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EOD

FreeValueStandardPro

Fetch end-of-day interest rate history.

  • Returns the interest rate reported. Depending on the rate, reports can occur in the morning or the afternoon.
  • Valid symbol values per upstream RateType enum: SOFR, TREASURY_M1, TREASURY_M3, TREASURY_M6, TREASURY_Y1, TREASURY_Y2, TREASURY_Y3, TREASURY_Y5, TREASURY_Y7, TREASURY_Y10, TREASURY_Y20, TREASURY_Y30.
SOFR · 20250303 · 20250306
Client
Auth
Style
from thetadatadx import Client

client = Client.from_env()

rows = client.market_data.interest_rate_history_eod(
    "SOFR", "20250303", "20250306",
)
for t in rows:
    print(t.date, t.rate)

Parameters

NameTypeRequiredDefaultDescription
symbolstringyesTicker symbol (e.g. AAPL)
start_datedateyesStart date YYYYMMDD
end_datedateyesEnd date YYYYMMDD
timeout_msintnoPer-request deadline in milliseconds. 0 means no deadline.

Response

Rows of InterestRateTick:

FieldTypeDescription
datei32Report creation date as a YYYYMMDD integer.
ratef64Interest rate expressed as a percent (1.25 means 1.25%).

Released under the Apache-2.0 License.