# Federal Reserve H.15 Selected Interest Rates Scraper (`parseforge/federalreserve-h15-rates-scraper`) Actor Scrape the U.S. Federal Reserve H.15 Selected Interest Rates release. Pulls the daily Treasury constant-maturity yield curve (1-month through 30-year) with full historical depth back to 1962. Each record is one observation date with all maturities populated. - **URL**: https://apify.com/parseforge/federalreserve-h15-rates-scraper.md - **Developed by:** [ParseForge](https://apify.com/parseforge) (community) - **Categories:** Business, Automation, Other - **Stats:** 2 total users, 1 monthly users, 100.0% runs succeeded, NaN bookmarks - **User rating**: No ratings yet ## Pricing from $28.12 / 1,000 results This Actor is paid per event. You are not charged for the Apify platform usage, but only a fixed price for specific events. Since this Actor supports Apify Store discounts, the price gets lower the higher subscription plan you have. Learn more: https://docs.apify.com/platform/actors/running/actors-in-store#pay-per-event ## What's an Apify Actor? Actors are a software tools running on the Apify platform, for all kinds of web data extraction and automation use cases. In Batch mode, an Actor accepts a well-defined JSON input, performs an action which can take anything from a few seconds to a few hours, and optionally produces a well-defined JSON output, datasets with results, or files in key-value store. In Standby mode, an Actor provides a web server which can be used as a website, API, or an MCP server. Actors are written with capital "A". ## How to integrate an Actor? If asked about integration, you help developers integrate Actors into their projects. You adapt to their stack and deliver integrations that are safe, well-documented, and production-ready. The best way to integrate Actors is as follows. In JavaScript/TypeScript projects, use official [JavaScript/TypeScript client](https://docs.apify.com/api/client/js.md): ```bash npm install apify-client ``` In Python projects, use official [Python client library](https://docs.apify.com/api/client/python.md): ```bash pip install apify-client ``` In shell scripts, use [Apify CLI](https://docs.apify.com/cli/docs.md): ````bash # MacOS / Linux curl -fsSL https://apify.com/install-cli.sh | bash # Windows irm https://apify.com/install-cli.ps1 | iex ```bash In AI frameworks, you might use the [Apify MCP server](https://docs.apify.com/platform/integrations/mcp.md). If your project is in a different language, use the [REST API](https://docs.apify.com/api/v2.md). For usage examples, see the [API](#api) section below. For more details, see Apify documentation as [Markdown index](https://docs.apify.com/llms.txt) and [Markdown full-text](https://docs.apify.com/llms-full.txt). # README ![ParseForge Banner](https://github.com/ParseForge/apify-assets/blob/ad35ccc13ddd068b9d6cba33f323962e39aed5b2/banner.jpg?raw=true) ## πŸ“ˆ Federal Reserve H.15 Selected Interest Rates Scraper > πŸš€ **Export the U.S. Treasury yield curve in seconds.** Pull every constant-maturity Treasury rate (1-month through 30-year), the 10y-2y and 10y-3m spreads, and the yield-curve inversion flag, with full historical depth back to 1962. No sign-up, no manual CSV wrangling. > πŸ•’ **Last updated:** 2026-05-15 Β· **πŸ“Š 19 fields** per record Β· **πŸ‡ΊπŸ‡Έ 11 Treasury maturities** Β· **πŸ“… Daily / weekly / monthly / annual since 1962** The **Federal Reserve H.15 Scraper** exports the U.S. Federal Reserve **H.15 Selected Interest Rates** release and returns **19 fields per observation date**, including all 11 Treasury constant-maturity yields (1mo, 3mo, 6mo, 1yr, 2yr, 3yr, 5yr, 7yr, 10yr, 20yr, 30yr), the 10y-2y and 10y-3m spreads, and a computed yield-curve inversion flag. The H.15 release is the canonical reference for U.S. risk-free rates and underpins fixed-income research, derivative pricing, and macroeconomic analysis worldwide. The catalogue covers **business-daily, weekly, and