Alternatively, the US Treasury H-15 rates are available for automated download
from the Fed's website, with a few days' delay. You can download a long
historical dataset from the following:
http://www.federalreserve.gov/datadownload/Choose.aspx?rel=H15 .
and update the latest using a link at the following site:
http://www.federalreserve.gov/datadownload/Download.aspx?rel=H15&series=bf17364827e38702b42a58cf8eaa3f78&filetype=csv&label=include&layout=seriescolumn&lastObs=7
Information about setting that up are at:
http://www.federalreserve.gov/datadownload/help/default.htm#systems
-----Original Message-----
From: R-SIG-Finance [mailto:[email protected]] On Behalf Of G
See
Sent: Sunday, October 11, 2015 9:18 PM
To: Mahmoud Shammaa <[email protected]>
Cc: r-sig-finance <[email protected]>
Subject: Re: [R-SIG-Finance] Reading the GSW spot rates from fed 2006 website
It might be easier to work with the .xls file that you can download from a link
on this page:
http://www.federalreserve.gov/pubs/feds/2006/200628/200628abs.html
hope it helps,
Garrett
On Sun, Oct 11, 2015 at 5:02 PM, Mahmoud Shammaa <[email protected]> wrote:
> Hello,
> Does anyone have any tips or suggestions regarding reading the rates
> that Gurkaynak, Sack and Wright are updating on this website:
> http://www.federalreserve.gov/econresdata/researchdata/feds200628_1.ht
> ml While I know how to scrape an html page the issue is that they have
> the pages going from oldest to newest so It is not easily apparent
> where the latest data is:
> As of right now it is on page 29...
> http://www.federalreserve.gov/econresdata/researchdata/feds200628_29.h
> tml
> .
>
> the problem is that this will change
> What is even more frustrating that if you go to
> http://www.federalreserve.gov/econresdata/researchdata/feds200628_30.h
> tml data exists but it is not clear in what sequence ... it seems to
> be draft data..
>
> So I am not sure if anyone on this list has recommendations regarding
> unruly webpages ..
>
> Thanks,
> Mido Shammaa
>
> [[alternative HTML version deleted]]
>
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