@bitget-ai/getagent-skill 0.2.1
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 +28 -0
- package/.claude-plugin/plugin.json +12 -0
- package/README.md +99 -0
- package/VERSION +1 -0
- package/bin/getagent-skill.js +140 -0
- package/package.json +45 -0
- package/skills/getagent/SKILL.md +129 -0
- package/skills/getagent/examples/btc-ema-cross-demo/README.md +61 -0
- package/skills/getagent/examples/btc-ema-cross-demo/backtest.yaml +33 -0
- package/skills/getagent/examples/btc-ema-cross-demo/manifest.yaml +94 -0
- package/skills/getagent/examples/btc-ema-cross-demo/src/main.py +88 -0
- package/skills/getagent/examples/btc-ema-cross-demo/src/strategy.py +118 -0
- package/skills/getagent/references/api/enable.md +95 -0
- package/skills/getagent/references/api/error-responses.md +77 -0
- package/skills/getagent/references/api/index.md +38 -0
- package/skills/getagent/references/api/list.md +80 -0
- package/skills/getagent/references/api/my-playbooks.md +41 -0
- package/skills/getagent/references/api/publish.md +76 -0
- package/skills/getagent/references/api/run.md +149 -0
- package/skills/getagent/references/api/upload.md +76 -0
- package/skills/getagent/references/backtest-engine.md +438 -0
- package/skills/getagent/references/package-schema.md +552 -0
- package/skills/getagent/references/sandbox-runtime.md +201 -0
- package/skills/getagent/references/sdk/backtest/catalog.md +208 -0
- package/skills/getagent/references/sdk/data/arxiv.md +41 -0
- package/skills/getagent/references/sdk/data/catalog.md +56 -0
- package/skills/getagent/references/sdk/data/commodity.md +226 -0
- package/skills/getagent/references/sdk/data/coverage.md +82 -0
- package/skills/getagent/references/sdk/data/crypto.md +2906 -0
- package/skills/getagent/references/sdk/data/currency.md +123 -0
- package/skills/getagent/references/sdk/data/derivatives.md +269 -0
- package/skills/getagent/references/sdk/data/economy.md +1348 -0
- package/skills/getagent/references/sdk/data/equity.md +2120 -0
- package/skills/getagent/references/sdk/data/etf.md +372 -0
- package/skills/getagent/references/sdk/data/famafrench.md +201 -0
- package/skills/getagent/references/sdk/data/fixedincome.md +804 -0
- package/skills/getagent/references/sdk/data/imf_utils.md +225 -0
- package/skills/getagent/references/sdk/data/index.md +216 -0
- package/skills/getagent/references/sdk/data/news.md +149 -0
- package/skills/getagent/references/sdk/data/playbook-supported.md +9871 -0
- package/skills/getagent/references/sdk/data/regulators.md +299 -0
- package/skills/getagent/references/sdk/data/sentiment.md +323 -0
- package/skills/getagent/references/sdk/data/uscongress.md +126 -0
- package/skills/getagent/references/sdk/data/web_search.md +68 -0
- package/skills/getagent/references/sdk/data/wikipedia.md +97 -0
- package/skills/getagent/references/sdk/llm/catalog.md +117 -0
- package/skills/getagent/references/sdk/runtime/catalog.md +195 -0
- package/skills/getagent/references/sdk/trade/account.md +61 -0
- package/skills/getagent/references/sdk/trade/catalog.md +35 -0
- package/skills/getagent/references/sdk/trade/contract.md +331 -0
- package/skills/getagent/references/sdk/trade/helpers.md +466 -0
- package/skills/getagent/references/sdk/trade/market.md +28 -0
- package/skills/getagent/references/sdk/trade/patterns.md +102 -0
- package/skills/getagent/references/sdk/trade/spot.md +165 -0
- package/skills/getagent/references/sdk.md +198 -0
- package/skills/getagent/scripts/validate.py +965 -0
- package/skills/getagent/scripts/version_check.sh +62 -0
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# Fixedincome Data Reference
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Use this file when an agent needs detailed signatures and parameter
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rules for one DataSDK domain. All generated `getagent.data` endpoints
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are callable through the DataSDK wrapper.