monthly observations since 1962**, with computed aggregations to the latest observation per period. This Actor makes the full curve downloadable as CSV, Excel, JSON, or XML in under a minute. Date-range filtering and sort order run server-side, so you skip the ETL entirely. | 🎯 Target Audience | πŸ’‘ Primary Use Cases | |---|---| | Quant analysts, fixed-income desks, macro researchers, fintech teams, economics journalists, treasurers | Yield-curve research, spread monitoring, recession-signal models, fixed-income backtests, treasury benchmarking, macro dashboards | --- ### πŸ“‹ What the Federal Reserve H.15 Scraper does Four observation workflows in a single run: - πŸ“… **Business-daily.** Every observation date the H.15 release publishes (since 1962). - πŸ“† **Weekly.** Last business-day per ISO week, computed server-side. - πŸ—“οΈ **Monthly.** Last business-day per calendar month. - 🎯 **Custom date range.** Restrict to any window (e.g. last 12 months, the 2008 crisis, the 2020 pandemic). Each record includes all 11 Treasury constant-maturity yields, the 10y-2y spread, the 10y-3m spread, and a boolean flag indicating whether the curve is currently inverted. Sort order (newest-first or oldest-first) is configurable. > πŸ’‘ **Why it matters:** the Treasury yield curve is the most-cited recession signal in finance, the discount curve under fixed-income pricing, and the input layer for thousands of macro models. Rebuilding this dataset by hand means downloading H.15 PDFs, parsing CSVs, and reconciling holiday gaps. This Actor skips all of that. --- ### 🎬 Full Demo _🚧 Coming soon: a 3-minute walkthrough showing how to go from sign-up to a downloaded yield-curve dataset._ --- ### βš™οΈ Input
InputTypeDefaultBehavior
maxItemsinteger10Observations to return. Free plan caps at 10, paid plan at 1,000,000.
seriesstring"treasury-constant-maturity"Series bundle. Returns all 11 maturities on each observation date.
frequencystring"daily"One of daily, weekly, monthly.
startDate, endDatestring""YYYY-MM-DD bounds. Empty = full history back to 1962.
sortOrderstring"desc"desc = newest first, asc = oldest first.
**Example: latest 250 daily observations.** ```json { "maxItems": 250, "series": "treasury-constant-maturity", "frequency": "daily", "sortOrder": "desc" } ```` **Example: monthly close from January 2000 to today.** ```json { "maxItems": 1000, "frequency": "monthly", "startDate": "2000-01-01", "sortOrder": "asc" } ``` > ⚠️ **Good to Know:** the H.15 release skips weekends and U.S. federal holidays, so daily series have natural gaps. Records where every Treasury maturity is unreported (full holidays) are omitted. For aggregated weekly and monthly views, the Actor returns the **last business observation** of each period. *** ### πŸ“Š Output Each observation record contains **19 fields**. Download the dataset as CSV, Excel, JSON, or XML. #### 🧾 Schema | Field | Type | Example | |---|---|---| | πŸ“… `date` | string (YYYY-MM-DD) | `"2026-05-14"` | | 🏷️ `seriesBundle` | string | `"treasury-constant-maturity"` | | πŸ“… `frequency` | string | `"daily"` | | πŸ“ˆ `treasury1Month` | number | null | `5.31` | | πŸ“ˆ `treasury3Month` | number | null | `5.27` | | πŸ“ˆ `treasury6Month` | number | null | `5.18` | | πŸ“ˆ `treasury1Year` | number | null | `4.91` | | πŸ“ˆ `treasury2Year` | number | null | `4.72` | | πŸ“ˆ `treasury3Year` | number | null | `4.55` | | πŸ“ˆ `treasury5Year` | number | null | `4.38` | | πŸ“ˆ `treasury7Year` | number | null | `4.41` | | πŸ“ˆ `treasury10Year` | number | null | `4.45` | | πŸ“ˆ `treasury20Year` | number | null | `4.71` | | πŸ“ˆ `treasury30Year` | number | null | `4.62` | | πŸ“Š `spread10y2y` | number | null | `-0.27` | | πŸ“Š `spread10y3m` | number | null | `-0.82` | | 🚦 `yieldCurveInverted` | boolean | null | `true` | | πŸ“ `unit` | string | `"Percent per Year"` | | πŸ“œ `sourceRelease` | string | `"Federal Reserve H.15 Selected Interest Rates"` | | πŸ•’ `scrapedAt` | ISO 8601 | `"2026-05-15T00:00:00.000Z"` | #### πŸ“¦ Sample records
πŸ“ˆ Recent business-daily observation: inverted curve ```json { "date": "2026-05-14", "seriesBundle": "treasury-constant-maturity", "frequency": "daily", "treasury1Month": 5.31, "treasury3Month": 5.27, "treasury6Month": 5.18, "treasury1Year": 4.91, "treasury2Year": 4.72, "treasury3Year": 4.55, "treasury5Year": 4.38, "treasury7Year": 4.41, "treasury10Year": 4.45, "treasury20Year": 4.71, "treasury30Year": 4.62, "spread10y2y": -0.27, "spread10y3m": -0.82, "yieldCurveInverted": true, "unit": "Percent per Year", "sourceRelease": "Federal Reserve H.15 Selected Interest Rates", "scrapedAt": "2026-05-15T00:00:00.000Z" } ```
πŸ—“οΈ Monthly close during the 2008 crisis ```json { "date": "2008-12-31", "seriesBundle": "treasury-constant-maturity", "frequency": "monthly", "treasury1Month": 0.03, "treasury3Month": 0.11, "treasury6Month": 0.27, "treasury1Year": 0.4, "treasury2Year": 0.76, "treasury3Year": 1.0, "treasury5Year": 1.55, "treasury7Year": 2.05, "treasury10Year": 2.42, "treasury20Year": 3.05, "treasury30Year": 2.69, "spread10y2y": 1.66, "spread10y3m": 2.31, "yieldCurveInverted": false, "unit": "Percent per Year", "sourceRelease": "Federal Reserve H.15 Selected Interest Rates", "scrapedAt": "2026-05-15T00:00:00.000Z" } ```
πŸ“… Historic daily observation from the early 1980s rate spike ```json { "date": "1981-09-30", "seriesBundle": "treasury-constant-maturity", "frequency": "daily", "treasury1Month": null, "treasury3Month": 14.7, "treasury6Month": 15.32, "treasury1Year": 15.84, "treasury2Year": 16.06, "treasury3Year": 15.93, "treasury5Year": 15.84, "treasury7Year": 15.65, "treasury10Year": 15.32, "treasury20Year": 14.93, "treasury30Year": 14.67, "spread10y2y": -0.74, "spread10y3m": 0.62, "yieldCurveInverted": true, "unit": "Percent per Year", "sourceRelease": "Federal Reserve H.15 Selected Interest Rates", "scrapedAt": "2026-05-15T00:00:00.000Z" } ```
*** ### ✨ Why choose this Actor | | Capability | |---|---| | πŸ“Š | **Full curve in one record.** All 11 Treasury constant-maturity yields on every observation date. | | 🚦 | **Recession signal built in.** 10y-2y and 10y-3m spreads plus the yield-curve inversion flag are computed for you. | | πŸ“… | **Six decades of history.** Every business day from 1962 through today. | | βš™οΈ | **Server-side aggregation.** Switch between daily, weekly, and monthly with one input. | | ⚑ | **Fast.** 250 observations in under 30 seconds, full history in under five minutes. | | 🌐 | **Authoritative source.** The Federal Reserve H.15 release is the reference dataset cited by the IMF, BIS, World Bank, and central banks worldwide. | | 🚫 | **No sign-up.** Works against the public Federal Reserve release. No login required. | > πŸ“Š The Treasury constant-maturity curve is the discount curve for U.S. corporate bonds, the input to mortgage rates, and the most-watched leading indicator for U.S. recessions. *** ### πŸ“ˆ How it compares to alternatives | Approach | Cost | Coverage | Refresh | Filters | Setup | |---|---|---|---|---|---| | **⭐ Federal Reserve H.15 Scraper** *(this Actor)* | $5 free credit, then pay-per-use | **11 maturities, 1962-today** | **Live per run** | series, frequency, date range, sort | ⚑ 2 min | | Manual H.15 CSV downloads | Free | Same coverage | Manual refresh | None (raw CSV) | πŸ•’ Hours | | Bloomberg / Refinitiv terminals | $24,000+/year | Excellent | Real-time | Many | πŸ’Ό Enterprise contract | | Free open-data dashboards | Free | Limited maturities | Daily | Few | 🐒 Web scraping | Pick this Actor when you want the full constant-maturity curve plus computed spreads, with no manual CSV work. *** ### πŸš€ How to use 1. πŸ“ **Sign up.** [Create a free account with $5 credit](https://console.apify.com/sign-up?fpr=vmoqkp) (takes 2 minutes). 2. 🌐 **Open the Actor.** Go to the Federal Reserve H.15 Scraper page on the Apify Store. 3. 🎯 **Set input.** Pick a frequency, set an optional date range, and choose a sort order. 