Macro Historical Observations

Available as MCP tools: macro_indicator_search + macro_indicator_history — call directly from Claude / Cursor / any MCP client. See MCP Server for the 60-second setup.

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What it does for your agent

macro_indicator_history returns the latest-vintage historical time series for one supported U.S. macro indicator (CPI, UNRATE, Fed Funds, 10Y yield, GDP, etc.) — a list of { date, value, realtime_start, realtime_end } observations. Use it as a macro time-series fetcher mid-task: when an agent needs to chart inflation over the last 5 years, compute a yield-curve slope, or feed observations into a downstream model. The canonical agent flow is two-step: call macro_indicator_search first (free) to locate the right indicator alias, then macro_indicator_history to pull the series. Time boundaries are optional: use start_date and/or end_date to filter the candidate window, then limit and take_from choose which edge to keep. Results always return oldest first.

Agent flow

Response

MacroHistorical

required

Indicator metadata + observations array.

Show MacroHistorical fields

string

required

Stable platform alias echoed back (e.g. us.cpi.headline).

string

required

Raw series ID (e.g. CPIAUCSL).

string

required

Human-readable indicator title.

string

required

Native cadence: Daily, Weekly, Monthly, Quarterly, Annual.

string

required

Unit string (e.g. Index 1982-1984=100, Percent).

MacroObservation[]

required

Time-ordered observations (oldest → newest).

Show MacroObservation fields

string

required

Observation period start (YYYY-MM-DD).

number

Reported value. null when the period is missing.

string

required

First date this value was published (YYYY-MM-DD). Use to detect revisions.

string

required

Last date this value remained current. Same as realtime_start for the latest vintage of an unchanged value.

string

required

Required attribution string for display.

boolean

required

true if the response uses older available data after a refresh failed.

number

Credits consumed (always 1).

number

Account credits remaining.

string

Present only when the candidate window held more bars than were returned — i.e. limit truncated the result. The message tells the agent to narrow the window or split the query: More data exists in the requested window than the items returned; narrow the window or split the query to see more.

200 OK · macro_indicator_history

{
  "data": {
    "indicator": "us.cpi.headline",
    "series_id": "CPIAUCSL",
    "title": "Consumer Price Index for All Urban Consumers: All Items in U.S. City Average",
    "frequency": "Monthly",
    "units": "Index 1982-1984=100",
    "observations": [
      {
        "date": "2026-01-01",
        "value": 318.412,
        "realtime_start": "2026-02-12",
        "realtime_end": "2026-02-12"
      },
      {
        "date": "2026-02-01",
        "value": 319.082,
        "realtime_start": "2026-03-12",
        "realtime_end": "2026-03-12"
      },
      {
        "date": "2026-03-01",
        "value": 319.799,
        "realtime_start": "2026-04-10",
        "realtime_end": "2026-04-10"
      }
    ],
    "attribution": "Source: U.S. Bureau of Labor Statistics via FRED",
    "stale": false
  },
  "meta": {
    "creditsUsed": 1,
    "remainingCredits": 99
  }
}

Each series carries its own attribution string (FRED source notice) under data — surface it when you display the data. This product uses the FRED® API but is not endorsed or certified by the Federal Reserve Bank of St. Louis.

Notes

Revision-aware: macro observations get revised. The series returns the current latest vintage, not the value released originally. Use realtime_start / realtime_end to detect whether you’re seeing a revised print. As-of vintage replay is not currently supported.

Default limit=60 covers the latest ~5 years for monthly series, ~1 year for weekly, or ~3 months for daily. Use start_date / end_date to bound the window, and take_from=earliest when you need the first N observations from that window.

take_from=earliest requires start_date. If both date boundaries are provided, start_date must not be after end_date.

Supported catalog only. ~50 curated U.S. indicators. Arbitrary series_id values outside the catalog return 400 invalid_request. Use macro_indicator_search to discover what’s available.

Direct invocation

HTTP / SDK examples

// 1) Discover the alias
{
  "method": "tools/call",
  "params": {
    "name": "macro_indicator_search",
    "arguments": { "query": "cpi", "category": "Inflation" }
  }
}

// 2) Fetch recent history (default 60)
{
  "method": "tools/call",
  "params": {
    "name": "macro_indicator_history",
    "arguments": { "indicator": "us.cpi.headline", "limit": 60 }
  }
}

// 2b) Or fetch the earliest 12 observations inside an explicit date range
{
  "method": "tools/call",
  "params": {
    "name": "macro_indicator_history",
    "arguments": {
      "indicator": "us.cpi.headline",
      "start_date": "2020-01-01",
      "end_date": "2026-03-01",
      "limit": 12,
      "take_from": "earliest"
    }
  }
}

import os, requests

base = "https://api.llmquantdata.com"
headers = {"Authorization": f"Bearer {os.environ['LLMQUANT_API_KEY']}"}

# 1) Discover the alias
catalog = requests.get(
    f"{base}/api/macro/indicators",
    headers=headers,
    params={"query": "cpi", "category": "Inflation"},
).json()["data"]

alias = catalog[0]["indicator"]  # e.g. us.cpi.headline

# 2) Fetch recent history
hist = requests.get(
    f"{base}/api/macro/historical",
    headers=headers,
    params={"indicator": alias, "limit": 60},
).json()
for obs in hist["data"]["observations"][-3:]:
    print(obs["date"], obs["value"])

# 1) Discover the alias
curl "https://api.llmquantdata.com/api/macro/indicators?query=cpi&category=Inflation" \
  -H "Authorization: Bearer $LLMQUANT_API_KEY"

# 2) Fetch recent history (no date boundaries)
curl "https://api.llmquantdata.com/api/macro/historical?indicator=us.cpi.headline&limit=60" \
  -H "Authorization: Bearer $LLMQUANT_API_KEY"

# 2b) Earliest 12 observations in a bounded window
curl "https://api.llmquantdata.com/api/macro/historical?indicator=us.cpi.headline&start_date=2020-01-01&end_date=2026-03-01&limit=12&take_from=earliest" \
  -H "Authorization: Bearer $LLMQUANT_API_KEY"

Full parameter reference

macro_indicator_search — request parameters

string

Free-text keyword. Matches indicator alias, indicator title, and series_id.

string

Filter by theme (Inflation, Rates, Labor, Growth, Housing, Liquidity, Conditions, FX, Credit, Sentiment, Energy, Inflation Expectations, Consumption).

string

Filter by cadence (Daily, Weekly, Monthly, Quarterly, Annual).

number

default:20

Max items returned. Range 1–100.

macro_indicator_history — request parameters

string

Platform alias (e.g. us.cpi.headline, us.rates.fed_funds). Use this OR series_id.

string

Raw series ID (e.g. CPIAUCSL). Use this OR indicator. Must be in the supported catalog.

string

Optional inclusive lower boundary, ISO date YYYY-MM-DD.

string

Optional inclusive upper boundary, ISO date YYYY-MM-DD.

number

default:60

Maximum observations to return after boundary filtering. Range 1–500.

string

default:"latest"

Which side of the filtered window to keep when more than limit observations match. Use latest or earliest; output remains chronological.

Macro Indicators Catalog

Discover the ~50-indicator catalog (free).

Macro Snapshot

Just the latest print + delta vs previous (no full series).

Getting Started

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SEC Form 13F

Macro Historical Observations

What it does for your agent

Agent flow

Response

Notes

Direct invocation

Full parameter reference

Macro Indicators Catalog

Macro Snapshot

​What it does for your agent

​Agent flow

​Response

​Notes

​Direct invocation

​Full parameter reference

​Related

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Full parameter reference

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