Document v28, API RST v2.7, SPv2.

5 Markets Data API Reference Page |1

Markets Data API Reference

Markets API: REST v2.7, SOAP v2.5
Document: v28
Status: For Release

Use of reference rates, the Markets Data API, and all data accessible through the Markets Data API is
subject to the Terms of Use for the Federal Reserve Bank of New York website.

Reference rates, including the Effective Fed Funds Rate (EFFR), Overnight Bank Funding Rate (OBFR),
Treasury Repo Benchmark Rates, and SOFR Averages and Index (SOFR-avg-ind) are subject to
important disclaimers, conditions, limitations, and indemnification obligations described in the Terms
of Use.
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference Page |2

Contents
Introduction .................................................................................................................................................. 5
APIs Covered ............................................................................................................................................. 5
What’s New in this Version ........................................................................................................................... 6
Support Notification ..................................................................................................................................... 6
Repo and Reverse Repo (TOMOs) SOAP APIs Replacement ..................................................................... 6
Central Bank FX Liquidity Swap API and Trade file Replacement ............................................................. 6
Reference Rate APIs Replacement ............................................................................................................ 6
SDMX.xml Format Deprecation ................................................................................................................ 6
End of Support (April 2021) ...................................................................................................................... 6
Versioning & Release .................................................................................................................................... 7
REST: ......................................................................................................................................................... 7
SOAP:......................................................................................................................................................... 7
Releases: ................................................................................................................................................... 7
Changes in Release numbers ................................................................................................................ 7
Changes in Minor numbers ................................................................................................................... 7
Changes in Major numbers ................................................................................................................... 7
Locations ....................................................................................................................................................... 8
REST: ......................................................................................................................................................... 8
SOAP:......................................................................................................................................................... 8
Parameters .................................................................................................................................................... 9
REST: ......................................................................................................................................................... 9
SOAP:......................................................................................................................................................... 9
Response ..................................................................................................................................................... 10
REST: ....................................................................................................................................................... 10
SOAP:....................................................................................................................................................... 10
XML Schema ............................................................................................................................................ 10
SDMX v1 XML Schemas ....................................................................................................................... 10
SDMX v2.1 XML Schemas .................................................................................................................... 10
REST: ................................................................................................................................................... 12
SOAP:................................................................................................................................................... 12
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference Page |3

CSV and Excel Formats ............................................................................................................................ 13

Beta Versions .............................................................................................................................................. 13
Authentication ............................................................................................................................................ 13
Method List ................................................................................................................................................. 14
REST: ....................................................................................................................................................... 14
AMBS Methods ................................................................................................................................... 14
TSY Methods ....................................................................................................................................... 14
Repo and Reverse Repo Methods ....................................................................................................... 14
Primary Dealer Methods ..................................................................................................................... 14
SOMA General Methods ..................................................................................................................... 14
SOMA Agency Methods ...................................................................................................................... 15
SOMA TSY Methods ............................................................................................................................ 15
SOMA MBS Methods (Deprecated) .................................................................................................... 15
SOMA Non-MBS Methods (Deprecated) ............................................................................................ 15
Reference Rates Methods ................................................................................................................... 15
Central Bank FX Liquidity Swap Methods ........................................................................................... 15
SOAP:....................................................................................................................................................... 16
Securities Lending Methods ................................................................................................................ 16
FX Rates Methods ............................................................................................................................... 16
CPFF Methods ..................................................................................................................................... 16
TSLF Methods ...................................................................................................................................... 16
RSS Feeds (Deprecated) .............................................................................................................................. 17
Reference .................................................................................................................................................... 19
REST: ....................................................................................................................................................... 19
AMBS Methods ................................................................................................................................... 19
TSY Methods ....................................................................................................................................... 24
Repo and Reverse Repo Methods ....................................................................................................... 28
Primary Dealer Methods ..................................................................................................................... 33
SOMA General Methods ..................................................................................................................... 36
SOMA Agency Methods ...................................................................................................................... 37
SOMA TSY Methods ............................................................................................................................ 40
SOMA MBS Methods (Deprecated) .................................................................................................... 43
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference Page |4

SOMA Non-MBS Methods (Deprecated) ............................................................................................ 44

Reference Rates Methods ................................................................................................................... 46
Central Bank FX Liquidity Swap Methods ........................................................................................... 49
SOAP:....................................................................................................................................................... 53
Securities Lending Methods ................................................................................................................ 53
TSLF Methods ...................................................................................................................................... 55
CPFF Methods ..................................................................................................................................... 57
FX-Rates Methods ............................................................................................................................... 59
Version History ............................................................................................................................................ 61
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference Page |5

Introduction
The Markets Data APIs are provided to external users and applications so that they may request data
from the Federal Reserve Bank of New York. The APIs are architected using either a SOAP or a RESTful
interface, with structured semantic URLs. As these APIs are intended to be consumed by a variety of
systems, the data they return are in multiple formats. This document will outline how to retrieve data in
various formats for the data set listed below.

APIs Covered
• System Open Market Account Holdings (SOMA)
• Primary Dealer Statistics (PD)
• Desk Operations
o Treasury Securities (TSY)
o Agency Mortgage-Backed Securities (AMBS)
o Repo
o Reverse Repo
o Securities Lending
o Central Bank Liquidity Swap
• Reference Rates
o Effective Federal Funds Rate (EFFR)
o Overnight Bank Funding Rate (OBFR)
o Treasury Repo Rates
 Broad General Collateral Rate (BGCR)
 Tri-Party General Collateral Rate (TGCR)
 Secured Overnight Financing Rate (SOFR)
• SOFR Averages & Index (SOFRAI)
• Other Rates
o Term Securities Lending Facility (TSLF)
o Commercial Paper Funding Facility (CPFF)
o Foreign Exchange Rates (Fx Rates)
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference Page |6

What’s New in this Version

• Replacement of all TOMO (Repo and Reverse Repo) Methods
• Added new Repo and Reverse Repo Methods

Support Notification
Repo and Reverse Repo (TOMOs) SOAP APIs Replacement
Repo and Reverse Repo APIs are replaced. Previously existing APIs are no longer supported. The
“retrieve” methods are replaced by “search” and “retrieveLastN” replaced by “last/n”. A “latest” and
“lastTwoWeeks” is also available.

Central Bank FX Liquidity Swap API and Trade file Replacement

All existing APIs for FX Liquidity Swap are replaced. The existing APIs are no longer supported. The
“retrieveAll” API and trade files are replaced by “last/n”, “latest”, and “search” APIs. See usage detail in
the Central Bank FX Liquidity Swap Methods in this document

The Outstanding amounts will no longer be provided.

Reference Rate APIs Replacement

APIs for reference rates are replaced. Previously existing APIs are no longer supported. The “retrieve”
methods are replaced by “search” and “retrieveLastN” replaced by “last/n”. A “latest” option is also
available. Rates include:
• Unsecured Rates (EFFR, OBFR)
• Secured Rates (TGCR, BGCR, SOFR, SOFRAI)

RSS Feeds Support Ending

Support of RSS Feed will end for all APIs listed in this document. Reference rates RSS feeds are disabled.
Dates for others will be in future updates.

As alternative, subscribe to respective govdelivery emails and/or make use of the APIs detailed in this
document. GovDelivery sign-ups are available on each webpage.
Sample API replacement for each product can be found in the “RSS Feeds” section in this document.

SDMX.xml Format Deprecation

Please take note that sdmx.xml for APIs and downloads is now deprecated and will gradually be retired.
Support for csv, xlsx, xml and json formats will continue. For APIs and downloads that currently support
sdmx.xml but does not support xml format, xml will be added as an option.

End of Support (April 2021)

Support of sdmx.xml format will end for the following methods and webpage downloads
o AMBS operation
o Treasury operation
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference Page |7

o Primary Dealer Survey

o Reference Rates

Versioning & Release

REST:
The RESTful APIs will be versioned with numeric values consisting of three integers representing major,
minor and release numbers in the form of Major.Minor.Release. Each change of the numbers will be in
increments of one, with the lesser significant numbers resetting to zero at changes in major and minor
numbers. Details on the significance and meaning of changes in each number are detailed below.
Example
 Major Version: 1.8.6
 Minor Version: 1.9.0
 Release Version: 1.9.1

SOAP:
The SOAP APIs are versioned with numeric values in the URL. The first number is the major release
number and the second number is the minor release number.

