The Scenario
You cover fixed income for a small asset manager. Your PM asked for a single Excel workbook with the last five years of Treasury yields across all maturities, monthly CPI readings, and unemployment rate — all in one place, all from one source. The idea is a research workbook the whole team can pull from for deck slides without hunting through government databases.
It sounds like a three-hour project. It takes two days when you're manually downloading Fed data, FRED exports, and Treasury.gov CSV files and trying to get them all onto the same date cadence in Excel.
The bad version:
- You download a FRED CSV for CPI, a separate file for PCE, a Treasury.gov yield curve export for each maturity — 1M, 3M, 6M, 1Y, 2Y, 5Y, 7Y, 10Y, 20Y, 30Y — and a BLS unemployment CSV.
- Getting all of these onto a shared date index takes two hours of VLOOKUP work because the observation frequencies don't match (daily yields, monthly macro).
- By the time the workbook is ready, your PM has already built the deck with manually keyed numbers and you're finishing a workbook nobody will use immediately.
What you actually needed was one place to ask for everything and one place where it arrives.
The Easy Way: One Prompt in SheetXAI
SheetXAI is an AI agent that lives inside your Excel workbook. It reads your request, calls the relevant Polygon.io macro and market data endpoints, and writes structured data directly into the worksheets you specify.
Fetch historical U.S. Treasury yields from Polygon.io for all maturities (1M to 30Y) for the last 5 years and write them into a "Yield Curve" worksheet with dates as rows and maturities as columns.
What You Get
- A "Yield Curve" worksheet: rows are trading days, columns are maturity labels (1M, 3M, 6M, 1Y, 2Y, 5Y, 7Y, 10Y, 20Y, 30Y), values are yield percentages.
- Missing dates (weekends, holidays) omitted rather than filled with nulls.
- Date column formatted as YYYY-MM-DD for consistency with any downstream VLOOKUP you want to build.
What If the Data Is Not Quite Ready
I also need CPI and PCE going back to 2015 in the same workbook
Pull the CPI and PCE inflation data from Polygon.io going back to 2015 and import it into my workbook with date, CPI index value, and PCE index value as columns, then add a worksheet for labor market data including unemployment rate and labor force participation.
I need a yield spread column — 10Y minus 2Y — calculated automatically
Fetch the last 5 years of U.S. Treasury yields for all maturities from Polygon.io and write them into a "Yield Curve" worksheet. Then add a column at the end labeled "10Y-2Y Spread" that calculates the difference between the 10-year and 2-year yields for each row.
The PM wants a separate "Current Snapshot" worksheet with just today's yield curve
Fetch the most recent available U.S. Treasury yields for all maturities from Polygon.io and write them into a "Current Snapshot" worksheet with maturity in column A and yield in column B. Label the worksheet with today's date.
Pull macro data, calculate 3-month rolling average CPI, and flag months where it exceeded 3%
Pull monthly CPI data from Polygon.io going back to 2020 and write date and CPI index value into a "CPI" worksheet. Then add a "3M Avg CPI" column that calculates the 3-month rolling average. In a "Flag" column, write "Above 3%" for any month where the 3-month average annualized change exceeds 3%, otherwise leave blank.
One prompt covers the pull, the rolling calculation, and the conditional flag.
Try It
Open a research Excel workbook and Get the 7-day free trial of SheetXAI. Ask it to fetch U.S. Treasury yield curves, CPI, or unemployment data from Polygon.io and structure it across dedicated worksheets. For equity market data to pair with your macro research, see the spoke on pulling full-market daily snapshots. For the full partner overview, see the Polygon.io hub.