Latest

Our API also supports retrieving the latest values of our forecasts for any market using the Get Latest Forecasts endpoint. It will return a snapshot of the latest forecast data and is generally much faster than requesting an entire time series. This endpoint is useful if you only need the last data point for a large array of forecasts or want to preliminarily probe our data sets across specific tags.

Furthermore, this endpoint will also return the current signal attribution data for each forecast (if available).

For example if you wish to query the latest forecast data for the EQTUS market on a 6 Month time horizon you would simply:

Python

from __future__ import annotations  # Important for pydantic models to self reference (drivers in Forecast)
import datetime

import requests
import pydantic

class Forecast(pydantic.BaseModel):
    kind: str
    forecast: float
    exposure_adjustment: float = 0.0
    drivers: list[Forecast]

class Attribution(pydantic.BaseModel):
    signal_code: str
    variant: dict[str, str]
    forecast: float

class ForecastSummary(pydantic.BaseModel):
    market_code: str
    currency_iso: str
    horizon: str
    hedging: str

    latest: Forecast
    attributions: list[Attribution]

url = "https://api.clearmacro.com/api/v3/forecast/latest/"
headers = {"accept": "application/json", "X-API-KEY": "YOUR_API_KEY"}
response = requests.get(url=url, headers=headers)
forecast_summaries = [ForecastSummary(**forecast_summary) for forecast_summary in response.json()]

Curl

curl -X "GET" \
https://api.clearmacro.com/api/v3/forecast/latest/?market_code=EQTUS&horizon_name=6%20Months
-H "X-API-KEY:YOUR_API_KEY" | jq

{
  "market_code": "EQTUS",
  "currency_iso": "USD",
  "horizon": "6 Months",
  "hedging": "Unhedged",
  "latest": {
    "kind": "Forecast",
    "forecast": 0.17835077543794708,
    "exposure_adjustment": 0,
    "drivers": [
      {
        "kind": "Trend",
        "forecast": 0.05422009147170696,
        "exposure_adjustment": 0,
        "drivers": [
          {
            "kind": "Growth",
            "forecast": 0.05302312753055604,
            "exposure_adjustment": 0,
            "drivers": []
          },
          {
            "kind": "Income",
            "forecast": 0.016977463071729,
            "exposure_adjustment": 0,
            "drivers": []
          },
          {
            "kind": "Valuation",
            "forecast": -0.01578049913057808,
            "exposure_adjustment": 0,
            "drivers": []
          }
        ]
      },
      {
        "kind": "Cyclical",
        "forecast": 0.060924655145862205,
        "exposure_adjustment": 0,
        "drivers": [
          {
            "kind": "Contraction",
            "forecast": 0.001077255557090151,
            "exposure_adjustment": 0,
            "drivers": []
          },
          {
            "kind": "Expansion",
            "forecast": 0,
            "exposure_adjustment": 0,
            "drivers": []
          },
          {
            "kind": "Recovery",
            "forecast": 0.05981557575804897,
            "exposure_adjustment": 0,
            "drivers": []
          },
          {
            "kind": "Slowdown",
            "forecast": -6.131414043153427e-9,
            "exposure_adjustment": 0,
            "drivers": []
          }
        ]
      },
      {
        "kind": "Tactical",
        "forecast": 0.06320602882037792,
        "exposure_adjustment": 0,
        "drivers": [
          {
            "kind": "Fundamentals",
            "forecast": 0.06320602882037792,
            "exposure_adjustment": 0,
            "drivers": []
          },
          {
            "kind": "Market Technicals",
            "forecast": 0,
            "exposure_adjustment": 0,
            "drivers": []
          }
        ]
      }
    ]
  },
  "attributions": [
    {
      "signal_code": "CDCON",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "EQDIVYC",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "ECNPOLU",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "EQEARRC",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "EQFRECFC",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "ECNHOU",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "ECNOECCLI",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "ECNLEAACTS",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "ECNIND",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "ECNECOL",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "ECNFRA",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "ECNOFF",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "ECNEXH",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "ECNEXPPUL",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "ECNPOLI",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "ECNBALP",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "EQEARGC",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "EQMARPC",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "CDBUS",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0.03977627315302938
    },
    {
      "signal_code": "EQVOLC",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "ECNBRE",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "CDIMP",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "ECNPUBSECLI",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "EQPOSLI",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "EQLEVRC",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "ECNSIG",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "ECNINF",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "EQBOLBC",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "EQINDSPB",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "BNDBONVOL",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "ECNBALM",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "EQPOSMI",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "ECNNEWS",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "ECNPRISECLI",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0.023429755667348538
    },
    {
      "signal_code": "EQFLOC",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    },
    {
      "signal_code": "ECNBAL",
      "variant": {
        "country_iso": "USA"
      },
      "forecast": 0
    }
  ]
}