Example
 Major Version: https://www.newyorkfed.org/markets/…/webservice/v3_8/…
 Minor Version: https://www.newyorkfed.org/markets/…/webservice/v4_0/…

Releases:
These are the significance and meaning of changes to APIs as they relate to versioning in each number.

Changes in Release numbers

• Will maintain backward compatibility
• Should consist of bug fixes to be consistent with the published specification
• Will not contain additions or changes to the API
• Will not necessarily coincide with a new API specification

Changes in Minor numbers

• Will maintain backward compatibility
• May include bug fixes
• May include additions or changes to the API such as additional functionality, parameters or
fields data while maintaining backward compatibility
• Will be released with a new API specification

Changes in Major numbers

• Does not maintain backward compatibility
• May include bug fixes
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference Page |8

• Will include additions or changes to the API such as additional or changes to functionality,
parameters or fields data that will not maintain backward compatibility
• Will be released with a new API specification

Locations
REST:
The APIs are available via HTTPS. The base URLs of the APIs varies per data set.

API Base URL: https://markets.newyorkfed.org/api/

This base applies to the following data sets:
• AMBS Operations
• Treasury Operations
• Repo and Reverse Repo Operations
• Primary Dealer Statistics
• SOMA
• Reference Rate
• Central Bank FX Liquidity Swap

Example
 https://markets.newyorkfed.org/api/soma/mbs/get/release_log.xml

API Base URL: https://websvcgatewayx2.frbny.org/

This base applies to the following data sets:
• SecLending
Example
 https://websvcgatewayx2.frbny.org/autorates_securitieslending_external/services/v1_0/securit
ieslending/retrieveXmlLastN?n=3

SOAP:
WSDL for SOAP APIs

Securities Lending
 https://www.newyorkfed.org/markets/seclend/webservice/v3_0/securitiesLendingWS.wsdl

TSLF
 https://www.newyorkfed.org/markets/tslf/webservice/v3_0/TSLFWS.wsdl

CPFF
 https://www.newyorkfed.org/markets/cpff/webservice/v3_0/CPFFWS.wsdl

FX-Rates
 https://www.newyorkfed.org/markets/fxrates/WebService/v1_0/FXWS.wsdl
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference Page |9

Parameters
REST:
Each method of the APIs may be offered in multiple formats. The formats are specified by the file
extension on the method’s URL. Parameters to the API are sent via query string parameters in the
standardized form. Here are some basic guidelines:
• Each parameter is sent in a name-value pair
• The name and value should be separated by an equals (=) sign
o This may be omitted if the value is blank
• Each set of name value pairs should be separated by an ampersand (&)

Example
 …/search.json?startDate=10/21/2020&endDate=10/22/2020&cusip=912810FT0

In some cases the API may specify required parameters to the method as part of the path. In these
cases, you may replace the placeholder with the respective value as noted.

Example
 soma/agency/get/mbs/asof/[DATE].[FORMAT]
 soma/agency/get/mbs/asof/2020-10-21.xml

SOAP:
Each method of the API uses SOAP for both the request and response.

Parameters to the APIs are sent using standard xml. As with any qualified xml the namespaces of the
data set you are calling must be used for each request.

Example
 https://websvcgatewayx2.frbny.org/autorates_securitieslending_external/services/v1_0/securit
ieslending/retrieveXmlLastN?n=3

Additional parameters may or may not be required according to the method’s specification in this
document.
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Response
REST:
The standard HTTP response codes will be used to handle high-level error conditions from the API. A 200
response will be the normal case. If the requested item is not found, a 404 respond will be returned.

SOAP:
A client can either get the SOAP response intended or a SOAP fault if there is an error. A typical SOAP
response will be a String. The String will contain a complete XML document detailing the result.

XML Schema

SDMX v1 XML Schemas

SDMXCommon.xsd
SDMXCompactData.xsd
SDMXCrossSectionalData.xsd
SDMXGenericData.xsd
SDMXMessage.xsd
SDMXQuery.xsd
SDMXStructure.xsd
SDMXUtilityData.xsd
xml.xsd

SDMX v2.1 XML Schemas

SDMXCommon.xsd
SDMXCommonReferences.xsd
SDMXDataGeneric.xsd
SDMXDataGenericBase.xsd
SDMXDataGenericTimeSeries.xsd
SDMXDataStructureSpecific.xsd
SDMXDataStructureSpecificBase.xsd
SDMXDataStructureSpecificTimeSeries.xsd
SDMXMessage.xsd
SDMXMessageFooter.xsd
SDMXMetadataGeneric.xsd
SDMXMetadataStructureSpecific.xsd
SDMXQuery.xsd
SDMXQueryBase.xsd
SDMXQueryCategorisation.xsd
SDMXQueryCategory.xsd
SDMXQueryCodelist.xsd
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SDMXQueryConcept.xsd
SDMXQueryConstraint.xsd
SDMXQueryData.xsd
SDMXQueryDataStructure.xsd
SDMXQueryDataflow.xsd
SDMXQueryHierarchicalCodelist.xsd
SDMXQueryMetadata.xsd
SDMXQueryMetadataStructure.xsd
SDMXQueryMetadataflow.xsd
SDMXQueryOrganisation.xsd
SDMXQueryProcess.xsd
SDMXQueryProvisionAgreement.xsd
SDMXQueryReportingTaxonomy.xsd
SDMXQuerySchema.xsd
SDMXQueryStructureSet.xsd
SDMXQueryStructures.xsd
SDMXRegistry.xsd
SDMXRegistryBase.xsd
SDMXRegistryRegistration.xsd
SDMXRegistryStructure.xsd
SDMXRegistrySubscription.xsd
SDMXStructure.xsd
SDMXStructureBase.xsd
SDMXStructureCategorisation.xsd
SDMXStructureCategory.xsd
SDMXStructureCodelist.xsd
SDMXStructureConcept.xsd
SDMXStructureConstraint.xsd
SDMXStructureDataStructure.xsd
SDMXStructureDataflow.xsd
SDMXStructureHierarchicalCodelist.xsd
SDMXStructureMetadataStructure.xsd
SDMXStructureMetadataflow.xsd
SDMXStructureOrganisation.xsd
SDMXStructureProcess.xsd
SDMXStructureProvisionAgreement.xsd
SDMXStructureReportingTaxonomy.xsd
SDMXStructureStructureSet.xsd
xml.xsd
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REST:
XML Schema

Agency Mortgage Back Securities

• https://markets.newyorkfed.org/static/schema/ambs.xsd

Treasury
• https://markets.newyorkfed.org/static/schema/tsy.xsd

Repo and Reverse Repo

• https://markets.newyorkfed.org/static/schema/repo.xsd

Primary Dealer Survey

• https://markets.newyorkfed.org/static/schema/gsds.xsd

System Open Market Account Holdings

• https://markets.newyorkfed.org/static/schema/soma.xsd

Reference Rates
• https://markets.newyorkfed.org/static/schema/referencerates.xsd

Central Bank FX Liquidity Swaps

• https://markets.newyorkfed.org/static/schema/fxSwaps.xsd

SOAP:
SDXML XML Schema

SOAP Envelope
 https://schemas.xmlsoap.org/SOAP/envelope/

SOAP Encoding
 https://schemas.xmlsoap.org/SOAP/encoding/

Securities Lending
 https://www.newyorkfed.org/xml/schemas/SecLendingCross.xsd

FX Rates
 https://www.newyorkfed.org/xml/schemas/FX_Utility.xsd

CPFF Rates
 https://www.newyorkfed.org/xml/schemas/CPFFSchema.xsd

TSLF Rates
 https://www.newyorkfed.org/xml/schemas/TSLFSchema.xsd
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 13

CSV and Excel Formats

The CSV and Excel formats each start with a header row defining the columns of the data. Subsequent
rows contain the data respective to the column headings.

Beta Versions
The default endpoints are backed by the latest official service implementation. When upgrades or new
features are implemented, they will first be made available in beta version so that consumers may test
their systems against it before it goes live. After a period of time, the beta version will replace the latest
version.

To access a service beta version, preface the path with the /beta node and the request will be serviced
by the beta version. So a call of:

https://markets.newyorkfed.org/api/ambs/all/results/details/latest.json

Can be executed as:

https://markets.newyorkfed.org/beta/api/ambs/all/results/details/latest.json

Not all endpoints support beta versions. The documentation will indicate where it is offered.