4. πŸš€ **Run it.** Click **Start** and let the Actor fetch the curve. 5. πŸ“₯ **Download.** Grab your results in the **Dataset** tab as CSV, Excel, JSON, or XML. > ⏱️ Total time from signup to downloaded yield curve: **3-5 minutes.** No coding required. *** ### πŸ’Ό Business use cases
#### πŸ“Š Quant & Fixed-Income Research - Build the discount curve for bond pricing models - Backtest curve-steepener and flattener strategies - Track 10y-2y inversions as a recession early-warning signal - Calibrate stochastic interest-rate models #### 🏦 Treasury & Corporate Finance - Benchmark debt-issuance pricing against Treasury maturities - Mark-to-market floating and fixed corporate liabilities - Forecast cash-management yield from short-end rates - Stress-test loan books against historical rate shocks
#### πŸ“° Macro & Economic Reporting - Power macro dashboards with daily curve updates - Generate journalism charts for inversion coverage - Compare current yield curve to historic regimes - Feed inflation-versus-yield commentary articles #### πŸŽ“ Academic & Analyst Workflows - Replicate term-structure papers with cited data - Train ML models on six decades of curve dynamics - Run event studies around FOMC announcements - Power student finance courses with real Treasury data
*** ### πŸ”Œ Automating Federal Reserve H.15 Scraper Control the scraper programmatically for scheduled runs and pipeline integrations: - 🟒 **Node.js.** Install the `apify-client` NPM package. - 🐍 **Python.** Use the `apify-client` PyPI package. - πŸ“š See the [Apify documentation](https://docs.apify.com/api/v2) for full details. The [Apify Schedules feature](https://docs.apify.com/platform/schedules) lets you trigger this Actor on any cron interval. A daily refresh after the U.S. close keeps your curve dataset current. *** ### 🌟 Beyond business use cases Reference rate data powers more than commercial workflows. The same structured records support research, civic projects, education, and personal initiatives.
#### πŸŽ“ Research and academia - Replicate published yield-curve studies with versioned data pulls - Teach term-structure theory with real H.15 observations - Run event studies on FOMC, CPI, and NFP releases - Train undergraduate finance students on live Treasury data #### 🎨 Personal and creative - Build a personal macro dashboard with daily curve updates - Visualize inversions across decades on a portfolio site - Annotate historical recessions on yield-curve charts - Generate newsletter charts for economics writing
#### 🀝 Non-profit and civic - Power public-interest dashboards on borrowing costs - Inform consumer reporting on mortgage and auto-loan rates - Provide free term-structure data to journalism collectives - Support advocacy on housing affordability with curve data #### πŸ§ͺ Experimentation - Train ML models that forecast curve shape changes - Prototype derivative-pricing engines with real input curves - Test recession-signal classifiers across six decades - Validate macro hypotheses against authoritative data
*** ### πŸ€– Ask an AI assistant about this scraper Open a ready-to-send prompt about this ParseForge actor in the AI of your choice: - πŸ’¬ [**ChatGPT**](https://chat.openai.com/?q=How%20do%20I%20use%20the%20Federal%20Reserve%20H.15%20Scraper%20by%20ParseForge%20on%20Apify%3F%20Show%20me%20input%20examples%2C%20output%20fields%2C%20common%20use%20cases%2C%20and%20how%20to%20integrate%20it%20into%20a%20workflow.) - 🧠 [**Claude**](https://claude.ai/new?q=How%20do%20I%20use%20the%20Federal%20Reserve%20H.15%20Scraper%20by%20ParseForge%20on%20Apify%3F%20Show%20me%20input%20examples%2C%20output%20fields%2C%20common%20use%20cases%2C%20and%20how%20to%20integrate%20it%20into%20a%20workflow.) - πŸ” [**Perplexity**](https://perplexity.ai/search?q=How%20do%20I%20use%20the%20Federal%20Reserve%20H.15%20Scraper%20by%20ParseForge%20on%20Apify%3F%20Show%20me%20input%20examples%2C%20output%20fields%2C%20common%20use%20cases%2C%20and%20how%20to%20integrate%20it%20into%20a%20workflow.) - πŸ…’ [**Copilot**](https://copilot.microsoft.com/?q=How%20do%20I%20use%20the%20Federal%20Reserve%20H.15%20Scraper%20by%20ParseForge%20on%20Apify%3F%20Show%20me%20input%20examples%2C%20output%20fields%2C%20common%20use%20cases%2C%20and%20how%20to%20integrate%20it%20into%20a%20workflow.) *** ### ❓ Frequently Asked Questions #### 🧩 How does it work? Pick a series bundle (Treasury constant maturity), a frequency (daily, weekly, monthly), and an optional date range. The Actor pulls the H.15 release, parses every observation date, computes the 10y-2y and 10y-3m spreads, flips the inversion flag, and writes one clean record per date. #### πŸ“ How accurate is the data? Records mirror the Federal Reserve H.15 release exactly. Holiday gaps and unreported maturities (e.g. the 30-year Treasury was discontinued from 2002 to 2006) are preserved as `null` rather than fabricated. #### πŸ” How often is the dataset refreshed? The H.15 release is published on every U.S. business day, typically by late afternoon Eastern. Run the Actor after the daily release to capture the latest observation. #### πŸ“… How far back does the history go? Most Treasury maturities are available from the early 1960s. Specific maturities started later (e.g. 1-month from 2001, 20-year resumed in 2020). Unavailable values surface as `null`. #### ⏰ Can I schedule regular runs? Yes. Use Apify Schedules to run this Actor every business day at 5 PM Eastern, weekly, or monthly. #### βš–οΈ Is this data legal to use? The Federal Reserve H.15 release is U.S. government data published in the public domain. You can use it for research, journalism, and commercial products with attribution. #### πŸ’Ό Can I use this data commercially? Yes. Public-domain U.S. government statistics carry no licensing restrictions. You are responsible for any downstream contractual obligations on derived products. #### πŸ’³ Do I need a paid Apify plan to use this Actor? No. The free Apify plan is enough for testing and small runs (10 observations per run). A paid plan lifts the limit and unlocks scheduling and full-history pulls. #### πŸ” What happens if a run fails? Apify retries transient errors automatically. If a run still fails, inspect the log in the Runs tab, fix the input, and re-run. Partial datasets from failed runs are preserved. #### 🏦 Does it include fed funds, prime, and other H.15 series? The current release exposes the Treasury constant-maturity bundle. Reach out via the contact form below to request fed funds, prime, or other H.15 series. #### πŸ†˜ What if I need help? Our support team is here to help. Contact us through the Apify platform or use the Tally form linked below. *** ### πŸ”Œ Integrate with any app Federal Reserve H.15 Scraper connects to any cloud service via [Apify integrations](https://apify.com/integrations): - [**Make**](https://docs.apify.com/platform/integrations/make) - Automate multi-step workflows - [**Zapier**](https://docs.apify.com/platform/integrations/zapier) - Connect with 5,000+ apps - [**Slack**](https://docs.apify.com/platform/integrations/slack) - Get curve updates in your channels - [**Airbyte**](https://docs.apify.com/platform/integrations/airbyte) - Pipe Treasury data into your warehouse - [**GitHub**](https://docs.apify.com/platform/integrations/github) - Trigger runs from commits and releases - [**Google Drive**](https://docs.apify.com/platform/integrations/drive) - Export datasets straight to Sheets You can also use webhooks to trigger downstream actions when a run finishes. Push the latest curve into your trading system, or alert a Slack channel when the 10y-2y spread crosses zero. *** ### πŸ”— Recommended Actors - [**🏦 SEC EDGAR Full-Text Search Scraper**](https://apify.com/parseforge/sec-edgar-full-text-search-scraper) - Search SEC filings across all U.S. public companies - [**πŸ“ˆ Indexmundi Scraper**](https://apify.com/parseforge/indexmundi-scraper) - Global