{"id":18468,"date":"2023-05-27T13:28:12","date_gmt":"2023-05-27T11:28:12","guid":{"rendered":"https:\/\/www.graviton.at\/letterswaplibrary\/fed-funds-rate-ffr-futures-historical-data\/"},"modified":"2023-06-24T10:39:24","modified_gmt":"2023-06-24T08:39:24","slug":"fed-funds-rate-ffr-futures-historical-data","status":"publish","type":"post","link":"https:\/\/www.graviton.at\/letterswaplibrary\/fed-funds-rate-ffr-futures-historical-data\/","title":{"rendered":"Fed Funds Rate (FFR) Futures Historical Data?"},"content":{"rendered":"<p><!-- SC_OFF --><\/p>\n<div class=\"md\">\n<p>I have a nice little ipynb doing data analysis on fed futures rates. However, the available data is rolling, and i haven&#8217;t been logging results to a DB to save them for myself. <\/p>\n<p>Is there a way i can access all historical FFR data? <\/p>\n<p>For reference, this is what i&#8217;m using: <a href=\"https:\/\/www.cmegroup.com\/markets\/interest-rates\/cme-fedwatch-tool.html?redirect=\/trading\/interest-rates\/countdown-to-fomc.html\">https:\/\/www.cmegroup.com\/markets\/interest-rates\/cme-fedwatch-tool.html?redirect=\/trading\/interest-rates\/countdown-to-fomc.html<\/a><\/p>\n<p>Edit: I&#8217;m using automation to scrape all the files from the &#8220;download&#8221; link\/tab on the left<\/p>\n<\/div>\n<p><!-- SC_ON -->   submitted by   <a href=\"https:\/\/www.reddit.com\/user\/throwawayrandomvowel\"> \/u\/throwawayrandomvowel <\/a> <br \/> <span><a href=\"https:\/\/www.reddit.com\/r\/datasets\/comments\/13t3zfc\/fed_funds_rate_ffr_futures_historical_data\/\">[link]<\/a><\/span>   <span><a href=\"https:\/\/www.reddit.com\/r\/datasets\/comments\/13t3zfc\/fed_funds_rate_ffr_futures_historical_data\/\">[comments]<\/a><\/span><\/p><div class='watch-action'><div class='watch-position align-right'><div class='action-like'><a class='lbg-style1 like-18468 jlk' href='javascript:void(0)' data-task='like' data-post_id='18468' data-nonce='65e0e39b87' rel='nofollow'><img class='wti-pixel' src='https:\/\/www.graviton.at\/letterswaplibrary\/wp-content\/plugins\/wti-like-post\/images\/pixel.gif' title='Like' \/><span class='lc-18468 lc'>0<\/span><\/a><\/div><\/div> <div class='status-18468 status align-right'><\/div><\/div><div class='wti-clear'><\/div>","protected":false},"excerpt":{"rendered":"<p>I have a nice little ipynb doing data analysis on fed futures rates. However, the available data&#8230;<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[85],"tags":[27],"class_list":["post-18468","post","type-post","status-publish","format-standard","hentry","category-datatards","tag-english","wpcat-85-id"],"_links":{"self":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/posts\/18468","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/comments?post=18468"}],"version-history":[{"count":1,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/posts\/18468\/revisions"}],"predecessor-version":[{"id":19563,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/posts\/18468\/revisions\/19563"}],"wp:attachment":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/media?parent=18468"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/categories?post=18468"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/tags?post=18468"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}