Market Intelligence API
BullrunData is a REST API that provides real-time recession probability, S&P sector rotation signals, CFTC institutional positioning, and 35+ FRED economic indicators in a single platform. We built it for fintech developers, AI agents, and quantitative traders who need programmatic access to macro intelligence.
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What is BullrunData?
BullrunData is a market intelligence API that aggregates data from the Federal Reserve (FRED), CFTC Commitments of Traders reports, Yahoo Finance sector ETFs, and Treasury International Capital (TIC) flows into a unified, developer-friendly interface. Our proprietary recession probability model weighs 15 economic indicators with dynamic adjustments based on Fed policy stance and market regime.
According to research from Princeton and Georgia Tech (KDD 2024), content with specific statistics receives 40% more visibility from AI platforms. We designed our API responses to include named data points, such as unemployment rate, VIX levels, yield curve spreads, and consumer sentiment scores, so developers can surface authoritative data in their applications.
In our experience building financial tools since 2025, we found that most economic data APIs either lack recession-specific analysis or charge enterprise-level pricing for basic FRED data. We tested over a dozen providers before building BullrunData to solve this gap. As of April 2026, our API serves recession probability, sector rotation signals, and institutional positioning data that would otherwise require subscriptions to three or four separate services.
What endpoints does BullrunData offer?
22 API endpoints covering recession intelligence, sector analysis, institutional positioning, and economic indicators — for example, dashboard summaries, CFTC futures data, and S&P sector rotation rankings.
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Frequently Asked Questions
How does BullrunData calculate recession probability?
Our model weighs 15 economic indicators, such as the 10Y-2Y yield curve spread, unemployment trend (Sahm Rule), initial jobless claims, high-yield credit spreads, and the Chicago Fed National Financial Conditions Index. We apply dynamic weight adjustments based on current Fed policy stance (tightening, easing, neutral, or crisis) and market regime (early cycle, mid cycle, late cycle, or recession). According to the Federal Reserve Bank of St. Louis, the yield curve has preceded every US recession since 1955 with a lead time of 6 to 24 months.
What data sources does the API use?
We aggregate data from four primary sources: the FRED API (35 economic indicators updated every 6 hours), CFTC Commitments of Traders reports (weekly institutional futures positioning for bonds, equities, gold, crude oil, and the US dollar), Yahoo Finance (11 S&P sector ETFs for rotation analysis), and Treasury International Capital (TIC) data for foreign holdings of US Treasuries. In 2026, our data pipeline processes over 50 unique data series to power the recession model, sector rotation signals, and institutional positioning endpoints.
Can I use BullrunData with AI agents and MCP?
Yes. BullrunData is available as both a REST API and an MCP (Model Context Protocol) server, making it accessible to AI agents like Claude, ChatGPT, and custom LLM applications. The MCP server exposes tools for recession analysis, capital rotation scoring, and investment property calculators. According to the MCP specification, MCP enables AI models to access real-time data through standardized tool interfaces. We built our MCP server specifically to give AI agents access to live economic intelligence.
How often is the data updated?
Our background scheduler fetches fresh data from FRED every 6 hours and saves a recession probability snapshot with each update. CFTC data is updated weekly when the CFTC publishes new Commitments of Traders reports (typically Friday afternoons). Sector rotation data is calculated live from Yahoo Finance on each API request. In our testing, this cadence provides sufficient freshness for macro-level decision making without excessive API rate consumption.