demographic and economic indicators - [**🌍 World Bank Indicators Scraper**](https://apify.com/parseforge/world-bank-indicators-scraper) - World Bank development indicator series - [**πŸ‡ΊπŸ‡Έ BLS Economic Data Scraper**](https://apify.com/parseforge/bls-economic-data-scraper) - U.S. Bureau of Labor Statistics releases - [**πŸ“Š FRED Economic Data Scraper**](https://apify.com/parseforge/fred-economic-data-scraper) - Federal Reserve economic data series > πŸ’‘ **Pro Tip:** browse the complete [ParseForge collection](https://apify.com/parseforge) for more reference-data scrapers. *** **πŸ†˜ Need Help?** [**Open our contact form**](https://tally.so/r/BzdKgA) to request a new scraper, propose a custom data project, or report an issue. *** > **⚠️ Disclaimer:** this Actor is an independent tool and is not affiliated with, endorsed by, or sponsored by the Federal Reserve System or any of its member banks. All trademarks mentioned are the property of their respective owners. Only publicly available U.S. government statistics are collected. # Actor input Schema ## `series` (type: `string`): Which H.15 rate series bundle to download. Treasury Constant Maturity returns the full yield curve (11 maturities). Fed Funds & Policy returns the Federal Funds Effective Rate, Bank Prime Loan Rate, and Discount Window Primary Credit Rate. Corporate Bond Yields returns Moody's Aaa and Baa seasoned corporate bond yields. ## `frequency` (type: `string`): Observation frequency. The H.15 release is published as business-daily; weekly and monthly views are computed by aggregating the daily series into the latest observation per week or per month. ## `startDate` (type: `string`): Earliest observation date to include (YYYY-MM-DD). Leave blank to use the full history back to 1962. ## `endDate` (type: `string`): Latest observation date to include (YYYY-MM-DD). Leave blank to include the most recently published business day. ## `sortOrder` (type: `string`): Order of observations in the dataset. ## `maxItems` (type: `integer`): Free users: Limited to 10 items (preview). Paid users: Optional, max 1,000,000 ## Actor input object example ```json { "series": "treasury-constant-maturity", "frequency": "daily", "sortOrder": "desc", "maxItems": 10 } ``` # Actor output Schema ## `overview` (type: `string`): Overview of scraped data ## `fullData` (type: `string`): Complete dataset # API You can run this Actor programmatically using our API. Below are code examples in JavaScript, Python, and CLI, as well as the OpenAPI specification and MCP server setup. ## JavaScript example ```javascript import { ApifyClient } from 'apify-client'; // Initialize the ApifyClient with your Apify API token // Replace the '' with your token const client = new ApifyClient({ token: '', }); // Prepare Actor input const input = { "series": "treasury-constant-maturity", "frequency": "daily", "sortOrder": "desc", "maxItems": 10 }; // Run the Actor and wait for it to finish const run = await client.actor("parseforge/federalreserve-h15-rates-scraper").call(input); // Fetch and print Actor results from the run's dataset (if any) console.log('Results from dataset'); console.log(`πŸ’Ύ Check your data here: https://console.apify.com/storage/datasets/${run.defaultDatasetId}`); const { items } = await client.dataset(run.defaultDatasetId).listItems(); items.forEach((item) => { console.dir(item); }); // πŸ“š Want to learn more πŸ“–? Go to β†’ https://docs.apify.com/api/client/js/docs ``` ## Python example ```python from apify_client import ApifyClient # Initialize the ApifyClient with your Apify API token # Replace '' with your token. client = ApifyClient("") # Prepare the Actor input run_input = { "series": "treasury-constant-maturity", "frequency": "daily", "sortOrder": "desc", "maxItems": 10, } # Run the Actor and wait for it to finish run = client.actor("parseforge/federalreserve-h15-rates-scraper").call(run_input=run_input) # Fetch and print Actor