I looked at the site, and I see some data but I didn't find what I would have hoped for. I couldn't find yield curves, and historical exchange rates <i> up to <i/> today (available on the ecb site in xml format). Certainly I would have thought yield curves were a front page item.
Things that would be very cool would be 1. financial statements in a database format. I know you can scrape this but I don't know if they are available legitimately?
2. Historial Implied volatilities and historical observed volatilities.
If you're up to something in the economic data space we'd love to talk. Happy to take this to email (andrew@timetric.com) if anyone's interested.