Authentication
No authentication is required for access to the Markets Operations API at this time.
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 14

Method List
Below are the available methods. Details and examples for each method can be found in the Reference
section of this document

REST:

AMBS Methods
• ambs/[OPERATION]/[RECORDTYPE]/[REPORTTYPE]/latest.[FORMAT]
• ambs/[OPERATION]/[RECORDTYPE]/[REPORTTYPE]/get/bydate/[DATE].[FORMAT]
• ambs/[OPERATION]/results/[REPORTTYPE]/lastTwoWeeks.[FORMAT]
• ambs/[OPERATION]/results/[REPORTTYPE]/lastTwenty.[FORMAT] (Deprecated)
• ambs/[OPERATION]/results/[REPORTTYPE]/last/[LASTAMOUNT].[FORMAT]
• ambs/[OPERATION]/results/[REPORTTYPE]/search.[FORMAT][PARAMETERS]

TSY Methods
• tsy/[OPERATION]/[RECORDTYPE]/[REPORTTYPE]/latest.[FORMAT]
• tsy/[OPERATION]/results/[REPORTTYPE]/lastTwoWeeks.[FORMAT]
• tsy/[OPERATION]/results/[REPORTTYPE]/last/[LASTAMOUNT].[FORMAT]
• tsy/[OPERATION]/results/[REPORTTYPE]/search.[FORMAT][PARAMETERS]

Repo and Reverse Repo Methods

• rp/[OPERATION]/[METHOD]/[RECORDTYPE]/latest.[FORMAT]
• rp/[OPERATION]/[METHOD]/results/lastTwoWeeks.[FORMAT]
• rp/[OPERATION]/[METHOD]/results/last/[LASTAMOUNT].[FORMAT]
• rp/results/search.[FORMAT][PARAMETERS]
• rp/repo/settlements/search.[FORMAT][PARAMETERS]
• rp/reverserepo/propositions/search.[FORMAT][PARAMETERS]

Primary Dealer Methods

• pd/rss/release.xml (for backwards compatibility) (Deprecated)
• pd/list/asof.[FORMAT]
• pd/list/seriesbreaks.[FORMAT]
• pd/list/timeseries.[FORMAT]
• pd/get/asof/[DATE].[FORMAT]
• pd/get/[SERIESBREAK]/timeseries/[TIMESERIES].[FORMAT]
• pd/get/[TIMESERIES].[FORMAT]
• pd/get/all/timeseries.csv

SOMA General Methods

• soma/summary.[FORMAT]
• soma/asofdates/list.[FORMAT]
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• soma/asofdates/latest.[FORMAT]

SOMA Agency Methods

• soma/agency/get/release_log.[FORMAT]
• soma/agency/get/[SECURITYTYPE]/asof/[DATE].[FORMAT]
• soma/agency/get/asof/[DATE].[FORMAT]
• soma/agency/get/cusip/[CUSIP].[FORMAT]
• soma/agency/wam/agency%20debts/asof/[DATE].[FORMAT]

SOMA TSY Methods

• soma/tsy/get/release_log.[FORMAT]
• soma/tsy/get/[SECURITYTYPE]/asof/[DATE].[FORMAT]
• soma/tsy/get/cusip/[CUSIP].[FORMAT]
• soma/tsy/get/monthly.[FORMAT]
• soma/tsy/wam/[SECURITYTYPE]/asof/[DATE].[FORMAT]

SOMA MBS Methods (Deprecated)

Note: SOMA “Non-MBS” Methods are deprecated. Prefer Agency Methods

• soma/mbs/get/release_log.[FORMAT]
• soma/mbs/get/asof/[DATE].[FORMAT]
• soma/mbs/get/cusip/[CUSIP].[FORMAT]

SOMA Non-MBS Methods (Deprecated)

Note: SOMA “Non-MBS” Methods are deprecated. Prefer TSY Methods

• soma/non-mbs/get/release_log.[FORMAT]
• soma/non-mbs/get/[SECURITYTYPE]/asof/[DATE].[FORMAT]
• soma/non-mbs/get/cusip/[CUSIP].[FORMAT]
• soma/non-mbs/get/monthly.[FORMAT]

Reference Rates Methods

• rates/[RATEGROUP]/[RATETYPE]/latest.[FORMAT]
• rates/[RATEGROUP]/[RATETYPE]/last/[LASTAMOUNT].[FORMAT]
• rates/[RATEGROUP]/[RATETYPE]/search.[FORMAT][PARAMETERS]

Central Bank FX Liquidity Swap Methods

• fxs/[RATEGROUP]/latest.[FORMAT]
• fxs/[RATEGROUP]/last/[LASTAMOUNT].[FORMAT]
• fxs/[RATEGROUP]/search.[FORMAT][PARAMETERS]
• fxs/list/counterparties.[FORMAT]
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SOAP:

Securities Lending Methods

• getSecuritiesLending
• getLatestSecuritiesLending
• getLastNSecuritiesLending
• getSecuritiesLendingUpdates

FX Rates Methods
• getAllLatestNoonRates
• getAllNoonRates
• getLatestNoonRate
• getNoonRates

CPFF Methods
• getLatestCPFF
• getCPFFOneDate
• getLastNCPFF
• getCPFF

TSLF Methods
• getLatestTSLF
• getTSLF
• getTSLFOneDate
• getTSLFUpdates
• getLastNTSLF
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RSS Feeds (Deprecated)

Note: RSS feeds will no longer be supported. Support for reference rates RSS feeds ends April 2021.
End dates for the others will be included in future updates. As alternative, govdelivery and APIs are
available for alerts and data respectively. GovDelivery signups are available on the webpages. “Sample
Replacement” APIs are added to this section however, there are other options which can be found in
Methods under the “Reference” area of this document.

pd/rss/release.xml
Description
This feed provides RSS formatted information on the latest Primary Dealer Statistical releases based on
as of date. The RSS feed includes a link to the released data by as of date in XML format.

This endpoint is here for backwards compatibility.

Sample Replacement
The “list” API returns pd asof dates which can be used for “get/asof” API
• https://markets.newyorkfed.org/api/pd/list/asof.xml
• https://markets.newyorkfed.org/api/pd/get/asof/2021-03-03.xml

/rss/feeds/pd
Description
This feed provides RSS formatted information on the latest Primary Dealer Statistical release based on as
of date. The RSS feed includes a link to the released data by as of date in XML format.

Sample Replacement:
The “list” API returns pd asof dates which can be used for “get/asof” API
• https://markets.newyorkfed.org/api/pd/list/asof.xml
• https://markets.newyorkfed.org/api/pd/get/asof/2021-03-03.xml

/rss/feeds/ambs
Description
This feed provides RSS formatted information on the latest AMBS operation results. The RSS feed
includes a link to the AMBS home page.

Sample Replacement:
The “latest” API returns all AMBS operations for the current date
• https://markets.newyorkfed.org/api/ambs/all/results/details/latest.xml

/rss/feeds/tsy
Description
This feed provides RSS formatted information on the latest Treasury operation results. The RSS feed
includes a link to the Treasury home page.
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Sample Replacement:
The “latest” API returns all Treasury operations for the current date
• https://markets.newyorkfed.org/api/tsy/all/results/details/latest.xml

/rss/feeds/soma
Description
This feed provides RSS formatted information on the latest SOMA holdings summary. The RSS feed
includes a link to the SOMA home page.

Sample Replacement:
The “summary” API returns all for the current date
• https://markets.newyorkfed.org/api/soma/summary.xml

All feeds adhere to the RSS-CB specification which is defined here:

http://www.cbwiki.net/wiki/index.php/RSS-CBMain
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Reference
REST:

AMBS Methods
Beta is supported for AMBS

ambs/[OPERATION]/[RECORDTYPE]/[REPORTTYPE]/latest.[FORMAT]
Description
Return AMBS operation records for the current day as specified in the path and format requested.

Parameters
OPERATION
Required: YES
Data Type: OPERATION
Values: all, sales, purchases, roll, swap

RECORDTYPE
Required: YES
Data Type: RECORDTYPE
Values: announcements, results

REPORTTYPE
Required: YES
Data Type: REPORTTYPE
Values: summary, details

FORMAT
Required: YES
Data Type: FORMAT
Values: csv, xlsx, xml, json

Response
A list of operations returned in the requested format.