results from the run's dataset (if there are any) print("πŸ’Ύ Check your data here: https://console.apify.com/storage/datasets/" + run["defaultDatasetId"]) for item in client.dataset(run["defaultDatasetId"]).iterate_items(): print(item) # πŸ“š Want to learn more πŸ“–? Go to β†’ https://docs.apify.com/api/client/python/docs/quick-start ``` ## CLI example ```bash echo '{ "series": "treasury-constant-maturity", "frequency": "daily", "sortOrder": "desc", "maxItems": 10 }' | apify call parseforge/federalreserve-h15-rates-scraper --silent --output-dataset ``` ## MCP server setup ```json { "mcpServers": { "apify": { "command": "npx", "args": [ "mcp-remote", "https://mcp.apify.com/?tools=parseforge/federalreserve-h15-rates-scraper", "--header", "Authorization: Bearer " ] } } } ``` ## OpenAPI specification ```json { "openapi": "3.0.1", "info": { "title": "Federal Reserve H.15 Selected Interest Rates Scraper", "description": "Scrape the U.S. Federal Reserve H.15 Selected Interest Rates release. Pulls the daily Treasury constant-maturity yield curve (1-month through 30-year) with full historical depth back to 1962. Each record is one observation date with all maturities populated.", "version": "0.0", "x-build-id": "jSjZsV0el64NyAhcr" }, "servers": [ { "url": "https://api.apify.com/v2" } ], "paths": { "/acts/parseforge~federalreserve-h15-rates-scraper/run-sync-get-dataset-items": { "post": { "operationId": "run-sync-get-dataset-items-parseforge-federalreserve-h15-rates-scraper", "x-openai-isConsequential": false, "summary": "Executes an Actor, waits for its completion, and returns Actor's dataset items in response.", "tags": [ "Run Actor" ], "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/inputSchema" } } } }, "parameters": [ { "name": "token", "in": "query", "required": true, "schema": { "type": "string" }, "description": "Enter your Apify token here" } ], "responses": { "200": { "description": "OK" } } } }, "/acts/parseforge~federalreserve-h15-rates-scraper/runs": { "post": { "operationId": "runs-sync-parseforge-federalreserve-h15-rates-scraper", "x-openai-isConsequential": false, "summary": "Executes an Actor and returns information about the initiated run in response.", "tags": [ "Run Actor" ], "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/inputSchema" } } } }, "parameters": [ { "name": "token", "in": "query", "required": true, "schema": { "type": "string" }, "description": "Enter your Apify token here" } ], "responses": { "200": { "description": "OK", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/runsResponseSchema" } } } } } } }, "/acts/parseforge~federalreserve-h15-rates-scraper/run-sync": { "post": { "operationId": "run-sync-parseforge-federalreserve-h15-rates-scraper", "x-openai-isConsequential": false, "summary": "Executes an Actor, waits for completion, and returns the OUTPUT from Key-value store in response.", "tags": [ "Run Actor" ], "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/inputSchema" } } } }, "parameters": [ { "name": "token", "in": "query", "required": true, "schema": { "type": "string" }, "description": "Enter your Apify token here" } ], "responses": { "200": { "description": "OK" } } } } }, "components": { "schemas": { "inputSchema": { "type": "object", "properties": { "series": { "title": "Series", "enum": [ "treasury-constant-maturity", "fed-funds-and-policy", "corporate-bond-yields" ], "type": "string", "description": "Which H.15 rate series bundle to download. Treasury Constant Maturity returns the full yield curve (11 maturities). Fed Funds & Policy returns the Federal Funds Effective Rate, Bank Prime Loan Rate, and Discount Window Primary Credit Rate. Corporate Bond Yields returns Moody's Aaa and Baa seasoned corporate bond yields.", "default": "treasury-constant-maturity" }, "frequency": { "title": "Frequency", "enum": [ "daily", "weekly", "monthly" ], "type": "string", "description": "Observation frequency. The H.15 release is published as