> For the complete documentation index, see [llms.txt](https://bluegamma.io/documentation/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://bluegamma.io/documentation/integrations/api/how-to-guides/fetching-fixing-rates.md).

# Fetching Fixing Rates

Fixings are the **official published rates** for benchmark indices—the actual rates that reset floating-rate instruments. Use the `/fixing` endpoint to retrieve the latest or historical fixing for any supported index.

***

## Example: Get Latest Fixing

```python
import requests

url = "https://api.bluegamma.io/v1/fixing"
headers = {"x-api-key": "your_api_key"}

params = {
    "index": "SOFR"
}

response = requests.get(url, headers=headers, params=params)
print(response.json())
```

```bash
curl -X GET "https://api.bluegamma.io/v1/fixing?index=SOFR" \
  -H "x-api-key: your_api_key_here"
```

**Response:**

```json
{
  "index": "SOFR",
  "valuation_date": "2025-12-17",
  "fixing_rate": 4.35,
  "fixing_date": "2025-12-16"
}
```

| Field            | Description                                        |
| ---------------- | -------------------------------------------------- |
| `index`          | The benchmark index requested                      |
| `valuation_date` | The date you requested (or today if not specified) |
| `fixing_rate`    | The published rate as a percentage                 |
| `fixing_date`    | The date the fixing was actually published         |

{% hint style="info" %}
**Why are `valuation_date` and `fixing_date` different?** Fixings are typically published one business day after the rate is observed. If you request the fixing for a Monday, the `fixing_date` might be the previous Friday. For per-index timing, see [When Are Fixings Available?](/documentation/reference/when-are-fixings-available.md)
{% endhint %}

***

## Historical Fixings

Add `valuation_date` to retrieve the fixing as of a specific date:

```python
params = {
    "index": "SOFR",
    "valuation_date": "2024-06-30"
}

response = requests.get(url, headers=headers, params=params)
print(response.json())
```

```bash
curl -X GET "https://api.bluegamma.io/v1/fixing?index=SOFR&valuation_date=2024-06-30" \
  -H "x-api-key: your_api_key_here"
```

**Response:**

```json
{
  "index": "SOFR",
  "valuation_date": "2024-06-30",
  "fixing_rate": 5.33,
  "fixing_date": "2024-06-28"
}
```

***

## Available Fixing Indices

### Overnight Risk-Free Rates (RFRs)

| Index   | Currency | Description                          |
| ------- | -------- | ------------------------------------ |
| `SOFR`  | USD      | Secured Overnight Financing Rate     |
| `SONIA` | GBP      | Sterling Overnight Index Average     |
| `ESTR`  | EUR      | Euro Short-Term Rate                 |
| `CORRA` | CAD      | Canadian Overnight Repo Rate Average |
| `SARON` | CHF      | Swiss Average Rate Overnight         |
| `TONAR` | JPY      | Tokyo Overnight Average Rate         |

### Term Rates (IBORs)

| Index        | Currency | Description                         |
| ------------ | -------- | ----------------------------------- |
| `1M EURIBOR` | EUR      | 1-Month Euro Interbank Offered Rate |
| `3M EURIBOR` | EUR      | 3-Month Euro Interbank Offered Rate |
| `6M EURIBOR` | EUR      | 6-Month Euro Interbank Offered Rate |

### Central Bank Policy Rates

| Index                       | Currency | Description                          |
| --------------------------- | -------- | ------------------------------------ |
| `Fed Funds`                 | USD      | Federal Funds Target Rate            |
| `ECB Main Refinancing Rate` | EUR      | ECB Main Refinancing Operations Rate |
| `BOE Bank Rate`             | GBP      | Bank of England Official Bank Rate   |

For a complete list, see [Available Indices](/documentation/integrations/available-indices.md).

***

## Use Cases

### Verifying a Loan Reset

Check what rate your floating-rate loan reset at on a specific date:

```python
# What was 6M EURIBOR on the reset date?
params = {
    "index": "6M EURIBOR",
    "valuation_date": "2024-09-15"
}

response = requests.get(url, headers=headers, params=params)
fixing = response.json()
print(f"Loan reset at {fixing['fixing_rate']}% on {fixing['fixing_date']}")
```

```bash
curl -X GET "https://api.bluegamma.io/v1/fixing?index=6M%20EURIBOR&valuation_date=2024-09-15" \
  -H "x-api-key: your_api_key_here"
```

### Building a Fixing History

Fetch fixings over a date range for analysis:

```python
from datetime import date, timedelta

fixings = []
current = date(2024, 1, 1)
end = date(2024, 12, 31)

while current <= end:
    params = {
        "index": "SOFR",
        "valuation_date": current.isoformat()
    }
    response = requests.get(url, headers=headers, params=params)
    if response.status_code == 200:
        data = response.json()
        fixings.append({
            "date": data["fixing_date"],
            "rate": data["fixing_rate"]
        })
    current += timedelta(days=1)
```

{% hint style="warning" %}
**Rate Limiting:** For bulk historical data, consider using `/historical_swap_rates` instead of looping through individual `/fixing` calls.
{% endhint %}

***

## Common Questions

### What's the difference between a fixing and a forward rate?

* **Fixing:** The actual published rate for a past or current date
* **Forward rate:** A market-implied rate for a future period, derived from the swap curve

### Why is my fixing rate different from what I see elsewhere?

Fixings are typically published at a specific time each day. Small differences may occur due to:

* Rounding conventions
* Publication time differences
* Source data timing

### Can I get intraday fixings?

No. Fixings are official end-of-day rates published by benchmark administrators. For intraday data, use forward rates or swap rates with `valuation_time`.

***

**Need an API key?**\
📩 <support@bluegamma.io> | 📅 [Book a call](https://app.lemcal.com/@alivohra/website-demo?back=1)


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