Example
 https://markets.newyorkfed.org/api/ambs/all/results/details/latest.json

ambs/[OPERATION]/results/[REPORTTYPE]/lastTwoWeeks.[FORMAT]
Description
Return AMBS operation records for the prior two weeks in the format requested. This method is
supported for results only.
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Parameters
OPERATION
Required: YES
Data Type: OPERATION
Values: all, sales, purchases, roll, swap

REPORTTYPE
Required: YES
Data Type: REPORTTYPE
Values: summary, details

FORMAT
Required: YES
Data Type: FORMAT
Values: csv, xlsx, xml, json

Response
A list of operations returned in the requested format.

Example
 https://markets.newyorkfed.org/api/ambs/all/results/details/lastTwoWeeks.xml

ambs/[OPERATION]/results/[REPORTTYPE]/lastTwenty.[FORMAT] (Deprecated)
Description
Return last twenty AMBS operation records as specified in the path and format requested. This method
is supported for results only.

Note: New API “last/n” where n is number of records will be added.

Parameters
OPERATION
Required: YES
Data Type: OPERATION
Values: all, sales, purchases, roll, swap

REPORTTYPE
Required: YES
Data Type: REPORTTYPE
Values: summary, details

FORMAT
Required: YES
Data Type: FORMAT
Values: csv, xlsx, xml, json
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 21

Response
A list of operations returned in the requested format.

Example
 https://markets.newyorkfed.org/api/ambs/purchases/results/details/lastTwenty.csv

ambs/[OPERATION]/results/[REPORTTYPE]/last/[LASTAMOUNT].[FORMAT]
Description
Returns the last “n” number of AMBS operation records as specified in the path and format requested.
This method is supported for results only.

Parameters
OPERATION
Required: YES
Data Type: OPERATION
Values: all, sales, purchases, roll, swap

REPORTTYPE
Required: YES
Data Type: REPORTTYPE
Values: summary, details

LASTAMOUNT
Required: YES
Data Type: Number
Values: 1-100

FORMAT
Required: YES
Data Type: FORMAT
Values: csv, xlsx, xml, json

Response
A list of operations returned in the requested format.

Example
 https://markets.newyorkfed.org/api/ambs/all/results/details/last/20.xml
 https://markets.newyorkfed.org/api/ambs/purchases/results/details/last/5.csv
 https://markets.newyorkfed.org/api/ambs/roll/results/summary/last/3.json

ambs/[OPERATION]/[RECORDTYPE]/[REPORTTYPE]/get/bydate/[DATE].[FORMAT]
Description
Returns AMBS operation records for a given date as specified in the path and format requested.
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 22

Parameters
OPERATION
Required: YES
Data Type: OPERATION
Values: all, sales, purchases, roll, swap

RECORDTYPE
Required: YES
Data Type: RECORDTYPE
Values: announcements, results

REPORTTYPE
Required: YES
Data Type: REPORTTYPE
Values: summary, details

DATE
Required: YES
Data Type: DATE
Values: YYYY-MM-DD

FORMAT
Required: YES
Data Type: FORMAT
Values: csv, xlsx, xml, json

Response
A list of operations returned in the requested format.

Example
 https://markets.newyorkfed.org/api/ambs/all/results/details/get/bydate/2020-10-21.json

ambs/[OPERATION]/results/[REPORTTYPE]/search.[FORMAT][PARAMETERS]
Description
Returns AMBS operation records as specified in the query parameters and format requested. This
method is supported for results only.

Parameters
OPERATION
Required: YES
Data Type: OPERATION
Values: all, sales, purchases, roll, swap
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 23

REPORTTYPE
Required: YES
Data Type: REPORTTYPE
Values: summary, details

FORMAT
Required: YES
Data Type: FORMAT
Values: csv, xlsx, xml, json

ADVANCED FILTER PARAMETERS

startDate

Required: No
Data Type: Date
Format : MM/DD/YYYY or YYYY-MM-DD

endDate

Required: No
Data Type: Date
Format : MM/DD/YYYY or YYYY-MM-DD

securities:

Required: No
Data Type: String
Values : Basket, Coupon Swap, Dollar Roll, Specified Pool, TBA

cusip

Required: No
Data Type: string
Values: 9 alphanumeric characters (partial included)

desc

Required: No
Data Type: string
Note: This parameter will filter the Security Description field.

Response
A list of operations returned in the requested format.
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 24

Example
 https://markets.newyorkfed.org/api/ambs/all/results/details/search.xml?startDate=12/10/2020
&endDate=12/15/2020&securities=Specified%20Pool

TSY Methods
Beta is supported for TSY

tsy/[OPERATION]/[RECORDTYPE]/[REPORTTYPE]/latest.[FORMAT]
Description
Returns Treasury operation records for the current day as specified in the path and format requested.

Parameters
OPERATION
Required: YES
Data Type: OPERATION
Values: all, sales, purchases

RECORDTYPE
Required: YES
Data Type: RECORDTYPE
Values: announcements, results, operations

REPORTTYPE
Required: YES
Data Type: REPORTTYPE
Values: summary, details

FORMAT
Required: YES
Data Type: FORMAT
Values: csv, xlsx, xml, json

Response
A list of operations returned in the requested format.

Example
 https://markets.newyorkfed.org/api/tsy/all/results/details/latest.json

tsy/[OPERATION]/results/[REPORTTYPE]/lastTwoWeeks.[FORMAT]
Description
Return Treasury operation records for the last two weeks as specified in the path and format requested.
This method is supported for results only.
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 25

Parameters
OPERATION
Required: YES
Data Type: OPERATION
Values: all, sales, purchases

REPORTTYPE
Required: YES
Data Type: REPORTTYPE
Values: summary, details

FORMAT
Required: YES
Data Type: FORMAT
Values: csv, xlsx, xml, json

Response
A list of operations returned in the requested format.

Example
 https://markets.newyorkfed.org/api/tsy/purchases/results/details/lastTwoWeeks.csv

tsy/[OPERATION]/results/[REPORTTYPE]/last/[LASTAMOUNT].[FORMAT]
Description
Returns the last “n” number of Treasury operation records as specified in the path and format
requested. This method is supported for results only.

Parameters
OPERATION
Required: YES
Data Type: OPERATION
Values: all, sales, purchases

REPORTTYPE
Required: YES
Data Type: REPORTTYPE
Values: summary, details

LASTAMOUNT
Required: YES
Data Type: Number
Values: 1-100
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 26

FORMAT
Required: YES
Data Type: FORMAT
Values: csv, xlsx, xml, json

Response
A list of operations returned in the requested format.

Example
 https://markets.newyorkfed.org/api/tsy/purchases/results/details/last/10.json

tsy/[OPERATION]/results/[REPORTTYPE]/search.[FORMAT][PARAMETERS]
Description
Provides advanced search to retrieve Treasury operation records as specified in the path and format
requested. This method is supported for results only.

Parameters
OPERATION
Required: YES
Data Type: OPERATION
Values: all, sales, purchases

REPORTTYPE
Required: YES
Data Type: REPORTTYPE
Values: summary, details

FORMAT
Required: YES
Data Type: FORMAT
Values: csv, xlsx, xml, json

ADVANCED FILTER PARAMETERS

startDate:
Required: No
Data Type: Date
Format : MM/DD/YYYY or YYYY-MM-DD
Values: Valid date

endDate:
Required: No
Data Type: Date
Format : MM/DD/YYYY or YYYY-MM-DD
Values: Valid date
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 27

securityType:
Required: No
Data Type: String
Values: treasury, agency, both
Note: agency returns Agency Debt operations.
CUSIP:
Required: No
Data Type: string
Values: 9 alphanumeric characters (partial included)
desc:
Required: No
Data Type: string
Note: This parameter will filter the Security Description field.

Response
A list of operations returned in the requested format.

Example
 https://markets.newyorkfed.org/api/tsy/all/results/details/search.json?startDate=10/21/2020&
endDate=10/25/2020&cusip=912828UN8
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 28

Repo and Reverse Repo Methods

Beta is supported for Repo and Reverse Repo

rp/[OPERATION]/[ METHOD]/[RECORDTYPE]/latest.[FORMAT]
Description
Return Repo and Reverse Repo operation records for the current day as specified in the path and format
requested.

Parameters
OPERATION
Required: YES
Data Type: OPERATION
Values: all, repo, reverserepo

METHOD
Required: YES
Data Type: METHOD
Values: all, fixed, single, multiple
Note: This parameter is operation method

RECORDTYPE
Required: YES
Data Type: RECORDTYPE
Values: announcements, results

FORMAT
Required: YES
Data Type: FORMAT
Values: csv, xlsx, xml, json

Response
A list of current day’s posted operations returned in the requested format.

