Datasets

The European Central Bank is the central bank of the euro area, based in Frankfurt and operating since 1998. It sets monetary policy for the member states that use the euro, and publishes the yield curve daily as part of its statistical mandate, alongside policy rates, monetary aggregates and financial stability indicators. The ECB Data Portal is free to access and requires no API key and no registration.

QuantConnect processes and caches these curves so they reach your algorithm stamped at the moment the ECB actually released them, rather than at the close of the day they measure. A curve is never available on its own observation date.