I have a nice little ipynb doing data analysis on fed futures rates. However, the available data is rolling, and i haven’t been logging results to a DB to save them for myself.
Is there a way i can access all historical FFR data?
For reference, this is what i’m using: https://www.cmegroup.com/markets/interest-rates/cme-fedwatch-tool.html?redirect=/trading/interest-rates/countdown-to-fomc.html
Edit: I’m using automation to scrape all the files from the “download” link/tab on the left
submitted by /u/throwawayrandomvowel
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