API for Interest Rate Data
Nasdaq Data Link 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://data.nasdaq.com/api/v3/datasets/FRED/DTB3.csv?api_key=YOURAPIKEY
Premium: https://data.nasdaq.com/api/v3/datasets/YC/USA3M.csv?api_key=YOURAPIKEY
US government yield curve:
Free: https://data.nasdaq.com/api/v3/datasets/USTREASURY/YIELD.csv?api_key=YOURAPIKEY
Premium: https://data.nasdaq.com/api/v3/datasets/YC/USA.csv?api_key=YOURAPIKEY
Japanese government 10-Year bond yields:
Free: Not Available
Premium: https://data.nasdaq.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 Nasdaq Data link API key.
Data Coverage in Detail
Nasdaq Data Link’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.
Nasdaq Data Link’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 Nasdaq Data Link account to start using them.
All 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 | Brazilian 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. |
| Global Yield Curves | Premium | Bond yield curves for 35 countries, representing the entire term structure of interest rates. |
Accessing Interest Rate data on Nasdaq Data Link
All databases on Nasdaq Data Link 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 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 Nasdaq Data Link is the dataset’s “Nasdaq Data Link Product Code”. The remainder of this page explains the specific sources and code nomenclature for interest rate data on Nasdaq Data Link.
API for Interest Rate Data
Here is an example API call for interest rate data:
The above call gets the interest rate on U.S. 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 Time-Series 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 Nasdaq Data Link 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:
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:
FRED
The Federal Reserve Economic Database, FRED, provides data on growth, employment, inflation, labor, 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:
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:
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:
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:
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:
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 U.K.’s annual interest rate growth rate:
BCB
The Central Bank of Brazil Statistical database, BCB, contains Brazilian macroeconomic data, covering public finances, national accounts, payment systems, inflation, exchange rates, trade, and international reserves. The database also includes short- and long-term Brazilian 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:
Terms and Licensing
Use of the Nasdaq Data Link API is free and unlimited for registered users.
All open databases on Nasdaq Data Link 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. Nasdaq Data Link 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.
Additional Resources
If you haven’t already done so, we recommend reading Nasdaq Data Link’s general API documentation; all the above functionality will be a lot clearer if you do so. All of Nasdaq Data Link’s datasets are also available through our tools for R, Python, Excel, Matlab, Stata, Julia and more.
In addition to interest rate data, Nasdaq Data Link has a number of other premium databases. These databases are among the best available in terms of data quality, accuracy, reliability, timeliness, documentation, usability and licensing.
Registration
To use Nasdaq Data Link API for interest rate data, please register for a free Nasdaq Data Link API key:
Why register?
Registered users enjoy unlimited downloads, unlimited API usage and free preview access to all premium databases.
