Obtain Euribor Rates with ECB SDMX Rest API

Question

I need to obtain the euribor rate for 3 months with the ECB SDMX REST API (https://sdw-wsrest.ecb.europa.eu/help/) in node. Which URL should I use?

I tried to use this one:

https://sdw-wsrest.ecb.europa.eu/service/data/EXR/M.EURIBOR.R3.N?startPeriod=2022-02-01&endPeriod=2022-02-28&detail=dataonly

but I get the following error:

Validation error: Mismatch between the number of dimensions used in the series keys (M.EURIBOR.R3.N) and the number of dimensions defined in the data structure definition (5).

Can anyone help me?

Answer 1

For Euribor 3M you can use this endpoint (ECB SDMX Rest API):

https://data-api.ecb.europa.eu/service/data/FM/M.U2.EUR.RT.MM.EURIBOR3MD_.HSTA?lastNObservations=24&detail=dataonly&format=jsondata

They migrated the API from https://sdw-wsrest.ecb.europa.eu to https://data-api.ecb.europa.eu

How to build the url?

(Source https://data.ecb.europa.eu/help/api/data)

1. we need to create this kind of url

   protocol://wsEntryPoint/resource/flowRef/key?parameters

2. protocol is https since 2021

3. wsEntryPoint and it is data-api.ecb.europa.eu

4. resource is data

5. flowRef is the dataflow and you can choose it from https://data.ecb.europa.eu/data/datasets and it's the value of the column "Identifier". Euribor belongs to Financial market data (Other data) that is FM. (Here what I really did to know that Euribor belongs to FM is that I searched for "euribor" in the ECB website, opened the correct chart (this one https://data.ecb.europa.eu/data/datasets/FM/FM.M.U2.EUR.RT.MM.EURIBOR3MD_.HSTA) and whatched its category).

6. key you should defining the dimension values. I was ok with the Euribor 3M chart dimension values (the chart is here: https://data.ecb.europa.eu/data/datasets/FM/FM.M.U2.EUR.RT.MM.EURIBOR3MD_.HSTA) so I used M.U2.EUR.RT.MM.EURIBOR3MD_.HSTA

7. parameters you can add this optionals parameters startPeriod=value&endPeriod=value&updatedAfter=value& firstNObservations=value&lastNObservations=value&detail=value&includeHistory=value . I just used lastNObservations=24&detail=dataonly&format=jsondata . You can find more info about parameters and values here https://data.ecb.europa.eu/help/api/data

Joining those 7 components you will get

https://data-api.ecb.europa.eu/service/data/FM/M.U2.EUR.RT.MM.EURIBOR3MD_.HSTA?lastNObservations=24&detail=dataonly&format=jsondata