FedWatch API - Get Forecasts

Gets the forecasted Fed Funds Rate Range for a 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) and reporting dates (reportingDt) provided -> fetches the specified meeting dates with the requested forecasts for each.

  3. Only Meeting dates (meetingDt) provided -> fetches the requested meetingDts with the latest rates forecast for each.

  4. Only reporting dates (reportingDt) provided -> fetches the specified reportingDts for the upcoming FOMC meeting.

URL/forecasts
HTTP MethodGET
Contents

Request

Header Parameters

Ref

Parameter

Name

Type

Multi-ple

Values

Usage

Description

Ref

Parameter

Name

Type

Multi-ple

Values

Usage

Description

1

CME-Application-Name

Application Name

string

No



REQUIRED

Name of the customer system that generated the message.

2

CME-Application-Vendor

Application Vendor

string

No



REQUIRED

Name of the vendor who provided the customer system. For a proprietary system, use the firm name.

3

CME-Application-Version

Application Version

string

No



REQUIRED

Version identifier for the customer system.

4

CME-Request-ID

Request ID

string

No



REQUIRED

Identifier for the customer message.

5

CME-Transact-Time

Transaction Time

dateTime

No



OPTIONAL

Timestamp of when the message was sent from the customer system.

Query Parameters

Ref

Parameter

Name

Type

Multi-ple

Values

Usage

Description

Ref

Parameter

Name

Type

Multi-ple

Values

Usage

Description

1

limit

Limit

int32

No



OPTIONAL

Integer value to limit to number of results

2

meetingDt

Meeting Date

date

Yes



OPTIONAL

Comma separated list of FOMC meeting dates in YYYY-MM-DD format

3

reportingDt

Reporting Date

date

Yes



OPTIONAL

Comma separated list of reporting dates in YYYY-MM-DD format. If reportingDt is greater than meetingDt no results will be returned.

Response - 200

Successfully retrieved

Body

Ref

Field

Name

Data Type

Values

Usage

Description

Ref

Field

Name

Data Type

Values

Usage

Description

1

meetingDt

Meeting Date

date



OPTIONAL

FOMC meeting date.

2

rateRange []



3

→ lowerRt

Lower Rate

int32



OPTIONAL

Federal funds target rate range lower limit, in basis points format.

4

→ probability

Probability

number



OPTIONAL

Forecasted probability of a given rate range occurring. If null, there is no probability for the rate range.

5

→ upperRt

Upper Rate

int32



OPTIONAL

Federal funds target rate range upper limit, in basis points format.

6

reportingDt

Reporting Date

date



OPTIONAL

Date of published forecast.

Response - 500

Internal Server Error

Response - 400

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




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