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/Index/NY Fed Markets Data/official NY Fed REST API for US money-market reference rates
NF

official NY Fed REST API for US money-market reference rates

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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NY Fed Markets Data/official NY Fed REST API for US money-market reference rates
SampleCoverage

Sample

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Coverage

Universe, instruments and categories.

Industry
Financial Exchanges & Data
Instruments
interest rates
Categories
official reference-rate data API
Regions
US
Sample tickers
CMEJPMBACGSSCHWICE
Dataset card
Type
not stated
Format
Keyless public REST API with format-suffixed paths returning JSON, e.g. GET https://markets.newyorkfed.org/api/rates/secured/sofr/last/5.json, where the trailing count selects how many recent observations to return. Documented at /static/docs/markets-api.html.
Volume
not stated
Users
not stated
History
26 years
Update frequency
daily (each business day, published at approximately 8:00 a.m. ET)
Growth
not stated
Launched
not stated
Delivery
API
Entity mapping
not stated
Sample
not stated
Point-in-time
not stated
Licence
not stated

supplier index read from their site

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

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