---
title: "Dispersion and volume behind an overnight rate"
method: GET
path: "/macro/money-markets/stress"
tags: ["macro"]
---

# Dispersion and volume behind an overnight rate

`GET /macro/money-markets/stress`

## Request

- Base URL: `https://kresmion.com/v1`
- URL: `https://kresmion.com/v1/macro/money-markets/stress`
- Auth: HTTP bearer

THE STRESS READ IS THE WIDTH, NOT THE LEVEL. The 1st-to-99th percentile width of the transactions behind a print says how far the worst borrower paid over the best, which a median cannot show. Only the overnight rates the New York Fed calculates from transactions have one; every administered rate and every bill returns no_data.

## Query parameters

- `rate` string: Overnight rate key: sofr, effr, obfr, bgcr, tgcr.
- `start` string, nullable: Inclusive start, YYYY-MM-DD.
- `end` string, nullable: Inclusive end, YYYY-MM-DD.

## Headers

- `authorization` string, nullable

## Response `200`

Successful Response

- object

## Other responses

- `422`: Validation Error

---

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