CME FedWatch Intraday API

CME FedWatch Intraday API

The CME FedWatch Intraday via REST API provides near real time access to rate probability for upcoming Federal Open Markets Committee (FOMC) meetings along with historical rates. Using the highly liquid 30-Day Fed Fund futures pricing data, the REST API calculates and publishes rate probabilities at a 60 second frequency for both current and historical probabilities of various FOMC rate change outcomes for a given meeting date.

Contents

Onboarding

CME FedWatch Intraday via REST API uses OAuth, an open protocol that supports secure authorization in a simple, standard method and decouples authentication from authorization. More details about OAuth API ID authorization and authentication are available in Client API Service Adoption using OAuth 2.0 Protocol.

To access the CME FedWatch Intraday via REST API , client API IDs must be entitled. Request access from the CME Group Market Data API self-service onboarding page or contact Global Account Management (GAM).

Testing and Certification

Certification for CME FedWatch Intraday via REST API is not required.

Hours of Availability

The CME FedWatch Intraday via REST API is available as follows:

  • Near real time rate (60 second frequency) probability for upcoming Federal Open Markets Committee (FOMC) meetings.

    • Available: Sunday - Friday 5:00 p.m. - 4:00 p.m. CT.

    • Daily Maintenance Period: Monday - Thursday 4:00 p.m. - 5:00 p.m. CT.

  • Historical data requests - The CME FedWatch Intraday via REST API is available 24 hours a day, 7 days a week. The historical data commences on November 1, 2025.

Clients systems should consider all returned data to be accurate at the time of the request submission.

Access CME FedWatch Intraday via REST API

This section describes the message specifications and URLs to access CME FedWatch Intraday via REST API.

CME FedWatch Intraday via REST API URLs

Below are the base URLs to access the CME FedWatch Intraday via REST API endpoints:

Environment

Base URL

Environment

Base URL

Production

https://markets.api.cmegroup.com/fedwatch_rt/v1

Message Specifications

The business message specifications for CME FedWatch Intraday via REST API are available below.

  • The Path value with Base URL prefix will be a specific end point for the HTTPS GET call.

  • Each HTTPS GET call must have the header parameter "Authorization" with value "Bearer" pre-pended to the OAuth token (including a space separator).
    example: "Bearer <Oauth Access token>"

Name

Path

Method

Description

Name

Path

Method

Description

Get Forecasts - Latest

/forecasts/latest

GET

Gets the forecasted Fed Funds Rate Range for Federal Open Market Committee (FOMC) meetings.

Accepts the below requests/inputs: 

  1. No arguments -> fetches the upcoming FOMC meeting with the most recent rate forecast.

  2. Meeting dates (meetingDt) -> fetches the specified meeting dates with the forecasts for each.

Get Forecast - History

/forecast/history

GET

Gets the forecast inputs for Fed Funds Rate Range for Federal Open Market Committee (FOMC) meetings.

Accepts the below requests/inputs: 

  1. No arguments -> fetches the upcoming FOMC meeting with the most recent rate forecast.

  2. Only Meeting dates (meetingDt) provided -> Get rates forecast for specific meetingDts.

  3. Only Start Reporting Date (startReportingDt) → Get rates forecast from startReportingDt.

  4. Only End Reporting Date (endReportingDt) → Get rates forecast until endReportingDt.

  5. Both Start Reporting Date (startReportingDt) and End Reporting Date (endReportingDt) → Get rates forecast for the date range.

  6. Only Start Reporting Timestamp (startReportingTimestamp) → Get rates forecast from startReportingTimestamp.

  7. Only End Reporting Timestamp (endReportingTimestamp) → Get rates forecast until endReportingTimestamp.

  8. Both Start Reporting Timestamp (startReportingTimestamp) and End Reporting Timestamp (endReportingTimestamp) → Get rates forecast for the datetime range.

Get Meetings - Future

/meetings/future

GET

Gets future FOMC meeting dates with days remaining until the meeting. By default returns all future FOMC meeting dates from the current date/time.

Get Meetings - History

/meetings/history

GET

Gets past FOMC meeting dates with days since the meeting. By default returns all past FOMC meeting dates from the current date/time.

Response Metadata fields

The following information describes the metadata JSON element on the response payload to client systems.

Field

Description

Usage

Field

Description

Usage

pageSize

Maximum number of data elements in the JSON result set or page.

Defaults to 1000 with a maximum of 2000.

Can be used as a query parameter to limit the number of elements returned per request.

E.g. /history?pageSize=500

totalPages

Total number of pages in the full result set.

 

pageNumber

The current page in the set of pages.

If totalPages is greater than 1, pageNumber is used to navigate to the next page of the result set.

E.g. /history?pageNumber=2 (retrieve the second page in the data set)

totalElements

Value indicates the total Elements in the full data set.

 

type

Type of JSON data set

Always set to value “page”

elementsInReponse

Number of data elements in the JSON result set or page.

 

 




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