@bitget-ai/getagent-skill 0.2.1 → 0.3.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/.claude-plugin/marketplace.json +15 -4
- package/.claude-plugin/plugin.json +1 -1
- package/VERSION +1 -1
- package/package.json +1 -1
- package/skills/getagent/SKILL.md +169 -6
- package/skills/getagent/examples/btc-ema-cross-demo/backtest.yaml +4 -0
- package/skills/getagent/references/api/confirm.md +59 -0
- package/skills/getagent/references/api/index.md +9 -7
- package/skills/getagent/references/api/publish.md +13 -6
- package/skills/getagent/references/api/run.md +5 -5
- package/skills/getagent/references/api/upload.md +22 -4
- package/skills/getagent/references/backtest-engine.md +82 -152
- package/skills/getagent/references/package-schema.md +31 -8
- package/skills/getagent/references/sdk/backtest/catalog.md +17 -2
- package/skills/getagent/references/sdk/data/arxiv.md +8 -10
- package/skills/getagent/references/sdk/data/catalog.md +3 -8
- package/skills/getagent/references/sdk/data/commodity.md +71 -39
- package/skills/getagent/references/sdk/data/coverage.md +0 -3
- package/skills/getagent/references/sdk/data/crypto.md +1583 -402
- package/skills/getagent/references/sdk/data/currency.md +55 -15
- package/skills/getagent/references/sdk/data/derivatives.md +161 -50
- package/skills/getagent/references/sdk/data/economy.md +911 -259
- package/skills/getagent/references/sdk/data/equity.md +1719 -393
- package/skills/getagent/references/sdk/data/etf.md +550 -64
- package/skills/getagent/references/sdk/data/famafrench.md +38 -50
- package/skills/getagent/references/sdk/data/fixedincome.md +574 -139
- package/skills/getagent/references/sdk/data/imf_utils.md +0 -8
- package/skills/getagent/references/sdk/data/index.md +18 -32
- package/skills/getagent/references/sdk/data/news.md +128 -58
- package/skills/getagent/references/sdk/data/regulators.md +108 -43
- package/skills/getagent/references/sdk/data/sentiment.md +188 -34
- package/skills/getagent/references/sdk/data/uscongress.md +13 -21
- package/skills/getagent/references/sdk/data/web_search.md +3 -7
- package/skills/getagent/references/sdk/data/wikipedia.md +12 -18
- package/skills/getagent/references/sdk.md +14 -5
- package/skills/getagent/scripts/validate.py +109 -3
- package/skills/getagent/scripts/version_check.sh +13 -12
- package/skills/getagent/references/sdk/data/playbook-supported.md +0 -9871
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@@ -36,7 +36,7 @@ are callable through the DataSDK wrapper.
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### `fixedincome.bond_indices`
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```python
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data.fixedincome.bond_indices(start_time=None, end_time=None, index_type='yield', category='us', index='yield_curve', frequency=None, aggregation_method='avg', transform=None
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data.fixedincome.bond_indices(start_time=None, end_time=None, index_type='yield', category='us', index='yield_curve', frequency=None, aggregation_method='avg', transform=None)
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```
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Summary: Bond Indices
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| Endpoint ID | `fixedincome.bond_indices` |
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| HTTP | `GET` |
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| Path | `/inner/v1/agent-data/fixedincome/bond_indices` |
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| Default provider | `fred` |
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| SDK | `supported` |
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| Host | `supported` |
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| Notes | - |
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| `start_time` | `no` | `integer | null` | `-` | Start time of the data as a Unix timestamp in milliseconds. Takes priority over start_date when both are provided. |
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| `end_time` | `no` | `integer | null` | `-` | End time of the data as a Unix timestamp in milliseconds. Takes priority over end_date when both are provided. |
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| `index_type` | `no` | `string` | `yield` | The type of series. OAS is the option-adjusted spread. Default is yield. |
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| `category` | `no` | `string` | `us` | The type of index category. Used in conjunction with 'index', default is 'us'.
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| `index` | `no` | `string` | `yield_curve` | The specific index to query. Used in conjunction with 'category' and 'index_type', default is 'yield_curve'. Possible values are: corporate seasoned_corporate liquid_corporate yield_curve crossover public_sector private_sector non_financial high_grade high_yield liquid_emea emea liquid_asia asia liquid_latam latam liquid_aaa liquid_bbb aaa aa a bbb bb b ccc Multiple comma separated items allowed.
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| `frequency` | `no` | `string | null` | `-` | Frequency aggregation to convert daily data to lower frequency. None = No change a = Annual q = Quarterly m = Monthly w = Weekly d = Daily wef = Weekly, Ending Friday weth = Weekly, Ending Thursday wew = Weekly, Ending Wednesday wetu = Weekly, Ending Tuesday wem = Weekly, Ending Monday wesu = Weekly, Ending Sunday wesa = Weekly, Ending Saturday bwew = Biweekly, Ending Wednesday bwem = Biweekly, Ending Monday
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| `aggregation_method` | `no` | `string` | `avg` | A key that indicates the aggregation method used for frequency aggregation. This parameter has no affect if the frequency parameter is not set, default is 'avg'. avg = Average sum = Sum eop = End of Period
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| `transform` | `no` | `string | null` | `-` | Transformation type None = No transformation chg = Change ch1 = Change from Year Ago pch = Percent Change pc1 = Percent Change from Year Ago pca = Compounded Annual Rate of Change cch = Continuously Compounded Rate of Change cca = Continuously Compounded Annual Rate of Change log = Natural Log
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| `category` | `no` | `string` | `us` | The type of index category. Used in conjunction with 'index', default is 'us'. |
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| `index` | `no` | `string` | `yield_curve` | The specific index to query. Used in conjunction with 'category' and 'index_type', default is 'yield_curve'. Possible values are: corporate seasoned_corporate liquid_corporate yield_curve crossover public_sector private_sector non_financial high_grade high_yield liquid_emea emea liquid_asia asia liquid_latam latam liquid_aaa liquid_bbb aaa aa a bbb bb b ccc Multiple comma separated items allowed. |
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| `frequency` | `no` | `string | null` | `-` | Frequency aggregation to convert daily data to lower frequency. None = No change a = Annual q = Quarterly m = Monthly w = Weekly d = Daily wef = Weekly, Ending Friday weth = Weekly, Ending Thursday wew = Weekly, Ending Wednesday wetu = Weekly, Ending Tuesday wem = Weekly, Ending Monday wesu = Weekly, Ending Sunday wesa = Weekly, Ending Saturday bwew = Biweekly, Ending Wednesday bwem = Biweekly, Ending Monday |
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| `aggregation_method` | `no` | `string` | `avg` | A key that indicates the aggregation method used for frequency aggregation. This parameter has no affect if the frequency parameter is not set, default is 'avg'. avg = Average sum = Sum eop = End of Period |
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| `transform` | `no` | `string | null` | `-` | Transformation type None = No transformation chg = Change ch1 = Change from Year Ago pch = Percent Change pc1 = Percent Change from Year Ago pca = Compounded Annual Rate of Change cch = Continuously Compounded Rate of Change cca = Continuously Compounded Annual Rate of Change log = Natural Log |
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#### Response fields
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| Field | Type | Notes |
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|---|---|---|
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| `date` | `string` | The date of the data. |
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| `symbol` | `string` | Symbol representing the entity requested in the data. |
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| `value` | `number` | Index values. |
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| `maturity` | `string` | The maturity range of the bond index. Only applicable when 'index' is 'yield_curve'. |
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| `title` | `string` | The title of the index. |
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---
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### `fixedincome.corporate.bond_prices`
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```python
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data.fixedincome.corporate.bond_prices(country=None, issuer_name=None, isin=None, lei=None, currency=None, coupon_min=None, coupon_max=None, issued_amount_min=None, issued_amount_max=None, maturity_date_min=None, maturity_date_max=None, issue_date_min=None, issue_date_max=None, last_traded_min=None, use_cache=True
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data.fixedincome.corporate.bond_prices(country=None, issuer_name=None, isin=None, lei=None, currency=None, coupon_min=None, coupon_max=None, issued_amount_min=None, issued_amount_max=None, maturity_date_min=None, maturity_date_max=None, issue_date_min=None, issue_date_max=None, last_traded_min=None, use_cache=True)
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```
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Summary: Bond Prices
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| Endpoint ID | `fixedincome.corporate.bond_prices` |
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| HTTP | `GET` |
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| Path | `/inner/v1/agent-data/fixedincome/corporate/bond_prices` |
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| Default provider | `tmx` |
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| SDK | `supported` |
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| Host | `supported` |
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| Notes | - |
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| `country` | `no` | `string | null` | `-` | The country to get data. Matches partial name. |
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| `issuer_name` | `no` | `string | null` | `-` | Name of the issuer. Returns partial matches and is case insensitive. |
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| `isin` | `no` | `array | string | null` | `-` | accepts array values International Securities Identification Number(s) of the bond(s). Multiple comma separated items allowed
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| `isin` | `no` | `array | string | null` | `-` | accepts array values International Securities Identification Number(s) of the bond(s). Multiple comma separated items allowed |
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| `lei` | `no` | `string | null` | `-` | Legal Entity Identifier of the issuing entity. |
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| `currency` | `no` | `array | string | null` | `-` | accepts array values Currency of the bond. Formatted as the 3-letter ISO 4217 code (e.g. GBP, EUR, USD). |
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| `coupon_min` | `no` | `number | null` | `-` | Minimum coupon rate of the bond. |
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| `issued_amount_max` | `no` | `string | null` | `-` | Maximum issued amount of the bond. |
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| `maturity_date_min` | `no` | `string | null` | `-` | Minimum maturity date of the bond. |
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| `maturity_date_max` | `no` | `string | null` | `-` | Maximum maturity date of the bond. |
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| `issue_date_min` | `no` | `string | null` | `-` | Filter by the minimum original issue date.
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| `issue_date_max` | `no` | `string | null` | `-` | Filter by the maximum original issue date.
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| `last_traded_min` | `no` | `string | null` | `-` | Filter by the minimum last trade date.
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| `use_cache` | `no` | `boolean` | `true` | All bond data is sourced from a single JSON file that is updated daily. The file is cached for one day to eliminate downloading more than once. Caching will significantly speed up subsequent queries. To bypass, set to False.
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| `issue_date_min` | `no` | `string | null` | `-` | Filter by the minimum original issue date. |
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| `issue_date_max` | `no` | `string | null` | `-` | Filter by the maximum original issue date. |
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| `last_traded_min` | `no` | `string | null` | `-` | Filter by the minimum last trade date. |
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| `use_cache` | `no` | `boolean` | `true` | All bond data is sourced from a single JSON file that is updated daily. The file is cached for one day to eliminate downloading more than once. Caching will significantly speed up subsequent queries. To bypass, set to False. |
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#### Response fields
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| Field | Type | Notes |
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| `isin` | `string` | International Securities Identification Number of the bond. |
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| `lei` | `string` | Legal Entity Identifier of the issuing entity. |
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| `figi` | `string` | FIGI of the bond. |
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| `cusip` | `string` | CUSIP of the bond. |
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| `coupon_rate` | `number` | Coupon rate of the bond. |
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| `ytm` | `number` | Yield to maturity (YTM) is the rate of return anticipated on a bond if it is held until the maturity date. |
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| `price` | `number` | The last price for the bond. |
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| `highest_price` | `number` | The highest price for the bond on the last traded date. |
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| `lowest_price` | `number` | The lowest price for the bond on the last traded date. |
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| `total_trades` | `integer` | Total number of trades on the last traded date. |
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| `last_traded_date` | `string` | Last traded date of the bond. |
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| `maturity_date` | `string` | Maturity date of the bond. |
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| `issue_date` | `string` | Issue date of the bond. This is the date when the bond first accrues interest. |
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| `issuer_name` | `string` | Name of the issuing entity. |
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---
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### `fixedincome.corporate.commercial_paper`
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```python
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data.fixedincome.corporate.commercial_paper(start_time=None, end_time=None, maturity='all', category='all', frequency=None, aggregation_method=None, transform=None
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data.fixedincome.corporate.commercial_paper(start_time=None, end_time=None, maturity='all', category='all', frequency=None, aggregation_method=None, transform=None)
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```
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Summary: Commercial Paper
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| Endpoint ID | `fixedincome.corporate.commercial_paper` |
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| HTTP | `GET` |
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| Path | `/inner/v1/agent-data/fixedincome/corporate/commercial_paper` |
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| Default provider | `fred` |
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| SDK | `supported` |
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| Host | `supported` |
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| Notes | - |
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| `start_time` | `no` | `integer | null` | `-` | Start time of the data as a Unix timestamp in milliseconds. Takes priority over start_date when both are provided. |
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| `end_time` | `no` | `integer | null` | `-` | End time of the data as a Unix timestamp in milliseconds. Takes priority over end_date when both are provided. |
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| `maturity` | `no` | `string` | `all` | A target maturity. Multiple comma separated items allowed.
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| `category` | `no` | `string` | `all` | The category of asset. Multiple comma separated items allowed.
