economic-data-collector

description	Collects and queries macroeconomic data — yield curves, central bank policy rates, forex rate differentials, FRED US economic indicators (CPI, GDP, NFP, unemployment), and the economic calendar. Use when fetching, storing, or querying interest rates, bond yields, rate diffs, or economic releases for trading and forex analysis.
name	economic-data-collector
triggers	["economic data","yield curve","rate differential","central bank rates","FRED data","economic calendar"]
category	trading-finance
maturity	stable
tags	["fred","yield-curve","central-bank-rates","rate-differentials","forex"]

Economic Data Collector

Quick Start

SKILL=${CLAUDE_SKILLS_DIR:-$HOME/.claude-agent/.claude/skills}/economic-data-collector/scripts

# Collect yield curves (US + major economies)
python3 $SKILL/collect-yields.py --n-bars 60

# Collect central bank rates
python3 $SKILL/collect-rates.py

# Collect US economic data from FRED (needs FRED_API_KEY env)
python3 $SKILL/collect-fred.py

# Collect economic calendar
python3 $SKILL/collect-calendar.py

Query Data

# Latest yield curves by country
python3 $SKILL/query.py yields --country US --latest

# Central bank rates
python3 $SKILL/query.py rates --latest

# Rate differentials for all forex pairs
python3 $SKILL/query.py rate-diff

# Rate diff for specific pair
python3 $SKILL/query.py rate-diff --pair EURJPY

# Economic calendar for a date
python3 $SKILL/query.py calendar --date 2026-03-18

# US CPI history
python3 $SKILL/query.py series --indicator CPI --country US --last 24

Data Coverage

Central Bank Rates (8 banks)

Fed (US), ECB (EU), BOE (UK), BOJ (JP), RBA (AU), RBNZ (NZ), BOC (CA), SNB (CH)

Rate Differentials (12 pairs)

EURUSD, GBPUSD, USDJPY, AUDUSD, NZDUSD, USDCAD, USDCHF, EURJPY, EURGBP, GBPJPY, AUDJPY, CADJPY

FRED Series (18 US indicators)

GDP, CPI, Core CPI, PCE, Core PCE, NFP, Unemployment, Retail Sales, ISM Manufacturing, Industrial Production, Housing Starts, Durable Goods, Trade Balance, M2, Fed Funds Rate, 10Y Yield, 2Y Yield, Consumer Confidence

Yield Curves

• yfinance: US (3M, 5Y, 10Y, 30Y)
• TradingView: US, DE, UK, JP, AU, CA (2Y, 10Y)

API Key

FRED requires a free API key: https://fred.stlouisfed.org/docs/api/api_key.html Set FRED_API_KEY env var or pass --api-key flag.