Rates, credit, and volatility

The rates, credit, fixed-income, and macro views each gather series into one answer; the VIX term structure and the two VIX series are here too. The series themselves are on economic and market series.

Routes

route	what it serves
GET /v1/markets/rates/yield-curve	the Treasury yield curve of one day, 1 month to 30 years; ?date= for a past day
GET /v1/markets/rates/yield-history	each Treasury maturity's daily observations over the 45 calendar days ending at its newest observation
GET /v1/markets/rates/central-bank-rates	central-bank policy rates: USD (effective federal funds) and EUR (ECB deposit facility)
GET /v1/markets/rates/market-indicators	the MOVE index and the daily effective federal funds and SOFR rates
GET /v1/markets/rates/tips-breakevens	5- and 10-year breakeven inflation beside the nominal yield of the same maturity
GET /v1/markets/credit/spreads	credit spreads by rating, AAA through CCC
GET /v1/markets/fixed-income/etfs?group=treasuries	a curated bond-ETF basket (group: treasuries, extended-treasuries, tips, corporates, international)
GET /v1/markets/macro/snapshot	every macro indicator's latest observation with its changes
GET /v1/series/vix-term-structure	the VIX term structure: spot and the 9-day, 3-month, 6-month, and 1-year indices

Each member of these views is a quote (quotes) or an observation (series values). The rules every market view shares are on batch quotes and market views. Every parameter and response schema is in the API reference.

curl "https://api.tauric.ai/v1/markets/rates/yield-curve?date=2026-09-25" \
  -H "Authorization: Bearer $TAURIC_API_KEY"
curl "https://api.tauric.ai/v1/markets/macro/snapshot" \
  -H "Authorization: Bearer $TAURIC_API_KEY"

The Treasury yield curve

The yield curve is one day's curve. curve_date is the newest day on or before date (omitted: the newest day held) on which a maturity holds a value (a weekend or holiday resolves to the previous business day); requested_date echoes what you asked. Every point is an observation of curve_date.

A maturity with no value that day is in missing, never filled in from another day:

reason	meaning
not_published	no value is published for the maturity that day; last_observed_date names its last value when one is held
temporarily_unavailable	the maturity's value for that day is not available yet; last_observed_date names its last one when an older value is held

A future date is 422; a date before the first observation held (1962-01-02) is 404 not_published.

The newest curve states its lag in freshness.source_lag_days. The 10-year less 2-year spread, series:us.treasury.spread.10y_2y, can be a day newer and states its own date in freshness.observed_through. Compare the two dates before you combine them (publication lag and freshness).

The VIX term structure

GET /v1/series/vix-term-structure serves the VIX term structure. Every field is described in the API reference.

• Each point's change_5d has basis observation_5_back over settled closes, in index points (changes). Until the previous session's settled close is available, change_5d.field_states.to_period is possibly_incomplete.
• slope (the 3-month point minus spot) and structure (such as contango) are computed from the one session in session_date (batch quotes and market views).

VIX series

key	what it is	shape
series:us.volatility_index.vix	the live index level, current to the last print; it has bars and is the VIX curve's spot point	bars
series:us.volatility_index.vix.daily_close	the official daily close, a member of the macro snapshot; published after the session	values