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## Contents
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- [`fixedincome.bond_indices`](#fixedincomebond-indices)
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- [`fixedincome.corporate.bond_prices`](#fixedincomecorporatebond-prices)
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- [`fixedincome.corporate.commercial_paper`](#fixedincomecorporatecommercial-paper)
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- [`fixedincome.corporate.hqm`](#fixedincomecorporatehqm)
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- [`fixedincome.corporate.spot_rates`](#fixedincomecorporatespot-rates)
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- [`fixedincome.government.svensson_yield_curve`](#fixedincomegovernmentsvensson-yield-curve)
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- [`fixedincome.government.tips_yields`](#fixedincomegovernmenttips-yields)
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- [`fixedincome.government.treasury_auctions`](#fixedincomegovernmenttreasury-auctions)
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- [`fixedincome.government.treasury_prices`](#fixedincomegovernmenttreasury-prices)
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- [`fixedincome.government.treasury_rates`](#fixedincomegovernmenttreasury-rates)
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- [`fixedincome.government.yield_curve`](#fixedincomegovernmentyield-curve)
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- [`fixedincome.mortgage_indices`](#fixedincomemortgage-indices)
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- [`fixedincome.rate.ameribor`](#fixedincomerateameribor)
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- [`fixedincome.rate.dpcredit`](#fixedincomeratedpcredit)
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- [`fixedincome.rate.ecb`](#fixedincomerateecb)
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- [`fixedincome.rate.effr`](#fixedincomerateeffr)
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- [`fixedincome.rate.effr_forecast`](#fixedincomerateeffr-forecast)
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- [`fixedincome.rate.estr`](#fixedincomerateestr)
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- [`fixedincome.rate.iorb`](#fixedincomerateiorb)
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- [`fixedincome.rate.overnight_bank_funding`](#fixedincomerateovernight-bank-funding)
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- [`fixedincome.rate.sofr`](#fixedincomeratesofr)
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- [`fixedincome.rate.sonia`](#fixedincomeratesonia)
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- [`fixedincome.spreads.tcm`](#fixedincomespreadstcm)
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- [`fixedincome.spreads.tcm_effr`](#fixedincomespreadstcm-effr)
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- [`fixedincome.spreads.treasury_effr`](#fixedincomespreadstreasury-effr)
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## Endpoint reference
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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, provider='fred')
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```
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Summary: Bond Indices
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| Field | Value |
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|---|---|
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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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#### Query parameters
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| Param | Required | Type | Default | Notes |
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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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| `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'. (provider: fred) |
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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. (provider: fred) |
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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 (provider: fred) |
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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 (provider: fred) |
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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 (provider: fred) |
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| `provider` | `no` | `string` | `fred` | - |
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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, provider='tmx')
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```
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Summary: Bond Prices
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| Field | Value |
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|---|---|
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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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#### Query parameters
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| Param | Required | Type | Default | Notes |
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|---|---|---|---|---|
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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 for provider(s): tmx. |
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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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| `coupon_max` | `no` | `number | null` | `-` | Maximum coupon rate of the bond. |