Example
 https://markets.newyorkfed.org/api/rp/all/all/results/latest.xml
 https://markets.newyorkfed.org/api/rp/all/multiple/results/latest.xml
 https://markets.newyorkfed.org/api/rp/repo/all/results/latest.json
 https://markets.newyorkfed.org/api/rp/reverserepo/fixed/results/latest.xlsx
 https://markets.newyorkfed.org/api/rp/reverserepo/all/announcements/latest.csv
 https://markets.newyorkfed.org/api/rp/repo/multiple/announcements/latest.json
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 29

rp/[OPERATION]/[METHOD]/results/lastTwoWeeks.[FORMAT]
Description
Return Repo and Reverse Repo operation results records for the prior two weeks in the format
requested.

Parameters
OPERATION
Required: YES
Data Type: OPERATION
Values: all, repo, reverserepo

METHOD
Required: YES
Data Type: METHOD
Values: all, fixed, single, multiple

FORMAT
Required: YES
Data Type: FORMAT
Values: csv, xlsx, xml, json

Response
A list of operations conducted in the last two weeks returned in the requested format.

Example
 https://markets.newyorkfed.org/api/rp/all/all/results/lastTwoWeeks.xml
 https://markets.newyorkfed.org/api/rp/reverserepo/all/results/lastTwoWeeks.xml
 https://markets.newyorkfed.org/api/rp/all/multiple/results/lastTwoWeeks.xml
 https://markets.newyorkfed.org/api/rp/reverserepo/fixed/results/lastTwoWeeks.json

rp/[OPERATION]/[METHOD]/results/last/[LASTAMOUNT].[FORMAT]
Description
Returns the last “n” number of Repo and Reverse Repo operations results records as specified in the
path and format requested.

Parameters
OPERATION
Required: YES
Data Type: OPERATION
Values: all, repo, reverserepo

METHOD
Required: YES
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 30

Data Type: METHOD

Values: all, fixed, single, multiple

FORMAT
Required: YES
Data Type: FORMAT
Values: csv, xlsx, xml, json

Response
A list of operations returned in the requested format.

Example
 https://markets.newyorkfed.org/api/rp/all/all/results/last/25.xlsx
 https://markets.newyorkfed.org/api/rp/all/single/results/last/3.xml
 https://markets.newyorkfed.org/api/rp/repo/multiple/results/last/3.json
 https://markets.newyorkfed.org/api/rp/reverserepo/fixed/results/last/25.csv
 https://markets.newyorkfed.org/api/rp/reverserepo/all/results/last/3.xml

rp/results/search.[FORMAT][PARAMETERS]
Description
Returns Repo and Reverse Repo operation results records as specified in the query parameters and
format requested.

Parameters
FORMAT
Required: YES
Data Type: FORMAT
Values: csv, xlsx, xml, json

ADVANCED FILTER PARAMETERS

startDate

Required: No
Data Type: Date
Format : MM/DD/YYYY or YYYY-MM-DD

endDate

Required: No
Data Type: Date
Format : MM/DD/YYYY or YYYY-MM-DD

operationTypes:
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 31

Required: No
Data Type: String
Values : repo,reverserepo

method:

Required: No
Data Type: String
Values : fixed,single,multiple

securityType:

Required: No
Data Type: String
Values : tsy, agency, mbs

term:

Required: No
Data Type: String
Values : Overnight, Term

Response
A list of operations returned in the requested format.

Example
 https://markets.newyorkfed.org/api/rp/results/search.xml?startDate=07/19/2019&endDate=07
/21/2019
 https://markets.newyorkfed.org/api/rp/results/search.json?startDate=07/19/2021&endDate=0
7/21/2021&operationTypes=reverserepo&method=fixed
 https://markets.newyorkfed.org/api/rp/results/search.xml?startDate=07/19/2021&endDate=07
/21/2021&securityType=mbs
 https://markets.newyorkfed.org/api/rp/results/search.json?startDate=09/01/2019&endDate=0
9/30/2019&term=Term
 https://markets.newyorkfed.org/api/rp/results/search.csv?startDate=09/15/2019&endDate=09
/30/2019&operationTypes=repo&securityType=agency
 https://markets.newyorkfed.org/api/rp/results/search.json?startDate=01/19/2021&endDate=0
7/21/2021&operationTypes=reverserepo&securityType=tsy&term=Overnight

rp/repo/settlements/search.[FORMAT][PARAMETERS]
Description
Return Repo settlement by security type as specified in the path and format requested.
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 32

Parameters
startDate

Required: No
Data Type: Date
Format : MM/DD/YYYY or YYYY-MM-DD

endDate

Required: No
Data Type: Date
Format : MM/DD/YYYY or YYYY-MM-DD

Response
A list of settlement detailed returned in the requested format.

Example
 https://markets.newyorkfed.org/api/rp/repo/settlements/search.xml?startDate=08/01/2021&e
ndDate=08/12/2021

rp/reverserepo/propositions/search.[FORMAT][PARAMETERS]
Description
Return Reverse Repo propositions by counterparty records as specified in the path and format
requested.

Parameters
startDate

Required: No
Data Type: Date
Format : MM/DD/YYYY or YYYY-MM-DD

endDate

Required: No
Data Type: Date
Format : MM/DD/YYYY or YYYY-MM-DD

Response
A list of proposition detailed returned in the requested format.

Example
 https://markets.newyorkfed.org/api/rp/reverserepo/propositions/search.xml?startDate=02/01/
2021&endDate=02/04/2021
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 33

Primary Dealer Methods

Beta is supported for Primary Dealer

pd/list/asof.[FORMAT]
Description
Provides a list of available as of dates for primary dealer data releases paired with the associated series
break.

Parameters
FORMAT
Required: YES
Data Type: FORMAT
Values: xml, csv, xlsx, json

Response
A list of as of dates its respective series break in the requested format for use as input to other API
methods.

Example
 https://markets.newyorkfed.org/api/pd/list/asof.json

pd/list/seriesbreaks.[FORMAT]
Description
Provides a list of available series breaks identified by label, series break id, start date and end date.

Parameters
FORMAT
Required: YES
Data Type: FORMAT
Values: xml, csv, xlsx, json

Response
A list of series breaks in the requested format.

Example
 https://markets.newyorkfed.org/api/pd/list/seriesbreaks.xml

pd/list/timeseries.[FORMAT]
Description
Provides a list of available time series paired with the respective Series breaks for use as input to other
API methods.
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 34

Parameters
FORMAT
Required: YES
Data Type: FORMAT
Values: xml, csv, xlsx, json

Response
A list of time series and its respective Series breaks in the requested format.

Example
 https://markets.newyorkfed.org/api/pd/list/timeseries.xml

pd/get/asof/[DATE].[FORMAT]
Description
Retrieves the full set of available timeseries data for a given as of date.

Parameters
DATE
Required: YES
Data Type: DATE
Format: YYYY-MM-DD
Values: Valid date

FORMAT
Required: YES
Data Type: FORMAT
Values: xml, csv, xlsx, json

Response
A list in the requested format of timeseries and its respective value for the requested as of date.

Example
 https://markets.newyorkfed.org/api/pd/get/asof/2020-10-21.csv

pd/get/[SERIESBREAK]/timeseries/[TIMESERIES].[FORMAT]
Description
Retrieves the full set of time series data for a given series break. A time series record is identified by as
of date and value.

Parameters
SERIESBREAK
Required: YES
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 35

Data Type: SERIESBREAK

Values: A valid series break value (e.g. SBP2001)

TIMESERIES
Required: YES
Data Type: TIMESERIES
Values: A list of valid time series separated with underscores (available via the
/pd/list/timeseries endpoint)

FORMAT
Required: YES
Data Type: FORMAT
Values: xml, csv, xlsx, json

Response
A list in the requested format of as of dates and its respective values for the requested series break and
time series. A time series record is identified by as of date and value.

Example
 https://markets.newyorkfed.org/api/pd/get/SBN2013/timeseries/PDSI10TSTS-T.json

pd/get/[TIMESERIES].[FORMAT]
Description
Returns the values for the given time series ids across all series breaks. Series ids are separated with
underscores.

Parameters
TIMESERIES
Required: YES
Data Type: TIMESERIES
Values: A list of valid time series separated with underscores (available via the
/pd/list/timeseries endpoint)

FORMAT
Required: YES
Data Type: FORMAT
Values: xml, csv, xlsx, json
Response
A list in the requested format of as of dates and its respective values for the requested time series. A
times series record is identified by as of date and value.

