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Automatic feed for SOFR Forward Curve

  • March 26, 2024
  • 1 reply
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I am looking to find a way to setup an automatic feed for 1-month SOFR future rates in order to better forecast variable interest rates. Does anyone have any experience with this or have any recommendations?

Best answer by Nathan

Hey Shane,

 

Pigment can import any kind of data, these rates in the same way as what you have already loaded (start with a CSV, then push with API).

You need to find/have access to a source that provides an API for this data. I’ll be happy to help here how to load it once you have that

1 reply

Nathan
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  • March 27, 2024

Hey Shane,

 

Pigment can import any kind of data, these rates in the same way as what you have already loaded (start with a CSV, then push with API).

You need to find/have access to a source that provides an API for this data. I’ll be happy to help here how to load it once you have that