Federal Reserve Markets (Independent Publisher) (Preview)
The New York Federal Reserve's Markets Data API offers real-time data on various financial operations, including Treasury securities, agency mortgage-backed securities, and securities lending activities, sourced directly from the New York Fed
This connector is available in the following products and regions:
| Service | Class | Regions |
|---|---|---|
| Copilot Studio | Premium | All Power Automate regions except the following: - US Government (GCC) - US Government (GCC High) - China Cloud operated by 21Vianet - US Department of Defense (DoD) |
| Logic Apps | Standard | All Logic Apps regions except the following: - Azure Government regions - Azure China regions - US Department of Defense (DoD) |
| Power Apps | Premium | All Power Apps regions except the following: - US Government (GCC) - US Government (GCC High) - China Cloud operated by 21Vianet - US Department of Defense (DoD) |
| Power Automate | Premium | All Power Automate regions except the following: - US Government (GCC) - US Government (GCC High) - China Cloud operated by 21Vianet - US Department of Defense (DoD) |
| Contact | |
|---|---|
| Name | Dan Romano |
| URL | https://developments.substack.com |
| [email protected] |
| Connector Metadata | |
|---|---|
| Publisher | Dan Romano |
| Website | https://markets.newyorkfed.org/ |
| Privacy Policy | https://www.newyorkfed.org/privacy |
| Categories | Finance;Data |
Throttling Limits
| Name | Calls | Renewal Period |
|---|---|---|
| API calls per connection | 100 | 60 seconds |
Actions
| Retrieve AMBS operations based on parameters |
Fetches Agency Mortgage-Backed Securities (AMBS) operations with the specified parameters. |
| Retrieve Securities Lending operations based on parameters |
Fetches Securities Lending operations with the specified parameters. |
| Retrieve Treasury Securities operations based on parameters |
Fetches Treasury Securities operations with the specified parameters. |
Retrieve AMBS operations based on parameters
Fetches Agency Mortgage-Backed Securities (AMBS) operations with the specified parameters.
Parameters
| Name | Key | Required | Type | Description |
|---|---|---|---|---|
|
Type of AMBS operation.
|
operation | True | string |
The type of operation to retrieve. |
|
Status of the AMBS operation.
|
status | True | string |
The status of the operation to retrieve. |
|
Response detail level.
|
include | True | string |
The level of details to include in the response. |
|
Response format.
|
format | True | string |
The format of the response data. |
Returns
| Name | Path | Type | Description |
|---|---|---|---|
|
auctions
|
ambs.auctions | array of AMBSOperation |
Retrieve Securities Lending operations based on parameters
Fetches Securities Lending operations with the specified parameters.
Parameters
| Name | Key | Required | Type | Description |
|---|---|---|---|---|
|
Type of Securities Lending operation.
|
operation | True | string |
The type of operation to retrieve. |
|
Response detail level.
|
include | True | string |
The level of details to include in the response. |
|
Response format.
|
format | True | string |
The format of the response data. |
Returns
| Name | Path | Type | Description |
|---|---|---|---|
|
operations
|
seclending.operations | array of SecuritiesLendingOperation |
Retrieve Treasury Securities operations based on parameters
Fetches Treasury Securities operations with the specified parameters.
Parameters
| Name | Key | Required | Type | Description |
|---|---|---|---|---|
|
Type of Treasury operation.
|
operation | True | string |
The type of operation to retrieve. |
|
Status of the Treasury operation.
|
status | True | string |
The status of the operation to retrieve. |
|
Response detail level.
|
include | True | string |
The level of details to include in the response. |
|
Response format.
