Us Treasury Yield Curve Scraper
Pricing
from $2.99 / 1,000 results
US Treasury Yield Curve Scraper is a Python tool designed to extract daily constant-maturity market yields, tenors (1-month to 30-year), and yield spreads from the U.S. Department of the Treasury. It exports structured macroeconomic data into clean CSV or JSON format.
csv downloads one Treasury par yield curve CSV per year. xml downloads the Atom XML feed for each YYYYMM month. both runs the CSV years first, then the XML months.
Calendar years for the CSV mode, as a JSON array of integers. Each year is one request to the daily par yield curve CSV. Ignored when mode is xml.
[ 2025][ 2024, 2025]Months for the XML mode, one YYYYMM value per line, such as 202501. Each month is one request to the daily treasury yield curve XML feed. Ignored when mode is csv.
[ "202501"][ "202501", "202502"]Treasury series id. Only daily_treasury_yield_curve is requested. Daily bill rates, the real yield curve, and the long-term rate are not called.
Optional inclusive filter. Keep curve dates on or after this day. Accepts YYYY-MM-DD or MM/DD/YYYY. Leave empty to keep every date in the downloaded files.
Maximum successful yield rows to save this run. Hard cap is 1000. Error rows do not count toward this limit.
Seconds to wait between Treasury requests. Minimum is 1 so the slow CSV and XML files stay sequential.
Stop the run after this many seconds and keep rows already collected. Default 300. Maximum 3600.
How long to wait for one Treasury response before treating that call as failed. Default 30 seconds. The CSV and XML files often take 10 to 20 seconds.