EOD Historical Data US Treasury API

US Treasury interest rates (bills, yields, long-term, real yields)

OpenAPI Specification

eod-historical-us-treasury-api-openapi.yml Raw ↑
openapi: 3.1.0
info:
  title: EODHD Financial Data Calendar US Treasury API
  description: Comprehensive API for retrieving financial data including stock prices, fundamentals, calendar events, news, and more from EOD Historical Data (eodhd.com)
  version: 2.0.0
  contact:
    name: EODHD Support
    url: https://eodhd.com
    email: supportlevel1@eodhistoricaldata.com
  termsOfService: https://eodhd.com/financial-apis/terms-conditions
  license:
    name: Proprietary
    url: https://eodhd.com/financial-apis/terms-conditions
servers:
- url: https://eodhd.com/api
  description: Primary API path
- url: https://eodhistoricaldata.com/api
  description: Alternative API path
security:
- EODHDQueryKey: []
tags:
- name: US Treasury
  description: US Treasury interest rates (bills, yields, long-term, real yields)
paths:
  /ust/bill-rates:
    get:
      summary: Get US Treasury bill rates
      description: Returns daily US Treasury bill rates (discount rates for 4-week, 8-week, 13-week, 17-week, 26-week, and 52-week bills).
      operationId: GetUSTBillRates
      parameters:
      - name: api_token
        in: query
        required: true
        description: API token for authentication.
        schema:
          type: string
      - name: from
        in: query
        required: false
        description: Start date in 'YYYY-MM-DD' format.
        schema:
          type: string
          format: date
      - name: to
        in: query
        required: false
        description: End date in 'YYYY-MM-DD' format.
        schema:
          type: string
          format: date
      - name: filter[year]
        in: query
        required: false
        description: Filter by year (e.g., 2024).
        schema:
          type: integer
          example: 2024
      - name: page[limit]
        in: query
        required: false
        description: Number of records per page.
        schema:
          type: integer
      - name: page[offset]
        in: query
        required: false
        description: Pagination offset.
        schema:
          type: integer
      - name: fmt
        in: query
        required: false
        description: Output format.
        schema:
          type: string
          enum:
          - json
          - csv
          default: json
      responses:
        '200':
          description: Successfully retrieved Treasury bill rates.
          content:
            application/json:
              schema:
                type: array
                items:
                  type: object
                  properties:
                    date:
                      type: string
                      format: date
                      description: Date of the rate.
                    4_weeks_bank_discount:
                      type: number
                      description: 4-week bill bank discount rate.
                    4_weeks_coupon_equivalent:
                      type: number
                      description: 4-week bill coupon equivalent yield.
                    8_weeks_bank_discount:
                      type: number
                      description: 8-week bill bank discount rate.
                    8_weeks_coupon_equivalent:
                      type: number
                      description: 8-week bill coupon equivalent yield.
                    13_weeks_bank_discount:
                      type: number
                      description: 13-week bill bank discount rate.
                    13_weeks_coupon_equivalent:
                      type: number
                      description: 13-week bill coupon equivalent yield.
                    26_weeks_bank_discount:
                      type: number
                      description: 26-week bill bank discount rate.
                    26_weeks_coupon_equivalent:
                      type: number
                      description: 26-week bill coupon equivalent yield.
                    52_weeks_bank_discount:
                      type: number
                      description: 52-week bill bank discount rate.
                    52_weeks_coupon_equivalent:
                      type: number
                      description: 52-week bill coupon equivalent yield.
        '401':
          description: Unauthorized. Invalid API token.
        '404':
          description: Data not found for specified date range.
      tags:
      - US Treasury
  /ust/long-term-rates:
    get:
      summary: Get US Treasury long-term rates
      description: Returns US Treasury long-term average rates and extrapolation factors for maturities beyond 30 years.
      operationId: GetUSTLongTermRates
      parameters:
      - name: api_token
        in: query
        required: true
        description: API token for authentication.
        schema:
          type: string
      - name: from
        in: query
        required: false
        description: Start date in 'YYYY-MM-DD' format.
        schema:
          type: string
          format: date
      - name: to
        in: query
        required: false
        description: End date in 'YYYY-MM-DD' format.
        schema:
          type: string
          format: date
      - name: filter[year]
        in: query
        required: false
        description: Filter by year (e.g., 2024).
        schema:
          type: integer
          example: 2024
      - name: page[limit]
        in: query
        required: false
        description: Number of records per page.
        schema:
          type: integer
      - name: page[offset]
        in: query
        required: false
        description: Pagination offset.
        schema:
          type: integer
      - name: fmt
        in: query
        required: false
        description: Output format.
        schema:
          type: string
          enum:
          - json
          - csv
          default: json
      responses:
        '200':
          description: Successfully retrieved long-term rates.
          content:
            application/json:
              schema:
                type: array
                items:
                  type: object
                  properties:
                    date:
                      type: string
                      format: date
                      description: Date of the rate.
                    lt_composite_gt_10:
                      type: number
                      description: Long-term composite rate (over 10 years).
                    treasury_20_year_cmt:
                      type: number
                      description: Treasury 20-year constant maturity rate.
                    extrapolation_factor:
                      type: number
                      description: Extrapolation factor.
