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I'm looking to pull in the FEDFUNDS rate data into an algorithm. What's a good way to do that? I didn't see it in the FRED Data docs
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Demid Fedorov
Hi Jam, via FRED API; just be careful to use a proper delay to avoid lookahead bias when you pull this data. For instance, data that updates monthly is pulled from FRED as though it were available on the first day of the month for which that data is relevant, whereas in reality it becomes available about 25 days after the month ends. So you need to add a ~50-day delay there.Â
Jam
I'm seeing this error when I try to pull FRED data via their API:
HTTPSConnectionPool(host='api.stlouisfed.org', port=443): Max retries exceeded with url: /fred/series/observations?series_id=FEDFUNDS&api_key=my_key&file_type=json&observation_start=2022-01-03&observation_end=2022-01-03 (Caused by ProxyError('Cannot connect to proxy.', OSError('Tunnel connection failed: 403 Forbidden')))
Here's how I'm calling it:
url=f"https://api.stlouisfed.org/fred/series/observations?series_id=FEDFUNDS&api_key={api_key}&file_type=json&observation_start={date}&observation_end={date}"
response = requests.get(url)
data = response.json()
Any ideas on how to resolve the error?
Jam
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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