Automatic feed for SOFR Forward Curve

  • 26 March 2024
  • 1 reply

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 27 March 2024, 09:48

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Userlevel 6
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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