.047,
      "inflation_expectation": 0.034,
      "credit_spread": 0.021,
      "volatility_index": 23.4,
      "metadata": { "...": "..." }
    }
  ]
}

Interest rates

GET /macro/interest-rates

Central-bank policy rates derived from the macro tape, expressed as stair-stepped policy decisions with target ranges and held rates (not continuous daily drift).

Parameter	Type	Required	Default	Description
`scenario_id`	string	Yes	-	The world to read from.
`bank`	string	Yes	-	Central-bank code (e.g. `FED`).
`start_date` / `end_date`	date	No	-	Inclusive window.

curl -s "https://api.davidhf.com/macro/interest-rates?scenario_id=<id>&bank=FED" \
  -H "X-API-KEY: YOUR_API_KEY"

dd.macro.interest_rates("FED", scenario_id="<id>")

{ "interest_rates": [ { "bank": "FED", "effective_date": "2026-03-18", "target_low": 0.0475, "target_high": 0.0500, "decision": "hold" } ] }

Returns 404 for an unknown bank code.

Interest-rate snapshot

GET /macro/interest-rates/snapshot

The latest policy rate for a bank as of a date.

Parameter	Type	Required	Default	Description
`scenario_id`	string	Yes	-	The world to read from.
`bank`	string	Yes	-	Bank code.
`as_of`	date	No	latest	Cutoff date.

curl -s "https://api.davidhf.com/macro/interest-rates/snapshot?scenario_id=<id>&bank=FED&as_of=2026-03-26" \
  -H "X-API-KEY: YOUR_API_KEY"

dd.macro.interest_rate_snapshot("FED", scenario_id="<id>", as_of="2026-03-26")

Central banks

GET /macro/interest-rates/banks

List the available central-bank codes and names. Takes no parameters.

curl -s "https://api.davidhf.com/macro/interest-rates/banks" \
  -H "X-API-KEY: YOUR_API_KEY"

dd.macro.banks()

{ "banks": [ { "bank": "FED", "name": "Federal Reserve" }, { "bank": "ECB", "name": "European Central Bank" } ] }

Overview

Scenarios

Company

Prices

Financials

Earnings & estimates

Disclosures

Ownership

Market & macro

Macro & interest rates

Macro tape

Interest rates

Interest-rate snapshot

Central banks

​Macro tape

​Interest rates

​Interest-rate snapshot

​Central banks

Macro tape

Interest rates

Interest-rate snapshot

Central banks