Dataframe: finm-32800/case_study_fedwatch:fed_funds_futures - 30-Day Fed Funds Futures Daily Bars (Databento)

Daily bars from Databento’s GLBX.MDP3 dataset (schema ohlcv-1d, parent symbol ZQ.FUT). Includes outright monthly contracts and calendar spreads; filter with fedwatch.filter_outright_contracts. Prices are in index points; the implied average fed funds rate for a contract month is 100 minus the price. Refresh with doit forget pull && doit.

DataFrame Glimpse

Rows: 11829
Columns: 7
$ date   <datetime[ns]> 2026-10-09 00:00:00
$ symbol          <str> 'ZQZ6-ZQN7'
$ open            <f64> 50.0
$ high            <f64> 54.0
$ low             <f64> 50.0
$ close           <f64> 54.0
$ volume          <u64> 21

Dataframe Manifest

Dataframe Name	30-Day Fed Funds Futures Daily Bars (Databento)
Dataframe ID	fed_funds_futures
Sources
Providers
Provider Links
Tags	Monetary Policy, Futures, Databento
Access Types
How is data pulled?	Databento Historical API via src/pull_fed_funds_futures.py (cost-guarded)
Data available up to (min)	2026-10-09 00:00:00
Data available up to (max)	2026-10-09 00:00:00
Dataframe Path	/home/runner/work/case_study_fedwatch/case_study_fedwatch/_data/fed_funds_futures.parquet

Linked Charts:

• finm-32800/case_study_fedwatch:fedwatch_latest_forecast

Pipeline Manifest

Pipeline Name	Case Study - FedWatch Replication
Pipeline ID	finm-32800/case_study_fedwatch
Maintainer	Jeremiah Bejarano
Contributors	Jeremiah Bejarano
Repository
Pipeline Web Page	Pipeline Web Page
Date of Last Code Update	2026-10-11 09:37:36
OS Compatibility	Windows, Linux, macOS
Linked Dataframes	finm-32800/case_study_fedwatch:fed_funds_futures

Build Commands:

doit