Firecrawl Alexandria

CME Group FedWatch and market data

1Request
numberRequired

CME numeric product id, e.g. 305 (30 Day Federal Funds, ZQ), 8462 (Three-Month SOFR, SR3), 8463 (One-Month SOFR, SR1). Discover it with product_search.

5 credits
Codefollows the fields above
const result = await firecrawl.scrape({
  alexandria: {
    provider: "cmegroup-com",
    capability: "fomc-rate-probabilities/contract_specs",
    options: {
      product_id: 305,
    },
  },
});
2Response example

This is a sample shape. Press Run to see live data from CME Group FedWatch and market data.

{
  "codes": {
    "clearing": "41",
    "clearport": "41",
    "globex": "ZQ"
  },
  "contract_unit": "$4,167 x Contract IMM Index",
  "guid": "UPREYPAUSDHX",
  "listed_contracts": [
    {
      "label": "Default",
      "text": "Monthly contracts listed for 60 consecutive months"
    }
  ],
  "minimum_price_fluctuation": [
    {
      "label": "Default",
      "text": "1/2 of one basis point (0.005) = $20.835 Beginning at 5:00 p.m. CT on the Sunday preceding the first business day of the spot month: 1/4 of one basis point (0.0025) = $10.4175"
    }
  ],
  "observed_at_ms": 1790908510938,
  "price_quotation": "Contract IMM Index = 100 minus R R = arithmetic average of daily effective federal funds rates during contract month. E.g., a price quote of 92.75 signifies an average daily rate of 7.25 percent per annum.",
  "product_group": "Interest Rate",
  "product_id": 305,
  "product_name": "30-Day Federal Fund Futures",
  "product_sub_group": "Stirs",
  "settlement_method": "Financially Settled",
  "settlement_procedures": "Expiring contracts are cash settled against the average daily Fed Funds overnight rate for the delivery month, rounded to the nearest one-tenth of one basis point. Final settlement occurs on the first business day following the last trading day. The daily Fed Funds overnight rate is calculated and reported by the Federal Reserve Bank of New York. Settlement Procedures",
  "source_url": "https://www.cmegroup.com/CmeWS/mvc/ContractSpecs/List/productId/305",
  "termination_of_trading": [
    {
      "label": "Default",
      "text": "Trading terminates on the last business day of the contract month."
    }
  ],
  "trading_hours": [
    {
      "label": "CME Globex",
      "text": "Sunday - Friday 6:00 p.m. - 5:00 p.m.ET (5:00 p.m. - 4:00 p.m. CT). Monday - Thursday 5:00 p.m. - 6:00 p.m. ET (4:00 p.m. - 5:00 p.m. CT) daily maintenance period."
    },
    {
      "label": "CME ClearPort",
      "text": "Sunday 5:00 p.m. - Friday 5:45 p.m. CT with no reporting Monday - Thursday from 5:45 p.m. - 6:00 p.m. CT"
    }
  ],
  "underlying": null
}
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