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| `issued_amount_min` | `no` | `integer | null` | `-` | Minimum issued amount 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. (provider: tmx) |
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| `issue_date_max` | `no` | `string | null` | `-` | Filter by the maximum original issue date. (provider: tmx) |
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| `last_traded_min` | `no` | `string | null` | `-` | Filter by the minimum last trade date. (provider: tmx) |
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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. (provider: tmx) |
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| `provider` | `no` | `string` | `tmx` | - |
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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, provider='fred')
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```
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Summary: Commercial Paper
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| Field | Value |
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|---|---|
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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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#### Query parameters
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| Param | Required | Type | Default | 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. (provider: fred) |
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| `category` | `no` | `string` | `all` | The category of asset. Multiple comma separated items allowed. (provider: fred) |
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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 (provider: fred) |
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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 (provider: fred) |
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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 (provider: fred) |
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| `provider` | `no` | `string` | `fred` | - |
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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', provider='fred')
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```
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Summary: Hqm
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| Field | Value |
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| Endpoint ID | `fixedincome.corporate.hqm` |
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| HTTP | `GET` |
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| Path | `/inner/v1/agent-data/fixedincome/corporate/hqm` |
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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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#### Query parameters
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| Param | Required | Type | Default | Notes |
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|---|---|---|---|---|
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| `date` | `no` | `string | null` | `-` | A specific date to get data for. Multiple comma separated items allowed for provider(s): fred. |
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| `yield_curve` | `no` | `string` | `spot` | The yield curve type. (provider: fred) |
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| `provider` | `no` | `string` | `fred` | - |
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---
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### `fixedincome.corporate.spot_rates`
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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', provider='fred')
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```
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Summary: Spot Rates
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| Field | Value |
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| Endpoint ID | `fixedincome.corporate.spot_rates` |
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| HTTP | `GET` |
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| Path | `/inner/v1/agent-data/fixedincome/corporate/spot_rates` |
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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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#### Query parameters
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| Param | Required | Type | Default | 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` | `number | string` | `10.0` | Maturities in years. Multiple comma separated items allowed for provider(s): fred. |
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| `category` | `no` | `string` | `spot_rate` | Rate category. Options: spot_rate, par_yield. Multiple comma separated items allowed for provider(s): fred. |
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+
| `provider` | `no` | `string` | `fred` | - |
|
|
199
|
+
|
|
200
|
+
---
|
|
201
|
+
|
|
202
|
+
### `fixedincome.government.svensson_yield_curve`
|
|
203
|
+
|
|
204
|
+
```python
|
|
205
|
+
data.fixedincome.government.svensson_yield_curve(series_type='all', start_date=None, end_date=None, provider='federal_reserve')
|
|
206
|
+
```
|
|
207
|
+
|
|
208
|
+
Summary: Svensson Yield Curve
|
|
209
|
+
|
|
210
|
+
| Field | Value |
|
|
211
|
+
|---|---|
|
|
212
|
+
| Endpoint ID | `fixedincome.government.svensson_yield_curve` |
|
|
213
|
+
| HTTP | `GET` |
|
|
214
|
+
| Path | `/inner/v1/agent-data/fixedincome/government/svensson_yield_curve` |
|
|
215
|
+
| Default provider | `federal_reserve` |
|
|
216
|
+
| SDK | `supported` |
|
|
217
|
+
| Host | `supported` |
|
|
218
|
+