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| `frequency` | `no` | `string | null` | `-` | Frequency aggregation to convert daily data to lower frequency. a = Annual q = Quarterly m = Monthly w = Weekly wef = Weekly, Ending Friday weth = Weekly, Ending Thursday wew = Weekly, Ending Wednesday wetu = Weekly, Ending Tuesday wem = Weekly, Ending Monday wesu = Weekly, Ending Sunday wesa = Weekly, Ending Saturday bwew = Biweekly, Ending Wednesday bwem = Biweekly, Ending Monday
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| `aggregation_method` | `no` | `string | null` | `-` | A key that indicates the aggregation method used for frequency aggregation. avg = Average sum = Sum eop = End of Period
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| `transform` | `no` | `string | null` | `-` | Transformation type None = No transformation chg = Change ch1 = Change from Year Ago pch = Percent Change pc1 = Percent Change from Year Ago pca = Compounded Annual Rate of Change cch = Continuously Compounded Rate of Change cca = Continuously Compounded Annual Rate of Change log = Natural Log
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| `maturity` | `no` | `string` | `all` | A target maturity. Multiple comma separated items allowed. |
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| `category` | `no` | `string` | `all` | The category of asset. Multiple comma separated items allowed. |
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| `frequency` | `no` | `string | null` | `-` | Frequency aggregation to convert daily data to lower frequency. a = Annual q = Quarterly m = Monthly w = Weekly wef = Weekly, Ending Friday weth = Weekly, Ending Thursday wew = Weekly, Ending Wednesday wetu = Weekly, Ending Tuesday wem = Weekly, Ending Monday wesu = Weekly, Ending Sunday wesa = Weekly, Ending Saturday bwew = Biweekly, Ending Wednesday bwem = Biweekly, Ending Monday |
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| `aggregation_method` | `no` | `string | null` | `-` | A key that indicates the aggregation method used for frequency aggregation. avg = Average sum = Sum eop = End of Period |
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| `transform` | `no` | `string | null` | `-` | Transformation type None = No transformation chg = Change ch1 = Change from Year Ago pch = Percent Change pc1 = Percent Change from Year Ago pca = Compounded Annual Rate of Change cch = Continuously Compounded Rate of Change cca = Continuously Compounded Annual Rate of Change log = Natural Log |
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#### Response fields
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| Field | Type | Notes |
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| `date` | `string` | The date of the data. |
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| `symbol` | `string` | Symbol representing the entity requested in the data. |
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| `maturity` | `string` | Maturity length of the item. |
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| `rate` | `number` | Interest rate. |
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| `title` | `string` | Title of the series. |
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| `asset_type` | `string` | The category of asset. |
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---
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### `fixedincome.corporate.hqm`
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```python
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data.fixedincome.corporate.hqm(date=None, yield_curve='spot'
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data.fixedincome.corporate.hqm(date=None, yield_curve='spot')
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Summary: Hqm
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| Endpoint ID | `fixedincome.corporate.hqm` |
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| Param | Required | Type | Default | Notes |
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| `date` | `no` | `string | null` | `-` | A specific date to get data for. Multiple comma separated items allowed |
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| `yield_curve` | `no` | `string` | `spot` | The yield curve type. |
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#### Response fields
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| Field | Type | Notes |
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| `date` | `string` | The date of the data. |
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| `rate` | `number` | Interest rate. |
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| `maturity` | `string` | Maturity. |
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---
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```python
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data.fixedincome.corporate.spot_rates(start_time=None, end_time=None, maturity=10.0, category='spot_rate'
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data.fixedincome.corporate.spot_rates(start_time=None, end_time=None, maturity=10.0, category='spot_rate')
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```
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| `start_time` | `no` | `integer | null` | `-` | Start time of the data as a Unix timestamp in milliseconds. Takes priority over start_date when both are provided. |
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| `maturity` | `no` | `number | string` | `10.0` | Maturities in years. Multiple comma separated items allowed
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| `category` | `no` | `string` | `spot_rate` | Rate category. Options: spot_rate, par_yield. Multiple comma separated items allowed
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| `maturity` | `no` | `number | string` | `10.0` | Maturities in years. Multiple comma separated items allowed |
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| `category` | `no` | `string` | `spot_rate` | Rate category. Options: spot_rate, par_yield. Multiple comma separated items allowed |
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| Field | Type | Notes |
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| `date` | `string` | The date of the data. |
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| `rate` | `number` | Spot Rate. |
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---
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### `fixedincome.government.svensson_yield_curve`
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```python
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data.fixedincome.government.svensson_yield_curve(series_type='all', start_date=None, end_date=None
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data.fixedincome.government.svensson_yield_curve(series_type='all', start_date=None, end_date=None)
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| Endpoint ID | `fixedincome.government.svensson_yield_curve` |
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| Param | Required | Type | Default | Notes |
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| `series_type` | `no` | `string` | `all` | Type of yield curve series to return. Accepts a single value or comma-separated list for multiple selections. Group options: - 'all' (default) - 'zero_coupon' (SVENY, continuously compounded) - 'par_yield'(SVENPY, coupon-equivalent) - 'forward_instantaneous' (SVENF, continuously compounded) - 'forward_1y' (SVEN1F, coupon-equivalent) - 'parameters' (BETA0-BETA3, TAU1-TAU2) Individual columns can also be specified (e.g., 'sveny10,sveny20,beta0'). Used to filter columns after fetching. Multiple comma separated items allowed.
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| `start_date` | `no` | `string | null` | `-` | Start date of the data, in YYYY-MM-DD format. Used to filter results after fetching.
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| `end_date` | `no` | `string | null` | `-` | End date of the data, in YYYY-MM-DD format. Used to filter results after fetching.
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| `series_type` | `no` | `string` | `all` | Type of yield curve series to return. Accepts a single value or comma-separated list for multiple selections. Group options: - 'all' (default) - 'zero_coupon' (SVENY, continuously compounded) - 'par_yield'(SVENPY, coupon-equivalent) - 'forward_instantaneous' (SVENF, continuously compounded) - 'forward_1y' (SVEN1F, coupon-equivalent) - 'parameters' (BETA0-BETA3, TAU1-TAU2) Individual columns can also be specified (e.g., 'sveny10,sveny20,beta0'). Used to filter columns after fetching. Multiple comma separated items allowed. |
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| `start_date` | `no` | `string | null` | `-` | Start date of the data, in YYYY-MM-DD format. Used to filter results after fetching. |
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| `end_date` | `no` | `string | null` | `-` | End date of the data, in YYYY-MM-DD format. Used to filter results after fetching. |
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#### Response fields
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| Field | Type | Notes |
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| `date` | `string` | The date of the data. |
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| `beta0` | `number` | Level component of the Nelson-Siegel-Svensson model. Represents the long-term asymptotic yield. |
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| `beta1` | `number` | Slope component of the Nelson-Siegel-Svensson model. Represents the short-term component. |
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| `beta2` | `number` | First curvature component of the Nelson-Siegel-Svensson model. Represents the medium-term component. |
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| `beta3` | `number` | Second curvature component of the Nelson-Siegel-Svensson model. Provides additional flexibility for fitting the yield curve. |
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| `tau1` | `number` | First decay factor of the Nelson-Siegel-Svensson model. Controls the rate of decay for beta1 and beta2 components. |
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| `tau2` | `number` | Second decay factor of the Nelson-Siegel-Svensson model. Controls the rate of decay for the beta3 component. |
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| `sven1f01` | `number` | One-year forward rate starting 1 year ahead, coupon-equivalent. |
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| `sven1f04` | `number` | One-year forward rate starting 4 years ahead, coupon-equivalent. |
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| `sven1f09` | `number` | One-year forward rate starting 9 years ahead, coupon-equivalent. |
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| `svenf01` | `number` | Instantaneous forward rate at 1-year horizon, continuously compounded. |
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| `svenf02` | `number` | Instantaneous forward rate at 2-year horizon, continuously compounded. |
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| `svenf03` | `number` | Instantaneous forward rate at 3-year horizon, continuously compounded. |
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| `svenf04` | `number` | Instantaneous forward rate at 4-year horizon, continuously compounded. |
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| `svenf05` | `number` | Instantaneous forward rate at 5-year horizon, continuously compounded. |
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| `svenf06` | `number` | Instantaneous forward rate at 6-year horizon, continuously compounded. |
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| `svenf07` | `number` | Instantaneous forward rate at 7-year horizon, continuously compounded. |
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| `svenf08` | `number` | Instantaneous forward rate at 8-year horizon, continuously compounded. |
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| `svenf09` | `number` | Instantaneous forward rate at 9-year horizon, continuously compounded. |
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| `svenf10` | `number` | Instantaneous forward rate at 10-year horizon, continuously compounded. |
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| `svenf11` | `number` | Instantaneous forward rate at 11-year horizon, continuously compounded. |
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| `svenf12` | `number` | Instantaneous forward rate at 12-year horizon, continuously compounded. |
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| `svenf13` | `number` | Instantaneous forward rate at 13-year horizon, continuously compounded. |
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| `svenf14` | `number` | Instantaneous forward rate at 14-year horizon, continuously compounded. |
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| `svenf15` | `number` | Instantaneous forward rate at 15-year horizon, continuously compounded. |
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| `svenf16` | `number` | Instantaneous forward rate at 16-year horizon, continuously compounded. |
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| `svenf17` | `number` | Instantaneous forward rate at 17-year horizon, continuously compounded. |
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|
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| `svenf18` | `number` | Instantaneous forward rate at 18-year horizon, continuously compounded. |
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|
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| `svenf19` | `number` | Instantaneous forward rate at 19-year horizon, continuously compounded. |
