New York Fed Markets Data API
New York Fed Markets Data API
Public REST data for New York Fed reference rates, Desk operations, SOMA holdings, primary-dealer statistics and related market activity, with dates, rates, volumes, operation amounts and instrument details in endpoint-specific responses. JSON and XML are widely supported, with CSV, Excel or PDF on selected endpoints; no key is needed.
Required Attribution:
"© [year] Federal Reserve Bank of New York. Content from the New York Fed subject to the Terms of Use at newyorkfed.org."
Coverage
Coverage centers on U.S. dollar funding markets and Federal Reserve Bank of New York market operations, while available history and publication frequency vary by endpoint. The documentation does not state a unified history start, request cap or rate limit.
Verdict
A direct money-market and central-bank-operations signal for a trading or AI agent tracking funding conditions, reference rates, liquidity operations and Federal Reserve holdings. Publication schedules and histories differ across endpoint families, and beta data are not regularly maintained. Reference rates and other content can be revised or withdrawn, so retain effective dates, revision indicators and retrieval timestamps. Redistribution must preserve the New York Fed's stated attribution and permissions.
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Use in your agent
Load recent New York Fed SOFR data into pandas and Parquet. Checked against the provider's documentation on Nov 1, 2026.
Access
- No account or key is required for the checked public Markets Data API endpoint.
- Use of API data is subject to the New York Fed Terms of Use and its attribution conditions.
Request
curl 'https://markets.newyorkfed.org/api/rates/secured/sofr/last/5.json'Format
JSON with effective date, rate type, percent rate, distribution percentiles, transaction volume in billions and a revision indicator.
Load into pandas and Parquet
Needs Python 3 with requests, pandas and pyarrow.
"""Five recent New York Fed SOFR observations -> pandas -> Parquet."""
import requests
import pandas as pd
URL = "https://markets.newyorkfed.org/api/rates/secured/sofr/last/5.json"
r = requests.get(URL, timeout=30)
r.raise_for_status()
df = pd.DataFrame(r.json()["refRates"])
df["effectiveDate"] = pd.to_datetime(df["effectiveDate"])
df.to_parquet("nyfed_sofr.parquet", index=False)
print(len(df), "SOFR observations", df["effectiveDate"].min().date(), "to",
df["effectiveDate"].max().date(), "latest rate", df.iloc[0]["percentRate"])Run by us on 2026-11-01 (python 3.13.5 | pandas 3.1.0 | pyarrow 26.0.0 | requests 2.34.2). Result: 5 SOFR observations 2026-10-23 to 2026-10-29 latest rate 3.94
Limits
- Rate limit: Not stated.
- No unified response cap is stated in the API documentation.
- Formats and parameters vary by endpoint.
Quirks
- The last-N endpoint returns newest first; sort by effectiveDate before time-series calculations.
- Keep revisionIndicator because published reference-rate observations may be corrected.
- Beta endpoints are for testing and are not regularly maintained.
Terms and attribution
- The provider permits automated access and business use subject to its Terms of Use.
- Copies and distributions must retain source identifiers and the prescribed attribution; modifications must be labelled.
Sources
- https://markets.newyorkfed.org/static/docs/markets-api.yml: “The supported formats are JSON, XML, PDF, CSV, and Microsoft Excel.”
- https://markets.newyorkfed.org/static/docs/markets-api.yml: “Data provided in beta are for testing purposes only and are not regularly maintained.”
- https://www.newyorkfed.org/privacy/termsofuse: “Download, store, and use Content in any format or media,”
- https://www.newyorkfed.org/privacy/termsofuse: “Access the Content, manually or through an automated process or device”
Information and education only. Not financial, investment, legal or tax advice. Listings can be inaccurate, incomplete or out of date and are provided "as is". Free tiers, limits and licenses belong to each provider and can change, so check the provider's own terms before you rely on them. Terms & Disclaimer