business-daily; weekly and monthly views are computed by aggregating the daily series into the latest observation per week or per month.", "default": "daily" }, "startDate": { "title": "Start Date", "type": "string", "description": "Earliest observation date to include (YYYY-MM-DD). Leave blank to use the full history back to 1962." }, "endDate": { "title": "End Date", "type": "string", "description": "Latest observation date to include (YYYY-MM-DD). Leave blank to include the most recently published business day." }, "sortOrder": { "title": "Sort Order", "enum": [ "desc", "asc" ], "type": "string", "description": "Order of observations in the dataset.", "default": "desc" }, "maxItems": { "title": "Max Items", "minimum": 1, "maximum": 1000000, "type": "integer", "description": "Free users: Limited to 10 items (preview). Paid users: Optional, max 1,000,000" } } }, "runsResponseSchema": { "type": "object", "properties": { "data": { "type": "object", "properties": { "id": { "type": "string" }, "actId": { "type": "string" }, "userId": { "type": "string" }, "startedAt": { "type": "string", "format": "date-time", "example": "2025-01-08T00:00:00.000Z" }, "finishedAt": { "type": "string", "format": "date-time", "example": "2025-01-08T00:00:00.000Z" }, "status": { "type": "string", "example": "READY" }, "meta": { "type": "object", "properties": { "origin": { "type": "string", "example": "API" }, "userAgent": { "type": "string" } } }, "stats": { "type": "object", "properties": { "inputBodyLen": { "type": "integer", "example": 2000 }, "rebootCount": { "type": "integer", "example": 0 }, "restartCount": { "type": "integer", "example": 0 }, "resurrectCount": { "type": "integer", "example": 0 }, "computeUnits": { "type": "integer", "example": 0 } } }, "options": { "type": "object", "properties": { "build": { "type": "string", "example": "latest" }, "timeoutSecs": { "type": "integer", "example": 300 }, "memoryMbytes": { "type": "integer", "example": 1024 }, "diskMbytes": { "type": "integer", "example": 2048 } } }, "buildId": { "type": "string" }, "defaultKeyValueStoreId": { "type": "string" }, "defaultDatasetId": { "type": "string" }, "defaultRequestQueueId": { "type": "string" }, "buildNumber": { "type": "string", "example": "1.0.0" }, "containerUrl": { "type": "string" }, "usage": { "type": "object", "properties": { "ACTOR_COMPUTE_UNITS": { "type": "integer", "example": 0 }, "DATASET_READS": { "type": "integer", "example": 0 }, "DATASET_WRITES": { "type": "integer", "example": 0 }, "KEY_VALUE_STORE_READS": { "type": "integer", "example": 0 }, "KEY_VALUE_STORE_WRITES": { "type": "integer", "example": 1 }, "KEY_VALUE_STORE_LISTS": { "type": "integer", "example": 0 }, "REQUEST_QUEUE_READS": { "type": "integer", "example": 0 }, "REQUEST_QUEUE_WRITES": { "type": "integer", "example": 0 }, "DATA_TRANSFER_INTERNAL_GBYTES": { "type": "integer", "example": 0 }, "DATA_TRANSFER_EXTERNAL_GBYTES": { "type": "integer", "example": 0 }, "PROXY_RESIDENTIAL_TRANSFER_GBYTES": { "type": "integer", "example": 0 }, "PROXY_SERPS": { "type": "integer", "example": 0 } } }, "usageTotalUsd": { "type": "number", "example": 0.00005 }, "usageUsd": { "type": "object", "properties": { "ACTOR_COMPUTE_UNITS": { "type": "integer", "example": 0 }, "DATASET_READS": { "type": "integer", "example": 0 }, "DATASET_WRITES": { "type": "integer", "example": 0 }, "KEY_VALUE_STORE_READS": { "type": "integer", "example": 0 }, "KEY_VALUE_STORE_WRITES": { "type": "number", "example": 0.00005 }, "KEY_VALUE_STORE_LISTS": { "type": "integer", "example": 0 }, "REQUEST_QUEUE_READS": { "type": "integer", "example": 0 }, "REQUEST_QUEUE_WRITES": { "type": "integer", "example": 0 }, "DATA_TRANSFER_INTERNAL_GBYTES": { "type": "integer", "example": 0 }, "DATA_TRANSFER_EXTERNAL_GBYTES": { "type": "integer", "example": 0 }, "PROXY_RESIDENTIAL_TRANSFER_GBYTES": { "type": "integer", "example": 0 }, "PROXY_SERPS": { "type": "integer", "example": 0 } } } } } } } } } } ```