Benchmark rates

SOFR, EUR STR, SONIA and SARON fixings.

Operation	Summary
`GET /v1/rates/benchmarks`	List the benchmark rates
`GET /v1/rates/benchmarks/{benchmark_id}`	Get a benchmark rate
`GET /v1/rates/benchmarks/{benchmark_id}/latest`	Get the latest fixing of a benchmark
`GET /v1/rates/benchmarks/{benchmark_id}/observations`	List the fixings of a benchmark

`GET /v1/rates/benchmarks`

List the benchmark rates

The overnight benchmark rates: SOFR (USD), EUR STR, SONIA (GBP) and SARON (CHF).

data describes each benchmark: its id (use it in the other endpoints), administrator, currency, tenor, day-count convention, whether it is secured, when and where the fixing is published, and the business-day calendar it follows.


Authentication	an API key, where the server requires one
Operation id	`benchmarks_v1_rates_benchmarks_get`

Parameters

In	Name	Type	Required	Description
query	`currency`	string or null		Only benchmarks in this currency, ISO 4217, case-insensitive, e.g. 'USD'. Default: all.
query	`dataset_version`	string or null		Pin the response to an archived dataset version (git SHA). Defaults to the current version. Also accepted as the X-Dataset-Version header. The version that answered is in meta.dataset_version; an archived version that does not exist gives 404.

Example request

curl "$DATAVNEXT_URL/v1/rates/benchmarks" \
  -H "X-API-Key: $DATAVNEXT_KEY"

Responses

Status	Meaning	Body
200	OK	`Envelope_list_Benchmark__`
401	Missing or invalid API key.	`Error`
404	Nothing found for the identifier, or the pinned `dataset_version` is not archived.	`Error`
422	The request is invalid: `{"detail": "…"}` for a rule the service checks, or FastAPI's `{"detail": [{"loc", "msg", "type"}]}` for a malformed parameter or body.	`HTTPValidationError`

Example response (shape)

{
  "data": [
    {
      "sources": [
        null
      ],
      "id": "string",
      "name": "string",
      "currency": "string",
      "administrator": "string",
      "tenor": "string",
      "day_count": "30/360",
      "secured": true,
      "publication": "string",
      "ingest_source": "string",
      "calendar": "string"
    }
  ],
  "meta": {
    "dataset_version": "string",
    "as_of": "2026-09-21",
    "known_at": "2026-09-21",
    "sources": [
      {
        "authority": null,
        "url": null,
        "reference": null,
        "verified_at": null,
        "kind": null
      }
    ],
    "notes": [
      "string"
    ]
  }
}

`GET /v1/rates/benchmarks/{benchmark_id}`

Get a benchmark rate

One benchmark's definition and sources: administrator, day count, publication time.

It does not return fixings; use /observations or /latest for the values. 404 for an unknown benchmark id.


Authentication	an API key, where the server requires one
Operation id	`benchmark_v1_rates_benchmarks__benchmark_id__get`

Parameters

In	Name	Type	Required	Description
path	`benchmark_id`	string	yes	Benchmark id: 'sofr', 'estr', 'sonia' or 'saron' (see GET /v1/rates/benchmarks).
query	`dataset_version`	string or null		Pin the response to an archived dataset version (git SHA). Defaults to the current version. Also accepted as the X-Dataset-Version header. The version that answered is in meta.dataset_version; an archived version that does not exist gives 404.