|
format | True | string |
The format of the response data. |
Returns
| Name | Path | Type | Description |
|---|---|---|---|
|
auctions
|
treasury.auctions | array of TreasurySecuritiesOperation |
Definitions
AMBSOperation
| Name | Path | Type | Description |
|---|---|---|---|
|
auctionStatus
|
auctionStatus | string |
Status of the auction. |
|
operationId
|
operationId | string |
Unique identifier for the operation. |
|
operationDate
|
operationDate | date |
Date of the operation. |
|
operationType
|
operationType | string |
Type of the operation. |
|
operationDirection
|
operationDirection | string |
Direction of the operation (e.g., Purchase, Sale). |
|
method
|
method | string |
Method of auction pricing. |
|
releaseTime
|
releaseTime | string |
Time when results were released. |
|
closeTime
|
closeTime | string |
Time when auction closed. |
|
classType
|
classType | string |
Class type of the auction. |
|
totalAmtSubmittedPar
|
totalAmtSubmittedPar | string |
Total submitted amount in par value. |
|
totalAmtAcceptedPar
|
totalAmtAcceptedPar | string |
Total accepted amount in par value. |
|
settlementDate
|
settlementDate | date |
Settlement date of the auction. |
|
lastUpdated
|
lastUpdated | string |
Last updated timestamp. |
|
note
|
note | string |
Additional notes. |
|
details
|
details | array of object | |
|
inclusionExclusionFlag
|
details.inclusionExclusionFlag | string |
Flag indicating inclusion or exclusion. |
|
securityDescription
|
details.securityDescription | string |
Description of the security. |
|
amtAcceptedPar
|
details.amtAcceptedPar | string |
Accepted amount in par value. |
TreasurySecuritiesOperation
| Name | Path | Type | Description |
|---|---|---|---|
|
operationId
|
operationId | string |
Unique identifier for the operation. |
|
auctionStatus
|
auctionStatus | string |
Status of the auction. |
|
operationType
|
operationType | string |
Type of the operation. |
|
operationDate
|
operationDate | date |
Date of the operation. |
|
settlementDate
|
settlementDate | date |
Settlement date of the auction. |
|
maturityRangeStart
|
maturityRangeStart | date |
Start date of maturity range. |
|
maturityRangeEnd
|
maturityRangeEnd | date |
End date of maturity range. |
|
operationDirection
|
operationDirection | string |
Direction of the operation. |
|
auctionMethod
|
auctionMethod | string |
Auction method used. |
|
releaseTime
|
releaseTime | string |
Time when results were released. |
|
closeTime
|
closeTime | string |
Time when auction closed. |
|
totalParAmtSubmitted
|
totalParAmtSubmitted | string |
Total submitted amount in par value. |
|
totalParAmtAccepted
|
totalParAmtAccepted | string |
Total accepted amount in par value. |
|
lastUpdated
|
lastUpdated | string |
Last updated timestamp. |
|
note
|
note | string |
Additional notes. |
|
details
|
details | array of object | |
|
inclusionIndicator
|
details.inclusionIndicator | string |
Indicator for inclusion or exclusion. |
|
cusip
|
details.cusip | string |
CUSIP number of the security. |
|
securityDescription
|
details.securityDescription | string |
Description of the security. |
|
parAmountAccepted
|
details.parAmountAccepted | string |
Accepted par amount. |
|
weightedAvgAccptPrice
|
details.weightedAvgAccptPrice | string |
Weighted average accepted price. |
|
leastFavoriteAccptPrice
|
details.leastFavoriteAccptPrice | string |
Least favorite accepted price. |
|
percentAllottedleastFavoriteAccptPrice
|
details.percentAllottedleastFavoriteAccptPrice | string |
Percentage allotted at least favorite accepted price. |
SecuritiesLendingOperation
| Name | Path | Type | Description |
|---|---|---|---|
|
operationId
|
operationId | string |
Unique identifier for the operation. |
|
auctionStatus
|
auctionStatus | string |
Status of the auction. |
|
operationType
|
operationType | string |
Type of the operation. |
|
operationDate
|
operationDate | date |
Date of the operation. |
|
settlementDate
|
settlementDate | date |
Settlement date of the auction. |
|
maturityDate
|
maturityDate | date |
Maturity date of the operation. |
|
releaseTime
|
releaseTime | string |
Time when results were released. |
|
closeTime
|
closeTime | string |
Time when auction closed. |
|
lastUpdated
|
lastUpdated | string |
Last updated timestamp. |
|
note
|
note | string |
Additional notes. |
|
totalParAmtSubmitted
|
totalParAmtSubmitted | integer |
Total submitted amount in par value. |
|
totalParAmtAccepted
|
totalParAmtAccepted | integer |
Total accepted amount in par value. |
|
totalParAmtExtended
|
totalParAmtExtended | integer |
Total extended amount in par value. |
|
details
|
details | array of object | |
|
cusip
|
details.cusip | string |
CUSIP number of the security. |
|
securityDescription
|
details.securityDescription | string |
Description of the security. |
|
parAmtSubmitted
|
details.parAmtSubmitted | integer |
Submitted par amount. |
|
parAmtAccepted
|
details.parAmtAccepted | integer |
Accepted par amount. |
|
parAmtExtended
|
details.parAmtExtended | integer |
Extended par amount. |
|
weightedAverageRate
|
details.weightedAverageRate | float |
Weighted average rate. |
|
somaHoldings
|
details.somaHoldings | integer |
SOMA holdings. |
|
theoAvailToBorrow
|
details.theoAvailToBorrow | integer |
Theoretical available to borrow. |
|
actualAvailToBorrow
|
details.actualAvailToBorrow | integer |
Actual available to borrow. |
|
outstandingLoans
|
details.outstandingLoans | integer |
Outstanding loans. |