I'd like to backtest a certain ES trading strategy which would only run on the days when the FOMC (Federal Open Markets Committee) announcements are made. For that, I need to know all the FOMC days back to 2009. As I understand it, currently FOMC meetings occur 8 times a year, and the announcement of decision is made at 2:00 pm EST. Correct? Has this always been the case going back to 2009? Is there some rule or some API which would allow me to programmatically determine if any particular day between 2009 and 2016 was the day of the FOMC announcement? Thanks.
See the list of the FOMC minutes at http://www.marketvolume.com/quotes/economic_report.asp?release=fomc_minutes at http://www.marketvolume.com/quotes/economic_chart.asp?release=fomc_minutes&d=04_09_2014--14-00 you may check the most resent on the S&P 500 chart You may find rate decision dates there as well.