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

RefParameterNameTypeMulti-pleValuesUsageDescription
1CME-Application-NameApplication NamestringNo
REQUIRED

Name of the customer system that generated the message.

2CME-Application-VendorApplication VendorstringNo
REQUIRED

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

3CME-Application-VersionApplication VersionstringNo
REQUIRED

Version identifier for the customer system.

4CME-Request-IDRequest IDstringNo
REQUIRED

Identifier for the customer message.

5CME-Transact-TimeTransaction TimedateTimeNo
OPTIONAL

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

Query Parameters

RefParameterNameTypeMulti-pleValuesUsageDescription
1limitLimitint32No
OPTIONAL

Integer value to limit to number of results

2meetingDtMeeting DatedateYes
OPTIONAL

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

3reportingDtReporting DatedateYes
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

RefFieldNameData TypeValuesUsageDescription
1
meetingDt
Meeting Datedate
OPTIONALFOMC meeting date.
2
rateRange []

3
→ lowerRt
Lower Rateint32
OPTIONALFederal funds target rate range lower limit, in basis points format.
4
→ probability
Probabilitynumber
OPTIONALForecasted probability of a given rate range occurring. If null, there is no probability for the rate range.
5
→ upperRt
Upper Rateint32
OPTIONALFederal funds target rate range upper limit, in basis points format.
6
reportingDt
Reporting Datedate
OPTIONALDate 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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