Federal Reserve H.15 Rates Scraper

Federal Reserve H.15 Rates Scraper

Scrape Federal Reserve H.15 Selected Interest Rates, the daily yield curve, Fed Funds, Prime, and corporate bond yields, up to a million observations per run. Every rate comes with its date, series name, and value in one flat row. No login or API key needed for Treasury and policy rates. Export to CSV, JSON, Excel, or XML.

The Federal Reserve's H.15 release is the standard reference for U.S. interest rates, but the official site only offers a static table or a CSV download. This Actor pulls the full history of Treasury constant maturity yields, the Federal Funds Effective Rate, Bank Prime Loan Rate, Discount Window Primary Credit Rate, and Moody's Aaa and Baa corporate bond yields, filtered by date and frequency, and returns each observation as one row.

Who uses it	What they scrape Federal Reserve H.15 for
Fixed income analysts	Pull the daily Treasury yield curve to model bond valuations and spot curve shifts.
Macro researchers	Track the Federal Funds Effective Rate and Bank Prime Loan Rate to gauge monetary policy stance.
Corporate credit teams	Download Moody's Aaa and Baa yields to measure credit spreads over Treasuries.
Quant developers	Feed clean H.15 rate history into backtests and risk models without manual CSV wrangling.
Economics students	Grab the full history of key policy rates for term papers and empirical projects.

What it does

This Actor collects Federal Reserve H.15 Selected Interest Rates by series bundle, frequency, and date range, and returns each observation as a flat row with the date, series name, and rate value.

• 📈 Treasury Constant Maturity: the full yield curve from 1-month to 30-year, business-daily back to 1962.
• 🏦 Fed Funds & Policy Rates: Federal Funds Effective Rate, Bank Prime Loan Rate, and Discount Window Primary Credit Rate.
• 💼 Corporate Bond Yields: Moody's seasoned Aaa and Baa yields, sourced from the FRED API with a built-in shared key.
• 🗓️ Frequency views: business-daily, weekly (last observation of week), or monthly (last observation of month).
• 📅 Date range filter: pull only the observations you need, from a single day to the full history.
• 🔢 Row limit: cap the dataset at up to 1,000,000 rates per run, newest or oldest first.

Results export to CSV, JSON, Excel, or XML, or straight from the API.

What you can do with Federal Reserve H.15 data

📉 Model the yield curve.

A fixed income analyst pulls the full Treasury Constant Maturity bundle from 1962 to today and fits a Nelson-Siegel curve to spot inversion episodes.

🏛️ Track policy rate changes.

A macro researcher downloads the Federal Funds Effective Rate and Bank Prime Loan Rate to align rate hike cycles with recession dates.

💳 Measure credit spreads.

A corporate credit team scrapes Moody's Aaa and Baa yields alongside the 10-year Treasury to compute the Aaa-Treasury and Baa-Treasury spreads.

🧪 Backtest rate strategies.

A quant developer feeds the daily H.15 series into a backtest engine to test carry and curve-steepening trades.

🎓 Teach monetary economics.

An economics instructor downloads the full history of the Discount Window Primary Credit Rate for a lecture on the Fed's lender-of-last-resort role.

Why choose this scraper

	What you get
Full H.15 history	Daily observations back to 1962 for Treasury yields and policy rates.
One flat schema	Every rate is a row with date, series name, and value, ready for analysis.
No login for core series	Treasury and policy rates come straight from the public H.15 release.
Corporate yields included	Moody's Aaa and Baa via FRED, with a free shared API key built in.
Flexible frequency	Business-daily, weekly, or monthly views without manual aggregation.

How it compares

No other Store actor targets Federal Reserve H.15 the same way, so the honest comparison is with the alternatives teams actually weigh.

	Federal Reserve H.15 Rates Scraper	Build it in-house	By hand
Setup	Run it now, zero config	Days of engineering	None, but hours per pull
When Federal Reserve H.15 changes	Maintained for you	You fix it	You re-learn the page
Proxies, retries, anti-bot	Built in	Your problem	Browser only
Output	Fixed JSON schema, CSV/Excel export	Whatever you build	Copy-paste
Cost	Pay per result	Engineering time	Analyst hours

Configure the run

Drive the Actor from a series bundle, frequency, and optional start and end dates, and the filters run as each observation is read so only matching rates reach your dataset. The Input tab lists every parameter.

