GET /v2/economy/rates

Daily SOFR and EFFR reference rates

economy_getRates

The New York Fed's published overnight reference rates, SOFR and EFFR, one row per date and series. Not populated yet: it returns an empty list until the feed is connected.

Query parameters

series string: Comma-separated series to keep: sofr, effr or both (default both).
from string epoch ms: Range start: epoch-ms, YYYY-MM-DD or YYYY-MM-DDTHH:MM[:SS] (tz applies to string inputs).
to string: Range end: same forms as from.
tz string: IANA timezone for string time inputs (default America/New_York).

Details

sofr is the Secured Overnight Financing Rate and effr the Effective Federal Funds Rate. Rows carry rate, the published percentiles and volume; filter with series and from / to.

Units

rate and the percentiles are percent (5.31 = 5.31%); volume is the underlying transaction volume in billions of dollars; date is ISO YYYY-MM-DD.

Limits

No per-operation limit applies to requests with an API key.

Empty results

Today every request returns 200 with an empty data list and a meta.note. Empty is not a denial; the row shape above is what will be served.

Response

Prices are dollars, timestamps epoch milliseconds, strikes integer thousandths of a dollar; null means unknown. Units →

200application/json

Daily rate rows in data, ascending by date (empty until the feed is connected; meta.note says so)

object

A successful response: the payload consumers parse plus response metadata. data shapes are the platform types — never reshaped by the envelope.

data array<object> required

date string required ISO date

Effective date, YYYY-MM-DD.

percentile_1 number · double nullable

percentile_25 number · double nullable

percentile_75 number · double nullable

percentile_99 number · double nullable

rate number · double required

The published rate, percent.

series string required

sofr or effr.

volume number · double nullable

meta object required

Response metadata.

caps object nullable

meta.caps — the entitlement caps that shaped this response. applied lists the caps that actually changed it (for example range_clamped).

applied array<string> required

Which caps actually shaped this response (e.g. range_clamped). Empty = nothing was clamped.

darkpool boolean nullable

Whether this account can use Off-Exchange in the site.

flow boolean nullable

Whether the OPRA option-flow capability (flow) is granted to this principal in the app: site Pro plus a CBOE non-professional attestation (never on an itm_ key). Emitted explicitly — true and false — by the account endpoints, so the app reads the grant instead of inferring it from tier and attestation; absent on routes that do not report it.

gexDepth string nullable

GEX data depth when the route reports it. Camel-cased to match the browser capability bundle; absent on unrelated routes.

tier string required

The tier the request was served under.

cursor string nullable

Opaque continuation cursor (pass back as ?cursor=); absent when there is nothing more to read.

plane string nullable

Which serving tier answered the read (meta.plane). Informational provenance: treat it as an opaque label, because new values may appear.

Errors

Every error is the JSON error envelope; branch on error.code.

Status	Meaning
400	`invalid_params` — unknown series / bad time
401	`unauthenticated`

Request

curl -sS -G "https://api.itmatrixhq.com/v2/economy/rates" \
  -H "Authorization: Bearer $ITM_API_KEY" \
  -d "series=sofr,effr"

import os
import httpx

response = httpx.get(
    "https://api.itmatrixhq.com/v2/economy/rates",
    params={"series": "sofr,effr"},
    headers={"Authorization": f"Bearer {os.environ['ITM_API_KEY']}"},
    timeout=30,
)
print(response.status_code, response.json())

import os
import itmatrix as itm

with itm.ITMClient(api_key=os.environ["ITM_API_KEY"]) as client:
    result = client.economy.rates(series="sofr,effr")
    print(result.status, result.data)

const url = new URL("https://api.itmatrixhq.com/v2/economy/rates");
url.search = new URLSearchParams({ series: "sofr,effr" }).toString();

const response = await fetch(url, {
  headers: { Authorization: `Bearer ${process.env.ITM_API_KEY}` },
});
console.log(response.status, await response.json());

import { ITMClient } from "@itmatrixhq/core";

const client = new ITMClient({ apiKey: process.env.ITM_API_KEY });
const result = await client.economy.rates({ series: "sofr,effr" });
console.log(result.status, result.data);