Rates
Curves, benchmarks, and policy-sensitive series for fixed-income models.
Exanomic / Alternative Data Infrastructure
The Alternative Data Layer For Fixed-Income
Rates, credit, macro, and event context — normalized, versioned, and delivered through a single API.
Currently piloting with sovereign wealth funds, single-family offices, and university research labs.
Data
Fixed-income coverage, one schema.
Rates, credit, macro, and events — normalized and ready to query.
Credit
Issuer, rating, spread, and sector context alongside internal views.
Macro
Inflation, labor, growth, and liquidity series for rates and credit work.
Events
Calendar, issuance, and market events that move fixed-income markets.
Market context, indexed.
Rates, credit, liquidity, and macro signals on one scale — the shape of the data you query.
Market Regime Snapshot
Indexed rates, credit, liquidity, and macro surprise signals
Jan–Oct · 100 baseline
Rates pressure
Credit spread
Liquidity signal
Macro surprise
Illustrative multi-series market view · not live market data
Signals
Regime
Steepener
Credit
+27 bps
Liquidity
-24 pts
Macro
+18 pts
Architecture
Source to API, end to end.
Raw feeds become stable, versioned resources — provenance intact at every layer.
01
Ingest
Rates · credit · macro · events
02
Normalize
Typed fixed-income schemas
03
Validate
Freshness · revisions · lineage
04
Serve
REST · versioned resources
05
Deliver
Research · risk · engineering
Illustrative pipeline · every resource carries source, timestamp, and revision context
API
REST resources, predictable JSON.
Narrow endpoints, stable fields, and payloads built for code — not dashboards.
GET
/v1/rates/curve
Treasury curve observations by date and tenor.
GET
/v1/credit/issuers
Issuer identifiers, sectors, and credit context.
GET
/v1/macro/series
Macro series for research and risk models.
{
"dataset": "rates.curve",
"date": "2026-06-01",
"currency": "USD",
"points": [
{ "tenor": "2Y", "value": 4.74 },
{ "tenor": "10Y", "value": 4.41 }
],
"source_context": {
"release": "daily",
"revision": 0
}
}Workflows
Plug into research, risk, and engineering.
Same data layer, different pipelines — from notebooks to production systems.
Research
Pull rates, credit, and macro into notebooks and screens — one feed, no stitching.
Risk
Stable identifiers and clean time series for exposure, scenarios, and daily monitoring.
Engineering
Documented endpoints in internal tools — no one-off adapters.
Access
Private beta — selective onboarding.
Piloting with sovereign wealth funds, family offices, and research labs while coverage scales.
Request accessFAQ
Before you request access.
- What is Exanomic?
- Alternative data infrastructure for fixed income. Rates, credit, macro, and events — delivered through a single, versioned API.
- How is this different from market data?
- Fixed-income first. Coverage is scoped to rates, credit, issuer context, and macro — not a cross-asset catalog.
- How do we get access?
- Request access and note the datasets you need. We onboard selectively during private beta.