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Space Sync for Confluence

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Gets the Latest Term SOFR Rates for the current date. By default returns the Latest Term SOFR rates for all four products. 

Accepts the below requests/inputs: 

  1. If no arguments / parameters are provided -> Returns all four of the latest Term SOFR rates for the current date.
  2. If only one Product (productCodes) is provided -> Returns the requested product with the latest Term SOFR rate.
  3. If multiple Products (productCodes) are provided, separated by "," (comma) -> Returns the requested products with the latest Term SOFR rate for each.


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Page Properties


URL/latest
HTTP MethodGET




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Table of Contents
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Request

Header Parameters


RefParameterNameTypeMultipleValuesUsageDescription
1

CME-Application-Name

Application NamestringNo
REQUIRED
Name of the customer system that generated the message.
2

CME-Application-Vendor

Application VendorstringNo
REQUIREDName of the vendor who provided the customer system. For a proprietary system, use the firm name.
3

CME-Application-Version

Application VersionstringNo
REQUIREDVersion identifier for the customer system.

Query Parameters

RefParameterNameTypeMulti-pleValuesUsageDescription
1productCodesProduct CodestringYes

TR1

TR3

TR6

T1Y

OPTIONAL

Indicates the underlying asset code (Product Code).


Clients can query for one or more Product Codes.

e.g productCodes=TR1,TR3 - Results will be limited to TR1 & TR3

Response Headers

RefParameterNameTypeMultipleValuesUsageDescription
1

sentTime

Sent TimeTimeStampNo
REQUIREDTime the message was published
2versionVersionStringNo
REQUIRED

Version Number of the application generating the message

3datasetData SetstringNo
REQUIRED

Represents the type of data the application is generating

Response - 200

Successfully retrieved

Body

RefFieldNameData TypeValuesUsageDescription
1businessDtBusiness Datestring
REQUIRED

Trade date of published data. The relevant date for which the SOFR rates are in reference to. Format YYYY-MM-DD

2sofrRtSOFR Ratenumber
REQUIRED

SOFR Term Rate for this Tenor

4instrument[]Instrumentinstrument
REQUIRED
5→ guidIntInstrument GUID Intinteger
REQUIRED

Unique Instrument ID 

Can be used with Referential Data API to get Instrument details. 

6→ productCodeProduct Codestring

TR1

TR3

TR6

T1Y

REQUIRED

Indicates the underlying asset code (Product Code).

Can be used with Referential Data API to get Product details.

Response - 500

Internal Server Error

Response - 400

Bad request Exception from incorrect user input e.g. incorrectly formatted date