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Anyone have a good place to find interest rate swaption implied volatility data? Does Bloomberg's python API allow access?

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CME publishes its volatility surface daily on their FTP: CME Vol Surface.

Unfortunately I know of no open APIs that would get you historical data. I'd recommend looking at Barclays Live or Morgan Markets if you don't have access to Bloomberg (volatilty data quality is higher on these dealer sites anyways).

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