Example
 https://markets.newyorkfed.org/api/pd/get/PDSI10OGS-OO.xlsx
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 36

pd/get/all/timeseries.csv
Description
Returns the values for all the time series. Only CSV format is supported.

Parameters
N/A

Response
A CSV file with all as of dates and its values for all timeseries. A timeseries record is identified by its as of
date and value.

Example
 https://markets.newyorkfed.org/api/pd/get/all/timeseries.csv

SOMA General Methods

Beta is supported for SOMA

soma/summary.[FORMAT]
Description
This provides a time series summary of the historical SOMA holdings.

Parameters
FORMAT
Required: YES
Data Type: FORMAT
Values: xml, csv, json

Response
A list of as of dates and the respective holdings in the requested format.

Example
 https://markets.newyorkfed.org/api/soma/summary.json

soma/asofdates/list.[FORMAT]
Description
This provides a list of all available as of dates available for request. These as of dates may then be used
as parameters for other methods.

Parameters
FORMAT
Required: YES
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 37

Data Type: FORMAT

Values: xml, csv, json

Response
A list of as of dates in the requested format.

Example
 https://markets.newyorkfed.org/api/soma/asofdates/list.xml

soma/asofdates/latest.[FORMAT]
Description
This provides the latest as of date.

Parameters
FORMAT
Required: YES
Data Type: FORMAT
Values: xml, csv, json

Response
The latest as of date in the requested format.

Example
 https://markets.newyorkfed.org/api/soma/asofdates/latest.xml

SOMA Agency Methods

soma/agency/get/release_log.[FORMAT]
Description
This provides a list of the past three months of agency release events, including the as of date and
release date. Should an as of date be re-released for correction or otherwise, it will be listed here. These
as of dates may then be used as parameters for other methods.

Parameters
FORMAT
Required: YES
Data Type: FORMAT
Values: xml, csv, json

Response
A list of as of and release dates in the requested format.
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 38

Example
 https://markets.newyorkfed.org/api/soma/agency/get/release_log.xml

soma/agency/get/[SECURITYTYPE]/asof/[DATE].[FORMAT]
Description
This method provides the full details of the most recent agency release as of requested date in the
requested format. Please note: the as of date and release date may differ. The release offered will be
the most recent release no later than the requested as of date.

Parameters
FORMAT
Required: YES
Data Type: FORMAT
Values: xml, csv, json

DATE
Required: YES
Data Type: DATE
Format: YYYY-MM-DD
Values: Any valid DATE

SECURITYTYPE
Required: YES
Data Type: AGENCY-SECURITYTYPE
Values: all, agency debts, mbs, cmbs. Default use should be all.

Response
The Release details in the requested format.

Example
 https://markets.newyorkfed.org/api/soma/agency/get/agency%20debts/asof/2020-12-30.json

soma/agency/get/asof/[DATE].[FORMAT]
Description
This method provides the full details of the most recent agency release as of requested date in the
requested format. Please note: the as of date and release date may differ. The release offered will be
the most recent release no later than the requested as of date.

Parameters
FORMAT
Required: YES
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 39

Data Type: FORMAT

Values: xml, csv, json

DATE
Required: YES
Data Type: DATE
Format: YYYY-MM-DD
Values: Any valid DATE

Response
The release details in the requested format.

Example
 https://markets.newyorkfed.org/api/soma/agency/get/asof/2020-12-30.csv

soma/agency/get/cusip/[CUSIP].[FORMAT]
Description
This method provides the ability to retrieve the agency releases for a given CUSIP.

Parameters
FORMAT
Required: YES
Data Type: FORMAT
Values: xml, csv, json

CUSIP
Required: YES
Data Type: string
Values: 9 alphanumeric characters

Response
The CUSIP holding’s details in the requested format.

Example
 https://markets.newyorkfed.org/api/soma/agency/get/cusip/36179VQS2.xml

soma/agency/wam/agency%20debts/asof/[DATE].[FORMAT]
Description
This method provides the weighted average maturity (wam) base on the most recent agency debts
released, as of requested date in the requested format.

Parameters
DATE
Required: YES
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 40

Data Type: DATE

Format: YYYY-MM-DD
Values: Any valid DATE

FORMAT
Required: YES
Data Type: FORMAT
Values: xml, xlsx, csv, json

Response
The weighted average maturity (wam) in the requested format.

Example
 https://markets.newyorkfed.org/api/soma/agency/wam/agency%20debts/asof/2021-08-11.xml

SOMA TSY Methods

soma/tsy/get/release_log.[FORMAT]
Description
This provides a list of the past three months of releases, including the as of date and release date.
Should an as of date be re-released for correction or otherwise, it will be listed here. These as of dates
may then be used as parameters for other methods.

Parameters
FORMAT
Required: YES
Data Type: FORMAT
Values: xml, csv, json

Response
A list of as of and release dates in the requested format.

Example
 https://markets.newyorkfed.org/api/soma/tsy/get/release_log.json

soma/tsy/get/[SECURITYTYPE]/asof/[DATE].[FORMAT]
Description
This method provides the full details of the most recent Treasury release as of requested dates in the
requested format. Please note: the as of date and release date may differ. The release offered will be
the most recent release no later than the requested as of date.
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 41

Parameters
FORMAT
Required: YES
Data Type: FORMAT
Values: xml, csv, json

DATE
Required: YES
Data Type: DATE
Format: YYYY-MM-DD
Values: Any valid DATE

SECURITYTYPE
Required: YES
Data Type: TSY-SECURITYTYPE
Values: all, bills, notesbonds, frn, tips. Default use should be all.

Response
The release details in the requested format.

Example
 https://markets.newyorkfed.org/api/soma/tsy/get/all/asof/2020-12-30.json
 https://markets.newyorkfed.org/api/soma/tsy/get/notesbonds/asof/2020-12-30.xml

soma/tsy/get/cusip/[CUSIP].[FORMAT]
Description
This method provides the ability to retrieve the Treasury releases for a given CUSIP.

Parameters
FORMAT
Required: YES
Data Type: FORMAT
Values: xml, csv, json

CUSIP
Required: YES
Data Type: string
Values: 9 alphanumeric characters

Response
The CUSIP holding’s details in the requested format.
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 42

Example
 https://markets.newyorkfed.org/api/soma/tsy/get/cusip/912828A83.csv

soma/tsy/get/monthly.[FORMAT]
Description
This provides a detailed timeseries of the historical SOMA Treasury holdings at monthly intervals.

Parameters
FORMAT
Required: YES
Data Type: FORMAT
Values: xml, csv, json

Response
The Treasury released details in the requested format.

Example
 https://markets.newyorkfed.org/api/soma/tsy/get/monthly.csv

soma/tsy/wam/[SECURITYTYPE]/asof/[DATE].[FORMAT]
Description
This method provides the Weighted Average Maturity (wam) base on the most recent treasury released
as of requested date in the requested format.

Parameters
SECURITYTYPE
Required: YES
Data Type: TSY-SECURITYTYPE
Values: all, bills, notesbonds, frn, tips

DATE
Required: YES
Data Type: DATE
Format: YYYY-MM-DD
Values: Any valid DATE

FORMAT
Required: YES
Data Type: FORMAT
Values: xml, xlsx, csv, json

Response
The Weighted Average Maturity (wam) in the requested format.
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 43

Example
 https://markets.newyorkfed.org/api/soma/tsy/wam/all/asof/2021-07-21.xml
 https://markets.newyorkfed.org/api/soma/tsy/wam/notesbonds/asof/2021-07-21.xml

SOMA MBS Methods (Deprecated)

Note: The “mbs” methods are now deprecated; prefer “Agency” Methods.

soma/mbs/get/release_log.[FORMAT]
Description
This provides a list of the past three months of release events, including the as-of date and release date.
Should an as of date be re-released for correction or otherwise it will be listed here. These as of dates
may then be used as parameters for other methods.

Parameters
FORMAT
Required: YES
Data Type: FORMAT
Values: xml, csv, json

Response
A list of as of and release dates in the requested format.

Example
 https://markets.newyorkfed.org/api/soma/mbs/get/release_log.json

soma/mbs/get/asof/[DATE].[FORMAT]
Description
This method provides the full details of the most recent MBS release as of requested date in the
requested format. Please note: the as of date and release date may differ. The release offered will be
the most recent release no later than the requested as of date.