Example request

curl "$DATAVNEXT_URL/v1/rates/benchmarks/sofr" \
  -H "X-API-Key: $DATAVNEXT_KEY"

Responses

Status	Meaning	Body
200	OK	`Envelope_Benchmark_`
401	Missing or invalid API key.	`Error`
404	Nothing found for the identifier, or the pinned `dataset_version` is not archived.	`Error`
422	The request is invalid: `{"detail": "…"}` for a rule the service checks, or FastAPI's `{"detail": [{"loc", "msg", "type"}]}` for a malformed parameter or body.	`HTTPValidationError`

Example response (shape)

{
  "data": {
    "sources": [
      {
        "authority": null,
        "url": null,
        "reference": null,
        "verified_at": null,
        "kind": null
      }
    ],
    "id": "string",
    "name": "string",
    "currency": "string",
    "administrator": "string",
    "tenor": "string",
    "day_count": "30/360",
    "secured": true,
    "publication": "string",
    "ingest_source": "string",
    "calendar": "string"
  },
  "meta": {
    "dataset_version": "string",
    "as_of": "2026-09-21",
    "known_at": "2026-09-21",
    "sources": [
      {
        "authority": null,
        "url": null,
        "reference": null,
        "verified_at": null,
        "kind": null
      }
    ],
    "notes": [
      "string"
    ]
  }
}

`GET /v1/rates/benchmarks/{benchmark_id}/latest`

Get the latest fixing of a benchmark

The most recent fixing of a benchmark, optionally as of a date.

data.value is the rate in percent per annum as a decimal string and data.date the day it was published for. meta.as_of repeats the as_of parameter (null when omitted). 404 for an unknown benchmark id or when no fixing is stored on or before the date.


Authentication	an API key, where the server requires one
Operation id	`latest_v1_rates_benchmarks__benchmark_id__latest_get`

Parameters

In	Name	Type	Required	Description
path	`benchmark_id`	string	yes	Benchmark id: 'sofr', 'estr', 'sonia' or 'saron' (see GET /v1/rates/benchmarks).
query	`as_of`	string (date) or null		Latest fixing on or before this date (ISO 8601). Defaults to the most recent fixing stored.
query	`dataset_version`	string or null		Pin the response to an archived dataset version (git SHA). Defaults to the current version. Also accepted as the X-Dataset-Version header. The version that answered is in meta.dataset_version; an archived version that does not exist gives 404.

Example request

curl "$DATAVNEXT_URL/v1/rates/benchmarks/sofr/latest" \
  -H "X-API-Key: $DATAVNEXT_KEY"

Responses

Status	Meaning	Body
200	OK	`Envelope_RateObservation_`
401	Missing or invalid API key.	`Error`
404	Nothing found for the identifier, or the pinned `dataset_version` is not archived.	`Error`
422	The request is invalid: `{"detail": "…"}` for a rule the service checks, or FastAPI's `{"detail": [{"loc", "msg", "type"}]}` for a malformed parameter or body.	`HTTPValidationError`

Example response (shape)

{
  "data": {
    "benchmark_id": "sofr",
    "date": "2026-09-25",
    "value": "3.9",
    "source": "nyfed"
  },
  "meta": {
    "dataset_version": "3f2a9c1b7d4e",
    "sources": [
      {
        "authority": "Federal Reserve Bank of New York",
        "url": "https://www.newyorkfed.org/markets/reference-rates/sofr",
        "reference": "SOFR reference rate",
        "verified_at": "2026-09-29",
        "kind": "official"
      }
    ],
    "notes": []
  }
}

`GET /v1/rates/benchmarks/{benchmark_id}/observations`

List the fixings of a benchmark

Daily fixings of a benchmark between two dates.

data has one row per publication day, oldest first: value is the rate in percent per annum as a decimal string (3.87 means 3.87%). Days with no publication (weekends, holidays) have no row. The window is at most about 10 years. 404 for an unknown benchmark id; 422 when start is after end or the range is longer than 10 years (use the bulk exports for more).


