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This page records notable, user-facing changes to the Financial Data API. The contract itself always lives in openapi.json, and live breadth is reported by /v1/public/coverage.
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Deeper history across positioning, valuation, and US housing. All items below are served through the existing GET /v1/public/observations route (indicator_id plus entity / start_date / end_date) and the get_observations MCP tool.Data surface
  • COT positioning percentile history. cot_positioning_percentile now serves its full weekly panel — 1992 to today, 244,944 rows across 972 CFTC contracts (delisted contracts retained as valid history) — instead of the latest value only. The value is the 3-year midrank percentile (0–100) of net non-commercial positioning, derived from CFTC legacy COT stored back to 1986. valueText flags crowded_long (at or above 90) and crowded_short (at or below 10); metadata carries net, weeklyChange, percentile1y, percentile3y, and zScore3y.
  • New indicator: cot_tff_percentile. The same percentile statistics over Traders in Financial Futures leveraged-funds net positioning: weekly, 2006 to today, 41,398 rows across 117 financial futures (FX, rates, equity index). Same metadata shape.
  • Valuation multiples: deep history. All 13 trailing multiples (P/E, P/B, P/S, P/FCF, P/OCF, EV/EBITDA, EV/EBIT, EV/Sales, EV/FCF, earnings yield, FCF yield, dividend yield, PEG) now span 2007 to today — roughly 75,000 rows per headline multiple across ~500 US companies — computed from raw as-traded prices with point-in-time trailing-twelve-month fundamentals.
  • US housing, deep and public. us_housing_starts (monthly since 1959) and us_building_permits (monthly since 1960), both in thousands of units (SAAR), sourced from FRED HOUST and PERMIT.
  • New indicator: cb_statement_sentiment. Deterministic hawk/dove sentiment for every FOMC policy statement — 244 statements, February 1994 to today, keyed to country_usa. Score in [−1, +1] from a versioned phrase lexicon (fdapi_hawk_dove_v1); valueText labels hawkish / dovish / neutral; metadata carries the matched phrases, counts, and deltaVsPrior for a full audit trail. December 2008 scores −1.0, June 2022 scores +1.0. See Derived analytics.
  • OECD confidence, deep history. business_confidence and consumer_confidence now reach back to 1960 where the OECD publishes it — about 43,000 rows across all covered countries (previously 2024 onward only).
  • EIA energy series, full history. All 13 EIA series now carry their complete published history: WTI spot since 1986, Brent since 1987, Henry Hub natural gas since 1997, and the weekly petroleum inventory, production, and refinery panels since 1982 where available.
Plan history windows apply: free-tier keys see the trailing 24 months of any series. See Derived analytics for worked examples.
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The first public release of the Financial Data API. The surface below is stable under /v1, and every response reports meta.api_version = "v1".Data surface
  • Macro observations. Point-in-time, official-source macro readings. Redistribution-safe data on GET /v1/public/observations and GET /v1/public/observations/latest; the full observation surface with attribution, freshness, and rights metadata on GET /v1/observations, /v1/observations/latest, and /v1/observations/changes.
  • Screener. GET /v1/public/screener filters countries and entities by latest canonical-indicator values, with the filter DSL fields discoverable at GET /v1/public/screener/filters.
  • Coverage. GET /v1/public/coverage returns a live breadth summary: catalog totals, public indicator categories, and covered countries.
  • SEC fundamentals. GET /v1/public/companies exposes the scored fundamentals universe (S&P 500 union Nasdaq-100) with sector and industry inline. GET /v1/companies/{idOrLookup}/financials returns structured income, balance-sheet, and cash-flow statements from SEC XBRL.
  • Derived analytics. GET /v1/derived-indicators and GET /v1/derived-observations serve stored derived analytics, each carrying inputObservationIds and sourceRefs.
  • Calendar and events. GET /v1/economic-calendar and GET /v1/events (each with a /{eventId} detail route) cover the economic calendar and unified official events.
  • Catalog routes. GET /v1/canonical-indicators, /v1/entities (plus /resolve, /{idOrSlug}, and /{entityId}/observations), /v1/countries (plus /{idOrIso} and /available-indicators), and /v1/indicators (plus /series and /entities).
Trust and operations
  • Provenance. GET /v1/provenance/observations/{observationId} returns an auditable chain from official release to API response: named source, source URL, raw payload reference metadata, and the ingestion run.
  • Sync and manifest. GET /v1/manifest, /v1/snapshot, and /v1/source-health support sync workflows and report source and connector freshness.
  • Liveness. GET /v1/ops/liveness runs a per-series cadence check to flag silently-frozen feeds.
Platform
  • Response envelope. One shape for every response, with data, meta, and a request_id on success, and stable machine-readable error.code values on failure. Unknown query parameters fail closed.
  • Bi-temporal time model. Period filters describe the period a value covers; knowledge-time bounds and as_of describe when a value became known, with revisions retained, never overwritten.
  • Authentication and scopes. API keys via x-api-key or Authorization: Bearer, with data:read, ops:read, and admin scopes and per-scope rate limits.
  • MCP server. A native Model Context Protocol server with read-only tools (for example screen_macro, get_latest_observations, cross_country, rates_analytics, and observation_provenance) for Claude Code, Claude Desktop, and Cursor.
  • TypeScript SDK. The official @financialdatapi/client package with cursor auto-pagination and a buildScreenerFilter helper.
  • Agent-readable index. GET /llms.txt and GET /llms-full.txt publish a key-free API index for agents.
This changelog starts at the first public release. Future entries will be added here, newest first, as the public surface changes.