|
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|
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| `svenf20` | `number` | Instantaneous forward rate at 20-year horizon, continuously compounded. |
|
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|
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| `svenf21` | `number` | Instantaneous forward rate at 21-year horizon, continuously compounded. |
|
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|
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| `svenf22` | `number` | Instantaneous forward rate at 22-year horizon, continuously compounded. |
|
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|
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| `svenf23` | `number` | Instantaneous forward rate at 23-year horizon, continuously compounded. |
|
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|
+
| `svenf24` | `number` | Instantaneous forward rate at 24-year horizon, continuously compounded. |
|
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|
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| `svenf25` | `number` | Instantaneous forward rate at 25-year horizon, continuously compounded. |
|
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311
|
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| `svenf26` | `number` | Instantaneous forward rate at 26-year horizon, continuously compounded. |
|
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312
|
+
| `svenf27` | `number` | Instantaneous forward rate at 27-year horizon, continuously compounded. |
|
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313
|
+
| `svenf28` | `number` | Instantaneous forward rate at 28-year horizon, continuously compounded. |
|
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314
|
+
| `svenf29` | `number` | Instantaneous forward rate at 29-year horizon, continuously compounded. |
|
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315
|
+
| `svenf30` | `number` | Instantaneous forward rate at 30-year horizon, continuously compounded. |
|
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316
|
+
| `svenpy01` | `number` | Par yield at 1-year maturity, coupon-equivalent. |
|
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|
+
| `svenpy02` | `number` | Par yield at 2-year maturity, coupon-equivalent. |
|
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|
+
| `svenpy03` | `number` | Par yield at 3-year maturity, coupon-equivalent. |
|
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|
+
| `svenpy04` | `number` | Par yield at 4-year maturity, coupon-equivalent. |
|
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|
+
| `svenpy05` | `number` | Par yield at 5-year maturity, coupon-equivalent. |
|
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|
+
| `svenpy06` | `number` | Par yield at 6-year maturity, coupon-equivalent. |
|
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|
+
| `svenpy07` | `number` | Par yield at 7-year maturity, coupon-equivalent. |
|
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|
+
| `svenpy08` | `number` | Par yield at 8-year maturity, coupon-equivalent. |
|
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|
+
| `svenpy09` | `number` | Par yield at 9-year maturity, coupon-equivalent. |
|
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325
|
+
| `svenpy10` | `number` | Par yield at 10-year maturity, coupon-equivalent. |
|
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|
+
| `svenpy11` | `number` | Par yield at 11-year maturity, coupon-equivalent. |
|
|
327
|
+
| `svenpy12` | `number` | Par yield at 12-year maturity, coupon-equivalent. |
|
|
328
|
+
| `svenpy13` | `number` | Par yield at 13-year maturity, coupon-equivalent. |
|
|
329
|
+
| `svenpy14` | `number` | Par yield at 14-year maturity, coupon-equivalent. |
|
|
330
|
+
| `svenpy15` | `number` | Par yield at 15-year maturity, coupon-equivalent. |
|
|
331
|
+
| `svenpy16` | `number` | Par yield at 16-year maturity, coupon-equivalent. |
|
|
332
|
+
| `svenpy17` | `number` | Par yield at 17-year maturity, coupon-equivalent. |
|
|
333
|
+
| `svenpy18` | `number` | Par yield at 18-year maturity, coupon-equivalent. |
|
|
334
|
+
| `svenpy19` | `number` | Par yield at 19-year maturity, coupon-equivalent. |
|
|
335
|
+
| `svenpy20` | `number` | Par yield at 20-year maturity, coupon-equivalent. |
|
|
336
|
+
| `svenpy21` | `number` | Par yield at 21-year maturity, coupon-equivalent. |
|
|
337
|
+
| `svenpy22` | `number` | Par yield at 22-year maturity, coupon-equivalent. |
|
|
338
|
+
| `svenpy23` | `number` | Par yield at 23-year maturity, coupon-equivalent. |
|
|
339
|
+
| `svenpy24` | `number` | Par yield at 24-year maturity, coupon-equivalent. |
|
|
340
|
+
| `svenpy25` | `number` | Par yield at 25-year maturity, coupon-equivalent. |
|
|
341
|
+
| `svenpy26` | `number` | Par yield at 26-year maturity, coupon-equivalent. |
|
|
342
|
+
| `svenpy27` | `number` | Par yield at 27-year maturity, coupon-equivalent. |
|
|
343
|
+
| `svenpy28` | `number` | Par yield at 28-year maturity, coupon-equivalent. |
|
|
344
|
+
| `svenpy29` | `number` | Par yield at 29-year maturity, coupon-equivalent. |
|
|
345
|
+
| `svenpy30` | `number` | Par yield at 30-year maturity, coupon-equivalent. |
|
|
346
|
+
| `sveny01` | `number` | Zero-coupon yield at 1-year maturity, continuously compounded. |
|
|
347
|
+
| `sveny02` | `number` | Zero-coupon yield at 2-year maturity, continuously compounded. |
|
|
348
|
+
| `sveny03` | `number` | Zero-coupon yield at 3-year maturity, continuously compounded. |
|
|
349
|
+
| `sveny04` | `number` | Zero-coupon yield at 4-year maturity, continuously compounded. |
|
|
350
|
+
| `sveny05` | `number` | Zero-coupon yield at 5-year maturity, continuously compounded. |
|
|
351
|
+
| `sveny06` | `number` | Zero-coupon yield at 6-year maturity, continuously compounded. |
|
|
352
|
+
| `sveny07` | `number` | Zero-coupon yield at 7-year maturity, continuously compounded. |
|
|
353
|
+
| `sveny08` | `number` | Zero-coupon yield at 8-year maturity, continuously compounded. |
|
|
354
|
+
| `sveny09` | `number` | Zero-coupon yield at 9-year maturity, continuously compounded. |
|
|
355
|
+
| `sveny10` | `number` | Zero-coupon yield at 10-year maturity, continuously compounded. |
|
|
356
|
+
| `sveny11` | `number` | Zero-coupon yield at 11-year maturity, continuously compounded. |
|
|
357
|
+
| `sveny12` | `number` | Zero-coupon yield at 12-year maturity, continuously compounded. |
|
|
358
|
+
| `sveny13` | `number` | Zero-coupon yield at 13-year maturity, continuously compounded. |
|
|
359
|
+
| `sveny14` | `number` | Zero-coupon yield at 14-year maturity, continuously compounded. |
|
|
360
|
+
| `sveny15` | `number` | Zero-coupon yield at 15-year maturity, continuously compounded. |
|
|
361
|
+
| `sveny16` | `number` | Zero-coupon yield at 16-year maturity, continuously compounded. |
|
|
362
|
+
| `sveny17` | `number` | Zero-coupon yield at 17-year maturity, continuously compounded. |
|
|
363
|
+
| `sveny18` | `number` | Zero-coupon yield at 18-year maturity, continuously compounded. |
|
|
364
|
+
| `sveny19` | `number` | Zero-coupon yield at 19-year maturity, continuously compounded. |
|
|
365
|
+
| `sveny20` | `number` | Zero-coupon yield at 20-year maturity, continuously compounded. |
|
|
366
|
+
| `sveny21` | `number` | Zero-coupon yield at 21-year maturity, continuously compounded. |
|
|
367
|
+
| `sveny22` | `number` | Zero-coupon yield at 22-year maturity, continuously compounded. |
|
|
368
|
+
| `sveny23` | `number` | Zero-coupon yield at 23-year maturity, continuously compounded. |
|
|
369
|
+
| `sveny24` | `number` | Zero-coupon yield at 24-year maturity, continuously compounded. |
|
|
370
|
+
| `sveny25` | `number` | Zero-coupon yield at 25-year maturity, continuously compounded. |
|
|
371
|
+
| `sveny26` | `number` | Zero-coupon yield at 26-year maturity, continuously compounded. |
|
|
372
|
+
| `sveny27` | `number` | Zero-coupon yield at 27-year maturity, continuously compounded. |
|
|
373
|
+
| `sveny28` | `number` | Zero-coupon yield at 28-year maturity, continuously compounded. |
|
|
374
|
+
| `sveny29` | `number` | Zero-coupon yield at 29-year maturity, continuously compounded. |
|
|
375
|
+
| `sveny30` | `number` | Zero-coupon yield at 30-year maturity, continuously compounded. |
|
|
228
376
|
|
|
229
377
|
---
|
|
230
378
|
|
|
231
379
|
### `fixedincome.government.tips_yields`
|
|
232
380
|
|
|
233
381
|
```python
|
|
234
|
-
data.fixedincome.government.tips_yields(start_time=None, end_time=None, maturity=None, frequency=None, aggregation_method=None, transform=None
|
|
382
|
+
data.fixedincome.government.tips_yields(start_time=None, end_time=None, maturity=None, frequency=None, aggregation_method=None, transform=None)
|
|
235
383
|
```
|
|
236
384
|
|
|
237
385
|
Summary: Tips Yields
|
|
@@ -241,7 +389,6 @@ Summary: Tips Yields
|
|
|
241
389
|
| Endpoint ID | `fixedincome.government.tips_yields` |
|
|
242
390
|
| HTTP | `GET` |
|
|
243
391
|
| Path | `/inner/v1/agent-data/fixedincome/government/tips_yields` |
|
|
244
|
-
| Default provider | `fred` |
|
|
245
392
|
| SDK | `supported` |
|
|
246
393
|
| Host | `supported` |
|
|
247
394
|
| Notes | - |
|
|
@@ -252,18 +399,27 @@ Summary: Tips Yields
|
|
|
252
399
|
|---|---|---|---|---|
|
|
253
400
|
| `start_time` | `no` | `integer | null` | `-` | Start time of the data as a Unix timestamp in milliseconds. Takes priority over start_date when both are provided. |
|
|
254
401
|
| `end_time` | `no` | `integer | null` | `-` | End time of the data as a Unix timestamp in milliseconds. Takes priority over end_date when both are provided. |
|
|
255
|
-
| `maturity` | `no` | `string | null` | `-` | The maturity of the security in years - 5, 10, 20, 30 - defaults to all. Note that the maturity is the tenor of the security, not the time to maturity.
|
|
256
|
-
| `frequency` | `no` | `string | null` | `-` | Frequency aggregation to convert high frequency data to lower frequency. None = No change a = Annual q = Quarterly m = Monthly w = Weekly d = Daily wef = Weekly, Ending Friday weth = Weekly, Ending Thursday wew = Weekly, Ending Wednesday wetu = Weekly, Ending Tuesday wem = Weekly, Ending Monday wesu = Weekly, Ending Sunday wesa = Weekly, Ending Saturday bwew = Biweekly, Ending Wednesday bwem = Biweekly, Ending Monday
|
|
257
|
-
| `aggregation_method` | `no` | `string | null` | `-` | A key that indicates the aggregation method used for frequency aggregation. avg = Average sum = Sum eop = End of Period
|
|
258
|
-
| `transform` | `no` | `string | null` | `-` | Transformation type None = No transformation chg = Change ch1 = Change from Year Ago pch = Percent Change pc1 = Percent Change from Year Ago pca = Compounded Annual Rate of Change cch = Continuously Compounded Rate of Change cca = Continuously Compounded Annual Rate of Change
|
|
259
|
-
|
|
402
|
+
| `maturity` | `no` | `string | null` | `-` | The maturity of the security in years - 5, 10, 20, 30 - defaults to all. Note that the maturity is the tenor of the security, not the time to maturity. |
|
|
403
|
+
| `frequency` | `no` | `string | null` | `-` | Frequency aggregation to convert high frequency data to lower frequency. None = No change a = Annual q = Quarterly m = Monthly w = Weekly d = Daily wef = Weekly, Ending Friday weth = Weekly, Ending Thursday wew = Weekly, Ending Wednesday wetu = Weekly, Ending Tuesday wem = Weekly, Ending Monday wesu = Weekly, Ending Sunday wesa = Weekly, Ending Saturday bwew = Biweekly, Ending Wednesday bwem = Biweekly, Ending Monday |
|
|
404
|
+
| `aggregation_method` | `no` | `string | null` | `-` | A key that indicates the aggregation method used for frequency aggregation. avg = Average sum = Sum eop = End of Period |
|
|
405
|
+
| `transform` | `no` | `string | null` | `-` | Transformation type None = No transformation chg = Change ch1 = Change from Year Ago pch = Percent Change pc1 = Percent Change from Year Ago pca = Compounded Annual Rate of Change cch = Continuously Compounded Rate of Change cca = Continuously Compounded Annual Rate of Change |
|
|
406
|
+
|
|
407
|
+
#### Response fields
|
|
408
|
+
|
|
409
|
+
| Field | Type | Notes |
|
|
410
|
+
|---|---|---|
|
|
411
|
+
| `date` | `string` | The date of the data. |
|
|
412
|
+
| `symbol` | `string` | Symbol representing the entity requested in the data. |
|
|
413
|
+
| `due` | `string` | The due date (maturation date) of the security. |
|
|
414
|
+
| `name` | `string` | The name of the security. |
|
|
415
|
+
| `value` | `number` | The yield value. |
|
|
260
416
|
|
|
261
417
|
---
|
|
262
418
|
|
|
263
419
|
### `fixedincome.government.treasury_auctions`
|
|
264
420
|
|
|
265
421
|
```python
|
|
266
|
-
data.fixedincome.government.treasury_auctions(start_time=None, end_time=None, security_type=None, cusip=None, page_size=None, page_num=None
|
|
422
|
+
data.fixedincome.government.treasury_auctions(start_time=None, end_time=None, security_type=None, cusip=None, page_size=None, page_num=None)
|
|
267
423
|
```
|
|
268
424
|
|
|
269
425
|
Summary: Treasury Auctions
|
|
@@ -273,7 +429,6 @@ Summary: Treasury Auctions
|
|
|
273
429
|
| Endpoint ID | `fixedincome.government.treasury_auctions` |
|
|
274
430
|
| HTTP | `GET` |
|
|
275
431
|
| Path | `/inner/v1/agent-data/fixedincome/government/treasury_auctions` |
|
|
276
|
-
| Default provider | `government_us` |
|
|
277
432
|
| SDK | `supported` |
|
|
278
433
|
| Host | `supported` |
|
|
279
434
|
| Notes | - |
|
|
@@ -288,14 +443,138 @@ Summary: Treasury Auctions
|
|
|
288
443
|
| `cusip` | `no` | `string | null` | `-` | Filter securities by CUSIP. |
|
|
289
444
|
| `page_size` | `no` | `integer | null` | `-` | Maximum number of results to return; you must also include pagenum when using pagesize. |
|
|
290
445
|
| `page_num` | `no` | `integer | null` | `-` | The first page number to display results for; used in combination with page size. |