Authentication	an API key, where the server requires one
Operation id	`observations_v1_rates_benchmarks__benchmark_id__observations_get`

Parameters

In	Name	Type	Required	Description
path	`benchmark_id`	string	yes	Benchmark id: 'sofr', 'estr', 'sonia' or 'saron' (see GET /v1/rates/benchmarks).
query	`start`	string (date) or null		First fixing date to include (ISO 8601, inclusive). Defaults to 30 days before `end`.
query	`end`	string (date) or null		Last fixing date to include (ISO 8601, inclusive). Defaults to today.
query	`dataset_version`	string or null		Pin the response to an archived dataset version (git SHA). Defaults to the current version. Also accepted as the X-Dataset-Version header. The version that answered is in meta.dataset_version; an archived version that does not exist gives 404.

Example request

curl "$DATAVNEXT_URL/v1/rates/benchmarks/sofr/observations" \
  -H "X-API-Key: $DATAVNEXT_KEY"

Responses

Status	Meaning	Body
200	OK	`Envelope_list_RateObservation__`
401	Missing or invalid API key.	`Error`
404	Nothing found for the identifier, or the pinned `dataset_version` is not archived.	`Error`
422	The request is invalid: `{"detail": "…"}` for a rule the service checks, or FastAPI's `{"detail": [{"loc", "msg", "type"}]}` for a malformed parameter or body.	`HTTPValidationError`

Example response (shape)

{
  "data": [
    {
      "benchmark_id": "sofr",
      "date": "2026-09-21",
      "value": "3.85",
      "source": "nyfed"
    },
    {
      "benchmark_id": "sofr",
      "date": "2026-09-22",
      "value": "3.87",
      "source": "nyfed"
    }
  ],
  "meta": {
    "dataset_version": "3f2a9c1b7d4e",
    "sources": [
      {
        "authority": "Federal Reserve Bank of New York",
        "url": "https://www.newyorkfed.org/markets/reference-rates/sofr",
        "reference": "SOFR reference rate",
        "verified_at": "2026-09-29",
        "kind": "official"
      }
    ],
    "notes": []
  }
}

Schemas

`Benchmark`

Field	Type	Required	Description
`sources`	array of `Source`	yes	Where the rules come from (at least one), e.g. the authority's page. (min items 1)
`id`	string	yes	Benchmark id used in the URLs, e.g. 'sofr'. (pattern `^[a-z0-9_]+$`)
`name`	string	yes	Official name, e.g. 'Secured Overnight Financing Rate'.
`currency`	string	yes	ISO 4217 code of the currency the rate is for.
`administrator`	string	yes	The body that calculates and publishes the rate.
`tenor`	string	yes	'ON' for overnight rates.
`day_count`	`"30/360"` \| `"ACT/360"` \| `"ACT/365F"` \| `"ACT/ACT"`	yes	Day-count convention for accruing interest at this rate.
`secured`	boolean	yes	True if the rate is based on secured (collateralised) funding.
`publication`	string	yes	When and where the fixing is published.
`ingest_source`	string or null		Ingest connector id that maintains this series.
`calendar`	string or null		Business-day calendar the fixing follows (see /v1/calendars), e.g. 'eu.target2' for €STR.

`Envelope_Benchmark_`

Field	Type	Required	Description
`data`	`Benchmark`	yes
`meta`	`Meta`	yes

`Envelope_RateObservation_`

Field	Type	Required	Description
`data`	`RateObservation`	yes
`meta`	`Meta`	yes

`Envelope_list_Benchmark__`

Field	Type	Required	Description
`data`	array of `Benchmark`	yes
`meta`	`Meta`	yes

`Envelope_list_RateObservation__`

Field	Type	Required	Description
`data`	array of `RateObservation`	yes
`meta`	`Meta`	yes

`RateObservation`

Field	Type	Required	Description
`benchmark_id`	string	yes	The benchmark this fixing belongs to.
`date`	string (date)	yes	The day the fixing is for (ISO 8601).
`value`	string	yes	Percent per annum, as a decimal string (3.87 is 3.87%). (pattern `^(?!^[-+.]$)[+-]?0\d\.?\d$`)
`source`	string	yes	Ingest source the value came from, e.g. 'nyfed'.