| Notes | - |
|
|
219
|
+
|
|
220
|
+
#### Query parameters
|
|
221
|
+
|
|
222
|
+
| Param | Required | Type | Default | Notes |
|
|
223
|
+
|---|---|---|---|---|
|
|
224
|
+
| `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. (provider: federal_reserve) |
|
|
225
|
+
| `start_date` | `no` | `string | null` | `-` | Start date of the data, in YYYY-MM-DD format. Used to filter results after fetching. (provider: federal_reserve) |
|
|
226
|
+
| `end_date` | `no` | `string | null` | `-` | End date of the data, in YYYY-MM-DD format. Used to filter results after fetching. (provider: federal_reserve) |
|
|
227
|
+
| `provider` | `no` | `string` | `federal_reserve` | - |
|
|
228
|
+
|
|
229
|
+
---
|
|
230
|
+
|
|
231
|
+
### `fixedincome.government.tips_yields`
|
|
232
|
+
|
|
233
|
+
```python
|
|
234
|
+
data.fixedincome.government.tips_yields(start_time=None, end_time=None, maturity=None, frequency=None, aggregation_method=None, transform=None, provider='fred')
|
|
235
|
+
```
|
|
236
|
+
|
|
237
|
+
Summary: Tips Yields
|
|
238
|
+
|
|
239
|
+
| Field | Value |
|
|
240
|
+
|---|---|
|
|
241
|
+
| Endpoint ID | `fixedincome.government.tips_yields` |
|
|
242
|
+
| HTTP | `GET` |
|
|
243
|
+
| Path | `/inner/v1/agent-data/fixedincome/government/tips_yields` |
|
|
244
|
+
| Default provider | `fred` |
|
|
245
|
+
| SDK | `supported` |
|
|
246
|
+
| Host | `supported` |
|
|
247
|
+
| Notes | - |
|
|
248
|
+
|
|
249
|
+
#### Query parameters
|
|
250
|
+
|
|
251
|
+
| Param | Required | Type | Default | Notes |
|
|
252
|
+
|---|---|---|---|---|
|
|
253
|
+
| `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
|
+
| `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. (provider: fred) |
|
|
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 (provider: fred) |
|
|
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 (provider: fred) |
|
|
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 (provider: fred) |
|
|
259
|
+
| `provider` | `no` | `string` | `fred` | - |
|
|
260
|
+
|
|
261
|
+
---
|
|
262
|
+
|
|
263
|
+
### `fixedincome.government.treasury_auctions`
|
|
264
|
+
|
|
265
|
+
```python
|
|
266
|
+
data.fixedincome.government.treasury_auctions(start_time=None, end_time=None, security_type=None, cusip=None, page_size=None, page_num=None, provider='government_us')
|
|
267
|
+
```
|
|
268
|
+
|
|
269
|
+
Summary: Treasury Auctions
|
|
270
|
+
|
|
271
|
+
| Field | Value |
|
|
272
|
+
|---|---|
|
|
273
|
+
| Endpoint ID | `fixedincome.government.treasury_auctions` |
|
|
274
|
+
| HTTP | `GET` |
|
|
275
|
+
| Path | `/inner/v1/agent-data/fixedincome/government/treasury_auctions` |
|
|
276
|
+
| Default provider | `government_us` |
|
|
277
|
+
| SDK | `supported` |
|
|
278
|
+
| Host | `supported` |
|
|
279
|
+
| Notes | - |
|
|
280
|
+
|
|
281
|
+
#### Query parameters
|
|
282
|
+
|
|
283
|
+
| Param | Required | Type | Default | Notes |
|
|
284
|
+
|---|---|---|---|---|
|
|
285
|
+
| `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. |
|
|
286
|
+
| `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. |
|
|
287
|
+
| `security_type` | `no` | `string | null` | `-` | Used to only return securities of a particular type. |
|
|
288
|
+
| `cusip` | `no` | `string | null` | `-` | Filter securities by CUSIP. |
|
|
289
|
+
| `page_size` | `no` | `integer | null` | `-` | Maximum number of results to return; you must also include pagenum when using pagesize. |
|
|
290
|
+
| `page_num` | `no` | `integer | null` | `-` | The first page number to display results for; used in combination with page size. |
|
|
291
|
+
| `provider` | `no` | `string` | `government_us` | - |
|
|
292
|
+
|
|
293
|
+
---
|
|
294
|
+
|
|
295
|
+
### `fixedincome.government.treasury_prices`
|
|
296
|
+
|
|
297
|
+
```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, provider=...)
|
|
299
|
+
```
|
|
300
|
+
|
|
301
|
+
Summary: Treasury Prices
|
|
302
|
+
|
|
303
|
+
| Field | Value |
|
|
304
|
+
|---|---|
|
|
305
|
+
| Endpoint ID | `fixedincome.government.treasury_prices` |
|
|
306
|
+
| HTTP | `GET` |
|
|
307
|
+
| Path | `/inner/v1/agent-data/fixedincome/government/treasury_prices` |
|
|
308
|
+
| Default provider | - |
|
|
309
|
+
| SDK | `supported` |
|
|
310
|
+
| Host | `supported` |
|
|
311
|
+
| Notes | - |
|
|
312
|
+
|
|
313
|
+
#### Query parameters
|
|
314
|
+
|
|
315
|
+
| Param | Required | Type | Default | Notes |
|
|
316
|
+
|---|---|---|---|---|
|
|
317
|
+
| `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. (provider: government_us) |
|
|
319
|
+
| `security_type` | `no` | `string | null` | `-` | Filter by security type. (provider: government_us) |
|
|
320
|
+
| `govt_type` | `no` | `string` | `federal` | enum: federal, provincial, municipal The level of government issuer. (provider: tmx) |
|
|
321
|
+
| `issue_date_min` | `no` | `string | null` | `-` | Filter by the minimum original issue date. (provider: tmx) |
|
|
322
|
+
| `issue_date_max` | `no` | `string | null` | `-` | Filter by the maximum original issue date. (provider: tmx) |
|
|
323
|
+
| `last_traded_min` | `no` | `string | null` | `-` | Filter by the minimum last trade date. (provider: tmx) |
|
|
324
|
+
| `maturity_date_min` | `no` | `string | null` | `-` | Filter by the minimum maturity date. (provider: tmx) |
|
|
325
|
+
| `maturity_date_max` | `no` | `string | null` | `-` | Filter by the maximum maturity date. (provider: tmx) |
|
|
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. (provider: tmx) |
|
|
327
|
+
| `provider` | `yes` | `string` | `-` | enum: government_us, tmx |
|
|
328
|
+
|
|
329
|
+
---
|
|
330
|
+
|
|
331
|
+
### `fixedincome.government.treasury_rates`
|
|
332
|
+
|
|
333
|
+
```python
|
|
334
|
+
data.fixedincome.government.treasury_rates(start_time=None, end_time=None, provider=...)
