48 Services from stationfx.com

Returns daily market-implied 10-year inflation expectations derived from the spread between nominal Treasury and TIPS yields, with derived metrics including z-scores, trend flags, and rolling averages.

Returns the Federal Reserve's primary inflation target — Core PCE (Personal Consumption Expenditures excluding food and energy) — with derived metrics including MoM/YoY changes, z-scores, percentile ranks, and rolling averages.

Returns monthly U.S. total nonfarm payroll employment data (the 'jobs report' headline figure) with derived statistics including MoM/YoY changes, z-scores, trend signals, and rolling averages.

Returns the weekly U.S. 30-year fixed mortgage rate with derived analytics including MoM/YoY changes, z-scores, and trend indicators

Returns daily time-series data for the investment-grade corporate bond option-adjusted spread (OAS) over equivalent Treasuries, including statistical enrichments like z-scores, percentile ranks, and rolling averages.

Retrieves daily time-series data for the ICE BofA US High-Yield Index Option-Adjusted Spread — the yield premium junk bonds pay over equivalent Treasuries — with derived statistics including z-scores, percentile ranks, and rolling averages.

Returns the daily spread between 10-year and 2-year U.S. Treasury yields — the most widely watched yield curve recession indicator — with pre-computed statistical enrichments.

Returns a pre-computed weekly composite of the Chicago Fed NFCI and St. Louis Fed Financial Stress Index, normalized and averaged into a single financial conditions signal where positive = tighter/more stressed and negative = looser/less stressed.

Returns the pre-computed monthly ratio of JOLTS job openings to BLS unemployed persons, with derived statistics, indicating labor market tightness over time.

Returns the pre-computed weekly spread between the 30-year fixed mortgage rate and the 10-year Treasury yield, with statistical enrichments like z-scores, percentile ranks, and rolling averages.

Returns the pre-computed real 10-year Treasury yield (nominal yield minus 10-year breakeven inflation rate) as a daily time series with statistical enrichment.

Returns the pre-computed daily real federal funds rate (fed funds effective rate minus CPI YoY inflation), signaling whether U.S. monetary policy is restrictive or accommodative in real terms.

Returns daily CBOE VIX time-series data with derived statistics for risk sentiment analysis, hedging signals, and market regime detection.

Retrieves the Chicago Fed's weekly composite index of 105 financial indicators summarizing broad U.S. financial conditions, enriched with z-scores, percentile ranks, and trend statistics.

Retrieves the St. Louis Fed Financial Stress Index (STLFSI), a composite weekly measure of U.S. financial market stress built from 18 series including rates, spreads, and equity measures.

Returns the Atlanta Fed's GDPNow real-time nowcast of current-quarter U.S. GDP growth, updated continuously as new economic data releases arrive.

Returns U.S. nominal GDP quarterly time series data from the BEA, with derived stats like YoY growth, z-scores, trend flags, and rolling averages.

Returns quarterly real GDP data (inflation-adjusted) including BEA advance, second, and third estimates, with derived statistics for growth regime and cycle analysis.

Returns monthly U.S. median sales price of newly constructed homes with derived metrics including MoM/YoY changes, z-scores, percentile ranks, and rolling averages.

Returns monthly U.S. residential building permit counts with trend statistics — a leading indicator of housing construction activity 1-3 months ahead of housing starts.

Returns monthly U.S. new residential construction starts data with derived metrics including MoM/YoY changes, z-scores, percentile ranks, and rolling averages.

Returns the Federal Reserve's monthly capacity utilization rate for total industry (manufacturing, mining, and utilities) with derived trend statistics and inflation-risk thresholds.

Fetches the Federal Reserve's monthly Industrial Production Total Index with derived statistics like MoM/YoY changes, z-scores, and trend signals for industrial recession detection and goods sector analysis.

Retrieves monthly U.S. manufacturers' new orders for durable goods with derived metrics including MoM/YoY changes, z-scores, trend signals, and rolling averages.

Returns monthly U.S. headline CPI data for all urban consumers, including MoM/YoY changes, z-scores, rolling averages, and trend indicators from 1947 to present.

Returns the Federal Reserve's preferred inflation measure (PCE price index) with MoM, YoY, rolling averages, z-scores, trend direction, and percentile rankings for a specified date range.

Retrieves daily 3-month Treasury bill secondary market rate on a discount basis, the short-rate input used in the NY Fed recession probability model and the 10Y-3M yield spread.

Returns daily 2-year U.S. Treasury constant maturity yield with derived metrics including z-scores, percentile ranks, rolling averages, and period-over-period changes.

Returns daily U.S. 30-year Treasury bond yield data with rich statistical enrichments including z-scores, percentile ranks, trend indicators, and rolling averages.

Returns weekly continued unemployment insurance claims data with derived statistics including z-scores, percentile ranks, rolling averages, and year-over-year changes.

Returns weekly U.S. initial unemployment insurance claims data with derived metrics including z-scores, percentile ranks, rolling averages, and trend signals for labor market and recession monitoring.

Returns the daily spread differential between high-yield and investment-grade OAS, pre-computed from BofA index data, to measure incremental credit risk premium and detect credit stress regimes.

Returns the U.S. headline unemployment rate (BLS household survey) with derived statistics including MoM/YoY changes, z-scores, and trend indicators, monthly back to 1948.

Returns the daily Federal Funds Effective Rate (FFER) — the overnight interbank lending rate set by Fed open market operations — with derived signals like z-scores, rolling averages, and trend flags, back to 1954.

Returns daily time-series data for the lower bound of the FOMC's federal funds rate target range, enabling tracking of Fed policy rate stance and rate hike/cut cycles.

Returns monthly U.S. total nonfarm job openings data from the JOLTS survey, including trend statistics and z-scores, to measure labor market demand.

Returns U.S. Core CPI (all urban consumers, excluding food and energy) with derived metrics including MoM/YoY changes, z-scores, and percentile ranks for inflation trend analysis.

Returns daily historical and current 10-year U.S. Treasury constant maturity yield data with derived analytics including z-scores, percentile ranks, and rolling averages.

Purchase a bundle of 10 ephemeral shared JSON slots for AI agent swarm coordination, returning a JWT token and slot IDs valid for 24 hours with 2000 total read/write operations.

Returns U.S. M2 money supply time series data with derived metrics including MoM/YoY changes, z-scores, trend flags, and rolling averages, going back to 1959.

Returns quarterly time-series data for M2 money velocity (GDP/M2), with trend, z-score, and momentum statistics for monetary policy analysis.

Returns monthly U.S. advance retail sales data covering retail trade and food services, with derived statistics for GDP nowcasting and consumer health assessment.

Retrieves the University of Michigan monthly consumer sentiment survey data with derived metrics and historical observations back to 1952.

Returns daily time-series data for the upper bound of the FOMC's federal funds rate target range, with statistical enrichment including z-scores, rolling averages, and trend indicators.

Fetches FRED economic time-series data enriched with derived metrics including month-over-month change, year-over-year change, z-score, and percentile rank for a given series ID.

Converts a JSON payload into TOON (Tokenized Object Notation), a compact pipe-delimited format that reduces token count by ~60-70% versus equivalent JSON for time-series data.

Purchases a bundle of 1 ephemeral shared JSON slot(s) via x402 payment, returning a bearer token and slot IDs that an AI agent swarm can use for temporary shared state coordination.

Purchase a bearer token via x402 payment that grants a fixed number of calls to any StationFX data query endpoint without per-call settlement.