A first run with the defaults:

{
  "series": "treasury-constant-maturity",
  "frequency": "daily",
  "sortOrder": "desc",
  "maxItems": 10
}

A larger pull:

{
  "series": "treasury-constant-maturity",
  "frequency": "daily",
  "sortOrder": "desc",
  "maxItems": 200
}

Pricing

Pay-per-result: $0.0375 per result collected. You pay only for the results written to your dataset.

Results collected	Approximate cost
100 results	$3.75
1,000 results	$37.50
10,000 results	$375.00

New Apify accounts start with $5 in free credit.

Free users

Free-plan runs return up to 10 results as a preview. Upgrade your Apify plan to collect up to 1,000,000 results per run.

Run it

1. Create a free Apify account with $5 in credit.
2. Open the Federal Reserve H.15 Rates Scraper.
3. Set your inputs and any filters, then click Start.
4. Export the results as CSV, Excel, JSON, or XML from the Dataset tab.

Run it programmatically through the Apify API (run-sync-get-dataset-items) or the ApifyClient for JavaScript and Python.

Use with AI agents (MCP)

Give an AI agent live access to Federal Reserve H.15 through the Model Context Protocol. Add the Actor to Claude, Cursor, or any MCP client:

$claude mcp add --transport http apify "https://mcp.apify.com?tools=parseforge/federalreserve-h15-rates-scraper"

Then prompt it in plain language to run the scraper and read back the results.

Troubleshooting

Why am I getting no results?

Check your date range. If the start date is after the end date, or both are in the future, no observations will match. Also confirm you selected a valid series bundle.

Why is the Corporate Bond Yields bundle returning an error?

The built-in shared FRED API key may have hit its rate limit. Supply your own free FRED API key in the input field, or wait a few minutes and retry.

Why do I see duplicate dates in the output?

Each row is one series observation. If you selected a bundle with multiple series, the same date will appear once per series. Filter by the series name column to isolate a single rate.

Why is the weekly frequency not exactly every 7 days?

Weekly frequency returns the last business-day observation of each calendar week. If a week has a holiday, the last observation may be earlier in the week.

Can I get intraday or real-time rates?

No. The H.15 is published once per business day, usually in the late afternoon. This Actor returns the official published rates, not live market quotes.

FAQ

Question	Answer
What is the Federal Reserve H.15 release?	The H.15 is a weekly publication by the Federal Reserve Board that reports selected market interest rates, including Treasury yields, the Federal Funds Effective Rate, the Bank Prime Loan Rate, and corporate bond yields. It is the standard source for U.S. interest rate data.
Which rate series can I scrape?	You can choose one of three bundles: Treasury Constant Maturity (1-month to 30-year), Fed Funds & Policy Rates (Federal Funds Effective Rate, Bank Prime Loan Rate, Discount Window Primary Credit Rate), or Corporate Bond Yields (Moody's Aaa and Baa).
Do I need a FRED API key?	No. Treasury and policy rates are scraped directly from the public H.15 release. For Corporate Bond Yields, a free shared FRED API key is built in, so you can leave the field blank. You may supply your own free key if you prefer.
How far back does the data go?	Treasury constant maturity yields and policy rates go back to 1962. Corporate bond yields from FRED also have a long history, typically back to the 1960s or earlier depending on the series.
What is the difference between daily, weekly, and monthly frequency?	The H.15 is published on business days. Daily returns every business-day observation. Weekly returns the last observation of each week, and monthly returns the last observation of each month.
Can I limit the date range?	Yes. Set a start date and an end date in YYYY-MM-DD format. Leave either blank to use the full history or the most recent observation.
What does each row in the dataset look like?	Each row contains the observation date, the series name (for example, '10-Year Treasury Constant Maturity Rate'), and the rate value as a number. The exact field names are shown in the sample output.
Can I get all three bundles in one run?	No, each run collects one bundle. Run the Actor three times with different series selections to get all three, or use the API to schedule multiple runs.
Is the data updated automatically?	The Actor pulls the latest published data each time it runs. Schedule it daily or weekly to keep your dataset current.
What export formats are supported?	You can export the results to CSV, JSON, Excel, or XML from the Apify dataset.

Related actors

Browse the full ParseForge collection for more scrapers.

🆘 Need help? Email parseforge@protonmail.com with your run ID, your input, and what you expected.

⚠️ Disclaimer. This Actor is unofficial and is not affiliated with, endorsed by, or sponsored by Board of Governors of the Federal Reserve System. It collects only publicly available data. You are responsible for using the collected data in compliance with the source's terms of service and applicable data-protection laws, including GDPR, CCPA, and PIPL. Do not use it to collect personal data unlawfully.