|
|
291
|
-
|
|
446
|
+
|
|
447
|
+
#### Response fields
|
|
448
|
+
|
|
449
|
+
| Field | Type | Notes |
|
|
450
|
+
|---|---|---|
|
|
451
|
+
| `cusip` | `string` | CUSIP of the Security. |
|
|
452
|
+
| `issue_date` | `string` | The issue date of the security. |
|
|
453
|
+
| `security_type` | `string` | The type of security. |
|
|
454
|
+
| `security_term` | `string` | The term of the security. |
|
|
455
|
+
| `maturity_date` | `string` | The maturity date of the security. |
|
|
456
|
+
| `interest_rate` | `number` | The interest rate of the security. |
|
|
457
|
+
| `cpi_on_issue_date` | `number` | Reference CPI rate on the issue date of the security. |
|
|
458
|
+
| `cpi_on_dated_date` | `number` | Reference CPI rate on the dated date of the security. |
|
|
459
|
+
| `announcement_date` | `string` | The announcement date of the security. |
|
|
460
|
+
| `auction_date` | `string` | The auction date of the security. |
|
|
461
|
+
| `auction_date_year` | `integer` | The auction date year of the security. |
|
|
462
|
+
| `dated_date` | `string` | The dated date of the security. |
|
|
463
|
+
| `first_payment_date` | `string` | The first payment date of the security. |
|
|
464
|
+
| `accrued_interest_per_100` | `number` | Accrued interest per $100. |
|
|
465
|
+
| `accrued_interest_per_1000` | `number` | Accrued interest per $1000. |
|
|
466
|
+
| `adjusted_accrued_interest_per_100` | `number` | Adjusted accrued interest per $100. |
|
|
467
|
+
| `adjusted_accrued_interest_per_1000` | `number` | Adjusted accrued interest per $1000. |
|
|
468
|
+
| `adjusted_price` | `number` | Adjusted price. |
|
|
469
|
+
| `allocation_percentage` | `number` | Allocation percentage, as normalized percentage points. |
|
|
470
|
+
| `allocation_percentage_decimals` | `number` | The number of decimals in the Allocation percentage. |
|
|
471
|
+
| `announced_cusip` | `string` | The announced CUSIP of the security. |
|
|
472
|
+
| `auction_format` | `string` | The auction format of the security. |
|
|
473
|
+
| `avg_median_discount_rate` | `number` | The average median discount rate of the security. |
|
|
474
|
+
| `avg_median_investment_rate` | `number` | The average median investment rate of the security. |
|
|
475
|
+
| `avg_median_price` | `number` | The average median price paid for the security. |
|
|
476
|
+
| `avg_median_discount_margin` | `number` | The average median discount margin of the security. |
|
|
477
|
+
| `avg_median_yield` | `number` | The average median yield of the security. |
|
|
478
|
+
| `back_dated` | `string` | Whether the security is back dated. |
|
|
479
|
+
| `back_dated_date` | `string` | The back dated date of the security. |
|
|
480
|
+
| `bid_to_cover_ratio` | `number` | The bid to cover ratio of the security. |
|
|
481
|
+
| `call_date` | `string` | The call date of the security. |
|
|
482
|
+
| `callable` | `string` | Whether the security is callable. |
|
|
483
|
+
| `called_date` | `string` | The called date of the security. |
|
|
484
|
+
| `cash_management_bill` | `string` | Whether the security is a cash management bill. |
|
|
485
|
+
| `closing_time_competitive` | `string` | The closing time for competitive bids on the security. |
|
|
486
|
+
| `closing_time_non_competitive` | `string` | The closing time for non-competitive bids on the security. |
|
|
487
|
+
| `competitive_accepted` | `integer` | The accepted value for competitive bids on the security. |
|
|
488
|
+
| `competitive_accepted_decimals` | `integer` | The number of decimals in the Competitive Accepted. |
|
|
489
|
+
| `competitive_tendered` | `integer` | The tendered value for competitive bids on the security. |
|
|
490
|
+
| `competitive_tenders_accepted` | `string` | Whether competitive tenders are accepted on the security. |
|
|
491
|
+
| `corp_us_cusip` | `string` | The CUSIP of the security. |
|
|
492
|
+
| `cpi_base_reference_period` | `string` | The CPI base reference period of the security. |
|
|
493
|
+
| `currently_outstanding` | `integer` | The currently outstanding value on the security. |
|
|
494
|
+
| `direct_bidder_accepted` | `integer` | The accepted value from direct bidders on the security. |
|
|
495
|
+
| `direct_bidder_tendered` | `integer` | The tendered value from direct bidders on the security. |
|
|
496
|
+
| `est_amount_of_publicly_held_maturing_security` | `integer` | The estimated amount of publicly held maturing securities on the security. |
|
|
497
|
+
| `fima_included` | `string` | Whether the security is included in the FIMA. |
|
|
498
|
+
| `fima_non_competitive_accepted` | `integer` | The non-competitive accepted value on the security from FIMAs. |
|
|
499
|
+
| `fima_non_competitive_tendered` | `integer` | The non-competitive tendered value on the security from FIMAs. |
|
|
500
|
+
| `first_interest_period` | `string` | The first interest period of the security. |
|
|
501
|
+
| `first_interest_payment_date` | `string` | The first interest payment date of the security. |
|
|
502
|
+
| `floating_rate` | `string` | Whether the security is a floating rate. |
|
|
503
|
+
| `frn_index_determination_date` | `string` | The FRN index determination date of the security. |
|
|
504
|
+
| `frn_index_determination_rate` | `number` | The FRN index determination rate of the security. |
|
|
505
|
+
| `high_discount_rate` | `number` | The high discount rate of the security. |
|
|
506
|
+
| `high_investment_rate` | `number` | The high investment rate of the security. |
|
|
507
|
+
| `high_price` | `number` | The high price of the security at auction. |
|
|
508
|
+
| `high_discount_margin` | `number` | The high discount margin of the security. |
|
|
509
|
+
| `high_yield` | `number` | The high yield of the security at auction. |
|
|
510
|
+
| `index_ratio_on_issue_date` | `number` | The index ratio on the issue date of the security. |
|
|
511
|
+
| `indirect_bidder_accepted` | `integer` | The accepted value from indirect bidders on the security. |
|
|
512
|
+
| `indirect_bidder_tendered` | `integer` | The tendered value from indirect bidders on the security. |
|
|
513
|
+
| `interest_payment_frequency` | `string` | The interest payment frequency of the security. |
|
|
514
|
+
| `low_discount_rate` | `number` | The low discount rate of the security. |
|
|
515
|
+
| `low_investment_rate` | `number` | The low investment rate of the security. |
|
|
516
|
+
| `low_price` | `number` | The low price of the security at auction. |
|
|
517
|
+
| `low_discount_margin` | `number` | The low discount margin of the security. |
|
|
518
|
+
| `low_yield` | `number` | The low yield of the security at auction. |
|
|
519
|
+
| `maturing_date` | `string` | The maturing date of the security. |
|
|
520
|
+
| `max_competitive_award` | `integer` | The maximum competitive award at auction. |
|
|
521
|
+
| `max_non_competitive_award` | `integer` | The maximum non-competitive award at auction. |
|
|
522
|
+
| `max_single_bid` | `integer` | The maximum single bid at auction. |
|
|
523
|
+
| `min_bid_amount` | `integer` | The minimum bid amount at auction. |
|
|
524
|
+
| `min_strip_amount` | `integer` | The minimum strip amount at auction. |
|
|
525
|
+
| `min_to_issue` | `integer` | The minimum to issue at auction. |
|
|
526
|
+
| `multiples_to_bid` | `integer` | The multiples to bid at auction. |
|
|
527
|
+
| `multiples_to_issue` | `integer` | The multiples to issue at auction. |
|
|
528
|
+
| `nlp_exclusion_amount` | `integer` | The NLP exclusion amount at auction. |
|
|
529
|
+
| `nlp_reporting_threshold` | `integer` | The NLP reporting threshold at auction. |
|
|
530
|
+
| `non_competitive_accepted` | `integer` | The accepted value from non-competitive bidders on the security. |
|
|
531
|
+
| `non_competitive_tenders_accepted` | `string` | Whether or not the auction accepted non-competitive tenders. |
|
|
532
|
+
| `offering_amount` | `integer` | The offering amount at auction. |
|
|
533
|
+
| `original_cusip` | `string` | The original CUSIP of the security. |
|
|
534
|
+
| `original_dated_date` | `string` | The original dated date of the security. |
|
|
535
|
+
| `original_issue_date` | `string` | The original issue date of the security. |
|
|
536
|
+
| `original_security_term` | `string` | The original term of the security. |
|
|
537
|
+
| `pdf_announcement` | `string` | The PDF filename for the announcement of the security. |
|
|
538
|
+
| `pdf_competitive_results` | `string` | The PDF filename for the competitive results of the security. |
|
|
539
|
+
| `pdf_non_competitive_results` | `string` | The PDF filename for the non-competitive results of the security. |
|
|
540
|
+
| `pdf_special_announcement` | `string` | The PDF filename for the special announcements. |
|
|
541
|
+
| `price_per_100` | `number` | The price per 100 of the security. |
|
|
542
|
+
| `primary_dealer_accepted` | `integer` | The primary dealer accepted value on the security. |
|
|
543
|
+
| `primary_dealer_tendered` | `integer` | The primary dealer tendered value on the security. |
|
|
544
|
+
| `reopening` | `string` | Whether or not the auction was reopened. |
|
|
545
|
+
| `security_term_day_month` | `string` | The security term in days or months. |
|
|
546
|
+
| `security_term_week_year` | `string` | The security term in weeks or years. |
|
|
547
|
+
| `series` | `string` | The series name of the security. |
|
|
548
|
+
| `soma_accepted` | `integer` | The SOMA accepted value on the security. |
|
|
549
|
+
| `soma_holdings` | `integer` | The SOMA holdings on the security. |
|
|
550
|
+
| `soma_included` | `string` | Whether or not the SOMA was included on the security. |
|
|
551
|
+
| `soma_tendered` | `integer` | The SOMA tendered value on the security. |
|
|
552
|
+
| `spread` | `number` | The spread on the security. |
|
|
553
|
+
| `standard_payment_per_1000` | `number` | The standard payment per 1000 of the security. |
|
|
554
|
+
| `strippable` | `string` | Whether or not the security is strippable. |
|
|
555
|
+
| `term` | `string` | The term of the security. |
|
|
556
|
+
| `tiin_conversion_factor_per_1000` | `number` | The TIIN conversion factor per 1000 of the security. |
|
|
557
|
+
| `tips` | `string` | Whether or not the security is TIPS. |
|
|
558
|
+
| `total_accepted` | `integer` | The total accepted value at auction. |
|
|
559
|
+
| `total_tendered` | `integer` | The total tendered value at auction. |
|
|
560
|
+
| `treasury_retail_accepted` | `integer` | The accepted value on the security from retail. |
|
|
561
|
+
| `treasury_retail_tenders_accepted` | `string` | Whether or not the tender offers from retail are accepted. |
|
|
562
|
+
| `type` | `string` | The type of issuance. This might be different than the security type. |
|
|
563
|
+
| `unadjusted_accrued_interest_per_1000` | `number` | The unadjusted accrued interest per 1000 of the security. |
|
|
564
|
+
| `unadjusted_price` | `number` | The unadjusted price of the security. |
|
|
565
|
+
| `updated_timestamp` | `string` | The updated timestamp of the security. |
|
|
566
|
+
| `xml_announcement` | `string` | The XML filename for the announcement of the security. |
|
|
567
|
+
| `xml_competitive_results` | `string` | The XML filename for the competitive results of the security. |
|
|
568
|
+
| `xml_special_announcement` | `string` | The XML filename for special announcements. |
|
|
569
|
+
| `tint_cusip_1` | `string` | Tint CUSIP 1. |
|
|
570
|
+
| `tint_cusip_2` | `string` | Tint CUSIP 2. |
|
|
292
571
|
|
|
293
572
|
---
|
|
294
573
|
|
|
295
574
|
### `fixedincome.government.treasury_prices`
|
|
296
575
|
|
|
297
576
|
```python
|
|
298
|
-
data.fixedincome.government.treasury_prices(date=None, cusip=None, security_type=None, govt_type='federal', issue_date_min=None, issue_date_max=None, last_traded_min=None, maturity_date_min=None, maturity_date_max=None, use_cache=True
|
|
577
|
+
data.fixedincome.government.treasury_prices(date=None, cusip=None, security_type=None, govt_type='federal', issue_date_min=None, issue_date_max=None, last_traded_min=None, maturity_date_min=None, maturity_date_max=None, use_cache=True)
|
|
299
578
|
```
|
|
300
579
|
|
|
301
580
|
Summary: Treasury Prices
|
|
@@ -305,7 +584,6 @@ Summary: Treasury Prices
|
|
|
305
584
|
| Endpoint ID | `fixedincome.government.treasury_prices` |
|
|
306
585
|
| HTTP | `GET` |
|
|
307
586
|
| Path | `/inner/v1/agent-data/fixedincome/government/treasury_prices` |
|
|
308
|
-
| Default provider | - |
|
|
309
587
|
| SDK | `supported` |
|
|
310
588
|
| Host | `supported` |
|
|
311
589
|
| Notes | - |
|
|
@@ -315,23 +593,44 @@ Summary: Treasury Prices
|
|
|
315
593
|
| Param | Required | Type | Default | Notes |
|
|
316
594
|
|---|---|---|---|---|
|
|
317
595
|
| `date` | `no` | `string | null` | `-` | A specific date to get data for. Defaults to the last business day. |
|
|
318
|
-
| `cusip` | `no` | `string | null` | `-` | Filter by CUSIP.
|
|
319
|
-
| `security_type` | `no` | `string | null` | `-` | Filter by security type.
|
|
320
|
-
| `govt_type` | `no` | `string` | `federal` | enum: federal, provincial, municipal The level of government issuer.
|
|
321
|
-
| `issue_date_min` | `no` | `string | null` | `-` | Filter by the minimum original issue date.
|
|
322
|
-
| `issue_date_max` | `no` | `string | null` | `-` | Filter by the maximum original issue date.
|
|
323
|
-
| `last_traded_min` | `no` | `string | null` | `-` | Filter by the minimum last trade date.
|
|
324
|
-
| `maturity_date_min` | `no` | `string | null` | `-` | Filter by the minimum maturity date.
|
|
325
|
-
| `maturity_date_max` | `no` | `string | null` | `-` | Filter by the maximum maturity date.
|
|
326
|
-
| `use_cache` | `no` | `boolean` | `true` | All bond data is sourced from a single JSON file that is updated daily. The file is cached for one day to eliminate downloading more than once. Caching will significantly speed up subsequent queries. To bypass, set to False.
