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Conduit is macro & global-markets data infrastructure for AI agents and developers. It serves official / public-domain macro indicators, rates & yields, FX reference rates, COT positioning, an economic calendar, US SEC fundamentals, and derived analytics as predictable JSON — designed to be read and called by LLM agents as much as by humans. It is the macro counterpart to equity-data APIs: where they cover US equities, Conduit covers what they explicitly do not — cross-country macro, FX, rates curves, positioning, and derived signals.
The API is live today at https://data.quantoraresearch.com. Public docs and a branded base URL (api.financialdatapi.com) are rolling out — examples below use the branded base; until DNS is cut over, substitute data.quantoraresearch.com.

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Start here

Quickstart

Get a key and make your first request in two minutes.

Authentication

API keys, headers, and the public no-key endpoints.

Concepts

The Observation model, the time model, and rights.

AI agents (MCP)

Wire Conduit into Claude, Cursor, or your own agent.

Macro screener

Screen countries by macro conditions in one request.

API Reference

Every endpoint, with an interactive playground.

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What you get

  • One data model. Country / region / company / instrument × indicator × time — the same envelope for a German CPI print, a US Treasury yield, an FX rate, or a COT percentile.
  • Point-in-time correct. Period time is separated from knowledge time; query as_of any date so backtests never see revised data early.
  • Rights-safe. The public API returns only redistribution-safe official / public-domain data, and every observation is traceable to its source.
  • Agent-native. An MCP server, /llms.txt, and OpenAPI 3.1 ship out of the box.

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Coverage at a glance

  • 4.8M+ observations · 200+ indicators · 50+ official sources · 30+ countries
  • Macro, rates & yields, FX reference rates, CFTC COT positioning (history to 1986), economic calendar, and US SEC fundamentals (all-filer universe)
  • Derived analytics: surprise indices, real rates, curve spreads, COT percentiles, risk regime, and Conduit’s own statistical forecasts