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 data = tdx.interest_rate_history_eod("SOFR", "20260101", "20260301").await?;
for t in &data {
    println!("date={} rate={:.4}", t.date, t.rate);
}

Python

data = tdx.interest_rate_history_eod("SOFR", "20260101", "20260301")
for t in data:
    print(f"date={t.date} rate={t.rate:.4f}")

TypeScript

const data = tdx.interestRateHistoryEOD('SOFR', '20260101', '20260301');
for (const t of data) {
    console.log(`date=${t.date} rate=${t.rate}`);
}

C++

auto data = client.interest_rate_history_eod("SOFR", "20260101", "20260301");
for (const auto& t : data) {
    printf("date=%d rate=%.4f\n", t.date, t.rate);
}

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 an array of InterestRateTick records 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

Sample Response

[
  {"date": 20260302, "rate": 0.043200},
  {"date": 20260303, "rate": 0.043200},
  {"date": 20260304, "rate": 0.043100}
]

SOFR end-of-day rates for March 2026. Requires Value subscription.

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.