CME FedWatch API

The CME FedWatch API is a REST API that provides access to rate probability for upcoming Federal Open Markets Committee (FOMC) meetings along with historical rates. 

Contents

Additional Resources

Onboarding

CME FedWatch API uses OAuth, an open protocol that supports secure authorization in a simple, standard method and decouples authentication from authorization.

See also: Client API Service Adoption using OAuth 2.0 Protocol

Authorization and Entitlement

A registered OAuth API ID is required to access the CME FedWatch API services. API IDs for CME Group Logins are created and managed in the CME Customer Center - My Profile menu. Client API IDs must also be entitled prior to accessing CME FedWatch API.

Complete the step(s) that are applicable to your account:

New Clients

Clients with Existing CME Group Logins

New Clients

Clients with Existing CME Group Logins

  1. Create a CME Group Login.

  2. After creating and activating a CME Group Login ID, login to CME Customer Center under My Profile and create an OAuth API ID.

  3. Client API IDs must be entitled. To request access to the CME FedWatch API, contact Global Account Management (GAM).

  1. Login to CME Customer Center and under My Profile create an OAuth API ID.

  2. Client API IDs must be entitled. To request access to the CME FedWatch API, contact Global Account Management (GAM).

Testing and Certification

Certification for CME FedWatch API is not required. 

Access CME FedWatch API

To access the CME FedWatch API endpoints in the Production environment, an OAuth API ID and access token are required.

OAuth 2.0 Authorization Server Access Token Retrieval Endpoints

The below OAuth 2.0 authorization server endpoints are available to request and refresh access tokens in the Production environment:

Detail

Production

Detail

Production

OAuth Token Endpoint

https://auth.cmegroup.com/as/token.oauth2



Tokens will expire after 30 minutes.

Base URL for FedWatch API

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

Environment

Endpoint URL

Environment

Endpoint URL

Production

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

Hours of Availability

The CME FedWatch API is available 24 hours a day, 7 days a week. Clients systems should consider all returned data to be accurate at the time of the request submission.

Message Specifications

The business message specifications for CME FedWatch 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>"

Forecasts are updated on business days at 01:45 UTC, excluding holidays.

Name

Path

Method

Description

Name

Path

Method

Description

Get Forecasts

/forecasts

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) 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.

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 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 current date/time.




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