        '401':
          description: Unauthorized. Invalid API token.
        '404':
          description: Data not found for specified date range.
      tags:
      - US Treasury
  /ust/real-yield-rates:
    get:
      summary: Get US Treasury real yield curve rates
      description: Returns daily US Treasury real yield curve rates (TIPS-derived real yields for 5-year, 7-year, 10-year, 20-year, and 30-year maturities).
      operationId: GetUSTRealYieldRates
      parameters:
      - name: api_token
        in: query
        required: true
        description: API token for authentication.
        schema:
          type: string
      - name: from
        in: query
        required: false
        description: Start date in 'YYYY-MM-DD' format.
        schema:
          type: string
          format: date
      - name: to
        in: query
        required: false
        description: End date in 'YYYY-MM-DD' format.
        schema:
          type: string
          format: date
      - name: filter[year]
        in: query
        required: false
        description: Filter by year (e.g., 2024).
        schema:
          type: integer
          example: 2024
      - name: page[limit]
        in: query
        required: false
        description: Number of records per page.
        schema:
          type: integer
      - name: page[offset]
        in: query
        required: false
        description: Pagination offset.
        schema:
          type: integer
      - name: fmt
        in: query
        required: false
        description: Output format.
        schema:
          type: string
          enum:
          - json
          - csv
          default: json
      responses:
        '200':
          description: Successfully retrieved real yield rates.
          content:
            application/json:
              schema:
                type: array
                items:
                  type: object
                  properties:
                    date:
                      type: string
                      format: date
                      description: Date of the rate.
                    5_years:
                      type: number
                      description: 5-year real yield rate.
                    7_years:
                      type: number
                      description: 7-year real yield rate.
                    10_years:
                      type: number
                      description: 10-year real yield rate.
                    20_years:
                      type: number
                      description: 20-year real yield rate.
                    30_years:
                      type: number
                      description: 30-year real yield rate.
        '401':
          description: Unauthorized. Invalid API token.
        '404':
          description: Data not found for specified date range.
      tags:
      - US Treasury
  /ust/yield-rates:
    get:
      summary: Get US Treasury yield curve rates
      description: Returns daily US Treasury yield curve rates (constant maturity rates for 1-month through 30-year maturities).
      operationId: GetUSTYieldRates
      parameters:
      - name: api_token
        in: query
        required: true
        description: API token for authentication.
        schema:
          type: string
      - name: from
        in: query
        required: false
        description: Start date in 'YYYY-MM-DD' format.
        schema:
          type: string
          format: date
      - name: to
        in: query
        required: false
        description: End date in 'YYYY-MM-DD' format.
        schema:
          type: string
          format: date
      - name: filter[year]
        in: query
        required: false
        description: Filter by year (e.g., 2024).
        schema:
          type: integer
          example: 2024
      - name: page[limit]
        in: query
        required: false
        description: Number of records per page.
        schema:
          type: integer
      - name: page[offset]
        in: query
        required: false
        description: Pagination offset.
        schema:
          type: integer
      - name: fmt
        in: query
        required: false
        description: Output format.
        schema:
          type: string
          enum:
          - json
          - csv
          default: json
      responses:
        '200':
          description: Successfully retrieved Treasury yield rates.
          content:
            application/json:
              schema:
                type: array
                items:
                  type: object
                  properties:
                    date:
                      type: string
                      format: date
                      description: Date of the rate.
                    1_month:
                      type: number
                      description: 1-month constant maturity rate.
                    2_months:
                      type: number
                      description: 2-month constant maturity rate.
                    3_months:
                      type: number
                      description: 3-month constant maturity rate.
                    4_months:
                      type: number
                      description: 4-month constant maturity rate.
                    6_months:
                      type: number
                      description: 6-month constant maturity rate.
                    1_year:
                      type: number
                      description: 1-year constant maturity rate.
                    2_years:
                      type: number
                      description: 2-year constant maturity rate.
                    3_years:
                      type: number
                      description: 3-year constant maturity rate.
                    5_years:
                      type: number
                      description: 5-year constant maturity rate.
                    7_years:
                      type: number
                      description: 7-year constant maturity rate.
                    10_years:
                      type: number
                      description: 10-year constant maturity rate.
                    20_years:
                      type: number
                      description: 20-year constant maturity rate.
                    30_years:
                      type: number
                      description: 30-year constant maturity rate.
        '401':
          description: Unauthorized. Invalid API token.
        '404':
          description: Data not found for specified date range.
      tags:
      - US Treasury
components:
  securitySchemes:
    EODHDQueryKey:
      type: apiKey
      in: query
      name: api_token
      description: EODHD API key (stored as a secret in ChatGPT).