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.
Additional Resources |
|---|
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 |
|---|---|
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 |
|---|---|---|---|
/forecasts/latest | GET | Gets the forecasted Fed Funds Rate Range for Federal Open Market Committee (FOMC) meetings. Accepts the below requests/inputs:
| |
/forecast/history | GET | Gets the forecast inputs for Fed Funds Rate Range for Federal Open Market Committee (FOMC) meetings. Accepts the below requests/inputs:
| |
/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. | |
/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 |
|---|---|---|
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. |
|
How was your Client Systems Wiki Experience? Submit Feedback
Copyright © 2024 CME Group Inc. All rights reserved.