|
|
335
|
+
```
|
|
336
|
+
|
|
337
|
+
Summary: Treasury Rates
|
|
338
|
+
|
|
339
|
+
| Field | Value |
|
|
340
|
+
|---|---|
|
|
341
|
+
| Endpoint ID | `fixedincome.government.treasury_rates` |
|
|
342
|
+
| HTTP | `GET` |
|
|
343
|
+
| Path | `/inner/v1/agent-data/fixedincome/government/treasury_rates` |
|
|
344
|
+
| Default provider | - |
|
|
345
|
+
| SDK | `supported` |
|
|
346
|
+
| Host | `supported` |
|
|
347
|
+
| Notes | - |
|
|
348
|
+
|
|
349
|
+
#### Query parameters
|
|
350
|
+
|
|
351
|
+
| Param | Required | Type | Default | Notes |
|
|
352
|
+
|---|---|---|---|---|
|
|
353
|
+
| `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
|
+
| `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
|
+
| `provider` | `yes` | `string` | `-` | enum: federal_reserve, fmp |
|
|
356
|
+
|
|
357
|
+
---
|
|
358
|
+
|
|
359
|
+
### `fixedincome.government.yield_curve`
|
|
360
|
+
|
|
361
|
+
```python
|
|
362
|
+
data.fixedincome.government.yield_curve(date=None, rating='aaa', yield_curve_type='spot_rate', use_cache=True, country='united_states', provider=...)
|
|
363
|
+
```
|
|
364
|
+
|
|
365
|
+
Summary: Yield Curve
|
|
366
|
+
|
|
367
|
+
| Field | Value |
|
|
368
|
+
|---|---|
|
|
369
|
+
| Endpoint ID | `fixedincome.government.yield_curve` |
|
|
370
|
+
| HTTP | `GET` |
|
|
371
|
+
| Path | `/inner/v1/agent-data/fixedincome/government/yield_curve` |
|
|
372
|
+
| Default provider | - |
|
|
373
|
+
| SDK | `supported` |
|
|
374
|
+
| Host | `supported` |
|
|
375
|
+
| Notes | - |
|
|
376
|
+
|
|
377
|
+
#### Query parameters
|
|
378
|
+
|
|
379
|
+
| Param | Required | Type | Default | Notes |
|
|
380
|
+
|---|---|---|---|---|
|
|
381
|
+
| `date` | `no` | `string | null` | `-` | A specific date to get data for. By default is the current data. Multiple comma separated items allowed for provider(s): ecb, econdb, federal_reserve, fmp, fred. |
|
|
382
|
+
| `rating` | `no` | `string` | `aaa` | enum: aaa, all_ratings The rating type, either 'aaa' or 'all_ratings'. (provider: ecb) |
|
|
383
|
+
| `yield_curve_type` | `no` | `string` | `spot_rate` | The yield curve type. (provider: ecb); Yield curve type. Nominal and Real Rates are available daily, others are monthly. The closest date to the requested date will be returned. (provider: fred) |
|
|
384
|
+
| `use_cache` | `no` | `boolean` | `true` | If true, cache the request for four hours. (provider: ecb, econdb) |
|
|
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. (provider: econdb) |
|
|
386
|
+
| `provider` | `yes` | `string` | `-` | enum: ecb, econdb, federal_reserve, fmp, fred |
|
|
387
|
+
|
|
388
|
+
---
|
|
389
|
+
|
|
390
|
+
### `fixedincome.mortgage_indices`
|
|
391
|
+
|
|
392
|
+
```python
|
|
393
|
+
data.fixedincome.mortgage_indices(start_time=None, end_time=None, index='primary', frequency=None, aggregation_method='avg', transform=None, provider='fred')
|
|
394
|
+
```
|
|
395
|
+
|
|
396
|
+
Summary: Mortgage Indices
|
|
397
|
+
|
|
398
|
+
| Field | Value |
|
|
399
|
+
|---|---|
|
|
400
|
+
| Endpoint ID | `fixedincome.mortgage_indices` |
|
|
401
|
+
| HTTP | `GET` |
|
|
402
|
+
| Path | `/inner/v1/agent-data/fixedincome/mortgage_indices` |
|
|
403
|
+
| Default provider | `fred` |
|
|
404
|
+
| SDK | `supported` |
|
|
405
|
+
| Host | `supported` |
|
|
406
|
+
| Notes | - |
|
|
407
|
+
|
|
408
|
+
#### Query parameters
|
|
409
|
+
|
|
410
|
+
| Param | Required | Type | Default | Notes |
|
|
411
|
+
|---|---|---|---|---|
|
|
412
|
+
| `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
|
+
| `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. (provider: fred) |
|
|
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 (provider: fred) |
|
|
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 (provider: fred) |