Parameters
FORMAT
Required: YES
Data Type: FORMAT
Values: xml, csv, json

DATE
Required: YES
Data Type: DATE
Format: YYYY-MM-DD
Values: Any valid DATE
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 44

Response
The release details in the requested format.

Example
 https://markets.newyorkfed.org/api/soma/mbs/get/asof/2020-12-30.csv

soma/mbs/get/cusip/[CUSIP].[FORMAT]
Description
This method provides the ability to retrieve the MBS releases for a given CUSIP.

Parameters
FORMAT
Required: YES
Data Type: FORMAT
Values: xml, csv, json

CUSIP
Required: YES
Data Type: string
Values: 9 alphanumeric characters

Response
The CUSIP holding’s details in the requested format.

Example
 https://markets.newyorkfed.org/api/soma/mbs/get/cusip/36179VKK5.xml

SOMA Non-MBS Methods (Deprecated)

Note: The non-mbs methods are here for backwards compatibility only. Prefer the use of the /soma/tsy
endpoints listed below, as the non-mbs endpoint will eventually be retired.
The “non-mbs” methods are now deprecated; prefer “TSY” Methods.

soma/non-mbs/get/release_log.[FORMAT]
Description
This provides a list of the past three months of releases, including the as of date and release date.
Should an as of date be re-released for correction or otherwise it will be listed here. These as of dates
may then be used as parameters for other methods.

Parameters
FORMAT
Required: YES
Data Type: FORMAT
Values: xml, csv, json
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 45

Response
A list of as of and release dates in the requested format.

Example
 https://markets.newyorkfed.org/api/soma/non-mbs/get/release_log.json

soma/non-mbs/get/[SECURITYTYPE]/asof/[DATE].[FORMAT]
Description
This method provides the full details of the most recent non-MBS Release As Of requested date in the
requested format. Please note: the as of date and release date may differ. The Release offered will be
the most recent release no later than the requested as of date.

Parameters
FORMAT
Required: YES
Data Type: FORMAT
Values: xml, csv, json

DATE
Required: YES
Data Type: DATE
Format: YYYY-MM-DD
Values: Valid date

SECURITYTYPE
Required: YES
Data Type: TSY-SECURITYTYPE
Values: all, bills, notesbonds, frn, tips. Default use should be all

Response
The Release details in the requested format.

Example
 https://markets.newyorkfed.org/api/soma/non-mbs/get/all/asof/2020-12-30.json
 https://markets.newyorkfed.org/api/soma/non-mbs/get/notesbonds/asof/2020-12-30.xml

soma/non-mbs/get/cusip/[CUSIP].[FORMAT]
Description
This method provides the ability to retrieve the non-MBS releases for a given CUSIP.

Parameters
FORMAT
Required: YES
Data Type: FORMAT
Values: xml, csv, json
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 46

CUSIP
Required: YES
Data Type: string
Values: 9 alphanumeric characters

Response
The CUSIP holding’s details in the requested format.

Example
 https://markets.newyorkfed.org/api/soma/non-mbs/get/cusip/9127964P1.json

soma/non-mbs/get/monthly.[FORMAT]
Description
This provides a detailed time series of the historical SOMA non-MBS holdings at monthly intervals.

Parameters
FORMAT
Required: YES
Data Type: FORMAT
Values: xml, csv, json

Response
The non-MBS release details, a set per quarter, in the requested format.

Example
 https://markets.newyorkfed.org/api/soma/non-mbs/get/monthly.csv

Reference Rates Methods

Beta is supported for Reference Rates

rates/[RATEGROUP]/[RATETYPE]/latest.[FORMAT]
Description
Return reference rates records for the latest Date as specified in the path and format requested.

Parameters
RATEGROUP
Required: YES
Data Type: RATEGROUP
Values: all, unsecured, secured

RATETYPE
Required: YES*
Data Type: REPORTTYPE
Values: all. Use with “unsecured” and “secured” RateGroups.
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 47

*Omit RATETYPE when using RATEGROUP “all”. RATETYPE “all” should only be used with
RATEGROUP “secured” and “unsecured”.

FORMAT
Required: YES
Data Type: FORMAT
Values: csv, xlsx, xml, json

Response
A list of rates returned in the requested format.

Example
 https://markets.newyorkfed.org/api/rates/all/latest.xml
 https://markets.newyorkfed.org/api/rates/secured/all/latest.json
 https://markets.newyorkfed.org/api/rates/unsecured/all/latest.csv

rates/[RATEGROUP]/[RATETYPE]/last/[LASTAMOUNT].[FORMAT]
Description
Returns the last “n” number of reference rates records as specified in the path and format requested.

Parameters
RATEGROUP
Required: YES
Data Type: RATEGROUP
Values: unsecured, secured

RATETYPE
Required: YES
Data Type: REPORTTYPE
Values: effr, obfr. Use with “unsecured” RateGroup.
tgcr, bgcr, sofr, sofrai. Use with “secured” RateGroup.

LASTAMOUNT
Required: YES
Data Type: Number
Values: 1-100

FORMAT
Required: YES
Data Type: FORMAT
Values: csv, xlsx, xml, json
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 48

Response
A list of rates returned in the requested format.

Example
 https://markets.newyorkfed.org/api/rates/unsecured/effr/last/10.xml
 https://markets.newyorkfed.org/api/rates/secured/sofrai/last/10.json

rates/[ RATEGROUP]/[RATETYPE]/search.[FORMAT][PARAMETERS]
Description
Provides advanced search to retrieve reference rates records as specified in the path and format
requested.

Parameters
RATEGROUP
Required: YES
Data Type: RATEGROUP
Values: all, unsecured, secured

RATETYPE
Required: Yes*
Data Type: REPORTTYPE
Values: all. Use with “unsecured” and “secured” RateGroups.
effr, obfr. Use with “unsecured” RateGroup.
tgcr, bgcr, sofr, sofrai. Use with “secured” RateGroup.
*Omit RATETYPE when using RATEGROUP “all”. RATETYPE “all” should only be used with
RATEGROUP “unsecured” and “secured”.
FORMAT
Required: YES
Data Type: FORMAT
Values: csv, xlsx, xml, json

ADVANCED FILTER PARAMETERS

startDate:
Required: No
Data Type: Date
Format : MM/DD/YYYY or YYYY-MM-DD
Values: Valid date

endDate:
Required: No
Data Type: Date
Format : MM/DD/YYYY or YYYY-MM-DD
Values: Valid date
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 49

type:
Required: No
Data Type: String
Values: rate, volume
Response
A list of rates returned in the requested format.

Example
 https://markets.newyorkfed.org/api/rates/all/search.csv?startDate=02/19/2021&endDate=02/
26/2021
 https://markets.newyorkfed.org/api/rates/secured/tgcr/search.xml?startDate=02/19/2021&en
dDate=03/01/2021
 https://markets.newyorkfed.org/api/rates/secured/tgcr/search.xml?startDate=02/19/2021&en
dDate=03/01/2021&type=rate
 https://markets.newyorkfed.org/api/rates/unsecured/all/search.json?startDate=02/19/2021&e
ndDate=02/26/2021&type=volume

Central Bank FX Liquidity Swap Methods

Beta is supported for Central Bank FX Liquidity Swap Methods

fxs/[RATEGROUP]/latest.[FORMAT]
Description
Return FX Liquidity Swap records for the latest date as specified in the path and format requested.

Parameters
RATEGROUP
Required: YES
Data Type: RATEGROUP
Values: all, usdollar, nonusdollar

FORMAT
Required: YES
Data Type: FORMAT
Values: csv, xlsx, xml, json

Response
A list of FX liquidity swap records returned in the requested format.

Example
 https://markets.newyorkfed.org/api/fxs/all/latest.xml
 https://markets.newyorkfed.org/api/fxs/usdollar/latest.json
 https://markets.newyorkfed.org/api/fxs/nonusdollar/latest.csv
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 50

fxs/[RATEGROUP]/last/[LASTAMOUNT].[FORMAT]
Description
Returns the last “n” number of FX Liquidity Swap records as specified in the path and format requested.

Parameters
RATEGROUP
Required: YES
Data Type: RATEGROUP
Values: usdollar, nonusdollar

LASTAMOUNT
Required: YES
Data Type: Number
Values: 1-100

FORMAT
Required: YES
Data Type: FORMAT
Values: csv, xlsx, xml, json

Response
A list of FX liquidity swap records returned in the requested format.

