🏦 NY Fed Reference Rates Scraper

🚀 Pull the benchmark rates that price trillions in dollar funding. Get SOFR, EFFR, OBFR, TGCR, and BGCR straight from the Federal Reserve Bank of New York, with rate, volume, and the full percentile distribution for each day.

The Federal Reserve Bank of New York publishes the U.S. dollar reference rates that anchor floating rate loans, derivatives, and money market instruments. This Actor reads those rates directly from the NY Fed Markets API and returns one clean record per rate. You get the latest published value for every benchmark, or the recent daily history of a single rate, with no API key and no account required at the source.

Coverage spans the secured rates (SOFR, the Tri-Party General Collateral Rate, and the Broad General Collateral Rate), the unsecured rates (the Effective Federal Funds Rate and the Overnight Bank Funding Rate), and the SOFR Averages and Index used in many loan contracts. Each record carries the effective date, the published rate, the trading volume in billions of dollars, and the 1st, 25th, 75th, and 99th percentiles of the underlying transactions.

🎯 Target Audience	💡 Primary Use Cases
Quant analysts and rates traders	Track SOFR and fed funds daily
Treasury and corporate finance teams	Reset floating rate loans and swaps
Fintech and lending platforms	Feed benchmark rates into pricing engines
Economists and researchers	Study funding markets and rate spreads
Risk and compliance teams	Document the rates used in valuations

📋 What the NY Fed Reference Rates Scraper does

This Actor connects to the Federal Reserve Bank of New York Markets API and collects published reference rate observations. It runs in two modes, both auto-detected from your input:

• Latest rates returns the most recent published value for a group of benchmarks. Choose all rates, secured rates only, or unsecured rates only.
• Single rate history returns the recent daily observations for one rate type, for example the last 30 days of SOFR.

Every observation is normalized into a flat record with a human readable rate name, the effective date, the rate, the volume, and the percentile distribution. Rates that carry extra context, such as the federal funds target range on EFFR or the 30, 90, and 180 day averages on the SOFR Averages and Index, include those values too.

📊 Data fields

Each record includes: effectiveDate, percentPercentile1, percentPercentile25, percentPercentile75, percentPercentile99, percentRate, rateName, results, scrapedAt, type, volumeInBillions. These field names come straight from the actor's dataset schema, so what you see here is what lands in your dataset.

🚀 How to use

1. Sign up. Create a free Apify account using this link.
2. Open the Actor. Go to the NY Fed Reference Rates Scraper in the Apify Console.
3. Set your input. Choose a rate group for the latest snapshot, or pick a single rate type and a number of history days.
4. Run it. Click Start and watch the records arrive in the run log.
5. Collect the data. Open the dataset tab to view or pull the results through the API.

🔗 Recommended Actors

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• ECB FX Rates Scraper. European Central Bank euro foreign exchange reference rates.
• SNB Swiss Rates Scraper. Swiss National Bank policy and money market rates.
• US Treasury Fiscal Data Scraper. Treasury fiscal datasets including rates and balances.

💡 Pro Tip: browse the complete ParseForge collection.

⚠️ Disclaimer: independent tool, not affiliated with the Federal Reserve Bank of New York. Only publicly available data is collected.

🆘 Need Help?

If you hit a bug, have questions about setup, or need a scraper we haven't built yet, open our contact form or write to parseforge@protonmail.com. We also take on paid custom data projects.

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