|
|
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 (provider: fred) |
|
|
418
|
+
| `provider` | `no` | `string` | `fred` | - |
|
|
419
|
+
|
|
420
|
+
---
|
|
421
|
+
|
|
422
|
+
### `fixedincome.rate.ameribor`
|
|
423
|
+
|
|
424
|
+
```python
|
|
425
|
+
data.fixedincome.rate.ameribor(start_time=None, end_time=None, maturity='all', frequency=None, aggregation_method=None, transform=None, provider='fred')
|
|
426
|
+
```
|
|
427
|
+
|
|
428
|
+
Summary: Ameribor
|
|
429
|
+
|
|
430
|
+
| Field | Value |
|
|
431
|
+
|---|---|
|
|
432
|
+
| Endpoint ID | `fixedincome.rate.ameribor` |
|
|
433
|
+
| HTTP | `GET` |
|
|
434
|
+
| Path | `/inner/v1/agent-data/fixedincome/rate/ameribor` |
|
|
435
|
+
| Default provider | `fred` |
|
|
436
|
+
| SDK | `supported` |
|
|
437
|
+
| Host | `supported` |
|
|
438
|
+
| Notes | - |
|
|
439
|
+
|
|
440
|
+
#### Query parameters
|
|
441
|
+
|
|
442
|
+
| Param | Required | Type | Default | Notes |
|
|
443
|
+
|---|---|---|---|---|
|
|
444
|
+
| `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
|
+
| `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. (provider: fred) |
|
|
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 (provider: fred) |
|
|
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 (provider: fred) |
|
|
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 (provider: fred) |
|
|
450
|
+
| `provider` | `no` | `string` | `fred` | - |
|
|
451
|
+
|
|
452
|
+
---
|
|
453
|
+
|
|
454
|
+
### `fixedincome.rate.dpcredit`
|
|
455
|
+
|
|
456
|
+
```python
|
|
457
|
+
data.fixedincome.rate.dpcredit(start_time=None, end_time=None, parameter='daily_excl_weekend', provider='fred')
|
|
458
|
+
```
|
|
459
|
+
|
|
460
|
+
Summary: Dpcredit
|
|
461
|
+
|
|
462
|
+
| Field | Value |
|
|
463
|
+
|---|---|
|
|
464
|
+
| Endpoint ID | `fixedincome.rate.dpcredit` |
|
|
465
|
+
| HTTP | `GET` |
|
|
466
|
+
| Path | `/inner/v1/agent-data/fixedincome/rate/dpcredit` |
|
|
467
|
+
| Default provider | `fred` |
|
|
468
|
+
| SDK | `supported` |
|
|
469
|
+
| Host | `supported` |
|
|
470
|
+
| Notes | - |
|
|
471
|
+
|
|
472
|
+
#### Query parameters
|
|
473
|
+
|
|
474
|
+
| Param | Required | Type | Default | Notes |
|
|
475
|
+
|---|---|---|---|---|
|
|
476
|
+
| `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
|
+
| `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. (provider: fred) |
|
|
479
|
+
| `provider` | `no` | `string` | `fred` | - |
|
|
480
|
+
|
|
481
|
+
---
|
|
482
|
+
|
|
483
|
+
### `fixedincome.rate.ecb`
|
|
484
|
+
|
|
485
|
+
```python
|
|
486
|
+
data.fixedincome.rate.ecb(start_time=None, end_time=None, interest_rate_type='lending', provider='fred')
|
|
487
|
+
```
|
|
488
|
+
|
|
489
|
+
Summary: Ecb
|
|
490
|
+
|
|
491
|
+
| Field | Value |
|
|
492
|
+
|---|---|
|
|
493
|
+
| Endpoint ID | `fixedincome.rate.ecb` |
|
|
494
|
+
| HTTP | `GET` |
|
|
495
|
+
| Path | `/inner/v1/agent-data/fixedincome/rate/ecb` |
|
|
496
|
+
| Default provider | `fred` |
|
|
497
|
+
| SDK | `supported` |
|
|
498
|
+
| Host | `supported` |
|
|
499
|
+
| Notes | - |
|
|
500
|
+
|
|
501
|
+
#### Query parameters
|
|
502
|
+
|
|
503
|
+
| Param | Required | Type | Default | Notes |
|
|
504
|
+
|---|---|---|---|---|
|
|
505
|
+
| `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
|
+
| `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
|
+
| `interest_rate_type` | `no` | `string` | `lending` | The type of interest rate. |
|
|
508
|
+
| `provider` | `no` | `string` | `fred` | - |
|
|
509
|
+
|
|
510
|
+
---
|
|
511
|
+
|
|
512
|
+
### `fixedincome.rate.effr`
|
|
513
|
+
|
|
514
|
+
```python
|
|
515
|
+
data.fixedincome.rate.effr(start_time=None, end_time=None, frequency=None, aggregation_method=None, transform=None, effr_only=False, provider=...)