|
|
327
|
-
|
|
596
|
+
| `cusip` | `no` | `string | null` | `-` | Filter by CUSIP. |
|
|
597
|
+
| `security_type` | `no` | `string | null` | `-` | Filter by security type. |
|
|
598
|
+
| `govt_type` | `no` | `string` | `federal` | enum: federal, provincial, municipal The level of government issuer. |
|
|
599
|
+
| `issue_date_min` | `no` | `string | null` | `-` | Filter by the minimum original issue date. |
|
|
600
|
+
| `issue_date_max` | `no` | `string | null` | `-` | Filter by the maximum original issue date. |
|
|
601
|
+
| `last_traded_min` | `no` | `string | null` | `-` | Filter by the minimum last trade date. |
|
|
602
|
+
| `maturity_date_min` | `no` | `string | null` | `-` | Filter by the minimum maturity date. |
|
|
603
|
+
| `maturity_date_max` | `no` | `string | null` | `-` | Filter by the maximum maturity date. |
|
|
604
|
+
| `use_cache` | `no` | `boolean` | `true` | All bond data is sourced from a single JSON file that is updated daily. The file is cached for one day to eliminate downloading more than once. Caching will significantly speed up subsequent queries. To bypass, set to False. |
|
|
605
|
+
|
|
606
|
+
#### Response fields
|
|
607
|
+
|
|
608
|
+
| Field | Type | Notes |
|
|
609
|
+
|---|---|---|
|
|
610
|
+
| `issuer_name` | `string` | Name of the issuing entity. |
|
|
611
|
+
| `cusip` | `string` | CUSIP of the security. |
|
|
612
|
+
| `isin` | `string` | ISIN of the security. |
|
|
613
|
+
| `security_type` | `string` | The type of Treasury security - i.e., Bill, Note, Bond, TIPS, FRN. |
|
|
614
|
+
| `issue_date` | `string` | The original issue date of the security. |
|
|
615
|
+
| `maturity_date` | `string` | The maturity date of the security. |
|
|
616
|
+
| `call_date` | `string` | The call date of the security. |
|
|
617
|
+
| `bid` | `number` | The bid price of the security. |
|
|
618
|
+
| `offer` | `number` | The offer price of the security. |
|
|
619
|
+
| `eod_price` | `number` | The end-of-day price of the security. |
|
|
620
|
+
| `last_traded_date` | `string` | The last trade date of the security. |
|
|
621
|
+
| `total_trades` | `integer` | Total number of trades on the last traded date. |
|
|
622
|
+
| `last_price` | `number` | The last price of the security. |
|
|
623
|
+
| `highest_price` | `number` | The highest price for the bond on the last traded date. |
|
|
624
|
+
| `lowest_price` | `number` | The lowest price for the bond on the last traded date. |
|
|
625
|
+
| `rate` | `number` | The annualized interest rate or coupon of the security. |
|
|
626
|
+
| `ytm` | `number` | Yield to maturity (YTM) is the rate of return anticipated on a bond if it is held until the maturity date. |
|
|
328
627
|
|
|
329
628
|
---
|
|
330
629
|
|
|
331
630
|
### `fixedincome.government.treasury_rates`
|
|
332
631
|
|
|
333
632
|
```python
|
|
334
|
-
data.fixedincome.government.treasury_rates(start_time=None, end_time=None
|
|
633
|
+
data.fixedincome.government.treasury_rates(start_time=None, end_time=None)
|
|
335
634
|
```
|
|
336
635
|
|
|
337
636
|
Summary: Treasury Rates
|
|
@@ -341,7 +640,6 @@ Summary: Treasury Rates
|
|
|
341
640
|
| Endpoint ID | `fixedincome.government.treasury_rates` |
|
|
342
641
|
| HTTP | `GET` |
|
|
343
642
|
| Path | `/inner/v1/agent-data/fixedincome/government/treasury_rates` |
|
|
344
|
-
| Default provider | - |
|
|
345
643
|
| SDK | `supported` |
|
|
346
644
|
| Host | `supported` |
|
|
347
645
|
| Notes | - |
|
|
@@ -352,14 +650,32 @@ Summary: Treasury Rates
|
|
|
352
650
|
|---|---|---|---|---|
|
|
353
651
|
| `start_time` | `no` | `integer | null` | `-` | Start time of the data as a Unix timestamp in milliseconds. Takes priority over start_date when both are provided. |
|
|
354
652
|
| `end_time` | `no` | `integer | null` | `-` | End time of the data as a Unix timestamp in milliseconds. Takes priority over end_date when both are provided. |
|
|
355
|
-
|
|
653
|
+
|
|
654
|
+
#### Response fields
|
|
655
|
+
|
|
656
|
+
| Field | Type | Notes |
|
|
657
|
+
|---|---|---|
|
|
658
|
+
| `date` | `string` | The date of the data. |
|
|
659
|
+
| `week_4` | `number` | 4 week Treasury bills rate (secondary market). |
|
|
660
|
+
| `month_1` | `number` | 1 month Treasury rate. |
|
|
661
|
+
| `month_2` | `number` | 2 month Treasury rate. |
|
|
662
|
+
| `month_3` | `number` | 3 month Treasury rate. |
|
|
663
|
+
| `month_6` | `number` | 6 month Treasury rate. |
|
|
664
|
+
| `year_1` | `number` | 1 year Treasury rate. |
|
|
665
|
+
| `year_2` | `number` | 2 year Treasury rate. |
|
|
666
|
+
| `year_3` | `number` | 3 year Treasury rate. |
|
|
667
|
+
| `year_5` | `number` | 5 year Treasury rate. |
|
|
668
|
+
| `year_7` | `number` | 7 year Treasury rate. |
|
|
669
|
+
| `year_10` | `number` | 10 year Treasury rate. |
|
|
670
|
+
| `year_20` | `number` | 20 year Treasury rate. |
|
|
671
|
+
| `year_30` | `number` | 30 year Treasury rate. |
|
|
356
672
|
|
|
357
673
|
---
|
|
358
674
|
|
|
359
675
|
### `fixedincome.government.yield_curve`
|
|
360
676
|
|
|
361
677
|
```python
|
|
362
|
-
data.fixedincome.government.yield_curve(date=None, rating='aaa', yield_curve_type='spot_rate', use_cache=True, country='united_states'
|
|
678
|
+
data.fixedincome.government.yield_curve(date=None, rating='aaa', yield_curve_type='spot_rate', use_cache=True, country='united_states')
|
|
363
679
|
```
|
|
364
680
|
|
|
365
681
|
Summary: Yield Curve
|
|
@@ -369,7 +685,6 @@ Summary: Yield Curve
|
|
|
369
685
|
| Endpoint ID | `fixedincome.government.yield_curve` |
|
|
370
686
|
| HTTP | `GET` |
|
|
371
687
|
| Path | `/inner/v1/agent-data/fixedincome/government/yield_curve` |
|
|
372
|
-
| Default provider | - |
|
|
373
688
|
| SDK | `supported` |
|
|
374
689
|
| Host | `supported` |
|
|
375
690
|
| Notes | - |
|
|
@@ -378,19 +693,26 @@ Summary: Yield Curve
|
|
|
378
693
|
|
|
379
694
|
| Param | Required | Type | Default | Notes |
|
|
380
695
|
|---|---|---|---|---|
|
|
381
|
-
| `date` | `no` | `string | null` | `-` | A specific date to get data for. By default is the current data. Multiple comma separated items allowed
|
|
382
|
-
| `rating` | `no` | `string` | `aaa` | enum: aaa, all_ratings The rating type, either 'aaa' or 'all_ratings'.
|
|
383
|
-
| `yield_curve_type` | `no` | `string` | `spot_rate` | The yield curve type
|
|
384
|
-
| `use_cache` | `no` | `boolean` | `true` | If true, cache the request for four hours.
|
|
385
|
-
| `country` | `no` | `string` | `united_states` | The country to get data. New Zealand, Mexico, Singapore, and Thailand have only monthly data. The nearest date to the requested one will be used. Multiple comma separated items allowed.
|
|
386
|
-
|
|
696
|
+
| `date` | `no` | `string | null` | `-` | A specific date to get data for. By default is the current data. Multiple comma separated items allowed |
|
|
697
|
+
| `rating` | `no` | `string` | `aaa` | enum: aaa, all_ratings The rating type, either 'aaa' or 'all_ratings'. |
|
|
698
|
+
| `yield_curve_type` | `no` | `string` | `spot_rate` | The yield curve type.; Yield curve type. Nominal and Real Rates are available daily, others are monthly. The closest date to the requested date will be returned. |
|
|
699
|
+
| `use_cache` | `no` | `boolean` | `true` | If true, cache the request for four hours. |
|
|
700
|
+
| `country` | `no` | `string` | `united_states` | The country to get data. New Zealand, Mexico, Singapore, and Thailand have only monthly data. The nearest date to the requested one will be used. Multiple comma separated items allowed. |
|
|
701
|
+
|
|
702
|
+
#### Response fields
|
|
703
|
+
|
|
704
|
+
| Field | Type | Notes |
|
|
705
|
+
|---|---|---|
|
|
706
|
+
| `date` | `string` | The date of the data. |
|
|
707
|
+
| `maturity` | `string` | Maturity length of the security. |
|
|
708
|
+
| `maturity_years` | `number` | Maturity length, in years, as a decimal. |
|
|
387
709
|
|
|
388
710
|
---
|
|
389
711
|
|
|
390
712
|
### `fixedincome.mortgage_indices`
|
|
391
713
|
|
|
392
714
|
```python
|
|
393
|
-
data.fixedincome.mortgage_indices(start_time=None, end_time=None, index='primary', frequency=None, aggregation_method='avg', transform=None
|
|
715
|
+
data.fixedincome.mortgage_indices(start_time=None, end_time=None, index='primary', frequency=None, aggregation_method='avg', transform=None)
|
|
394
716
|
```
|
|
395
717
|
|
|
396
718
|
Summary: Mortgage Indices
|
|
@@ -400,7 +722,6 @@ Summary: Mortgage Indices
|
|
|
400
722
|
| Endpoint ID | `fixedincome.mortgage_indices` |
|
|
401
723
|
| HTTP | `GET` |
|
|
402
724
|
| Path | `/inner/v1/agent-data/fixedincome/mortgage_indices` |
|
|
403
|
-
| Default provider | `fred` |
|
|
404
725
|
| SDK | `supported` |
|
|
405
726
|
| Host | `supported` |
|
|
406
727
|
| Notes | - |
|
|
@@ -411,18 +732,26 @@ Summary: Mortgage Indices
|
|
|
411
732
|
|---|---|---|---|---|
|
|
412
733
|
| `start_time` | `no` | `integer | null` | `-` | Start time of the data as a Unix timestamp in milliseconds. Takes priority over start_date when both are provided. |
|
|
413
734
|
| `end_time` | `no` | `integer | null` | `-` | End time of the data as a Unix timestamp in milliseconds. Takes priority over end_date when both are provided. |
|
|
414
|
-
| `index` | `no` | `string` | `primary` | The specific index, or index group, to query. Default is the 'primary' group. Multiple comma separated items allowed.
|
|
415
|
-
| `frequency` | `no` | `string | null` | `-` | Frequency aggregation to convert daily data to lower frequency. None = No change a = Annual q = Quarterly m = Monthly w = Weekly d = Daily wef = Weekly, Ending Friday weth = Weekly, Ending Thursday wew = Weekly, Ending Wednesday wetu = Weekly, Ending Tuesday wem = Weekly, Ending Monday wesu = Weekly, Ending Sunday wesa = Weekly, Ending Saturday bwew = Biweekly, Ending Wednesday bwem = Biweekly, Ending Monday
|
|
416
|
-
| `aggregation_method` | `no` | `string` | `avg` | A key that indicates the aggregation method used for frequency aggregation. This parameter has no affect if the frequency parameter is not set, default is 'avg'. avg = Average sum = Sum eop = End of Period
|
|
417
|
-
| `transform` | `no` | `string | null` | `-` | Transformation type None = No transformation chg = Change ch1 = Change from Year Ago pch = Percent Change pc1 = Percent Change from Year Ago pca = Compounded Annual Rate of Change cch = Continuously Compounded Rate of Change cca = Continuously Compounded Annual Rate of Change log = Natural Log
|
|
418
|
-
|
|
735
|
+
| `index` | `no` | `string` | `primary` | The specific index, or index group, to query. Default is the 'primary' group. Multiple comma separated items allowed. |
|
|
736
|
+
| `frequency` | `no` | `string | null` | `-` | Frequency aggregation to convert daily data to lower frequency. None = No change a = Annual q = Quarterly m = Monthly w = Weekly d = Daily wef = Weekly, Ending Friday weth = Weekly, Ending Thursday wew = Weekly, Ending Wednesday wetu = Weekly, Ending Tuesday wem = Weekly, Ending Monday wesu = Weekly, Ending Sunday wesa = Weekly, Ending Saturday bwew = Biweekly, Ending Wednesday bwem = Biweekly, Ending Monday |
|
|
737
|
+
| `aggregation_method` | `no` | `string` | `avg` | A key that indicates the aggregation method used for frequency aggregation. This parameter has no affect if the frequency parameter is not set, default is 'avg'. avg = Average sum = Sum eop = End of Period |
|
|
738
|
+
| `transform` | `no` | `string | null` | `-` | Transformation type None = No transformation chg = Change ch1 = Change from Year Ago pch = Percent Change pc1 = Percent Change from Year Ago pca = Compounded Annual Rate of Change cch = Continuously Compounded Rate of Change cca = Continuously Compounded Annual Rate of Change log = Natural Log |
|
|
739
|
+
|
|
740
|
+
#### Response fields
|
|
741
|
+
|
|
742
|
+
| Field | Type | Notes |
|
|
743
|
+
|---|---|---|
|
|
744
|
+
| `date` | `string` | The date of the data. |
|
|
745
|
+
| `symbol` | `string` | Symbol representing the entity requested in the data. |
|
|
746
|
+
| `name` | `string` | Name of the index. |
|
|
747
|
+
| `rate` | `number` | Mortgage rate. |
|
|
419
748
|
|
|
420
749
|
---
|
|
421
750
|
|
|
422
751
|
### `fixedincome.rate.ameribor`
|
|
423
752
|
|
|
424
753
|
```python
|
|
425
|
-
data.fixedincome.rate.ameribor(start_time=None, end_time=None, maturity='all', frequency=None, aggregation_method=None, transform=None
|
|
754
|
+
data.fixedincome.rate.ameribor(start_time=None, end_time=None, maturity='all', frequency=None, aggregation_method=None, transform=None)
|
|
426
755
|
```
|
|
427
756
|
|
|
428
757
|
Summary: Ameribor
|
|
@@ -432,7 +761,6 @@ Summary: Ameribor
|
|
|
432
761
|
| Endpoint ID | `fixedincome.rate.ameribor` |
|
|
433
762
|
| HTTP | `GET` |
|
|
434
763
|
| Path | `/inner/v1/agent-data/fixedincome/rate/ameribor` |
|
|
435
|
-
| Default provider | `fred` |
|
|
436
764
|
| SDK | `supported` |
|
|
437
765
|
| Host | `supported` |
|
|
438
766
|
| Notes | - |
|
|
@@ -443,18 +771,27 @@ Summary: Ameribor
|
|
|
443
771
|
|---|---|---|---|---|
|
|
444
772
|
| `start_time` | `no` | `integer | null` | `-` | Start time of the data as a Unix timestamp in milliseconds. Takes priority over start_date when both are provided. |
|
|
445
773
|
| `end_time` | `no` | `integer | null` | `-` | End time of the data as a Unix timestamp in milliseconds. Takes priority over end_date when both are provided. |
|
|
446
|
-
| `maturity` | `no` | `string` | `all` | Period of AMERIBOR rate. Multiple comma separated items allowed.
