Rates and curve

Every listed SOFR and fed funds contract, priced now and a year ago

Changed on

The whole quoted strip on both lanes: three-month SOFR futures and 30-day fed funds futures, every contract with the rate it implies now, six months ago and twelve months ago, which quarters it covers, which FOMC decisions fall inside it, and the pack it belongs to. Use it to see how the market's view of the path has moved rather than only where it sits. These are traded prices, but the same numbers are published on the public rate path page, so this answers on every tier, including keyless, and is never delayed.

get/v1/rate-path

Request

  • Base URL: https://api.helious.io
  • URL: https://api.helious.io/v1/rate-path
  • Auth: one of:
    • none
    • HTTP bearer

Query parameters

lanestring

One lane only: sr3 for three-month SOFR, ff for fed funds. Omit for both.

historyboolean

Add each contract's own daily run of implied rates.

daysinteger

Days of that daily run to include when history is true.

freshboolean

Not on Pro or Ultimate? Add fresh=1 to this request and this one call answers live (news, prints, auctions, boards and prices at the live instant) for 5 credits. Left out, Free, Squawk and Starter get the answer 60 minutes behind for 1 credit. With fewer than 5 credits left the live call is refused with out_of_credits and nothing is charged; the same call without the flag still answers for 1. Accepted and free on Pro and Ultimate, where the view is already live. Ignored without a key: a free account key has the flag. Over MCP the same flag is fresh: true in the tool's arguments.

Response

summary + source + data + meta envelope

summarystring

The answer as a sentence, with the numbers in it. Identical to the sentence the matching MCP tool returns.

dataobject

The dataset itself.

metaobject

When it was true, and what your plan allows.

plan_limitobject

Present only when your plan moved the window. Says this is a plan limit rather than missing data, what Helious holds behind it, and the exact step to relay to the person you work for.

Example response

{
  "source": {
    "name": "Helious",
    "cite_as": "Helious, https://helious.io/auctions"
  }
}

Changes

  • 06bada17ad7aRevision changes
    • info

      added the new optional query request parameter fresh

    • info

      added the non-success response with the status