|
|
516
|
+
```
|
|
517
|
+
|
|
518
|
+
Summary: Effr
|
|
519
|
+
|
|
520
|
+
| Field | Value |
|
|
521
|
+
|---|---|
|
|
522
|
+
| Endpoint ID | `fixedincome.rate.effr` |
|
|
523
|
+
| HTTP | `GET` |
|
|
524
|
+
| Path | `/inner/v1/agent-data/fixedincome/rate/effr` |
|
|
525
|
+
| Default provider | - |
|
|
526
|
+
| SDK | `supported` |
|
|
527
|
+
| Host | `supported` |
|
|
528
|
+
| Notes | - |
|
|
529
|
+
|
|
530
|
+
#### Query parameters
|
|
531
|
+
|
|
532
|
+
| Param | Required | Type | Default | Notes |
|
|
533
|
+
|---|---|---|---|---|
|
|
534
|
+
| `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
|
+
| `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 (provider: fred) |
|
|
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 (provider: fred) |
|
|
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 (provider: fred) |
|
|
539
|
+
| `effr_only` | `no` | `boolean` | `false` | Return data without quantiles, target ranges, and volume. (provider: fred) |
|
|
540
|
+
| `provider` | `yes` | `string` | `-` | enum: federal_reserve, fred |
|
|
541
|
+
|
|
542
|
+
---
|
|
543
|
+
|
|
544
|
+
### `fixedincome.rate.effr_forecast`
|
|
545
|
+
|
|
546
|
+
```python
|
|
547
|
+
data.fixedincome.rate.effr_forecast(long_run=False, provider='fred')
|
|
548
|
+
```
|
|
549
|
+
|
|
550
|
+
Summary: Effr Forecast
|
|
551
|
+
|
|
552
|
+
| Field | Value |
|
|
553
|
+
|---|---|
|
|
554
|
+
| Endpoint ID | `fixedincome.rate.effr_forecast` |
|
|
555
|
+
| HTTP | `GET` |
|
|
556
|
+
| Path | `/inner/v1/agent-data/fixedincome/rate/effr_forecast` |
|
|
557
|
+
| Default provider | `fred` |
|
|
558
|
+
| SDK | `supported` |
|
|
559
|
+
| Host | `supported` |
|
|
560
|
+
| Notes | - |
|
|
561
|
+
|
|
562
|
+
#### Query parameters
|
|
563
|
+
|
|
564
|
+
| Param | Required | Type | Default | Notes |
|
|
565
|
+
|---|---|---|---|---|
|
|
566
|
+
| `long_run` | `no` | `boolean` | `false` | Flag to show long run projections (provider: fred) |
|
|
567
|
+
| `provider` | `no` | `string` | `fred` | - |
|
|
568
|
+
|
|
569
|
+
---
|
|
570
|
+
|
|
571
|
+
### `fixedincome.rate.estr`
|
|
572
|
+
|
|
573
|
+
```python
|
|
574
|
+
data.fixedincome.rate.estr(start_time=None, end_time=None, frequency=None, aggregation_method=None, transform=None, provider='fred')
|
|
575
|
+
```
|
|
576
|
+
|
|
577
|
+
Summary: Estr
|
|
578
|
+
|
|
579
|
+
| Field | Value |
|
|
580
|
+
|---|---|
|
|
581
|
+
| Endpoint ID | `fixedincome.rate.estr` |
|
|
582
|
+
| HTTP | `GET` |
|
|
583
|
+
| Path | `/inner/v1/agent-data/fixedincome/rate/estr` |
|
|
584
|
+
| Default provider | `fred` |
|
|
585
|
+
| SDK | `supported` |
|
|
586
|
+
| Host | `supported` |
|
|
587
|
+
| Notes | - |
|
|
588
|
+
|
|
589
|
+
#### Query parameters
|
|
590
|
+
|
|
591
|
+
| Param | Required | Type | Default | Notes |
|
|
592
|
+
|---|---|---|---|---|
|
|
593
|
+
| `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
|
+
| `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 (provider: fred) |
|
|
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 (provider: fred) |
|
|