|
|
447
|
-
| `frequency` | `no` | `string | null` | `-` | Frequency aggregation to convert daily data to lower frequency. a = Annual q = Quarterly m = Monthly w = Weekly wef = Weekly, Ending Friday weth = Weekly, Ending Thursday wew = Weekly, Ending Wednesday wetu = Weekly, Ending Tuesday wem = Weekly, Ending Monday wesu = Weekly, Ending Sunday wesa = Weekly, Ending Saturday bwew = Biweekly, Ending Wednesday bwem = Biweekly, Ending Monday
|
|
448
|
-
| `aggregation_method` | `no` | `string | null` | `-` | A key that indicates the aggregation method used for frequency aggregation. avg = Average sum = Sum eop = End of Period
|
|
449
|
-
| `transform` | `no` | `string | null` | `-` | Transformation type None = No transformation chg = Change ch1 = Change from Year Ago pch = Percent Change pc1 = Percent Change from Year Ago pca = Compounded Annual Rate of Change cch = Continuously Compounded Rate of Change cca = Continuously Compounded Annual Rate of Change log = Natural Log
|
|
450
|
-
|
|
774
|
+
| `maturity` | `no` | `string` | `all` | Period of AMERIBOR rate. Multiple comma separated items allowed. |
|
|
775
|
+
| `frequency` | `no` | `string | null` | `-` | Frequency aggregation to convert daily data to lower frequency. a = Annual q = Quarterly m = Monthly w = Weekly wef = Weekly, Ending Friday weth = Weekly, Ending Thursday wew = Weekly, Ending Wednesday wetu = Weekly, Ending Tuesday wem = Weekly, Ending Monday wesu = Weekly, Ending Sunday wesa = Weekly, Ending Saturday bwew = Biweekly, Ending Wednesday bwem = Biweekly, Ending Monday |
|
|
776
|
+
| `aggregation_method` | `no` | `string | null` | `-` | A key that indicates the aggregation method used for frequency aggregation. avg = Average sum = Sum eop = End of Period |
|
|
777
|
+
| `transform` | `no` | `string | null` | `-` | Transformation type None = No transformation chg = Change ch1 = Change from Year Ago pch = Percent Change pc1 = Percent Change from Year Ago pca = Compounded Annual Rate of Change cch = Continuously Compounded Rate of Change cca = Continuously Compounded Annual Rate of Change log = Natural Log |
|
|
778
|
+
|
|
779
|
+
#### Response fields
|
|
780
|
+
|
|
781
|
+
| Field | Type | Notes |
|
|
782
|
+
|---|---|---|
|
|
783
|
+
| `date` | `string` | The date of the data. |
|
|
784
|
+
| `symbol` | `string` | Symbol representing the entity requested in the data. |
|
|
785
|
+
| `maturity` | `string` | Maturity length of the item. |
|
|
786
|
+
| `rate` | `number` | Interest rate. |
|
|
787
|
+
| `title` | `string` | Title of the series. |
|
|
451
788
|
|
|
452
789
|
---
|
|
453
790
|
|
|
454
791
|
### `fixedincome.rate.dpcredit`
|
|
455
792
|
|
|
456
793
|
```python
|
|
457
|
-
data.fixedincome.rate.dpcredit(start_time=None, end_time=None, parameter='daily_excl_weekend'
|
|
794
|
+
data.fixedincome.rate.dpcredit(start_time=None, end_time=None, parameter='daily_excl_weekend')
|
|
458
795
|
```
|
|
459
796
|
|
|
460
797
|
Summary: Dpcredit
|
|
@@ -464,7 +801,6 @@ Summary: Dpcredit
|
|
|
464
801
|
| Endpoint ID | `fixedincome.rate.dpcredit` |
|
|
465
802
|
| HTTP | `GET` |
|
|
466
803
|
| Path | `/inner/v1/agent-data/fixedincome/rate/dpcredit` |
|
|
467
|
-
| Default provider | `fred` |
|
|
468
804
|
| SDK | `supported` |
|
|
469
805
|
| Host | `supported` |
|
|
470
806
|
| Notes | - |
|
|
@@ -475,15 +811,21 @@ Summary: Dpcredit
|
|
|
475
811
|
|---|---|---|---|---|
|
|
476
812
|
| `start_time` | `no` | `integer | null` | `-` | Start time of the data as a Unix timestamp in milliseconds. Takes priority over start_date when both are provided. |
|
|
477
813
|
| `end_time` | `no` | `integer | null` | `-` | End time of the data as a Unix timestamp in milliseconds. Takes priority over end_date when both are provided. |
|
|
478
|
-
| `parameter` | `no` | `string` | `daily_excl_weekend` | FRED series ID of DWPCR data.
|
|
479
|
-
|
|
814
|
+
| `parameter` | `no` | `string` | `daily_excl_weekend` | FRED series ID of DWPCR data. |
|
|
815
|
+
|
|
816
|
+
#### Response fields
|
|
817
|
+
|
|
818
|
+
| Field | Type | Notes |
|
|
819
|
+
|---|---|---|
|
|
820
|
+
| `date` | `string` | The date of the data. |
|
|
821
|
+
| `rate` | `number` | Discount Window Primary Credit Rate. |
|
|
480
822
|
|
|
481
823
|
---
|
|
482
824
|
|
|
483
825
|
### `fixedincome.rate.ecb`
|
|
484
826
|
|
|
485
827
|
```python
|
|
486
|
-
data.fixedincome.rate.ecb(start_time=None, end_time=None, interest_rate_type='lending'
|
|
828
|
+
data.fixedincome.rate.ecb(start_time=None, end_time=None, interest_rate_type='lending')
|
|
487
829
|
```
|
|
488
830
|
|
|
489
831
|
Summary: Ecb
|
|
@@ -493,7 +835,6 @@ Summary: Ecb
|
|
|
493
835
|
| Endpoint ID | `fixedincome.rate.ecb` |
|
|
494
836
|
| HTTP | `GET` |
|
|
495
837
|
| Path | `/inner/v1/agent-data/fixedincome/rate/ecb` |
|
|
496
|
-
| Default provider | `fred` |
|
|
497
838
|
| SDK | `supported` |
|
|
498
839
|
| Host | `supported` |
|
|
499
840
|
| Notes | - |
|
|
@@ -505,14 +846,20 @@ Summary: Ecb
|
|
|
505
846
|
| `start_time` | `no` | `integer | null` | `-` | Start time of the data as a Unix timestamp in milliseconds. Takes priority over start_date when both are provided. |
|
|
506
847
|
| `end_time` | `no` | `integer | null` | `-` | End time of the data as a Unix timestamp in milliseconds. Takes priority over end_date when both are provided. |
|
|
507
848
|
| `interest_rate_type` | `no` | `string` | `lending` | The type of interest rate. |
|
|
508
|
-
|
|
849
|
+
|
|
850
|
+
#### Response fields
|
|
851
|
+
|
|
852
|
+
| Field | Type | Notes |
|
|
853
|
+
|---|---|---|
|
|
854
|
+
| `date` | `string` | The date of the data. |
|
|
855
|
+
| `rate` | `number` | European Central Bank Interest Rate. |
|
|
509
856
|
|
|
510
857
|
---
|
|
511
858
|
|
|
512
859
|
### `fixedincome.rate.effr`
|
|
513
860
|
|
|
514
861
|
```python
|
|
515
|
-
data.fixedincome.rate.effr(start_time=None, end_time=None, frequency=None, aggregation_method=None, transform=None, effr_only=False
|
|
862
|
+
data.fixedincome.rate.effr(start_time=None, end_time=None, frequency=None, aggregation_method=None, transform=None, effr_only=False)
|
|
516
863
|
```
|
|
517
864
|
|
|
518
865
|
Summary: Effr
|
|
@@ -522,7 +869,6 @@ Summary: Effr
|
|
|
522
869
|
| Endpoint ID | `fixedincome.rate.effr` |
|
|
523
870
|
| HTTP | `GET` |
|
|
524
871
|
| Path | `/inner/v1/agent-data/fixedincome/rate/effr` |
|
|
525
|
-
| Default provider | - |
|
|
526
872
|
| SDK | `supported` |
|
|
527
873
|
| Host | `supported` |
|
|
528
874
|
| Notes | - |
|
|
@@ -533,18 +879,35 @@ Summary: Effr
|
|
|
533
879
|
|---|---|---|---|---|
|
|
534
880
|
| `start_time` | `no` | `integer | null` | `-` | Start time of the data as a Unix timestamp in milliseconds. Takes priority over start_date when both are provided. |
|
|
535
881
|
| `end_time` | `no` | `integer | null` | `-` | End time of the data as a Unix timestamp in milliseconds. Takes priority over end_date when both are provided. |
|
|
536
|
-
| `frequency` | `no` | `string | null` | `-` | Frequency aggregation to convert daily data to lower frequency. a = Annual q = Quarterly m = Monthly w = Weekly wef = Weekly, Ending Friday weth = Weekly, Ending Thursday wew = Weekly, Ending Wednesday wetu = Weekly, Ending Tuesday wem = Weekly, Ending Monday wesu = Weekly, Ending Sunday wesa = Weekly, Ending Saturday bwew = Biweekly, Ending Wednesday bwem = Biweekly, Ending Monday
|
|
537
|
-
| `aggregation_method` | `no` | `string | null` | `-` | A key that indicates the aggregation method used for frequency aggregation. avg = Average sum = Sum eop = End of Period
|
|
538
|
-
| `transform` | `no` | `string | null` | `-` | Transformation type None = No transformation chg = Change ch1 = Change from Year Ago pch = Percent Change pc1 = Percent Change from Year Ago pca = Compounded Annual Rate of Change cch = Continuously Compounded Rate of Change cca = Continuously Compounded Annual Rate of Change log = Natural Log
|
|
539
|
-
| `effr_only` | `no` | `boolean` | `false` | Return data without quantiles, target ranges, and volume.
