Catalog / Federal Reserve Bank of New York (data served via FRED, Federal Reserve Bank of St. Louis)

nyfed

Federal Reserve Bank of New York (data served via FRED, Federal Reserve Bank of St. Louis)

Name: Federal Reserve Bank of New York (data served via FRED, Federal Reserve Bank of St. Louis)
Creator: Federal Reserve Bank of New York
License: https://www.usa.gov/government-works

Open · redistributedU.S. Government Work (public domain)Money & Banking

NY Federal Reserve reference rates ingest via FRED public API. Pulls SOFR, BGCR, TGCR, OBFR, SOFR averages — NY Fed-published rates that are NOT in the Fed Board H.15 release. These are US public domain (NY Fed is federal). Data is accessed via FRED's public JSON API (same data NY Fed publishes…

Redistributable. This source is served as canonical Parquet under the license below, with attribution and provenance preserved.

Coverage

Series catalogued

Temporal coverage

2016-03-01 – 2026-06-04

Licensing & provenance

License: U.S. Government Work (public domain)
License URL: https://www.usa.gov/government-works
Required attribution: Source: Federal Reserve Bank of New York (retrieved via FRED, Federal Reserve Bank of St. Louis)
Redistribution: Permitted (served here)
Commercial use: Yes
Modification: Permitted
Provider homepage: https://www.newyorkfed.org/markets/reference-rates
Provider terms: https://fred.stlouisfed.org/legal/

How to cite

Federal Reserve Bank of New York (data served via FRED, Federal Reserve Bank of St. Louis). Retrieved from https://www.newyorkfed.org/markets/reference-rates. Compiled and redistributed by the Elkassabgi Data Library.

Processing: Retrieved from the official source, normalized to a long {series_key, obs_date, value} schema (period-start dates), de-duplicated, and stored as zstd Parquet. Compiled and redistributed by the Elkassabgi Data Library.

Access & mirrors

Download: Select & download nyfed series as CSV →
API: Get a free API key, then GET /v1/series/<id>.csv
Canonical landing: https://econdatalibrary.com/nyfed
Update cadence: daily
Automated refresh: live — this database is on the daily update run
Update strategy: extend by date
Storage layout: overwrite-multi-file, ONE parquet per logical series: data/clean_full/nyfed/<name>.parquet for name in {sofr,bgcr(skipped),tgcr,obfr,sofr30d,sofr90d,sofr180d,sofridx,tgcrvol} (~8 files, tens of KB each). Schema per file: series_key (str, 'nyfed:{name}'), obs_date (date32), value (float64). Each file is written once with pq.write_table (full overwrite when the file is absent).

Full description

Structured metadata

schema.org/Dataset (Google Dataset Search)

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  "@type": "Dataset",
  "name": "Federal Reserve Bank of New York (data served via FRED, Federal Reserve Bank of St. Louis)",
  "description": "Overnight Bank Funding Rate (Percent); Secured Overnight Financing Rate (Percent). Federal Reserve Bank of New York. 8 series, 2016–2026. Free download.",
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  "identifier": "nyfed",
  "isAccessibleForFree": true,
  "publisher": {
    "@type": "Organization",
    "name": "Econ Data Library",
    "url": "https://econdatalibrary.com"
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  "includedInDataCatalog": {
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  "creator": {
    "@type": "Organization",
    "name": "Federal Reserve Bank of New York",
    "url": "https://www.newyorkfed.org/markets/reference-rates"
  },
  "license": "https://www.usa.gov/government-works",
  "keywords": [
    "Money & Banking",
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  "variableMeasured": [
    "Overnight Bank Funding Rate (Percent)",
    "Secured Overnight Financing Rate (Percent)",
    "180-Day Average SOFR (Percent)",
    "30-Day Average SOFR (Percent)",
    "90-Day Average SOFR (Percent)",
    "SOFR Index (Index Apr 2, 2018 = 1)",
    "Tri-Party General Collateral Rate (Percent)",
    "Tri-Party General Collateral Rate Volume (Billions of U.S. Dollars)"
  ],
  "temporalCoverage": "2016-03-01/2026-06-04",
  "citation": "Federal Reserve Bank of New York (data served via FRED, Federal Reserve Bank of St. Louis). Retrieved from https://www.newyorkfed.org/markets/reference-rates. Compiled and redistributed by the Elkassabgi Data Library.",
  "sameAs": [
    "https://huggingface.co/datasets/econdatalibrary-nyfed",
    "https://zenodo.org/communities/econdatalibrary"
  ],
  "distribution": [
    {
      "@type": "DataDownload",
      "name": "nyfed — CSV",
      "encodingFormat": "text/csv",
      "contentUrl": "https://econdatalibrary.com/download.html?source=nyfed",
      "license": "https://www.usa.gov/government-works"
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}

Croissant (ML-ready, schema.org JSON-LD)

{
  "@context": {
    "@language": "en",
    "@vocab": "https://schema.org/",
    "cr": "http://mlcommons.org/croissant/",
    "data": {
      "@id": "cr:data",
      "@type": "@json"
    },
    "dataType": {
      "@id": "cr:dataType",
      "@type": "@vocab"
    },
    "sc": "https://schema.org/",
    "conformsTo": "dct:conformsTo",
    "dct": "http://purl.org/dc/terms/"
  },
  "@type": "sc:Dataset",
  "conformsTo": "http://mlcommons.org/croissant/1.0",
  "name": "nyfed",
  "description": "Overnight Bank Funding Rate (Percent); Secured Overnight Financing Rate (Percent). Federal Reserve Bank of New York. 8 series, 2016–2026. Free download.",
  "url": "https://econdatalibrary.com/nyfed",
  "creator": {
    "@type": "sc:Organization",
    "name": "Federal Reserve Bank of New York",
    "url": "https://www.newyorkfed.org/markets/reference-rates"
  },
  "publisher": {
    "@type": "sc:Organization",
    "name": "Econ Data Library",
    "url": "https://econdatalibrary.com"
  },
  "license": "https://www.usa.gov/government-works",
  "keywords": [
    "Money & Banking"
  ],
  "temporalCoverage": "2016-03-01/2026-06-04",
  "citation": "Federal Reserve Bank of New York (data served via FRED, Federal Reserve Bank of St. Louis). Retrieved from https://www.newyorkfed.org/markets/reference-rates. Compiled and redistributed by the Elkassabgi Data Library.",
  "distribution": [
    {
      "@type": "cr:FileObject",
      "@id": "nyfed-csv",
      "name": "nyfed-csv",
      "description": "Per-series CSV, downloadable with a free API key.",
      "contentUrl": "https://econdatalibrary.com/download.html?source=nyfed",
      "encodingFormat": "text/csv"
    }
  ]
}

Part of the Econ Data Library catalog · metadata generated 2026-08-02 from the central registry · browse all datasets