Pushbuild

SOFR, EFFR & NY Fed Repo Data

Official New York Fed markets data: SOFR, EFFR, OBFR, TGCR, BGCR and SOFR averages/index with percentiles and volumes, repo and reverse repo operation results, and weekly SOMA holdings. Daily history back to 2018 (EFFR to 2000).

$0.16 per 1,000 rows

Get an API key

What it returns

Official money-market reference rates and Federal Reserve operations data from the Federal Reserve Bank of New York (markets.newyorkfed.org).

Request

POST https://api.pushbuild.com/ny-fed-reference-rates/run with a JSON body. Send your key in the X-API-Key header.

FieldTypeDescription
datasetstring: referenceRates, repoOperations, somaSummaryWhich dataset to return. Default: "referenceRates".
rateslist of stringsReference rates only: SOFR, EFFR, OBFR, TGCR, BGCR, SOFRAI (SOFR 30/90/180-day averages and index).
operationTypestring: all, repo, reverseRepoRepo operations only. Default: "all".
dateFromstringYYYY-MM-DD. Default: 30 days ago (90 for SOMA).
dateTostringYYYY-MM-DD. Default: today.
sortstring: newest, oldestDate order. Default: "newest".
maxItemsintegerMaximum items to return (1-500). Default: 100.

Example

curl -X POST https://api.pushbuild.com/ny-fed-reference-rates/run \
  -H "X-API-Key: YOUR_KEY" \
  -H "Content-Type: application/json" \
  -d '{"rates": ["SOFR", "EFFR"], "maxItems": 20}'

Response

{"count": 20, "truncated": false, "seconds": 1.4, "items": [ { ... } ]}

Each call returns up to 500 items. Records that fail validation or are not found are flagged in the items and not charged.

Pricing

Pay only for results returned: $0.16 per 1,000 rows. No charge for errors or empty searches.

Tell us what you need built.

Questions about this API, higher volumes, or a data source you need that we don't cover yet.

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