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HF Data Library · Econ Data Library · more to come
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…
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.
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 there). No API key required for these individual series at FRED's public rate. Run: python jobs/ingest_nyfed.py
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