Example
 https://markets.newyorkfed.org/api/fxs/usdollar/last/10.xml
 https://markets.newyorkfed.org/api/fxs/nonusdollar/last/10.json

fxs/[ RATEGROUP]/search.[FORMAT][PARAMETERS]
Description
Provides advanced search to retrieve FX Liquidity Swap records as specified in the path and format
requested.

Parameters
RATEGROUP
Required: YES
Data Type: RATEGROUP
Values: all, usdollar, nonusdollar

FORMAT
Required: YES
Data Type: FORMAT
Values: csv, xlsx, xml, json

ADVANCED FILTER PARAMETERS

Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 51

startDate:
Required: No
Data Type: Date
Format : MM/DD/YYYY or YYYY-MM-DD
Values: Valid date

endDate:
Required: No
Data Type: Date
Format : MM/DD/YYYY or YYYY-MM-DD
Values: Valid date

dateType:
Required: No
Data Type: String
Values: trade, maturity
Note: Default is trade if not specified

counterparties:
Required: No
Data Type: String
Values: Characters (partial name accepted)

Response
A list of FX liquidity swap records returned in the requested format.

Example
 https://markets.newyorkfed.org/api/fxs/all/search.xml?startDate=02/19/2021
 https://markets.newyorkfed.org/api/fxs/usdollar/search.xml?startDate=02/19/2021&endDate=
05/25/2021&type=maturity&counterparties=National
 https://markets.newyorkfed.org/api/fxs/nonusdollar/search.xml?startDate=02/19/2020&endDa
te=03/01/2021&counterparties=Bank%20of%20Japan,Bank%20of%20Canada

fxs/list/counterparties.[FORMAT]
Description
Return list of FX Liquidity Swap counterparties as specified in the path and format requested.

Parameters
FORMAT
Required: YES
Data Type: FORMAT
Values: csv, xlsx, xml, json
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 52

Response
A list of FX liquidity swap counterparties returned in the requested format.

Example
 https://markets.newyorkfed.org/api/fxs/list/counterparties.xml
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 53

SOAP:

Securities Lending Methods

getLatestSecuritiesLending
Description
Provides the latest operation

Parameters
totals_or_details
Required: YES
Data Type: xsd:string

Response
A String containing an SDMXML Response. The SDMXML response contains the operation
detail requested.

getSecuritiesLending
Description
Provides operations between two dates (inclusive). The date range cannot exceed one year.

Parameters
totals_or_details
Required: YES
Data Type: xsd:string

Date1
Required: YES
Data Type: xsd:datetime

Date2
Required: YES
Data Type: xsd:datetime

Response
A String containing an SDMXML Response or a SOAP fault containing the following error
message, ‘Date Range cannot exceed 1 year’ if the date range exceeds one year. The SDMXML
response contains the operation detail requested.
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 54

getLastNSecuritiesLending
Description
Provides the last N operations where N is the number of operations

Parameters
totals_or_details
Required: YES
Data Type: xsd:string

n
Required: YES
Data Type: xsd:double

Response
A String containing an SDMXML Response. The SDMXML response contains the operation
detail requested.

getSecuritiesLendingUpdates
Description
Provides the updated securities lending information since a specified date

Parameters
totals_or_details
Required: YES
Data Type: xsd:string

startTime
Required: YES
Data Type: xsd:datetime

Response
A String containing an SDMXML Response. The SDMXML response contains the operation
detail requested.
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 55

TSLF Methods

getLatestTSLF
Description
Provides the latest operation

Parameters
None

Response
A String containing an SDMXML Response. The SDMXML response contains the operation
detail requested.

getTSLF
Description
Provides operations between two dates (inclusive)

Parameters
Date1
Required: YES
Data Type: xsd:datetime

Date2
Required: YES
Data Type: xsd:datetime

Response
A String containing an SDMXML Response. The SDMXML response contains the operation
detail requested.

getLastNTSLF
Description
Provides the last N operations where N is the number of operations

Parameters
n
Required: YES
Data Type: xsd:double
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 56

Response
A String containing an SDMXML Response. The SDMXML response contains the operation
detail requested.

getTSLFUpdates
Description
Provides the updated operation information since a specified date

Parameters
startTime
Required: YES
Data Type: xsd:datetime

Response
A String containing an SDMXML Response. The SDMXML response contains the operation
detail requested.

getTSLFOneDate
Description
Provides the operation information for a specified date

Parameters
startTime
Required: YES
Data Type: xsd:datetime

Response
A String containing an SDMXML Response. The SDMXML response contains the operation
detail requested.
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 57

CPFF Methods

getLatestCPFF
Description
Provides the latest operation

Parameters
None

Response
A String containing an SDMXML Response. The SDMXML response contains the operation
detail requested.

getCPFF
Description
Provides operations between two dates (inclusive)

Parameters
Date1
Required: YES
Data Type: xsd:datetime

Date2
Required: YES
Data Type: xsd:datetime

Response
A String containing an SDMXML Response. The SDMXML response contains the operation
detail requested.

getLastNCPFF
Description
Provides the last N operations where N is the number of operations

Parameters
n
Required: YES
Data Type: xsd:double
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 58

Response
A String containing an SDMXML Response. The SDMXML response contains the operation
detail requested.

getCPFFOneDate
Description
Provides the operation information for a specified date

Parameters
startTime
Required: YES
Data Type: xsd:datetime

Response
A String containing an SDMXML Response. The SDMXML response contains the operation
detail requested.
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 59

FX-Rates Methods

getAllLatestNoonRates
Description
Provides the latest noon rates

Parameters
None

Response
A String containing an SDMXML Response. The SDMXML response contains the operation
detail requested.

getLatestNoonRate
Description
Provides the noon rate for a specific day and currency

Parameters
date1
Required: YES
Data Type: xsd:datetime

currency_code
Required: YES
Data Type: xsd:string

Response
A String containing an SDMXML Response. The SDMXML response contains the operation
detail requested.

getNoonRates
Description
Provides the noon rates for a specific date range and currency

Parameters
date1
Required: YES
Data Type: xsd:datetime
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 60

date2
Required: YES
Data Type: xsd:datetime

currency_code
Required: YES
Data Type: xsd:string

Response
A String containing an SDMXML Response. The SDMXML response contains the operation
detail requested.

getAllNoonRates
Description
Provides the noon rates for a specific day

Parameters
date1
Required: YES
Data Type: xsd:datetime

Response
A String containing an SDMXML Response. The SDMXML response contains the operation
detail requested.
Document v28, API RST v2.7, SPv2.5 Markets Data API Reference P a g e | 61

Version History
Document Number Date Change Made
Pre-2018 Autorates/MOMA release information including:
v19, API RST v1.4, SPv2.0 Repo/Reverse Repo, Securities Lending, TSLF, CPFF, FX-Rates,
SOMA, POMO, EFFR, and OBFR interfaces.
4/3/2018 Updated with Treasury Repo Benchmark Rates release
v22 , API RST V1.4, SPv2.3 information.
v22 , API RST V1.5, SPv2.3 1/28/2020 Updated with SOFR Averages and Index release information
v22 , API RST V2.0, SPv2.3 10/14/2020 Added AMBS
POMO change to TSY
Updated existing SOMA and Primary Dealer Statistics
Added Beta
v23, API RST V2.1, SPv2.3 1/04/2021 Added Roll and Swap operations for AMBS
Add xml format for TSY
Deprecation notification of sdmx.xml
v24, API RST V2.2, SPv2.3 3/15/2021 Replacement notice for Reference Rate APIs Methods
Added new beta APIs for Reference Rates
Add last n API for AMBS
Deprecation notice for RSS feeds
Deprecation notice for SOMA MBS Methods
Deprecation notice for SOMA Non-MBS Methods
v25, API RST V2.3, SPv2.3 4/16/2021 Language around Terms of Use
Edits to reflect changes implemented
v26, API RST V2.4, SPv2.3 5/25/2021 Replacement notice for Central Bank FX Liquidity Swap API
and data files
Added new beta APIs for Central Bank FX Liquidity Swap
v26, API RST V2.5, SPv2.3 7/30/2021 Replaced example APIs for Central Bank FX Liquidity Swap
V27,API RST V2.6, SPv2.4 8/17/2021 Replacement notice for Repo and Reverse Repo (TOMO) APIs
Methods
Added new beta APIs for Repo and Reverse Repo (TOMO)
Added new agency and treasury WAM APIs
V28,API RST V2.7, SPv2.5 9/17/2021 Added new APIs for Repo and Reverse Repo
Remove Repo and Reverse Repo (TOMO) SOAP APIs