DAY 6 EVENT-STUDY TEACHING DATA

day06_fedfunds_daily_teaching.csv
  A small, illustrative daily settlement series for the October 2024
  30-Day Federal Funds futures contract (ZQV24). The series is constructed
  for teaching and is NOT an official CME settlement extract. Values obey
  the CME quotation convention and minimum-price grid so students can learn
  quote-to-rate conversion and daily event-window logic without a live feed.

Historical fact used in the exercise
  On 18 September 2024 the FOMC lowered the target range by 50 basis points.
  The statement was released at 14:00 ET. Source:
  https://www.federalreserve.gov/newsevents/pressreleases/monetary20240918a.htm

Contract convention and settlement references
  https://www.cmegroup.com/markets/interest-rates/stirs/30-day-federal-fund.html
  https://www.cmegroup.com/market-data/settlements/files/30-day-fed-fund-futures-daily-settlement-procedure.pdf

The synthetic one-minute series is generated inside the notebook with a fixed
random seed. It separates a policy signal, a later contaminating communication
event, and microstructure noise so every student obtains identical results.
