Market Intelligence API
BullrunData is a REST API that provides real-time recession probability, S&P sector rotation signals, institutional positioning intelligence, and a full library of macro indicators in a single platform. We built it for fintech developers, AI agents, and quantitative traders who need programmatic access to macro intelligence.
100 free calls/day. No credit card required.
What is BullrunData?
BullrunData is a market intelligence API. We ship a proprietary recession probability model, live S&P sector rotation signals, CFTC institutional positioning intelligence, and one-call dashboard summaries that surface recession probability, market regime, and Fed stance in a single request. All of it accessible via REST or through our MCP server for AI agents.
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 macro coverage. We tested over a dozen providers before building BullrunData to solve this gap. As of June 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?
18 REST endpoints covering recession intelligence, sector analysis, institutional positioning, and economic indicators — plus 22 MCP tools for AI agents. Dashboard summaries, CFTC futures data, S&P sector rotation rankings, and more.
Simple Pricing
Start free. Scale when you need to.
Frequently Asked Questions
How does BullrunData calculate recession probability?
Our proprietary model combines yield curve dynamics, labor-market signals (Sahm Rule), initial jobless claims, high-yield credit spreads, and financial conditions, with 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). The yield curve component alone has preceded every U.S. recession since 1955 with a 6-to-24 month lead time.
What can I get from the BullrunData API?
Live recession probability, market regime and Fed stance detection, sector rotation signals, institutional positioning intelligence, one-call market summaries, threshold-based webhook alerts, and a full library of macro indicators — all behind one API key, one base URL. Full endpoint reference at bullrundata.com/docs.
Can I use BullrunData with AI agents and MCP?
Yes. Our MCP server plugs directly into Claude, ChatGPT, and custom LLM applications. Install locally with npx @bullrundata/market-intelligence-mcp or connect to the hosted endpoint at bullrundata.com/api/mcp. According to the MCP specification, MCP is the standard protocol for exposing structured tool interfaces to LLMs — we shipped ours so you don't have to write the adapter.
How often is the data updated?
Fast enough for macro decisions. Recession probability and economic indicators refresh multiple times daily and we retain the snapshot history so you can backtest the model itself. Institutional positioning follows the standard weekly release cadence. Sector rotation is computed live on every request.