|
|
540
|
-
|
|
882
|
+
| `frequency` | `no` | `string | null` | `-` | Frequency aggregation to convert daily data to lower frequency. a = Annual q = Quarterly m = Monthly w = Weekly wef = Weekly, Ending Friday weth = Weekly, Ending Thursday wew = Weekly, Ending Wednesday wetu = Weekly, Ending Tuesday wem = Weekly, Ending Monday wesu = Weekly, Ending Sunday wesa = Weekly, Ending Saturday bwew = Biweekly, Ending Wednesday bwem = Biweekly, Ending Monday |
|
|
883
|
+
| `aggregation_method` | `no` | `string | null` | `-` | A key that indicates the aggregation method used for frequency aggregation. avg = Average sum = Sum eop = End of Period |
|
|
884
|
+
| `transform` | `no` | `string | null` | `-` | Transformation type None = No transformation chg = Change ch1 = Change from Year Ago pch = Percent Change pc1 = Percent Change from Year Ago pca = Compounded Annual Rate of Change cch = Continuously Compounded Rate of Change cca = Continuously Compounded Annual Rate of Change log = Natural Log |
|
|
885
|
+
| `effr_only` | `no` | `boolean` | `false` | Return data without quantiles, target ranges, and volume. |
|
|
886
|
+
|
|
887
|
+
#### Response fields
|
|
888
|
+
|
|
889
|
+
| Field | Type | Notes |
|
|
890
|
+
|---|---|---|
|
|
891
|
+
| `date` | `string` | The date of the data. |
|
|
892
|
+
| `rate` | `number` | Effective federal funds rate. |
|
|
893
|
+
| `target_range_upper` | `number` | Upper bound of the target range. |
|
|
894
|
+
| `target_range_lower` | `number` | Lower bound of the target range. |
|
|
895
|
+
| `percentile_1` | `number` | 1st percentile of the distribution. |
|
|
896
|
+
| `percentile_25` | `number` | 25th percentile of the distribution. |
|
|
897
|
+
| `percentile_75` | `number` | 75th percentile of the distribution. |
|
|
898
|
+
| `percentile_99` | `number` | 99th percentile of the distribution. |
|
|
899
|
+
| `volume` | `number` | The trading volume. The notional volume of transactions (Billions of $). |
|
|
900
|
+
| `intraday_low` | `number` | Intraday low. This field is only present for data before 2016. |
|
|
901
|
+
| `intraday_high` | `number` | Intraday high. This field is only present for data before 2016. |
|
|
902
|
+
| `standard_deviation` | `number` | Standard deviation. This field is only present for data before 2016. |
|
|
903
|
+
| `revision_indicator` | `string` | Indicates a revision of the data for that date. |
|
|
541
904
|
|
|
542
905
|
---
|
|
543
906
|
|
|
544
907
|
### `fixedincome.rate.effr_forecast`
|
|
545
908
|
|
|
546
909
|
```python
|
|
547
|
-
data.fixedincome.rate.effr_forecast(long_run=False
|
|
910
|
+
data.fixedincome.rate.effr_forecast(long_run=False)
|
|
548
911
|
```
|
|
549
912
|
|
|
550
913
|
Summary: Effr Forecast
|
|
@@ -554,7 +917,6 @@ Summary: Effr Forecast
|
|
|
554
917
|
| Endpoint ID | `fixedincome.rate.effr_forecast` |
|
|
555
918
|
| HTTP | `GET` |
|
|
556
919
|
| Path | `/inner/v1/agent-data/fixedincome/rate/effr_forecast` |
|
|
557
|
-
| Default provider | `fred` |
|
|
558
920
|
| SDK | `supported` |
|
|
559
921
|
| Host | `supported` |
|
|
560
922
|
| Notes | - |
|
|
@@ -563,15 +925,27 @@ Summary: Effr Forecast
|
|
|
563
925
|
|
|
564
926
|
| Param | Required | Type | Default | Notes |
|
|
565
927
|
|---|---|---|---|---|
|
|
566
|
-
| `long_run` | `no` | `boolean` | `false` | Flag to show long run projections
|
|
567
|
-
|
|
928
|
+
| `long_run` | `no` | `boolean` | `false` | Flag to show long run projections |
|
|
929
|
+
|
|
930
|
+
#### Response fields
|
|
931
|
+
|
|
932
|
+
| Field | Type | Notes |
|
|
933
|
+
|---|---|---|
|
|
934
|
+
| `date` | `string` | The date of the data. |
|
|
935
|
+
| `range_high` | `number` | High projection of rates. |
|
|
936
|
+
| `central_tendency_high` | `number` | Central tendency of high projection of rates. |
|
|
937
|
+
| `median` | `number` | Median projection of rates. |
|
|
938
|
+
| `range_midpoint` | `number` | Midpoint projection of rates. |
|
|
939
|
+
| `central_tendency_midpoint` | `number` | Central tendency of midpoint projection of rates. |
|
|
940
|
+
| `range_low` | `number` | Low projection of rates. |
|
|
941
|
+
| `central_tendency_low` | `number` | Central tendency of low projection of rates. |
|
|
568
942
|
|
|
569
943
|
---
|
|
570
944
|
|
|
571
945
|
### `fixedincome.rate.estr`
|
|
572
946
|
|
|
573
947
|
```python
|
|
574
|
-
data.fixedincome.rate.estr(start_time=None, end_time=None, frequency=None, aggregation_method=None, transform=None
|
|
948
|
+
data.fixedincome.rate.estr(start_time=None, end_time=None, frequency=None, aggregation_method=None, transform=None)
|
|
575
949
|
```
|
|
576
950
|
|
|
577
951
|
Summary: Estr
|
|
@@ -581,7 +955,6 @@ Summary: Estr
|
|
|
581
955
|
| Endpoint ID | `fixedincome.rate.estr` |
|
|
582
956
|
| HTTP | `GET` |
|
|
583
957
|
| Path | `/inner/v1/agent-data/fixedincome/rate/estr` |
|
|
584
|
-
| Default provider | `fred` |
|
|
585
958
|
| SDK | `supported` |
|
|
586
959
|
| Host | `supported` |
|
|
587
960
|
| Notes | - |
|
|
@@ -592,17 +965,29 @@ Summary: Estr
|
|
|
592
965
|
|---|---|---|---|---|
|
|
593
966
|
| `start_time` | `no` | `integer | null` | `-` | Start time of the data as a Unix timestamp in milliseconds. Takes priority over start_date when both are provided. |
|
|
594
967
|
| `end_time` | `no` | `integer | null` | `-` | End time of the data as a Unix timestamp in milliseconds. Takes priority over end_date when both are provided. |
|
|
595
|
-
| `frequency` | `no` | `string | null` | `-` | Frequency aggregation to convert daily data to lower frequency. a = Annual q = Quarterly m = Monthly w = Weekly d = Daily wef = Weekly, Ending Friday weth = Weekly, Ending Thursday wew = Weekly, Ending Wednesday wetu = Weekly, Ending Tuesday wem = Weekly, Ending Monday wesu = Weekly, Ending Sunday wesa = Weekly, Ending Saturday bwew = Biweekly, Ending Wednesday bwem = Biweekly, Ending Monday
|
|
596
|
-
| `aggregation_method` | `no` | `string | null` | `-` | A key that indicates the aggregation method used for frequency aggregation. avg = Average sum = Sum eop = End of Period
|
|
597
|
-
| `transform` | `no` | `string | null` | `-` | Transformation type None = No transformation chg = Change ch1 = Change from Year Ago pch = Percent Change pc1 = Percent Change from Year Ago pca = Compounded Annual Rate of Change cch = Continuously Compounded Rate of Change cca = Continuously Compounded Annual Rate of Change log = Natural Log
|
|
598
|
-
|
|
968
|
+
| `frequency` | `no` | `string | null` | `-` | Frequency aggregation to convert daily data to lower frequency. a = Annual q = Quarterly m = Monthly w = Weekly d = Daily wef = Weekly, Ending Friday weth = Weekly, Ending Thursday wew = Weekly, Ending Wednesday wetu = Weekly, Ending Tuesday wem = Weekly, Ending Monday wesu = Weekly, Ending Sunday wesa = Weekly, Ending Saturday bwew = Biweekly, Ending Wednesday bwem = Biweekly, Ending Monday |
|
|
969
|
+
| `aggregation_method` | `no` | `string | null` | `-` | A key that indicates the aggregation method used for frequency aggregation. avg = Average sum = Sum eop = End of Period |
|
|
970
|
+
| `transform` | `no` | `string | null` | `-` | Transformation type None = No transformation chg = Change ch1 = Change from Year Ago pch = Percent Change pc1 = Percent Change from Year Ago pca = Compounded Annual Rate of Change cch = Continuously Compounded Rate of Change cca = Continuously Compounded Annual Rate of Change log = Natural Log |
|
|
971
|
+
|
|
972
|
+
#### Response fields
|
|
973
|
+
|
|
974
|
+
| Field | Type | Notes |
|
|
975
|
+
|---|---|---|
|
|
976
|
+
| `date` | `string` | The date of the data. |
|
|
977
|
+
| `rate` | `number` | Volume-weighted trimmed mean rate. |
|
|
978
|
+
| `percentile_25` | `number` | Rate at 25th percentile of volume. |
|
|
979
|
+
| `percentile_75` | `number` | Rate at 75th percentile of volume. |
|
|
980
|
+
| `volume` | `number` | The trading volume. (Millions of EUR). |
|
|
981
|
+
| `transactions` | `integer` | Number of transactions. |
|
|
982
|
+
| `number_of_banks` | `integer` | Number of active banks. |
|
|
983
|
+
| `large_bank_share_of_volume` | `number` | The percent of volume attributable to the 5 largest active banks. |
|
|
599
984
|
|
|
600
985
|
---
|
|
601
986
|
|
|
602
987
|
### `fixedincome.rate.iorb`
|
|
603
988
|
|
|
604
989
|
```python
|
|
605
|
-
data.fixedincome.rate.iorb(start_time=None, end_time=None
|
|
990
|
+
data.fixedincome.rate.iorb(start_time=None, end_time=None)
|
|
606
991
|
```
|
|
607
992
|
|
|
608
993
|
Summary: Iorb
|
|
@@ -612,7 +997,6 @@ Summary: Iorb
|
|
|
612
997
|
| Endpoint ID | `fixedincome.rate.iorb` |
|
|
613
998
|
| HTTP | `GET` |
|
|
614
999
|
| Path | `/inner/v1/agent-data/fixedincome/rate/iorb` |
|
|
615
|
-
| Default provider | `fred` |
|
|
616
1000
|
| SDK | `supported` |
|
|
617
1001
|
| Host | `supported` |
|
|
618
1002
|
| Notes | - |
|
|
@@ -623,14 +1007,20 @@ Summary: Iorb
|
|
|
623
1007
|
|---|---|---|---|---|
|
|
624
1008
|
| `start_time` | `no` | `integer | null` | `-` | Start time of the data as a Unix timestamp in milliseconds. Takes priority over start_date when both are provided. |
|
|
625
1009
|
| `end_time` | `no` | `integer | null` | `-` | End time of the data as a Unix timestamp in milliseconds. Takes priority over end_date when both are provided. |
|
|
626
|
-
|
|
1010
|
+
|
|
1011
|
+
#### Response fields
|
|
1012
|
+
|
|
1013
|
+
| Field | Type | Notes |
|
|
1014
|
+
|---|---|---|
|
|
1015
|
+
| `date` | `string` | The date of the data. |
|
|
1016
|
+
| `rate` | `number` | IORB rate. |
|
|
627
1017
|
|
|
628
1018
|
---
|
|
629
1019
|
|
|
630
1020
|
### `fixedincome.rate.overnight_bank_funding`
|
|
631
1021
|
|
|
632
1022
|
```python
|
|
633
|
-
data.fixedincome.rate.overnight_bank_funding(start_time=None, end_time=None, frequency=None, aggregation_method=None, transform=None
|
|
1023
|
+
data.fixedincome.rate.overnight_bank_funding(start_time=None, end_time=None, frequency=None, aggregation_method=None, transform=None)
|
|
634
1024
|
```
|
|
635
1025
|
|
|
636
1026
|
Summary: Overnight Bank Funding
|
|
@@ -640,7 +1030,6 @@ Summary: Overnight Bank Funding
|
|
|
640
1030
|
| Endpoint ID | `fixedincome.rate.overnight_bank_funding` |
|
|
641
1031
|
| HTTP | `GET` |
|
|
642
1032
|
| Path | `/inner/v1/agent-data/fixedincome/rate/overnight_bank_funding` |
|
|
643
|
-
| Default provider | - |
|
|
644
1033
|
| SDK | `supported` |
|
|
645
1034
|
| Host | `supported` |
|
|
646
1035
|
| Notes | - |
|
|
@@ -651,17 +1040,29 @@ Summary: Overnight Bank Funding
|
|
|
651
1040
|
|---|---|---|---|---|
|
|
652
1041
|
| `start_time` | `no` | `integer | null` | `-` | Start time of the data as a Unix timestamp in milliseconds. Takes priority over start_date when both are provided. |
|
|
653
1042
|
| `end_time` | `no` | `integer | null` | `-` | End time of the data as a Unix timestamp in milliseconds. Takes priority over end_date when both are provided. |
|
|
654
|
-
| `frequency` | `no` | `string | null` | `-` | Frequency aggregation to convert daily data to lower frequency. a = Annual q = Quarterly m = Monthly w = Weekly wef = Weekly, Ending Friday weth = Weekly, Ending Thursday wew = Weekly, Ending Wednesday wetu = Weekly, Ending Tuesday wem = Weekly, Ending Monday wesu = Weekly, Ending Sunday wesa = Weekly, Ending Saturday bwew = Biweekly, Ending Wednesday bwem = Biweekly, Ending Monday
|
|
655
|
-
| `aggregation_method` | `no` | `string | null` | `-` | A key that indicates the aggregation method used for frequency aggregation. avg = Average sum = Sum eop = End of Period
|
|
656
|
-
| `transform` | `no` | `string | null` | `-` | Transformation type None = No transformation chg = Change ch1 = Change from Year Ago pch = Percent Change pc1 = Percent Change from Year Ago pca = Compounded Annual Rate of Change cch = Continuously Compounded Rate of Change cca = Continuously Compounded Annual Rate of Change log = Natural Log
|
|
657
|
-
|
|
1043
|
+
