interest_rate_history_eod

FreeValueStandardPro

Retrieve end-of-day interest rate data across a date range. Supports SOFR and all standard Treasury maturities.

Code Example

Rust

let rates: Vec<InterestRateTick> = tdx.interest_rate_history_eod(
    "SOFR", "20240101", "20240301"
).await?;

// Treasury 10-year yield
let rates: Vec<InterestRateTick> = tdx.interest_rate_history_eod(
    "TREASURY_Y10", "20240101", "20240301"
).await?;

Python

result = tdx.interest_rate_history_eod("SOFR", "20240101", "20240301")

# Treasury 10-year yield
t10 = tdx.interest_rate_history_eod("TREASURY_Y10", "20240101", "20240301")

Go

result, err := client.InterestRateHistoryEOD("SOFR", "20240101", "20240301")
if err != nil {
    log.Fatal(err)
}

// Treasury 10-year yield
t10, err := client.InterestRateHistoryEOD("TREASURY_Y10", "20240101", "20240301")

C++

auto result = client.interest_rate_history_eod("SOFR", "20240101", "20240301");

// Treasury 10-year yield
auto t10 = client.interest_rate_history_eod("TREASURY_Y10", "20240101", "20240301");

Parameters

symbolstringrequired

Rate symbol (e.g. "SOFR", "TREASURY_Y10")

start_datestringrequired

Start date in YYYYMMDD format

end_datestringrequired

End date in YYYYMMDD format

Response

Returns a Vec<InterestRateTick> with rate data per trading day:

ratef64

Interest rate value (annualized, as decimal)

dateu32

Date as YYYYMMDD integer

Available Rate Symbols

Symbol	Description
SOFR	Secured Overnight Financing Rate
TREASURY_M1	1-month Treasury
TREASURY_M3	3-month Treasury
TREASURY_M6	6-month Treasury
TREASURY_Y1	1-year Treasury
TREASURY_Y2	2-year Treasury
TREASURY_Y3	3-year Treasury
TREASURY_Y5	5-year Treasury
TREASURY_Y7	7-year Treasury
TREASURY_Y10	10-year Treasury
TREASURY_Y20	20-year Treasury
TREASURY_Y30	30-year Treasury

Notes

• Rates are published on trading days only. Non-trading days are excluded.
• Use SOFR as the risk-free rate for short-term options pricing.
• Use the appropriate Treasury maturity matching your option's time to expiration for more accurate Greeks.
• Query the full Treasury curve by calling this endpoint with each maturity symbol to build a yield curve snapshot.