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NY Fed Markets Data

NY FED MARKETS DATAA1 · direct accessManage supplier listing

official NY Fed REST API for US money-market reference rates: daily SOFR records w/ rate, 1st/25th/75th/99th percentile distribution + volume in $B, keyless .json endpoints (/api/rates/secured/sofr/last/N.json)

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Coverage

Universe, instruments and categories.

GICS sectors
US money markets
Instruments
SOFR
Categories
official reference-rate data API
Regions
US
Sample tickers
CMEJPMBACGSSCHWICE

NY Fed Markets Data has not added their own details yet. Not yet on file:

  • Dataset
  • Data dictionary
  • Coverage
  • Provenance
  • Rights & data handling