Market Data Unfiltered
Markets don’t move in isolation. Interest rates influence everything from options pricing and portfolio construction to volatility models, macro forecasting, and risk management. That’s why Theta Data is excited to announce the launch of its new Interest Rates Data product — delivering comprehensive historical and daily-updated rates data through the same developer-first infrastructure our customers already rely on.
The new product includes SOFR (Secured Overnight Financing Rate) and U.S. Treasury yield curve data across standard maturities, with more than 30 years of historical coverage. Whether you are calculating risk-free rates for pricing models, analyzing yield curve movements, stress testing portfolios, or conducting macroeconomic research, Theta Data provides a streamlined way to integrate institutional-grade rates data directly into your workflows.
Built for quantitative teams, the Interest Rates product offers daily updated datasets, full yield curve coverage from short-term bills to long-term bonds, and seamless API integration. It is designed to sit alongside Theta Data’s existing options, equities, and indices datasets—creating a unified, multi-asset data infrastructure for modern trading and research environments.
As markets become increasingly sensitive to monetary policy and rate volatility, access to reliable interest rate data is no longer optional—it is foundational. From derivatives pricing to macro strategy development, rates data underpins nearly every sophisticated financial model.
With this launch, Theta Data continues to expand its platform beyond equities, options, and indices moving toward a comprehensive market data solution for serious builders, traders, and researchers.