| `frequency` | `no` | `string | null` | `-` | Frequency aggregation to convert daily data to lower frequency. a = Annual q = Quarterly m = Monthly w = Weekly wef = Weekly, Ending Friday weth = Weekly, Ending Thursday wew = Weekly, Ending Wednesday wetu = Weekly, Ending Tuesday wem = Weekly, Ending Monday wesu = Weekly, Ending Sunday wesa = Weekly, Ending Saturday bwew = Biweekly, Ending Wednesday bwem = Biweekly, Ending Monday |
|
|
1044
|
+
| `aggregation_method` | `no` | `string | null` | `-` | A key that indicates the aggregation method used for frequency aggregation. avg = Average sum = Sum eop = End of Period |
|
|
1045
|
+
| `transform` | `no` | `string | null` | `-` | Transformation type None = No transformation chg = Change ch1 = Change from Year Ago pch = Percent Change pc1 = Percent Change from Year Ago pca = Compounded Annual Rate of Change cch = Continuously Compounded Rate of Change cca = Continuously Compounded Annual Rate of Change log = Natural Log |
|
|
1046
|
+
|
|
1047
|
+
#### Response fields
|
|
1048
|
+
|
|
1049
|
+
| Field | Type | Notes |
|
|
1050
|
+
|---|---|---|
|
|
1051
|
+
| `date` | `string` | The date of the data. |
|
|
1052
|
+
| `rate` | `number` | Overnight Bank Funding Rate. |
|
|
1053
|
+
| `percentile_1` | `number` | 1st percentile of the distribution. |
|
|
1054
|
+
| `percentile_25` | `number` | 25th percentile of the distribution. |
|
|
1055
|
+
| `percentile_75` | `number` | 75th percentile of the distribution. |
|
|
1056
|
+
| `percentile_99` | `number` | 99th percentile of the distribution. |
|
|
1057
|
+
| `volume` | `number` | The trading volume. The notional volume of transactions (Billions of $). |
|
|
1058
|
+
| `revision_indicator` | `string` | Indicates a revision of the data for that date. |
|
|
658
1059
|
|
|
659
1060
|
---
|
|
660
1061
|
|
|
661
1062
|
### `fixedincome.rate.sofr`
|
|
662
1063
|
|
|
663
1064
|
```python
|
|
664
|
-
data.fixedincome.rate.sofr(start_time=None, end_time=None, frequency=None, aggregation_method=None, transform=None
|
|
1065
|
+
data.fixedincome.rate.sofr(start_time=None, end_time=None, frequency=None, aggregation_method=None, transform=None)
|
|
665
1066
|
```
|
|
666
1067
|
|
|
667
1068
|
Summary: Sofr
|
|
@@ -671,7 +1072,6 @@ Summary: Sofr
|
|
|
671
1072
|
| Endpoint ID | `fixedincome.rate.sofr` |
|
|
672
1073
|
| HTTP | `GET` |
|
|
673
1074
|
| Path | `/inner/v1/agent-data/fixedincome/rate/sofr` |
|
|
674
|
-
| Default provider | - |
|
|
675
1075
|
| SDK | `supported` |
|
|
676
1076
|
| Host | `supported` |
|
|
677
1077
|
| Notes | - |
|
|
@@ -682,17 +1082,32 @@ Summary: Sofr
|
|
|
682
1082
|
|---|---|---|---|---|
|
|
683
1083
|
| `start_time` | `no` | `integer | null` | `-` | Start time of the data as a Unix timestamp in milliseconds. Takes priority over start_date when both are provided. |
|
|
684
1084
|
| `end_time` | `no` | `integer | null` | `-` | End time of the data as a Unix timestamp in milliseconds. Takes priority over end_date when both are provided. |
|
|
685
|
-
| `frequency` | `no` | `string | null` | `-` | Frequency aggregation to convert daily data to lower frequency. a = Annual q = Quarterly m = Monthly w = Weekly wef = Weekly, Ending Friday weth = Weekly, Ending Thursday wew = Weekly, Ending Wednesday wetu = Weekly, Ending Tuesday wem = Weekly, Ending Monday wesu = Weekly, Ending Sunday wesa = Weekly, Ending Saturday bwew = Biweekly, Ending Wednesday bwem = Biweekly, Ending Monday
|
|
686
|
-
| `aggregation_method` | `no` | `string | null` | `-` | A key that indicates the aggregation method used for frequency aggregation. avg = Average sum = Sum eop = End of Period
|
|
687
|
-
| `transform` | `no` | `string | null` | `-` | Transformation type None = No transformation chg = Change ch1 = Change from Year Ago pch = Percent Change pc1 = Percent Change from Year Ago pca = Compounded Annual Rate of Change cch = Continuously Compounded Rate of Change cca = Continuously Compounded Annual Rate of Change log = Natural Log
|
|
688
|
-
|
|
1085
|
+
| `frequency` | `no` | `string | null` | `-` | Frequency aggregation to convert daily data to lower frequency. a = Annual q = Quarterly m = Monthly w = Weekly wef = Weekly, Ending Friday weth = Weekly, Ending Thursday wew = Weekly, Ending Wednesday wetu = Weekly, Ending Tuesday wem = Weekly, Ending Monday wesu = Weekly, Ending Sunday wesa = Weekly, Ending Saturday bwew = Biweekly, Ending Wednesday bwem = Biweekly, Ending Monday |
|
|
1086
|
+
| `aggregation_method` | `no` | `string | null` | `-` | A key that indicates the aggregation method used for frequency aggregation. avg = Average sum = Sum eop = End of Period |
|
|
1087
|
+
| `transform` | `no` | `string | null` | `-` | Transformation type None = No transformation chg = Change ch1 = Change from Year Ago pch = Percent Change pc1 = Percent Change from Year Ago pca = Compounded Annual Rate of Change cch = Continuously Compounded Rate of Change cca = Continuously Compounded Annual Rate of Change log = Natural Log |
|
|
1088
|
+
|
|
1089
|
+
#### Response fields
|
|
1090
|
+
|
|
1091
|
+
| Field | Type | Notes |
|
|
1092
|
+
|---|---|---|
|
|
1093
|
+
| `date` | `string` | The date of the data. |
|
|
1094
|
+
| `rate` | `number` | Effective federal funds rate. |
|
|
1095
|
+
| `percentile_1` | `number` | 1st percentile of the distribution. |
|
|
1096
|
+
| `percentile_25` | `number` | 25th percentile of the distribution. |
|
|
1097
|
+
| `percentile_75` | `number` | 75th percentile of the distribution. |
|
|
1098
|
+
| `percentile_99` | `number` | 99th percentile of the distribution. |
|
|
1099
|
+
| `volume` | `number` | The trading volume. The notional volume of transactions (Billions of $). |
|
|
1100
|
+
| `average_30d` | `number` | 30-Day Average SOFR. |
|
|
1101
|
+
| `average_90d` | `number` | 90-Day Average SOFR. |
|
|
1102
|
+
| `average_180d` | `number` | 180-Day Average SOFR. |
|
|
1103
|
+
| `index` | `number` | SOFR index as 2018-04-02 = 1. |
|
|
689
1104
|
|
|
690
1105
|
---
|
|
691
1106
|
|
|
692
1107
|
### `fixedincome.rate.sonia`
|
|
693
1108
|
|
|
694
1109
|
```python
|
|
695
|
-
data.fixedincome.rate.sonia(start_time=None, end_time=None, parameter='rate'
|
|
1110
|
+
data.fixedincome.rate.sonia(start_time=None, end_time=None, parameter='rate')
|
|
696
1111
|
```
|
|
697
1112
|
|
|
698
1113
|
Summary: Sonia
|
|
@@ -702,7 +1117,6 @@ Summary: Sonia
|
|
|
702
1117
|
| Endpoint ID | `fixedincome.rate.sonia` |
|
|
703
1118
|
| HTTP | `GET` |
|
|
704
1119
|
| Path | `/inner/v1/agent-data/fixedincome/rate/sonia` |
|
|
705
|
-
| Default provider | `fred` |
|
|
706
1120
|
| SDK | `supported` |
|
|
707
1121
|
| Host | `supported` |
|
|
708
1122
|
| Notes | - |
|
|
@@ -713,15 +1127,21 @@ Summary: Sonia
|
|
|
713
1127
|
|---|---|---|---|---|
|
|
714
1128
|
| `start_time` | `no` | `integer | null` | `-` | Start time of the data as a Unix timestamp in milliseconds. Takes priority over start_date when both are provided. |
|
|
715
1129
|
| `end_time` | `no` | `integer | null` | `-` | End time of the data as a Unix timestamp in milliseconds. Takes priority over end_date when both are provided. |
|
|
716
|
-
| `parameter` | `no` | `string` | `rate` | Period of SONIA rate.
|
|
717
|
-
|
|
1130
|
+
| `parameter` | `no` | `string` | `rate` | Period of SONIA rate. |
|
|
1131
|
+
|
|
1132
|
+
#### Response fields
|
|
1133
|
+
|
|
1134
|
+
| Field | Type | Notes |
|
|
1135
|
+
|---|---|---|
|
|
1136
|
+
| `date` | `string` | The date of the data. |
|
|
1137
|
+
| `rate` | `number` | SONIA rate. |
|
|
718
1138
|
|
|
719
1139
|
---
|
|
720
1140
|
|
|
721
1141
|
### `fixedincome.spreads.tcm`
|
|
722
1142
|
|
|
723
1143
|
```python
|
|
724
|
-
data.fixedincome.spreads.tcm(start_time=None, end_time=None, maturity='3m'
|
|
1144
|
+
data.fixedincome.spreads.tcm(start_time=None, end_time=None, maturity='3m')
|
|
725
1145
|
```
|
|
726
1146
|
|
|
727
1147
|
Summary: Tcm
|
|
@@ -731,7 +1151,6 @@ Summary: Tcm
|
|
|
731
1151
|
| Endpoint ID | `fixedincome.spreads.tcm` |
|
|
732
1152
|
| HTTP | `GET` |
|
|
733
1153
|
| Path | `/inner/v1/agent-data/fixedincome/spreads/tcm` |
|
|
734
|
-
| Default provider | `fred` |
|
|
735
1154
|
| SDK | `supported` |
|
|
736
1155
|
| Host | `supported` |
|
|
737
1156
|
| Notes | - |
|
|
@@ -743,14 +1162,20 @@ Summary: Tcm
|
|
|
743
1162
|
| `start_time` | `no` | `integer | null` | `-` | Start time of the data as a Unix timestamp in milliseconds. Takes priority over start_date when both are provided. |
|
|
744
1163
|
| `end_time` | `no` | `integer | null` | `-` | End time of the data as a Unix timestamp in milliseconds. Takes priority over end_date when both are provided. |
|
|
745
1164
|
| `maturity` | `no` | `string | null` | `3m` | The maturity |
|
|
746
|
-
|
|
1165
|
+
|
|
1166
|
+
#### Response fields
|
|
1167
|
+
|
|
1168
|
+
| Field | Type | Notes |
|
|
1169
|
+
|---|---|---|
|
|
1170
|
+
| `date` | `string` | The date of the data. |
|
|
1171
|
+
| `rate` | `number` | TreasuryConstantMaturity Rate. |
|
|
747
1172
|
|
|
748
1173
|
---
|
|
749
1174
|
|
|
750
1175
|
### `fixedincome.spreads.tcm_effr`
|
|
751
1176
|
|
|
752
1177
|
```python
|
|
753
|
-
data.fixedincome.spreads.tcm_effr(start_time=None, end_time=None, maturity='10y'
|
|
1178
|
+
data.fixedincome.spreads.tcm_effr(start_time=None, end_time=None, maturity='10y')
|
|
754
1179
|
```
|
|
755
1180
|
|
|
756
1181
|
Summary: Tcm Effr
|
|
@@ -760,7 +1185,6 @@ Summary: Tcm Effr
|
|
|
760
1185
|
| Endpoint ID | `fixedincome.spreads.tcm_effr` |
|
|
761
1186
|
| HTTP | `GET` |
|
|
762
1187
|
| Path | `/inner/v1/agent-data/fixedincome/spreads/tcm_effr` |
|
|
763
|
-
| Default provider | `fred` |
|
|
764
1188
|
| SDK | `supported` |
|
|
765
1189
|
| Host | `supported` |
|
|
766
1190
|
| Notes | - |
|
|
@@ -772,14 +1196,20 @@ Summary: Tcm Effr
|
|
|
772
1196
|
| `start_time` | `no` | `integer | null` | `-` | Start time of the data as a Unix timestamp in milliseconds. Takes priority over start_date when both are provided. |
|
|
773
1197
|
| `end_time` | `no` | `integer | null` | `-` | End time of the data as a Unix timestamp in milliseconds. Takes priority over end_date when both are provided. |
|
|
774
1198
|
| `maturity` | `no` | `string | null` | `10y` | The maturity |
|
|
775
|
-
|
|
1199
|
+
|
|
1200
|
+
#### Response fields
|
|
1201
|
+
|
|
1202
|
+
| Field | Type | Notes |
|
|
1203
|
+
|---|---|---|
|
|
1204
|
+
| `date` | `string` | The date of the data. |
|
|
1205
|
+
| `rate` | `number` | Selected Treasury Constant Maturity Rate. |
|
|
776
1206
|
|
|
777
1207
|
---
|
|
778
1208
|
|
|
779
1209
|
### `fixedincome.spreads.treasury_effr`
|
|
780
1210
|
|
|
781
1211
|
```python
|
|
782
|
-
data.fixedincome.spreads.treasury_effr(start_time=None, end_time=None, maturity='3m'
|
|
1212
|
+
data.fixedincome.spreads.treasury_effr(start_time=None, end_time=None, maturity='3m')
|
|
783
1213
|
```
|
|
784
1214
|
|
|
785
1215
|
Summary: Treasury Effr
|
|
@@ -789,7 +1219,6 @@ Summary: Treasury Effr
|
|
|
789
1219
|
| Endpoint ID | `fixedincome.spreads.treasury_effr` |
|
|
790
1220
|
| HTTP | `GET` |
|
|
791
1221
|
| Path | `/inner/v1/agent-data/fixedincome/spreads/treasury_effr` |
|
|
792
|
-
| Default provider | `fred` |
|
|
793
1222
|
| SDK | `supported` |
|
|
794
1223
|
| Host | `supported` |
|
|
795
1224
|
| Notes | - |
|
|
@@ -801,4 +1230,10 @@ Summary: Treasury Effr
|
|
|
801
1230
|
| `start_time` | `no` | `integer | null` | `-` | Start time of the data as a Unix timestamp in milliseconds. Takes priority over start_date when both are provided. |
|
|
802
1231
|
| `end_time` | `no` | `integer | null` | `-` | End time of the data as a Unix timestamp in milliseconds. Takes priority over end_date when both are provided. |
|
|
803
1232
|
| `maturity` | `no` | `string | null` | `3m` | The maturity |
|
|
804
|
-
|
|
1233
|
+
|
|
1234
|
+
#### Response fields
|
|
1235
|
+
|
|
1236
|
+
| Field | Type | Notes |
|
|
1237
|
+
|---|---|---|
|
|
1238
|
+
| `date` | `string` | The date of the data. |
|
|
1239
|
+
| `rate` | `number` | SelectedTreasuryBill Rate. |
|