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 (provider: fred) |
|
|
598
|
+
| `provider` | `no` | `string` | `fred` | - |
|
|
599
|
+
|
|
600
|
+
---
|
|
601
|
+
|
|
602
|
+
### `fixedincome.rate.iorb`
|
|
603
|
+
|
|
604
|
+
```python
|
|
605
|
+
data.fixedincome.rate.iorb(start_time=None, end_time=None, provider='fred')
|
|
606
|
+
```
|
|
607
|
+
|
|
608
|
+
Summary: Iorb
|
|
609
|
+
|
|
610
|
+
| Field | Value |
|
|
611
|
+
|---|---|
|
|
612
|
+
| Endpoint ID | `fixedincome.rate.iorb` |
|
|
613
|
+
| HTTP | `GET` |
|
|
614
|
+
| Path | `/inner/v1/agent-data/fixedincome/rate/iorb` |
|
|
615
|
+
| Default provider | `fred` |
|
|
616
|
+
| SDK | `supported` |
|
|
617
|
+
| Host | `supported` |
|
|
618
|
+
| Notes | - |
|
|
619
|
+
|
|
620
|
+
#### Query parameters
|
|
621
|
+
|
|
622
|
+
| Param | Required | Type | Default | Notes |
|
|
623
|
+
|---|---|---|---|---|
|
|
624
|
+
| `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
|
+
| `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
|
+
| `provider` | `no` | `string` | `fred` | - |
|
|
627
|
+
|
|
628
|
+
---
|
|
629
|
+
|
|
630
|
+
### `fixedincome.rate.overnight_bank_funding`
|
|
631
|
+
|
|
632
|
+
```python
|
|
633
|
+
data.fixedincome.rate.overnight_bank_funding(start_time=None, end_time=None, frequency=None, aggregation_method=None, transform=None, provider=...)
|
|
634
|
+
```
|
|
635
|
+
|
|
636
|
+
Summary: Overnight Bank Funding
|
|
637
|
+
|
|
638
|
+
| Field | Value |
|
|
639
|
+
|---|---|
|
|
640
|
+
| Endpoint ID | `fixedincome.rate.overnight_bank_funding` |
|
|
641
|
+
| HTTP | `GET` |
|
|
642
|
+
| Path | `/inner/v1/agent-data/fixedincome/rate/overnight_bank_funding` |
|
|
643
|
+
| Default provider | - |
|
|
644
|
+
| SDK | `supported` |
|
|
645
|
+
| Host | `supported` |
|
|
646
|
+
| Notes | - |
|
|
647
|
+
|
|
648
|
+
#### Query parameters
|
|
649
|
+
|
|
650
|
+
| Param | Required | Type | Default | Notes |
|
|
651
|
+
|---|---|---|---|---|
|
|
652
|
+
| `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
|
+
| `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 (provider: fred) |
|
|
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 (provider: fred) |
|
|
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 (provider: fred) |
|
|
657
|
+
| `provider` | `yes` | `string` | `-` | enum: federal_reserve, fred |
|
|
658
|
+
|
|
659
|
+
---
|
|
660
|
+
|
|
661
|
+
### `fixedincome.rate.sofr`
|
|
662
|
+
|
|
663
|
+
```python
|
|
664
|
+
data.fixedincome.rate.sofr(start_time=None, end_time=None, frequency=None, aggregation_method=None, transform=None, provider=...)
|
|
665
|
+
```
|
|
666
|
+
|
|
667
|
+
Summary: Sofr
|
|
668
|
+
|
|
669
|
+
| Field | Value |
|
|
670
|
+
|---|---|
|
|
671
|
+
| Endpoint ID | `fixedincome.rate.sofr` |
|
|
672
|
+
| HTTP | `GET` |
|
|
673
|
+
| Path | `/inner/v1/agent-data/fixedincome/rate/sofr` |
|
|
674
|
+
| Default provider | - |
|
|
675
|
+
| SDK | `supported` |
|
|
676
|
+
| Host | `supported` |
|
|
677
|
+
| Notes | - |
|
|
678
|
+
|
|
679
|
+
#### Query parameters
|
|
680
|
+
|
|
681
|
+
| Param | Required | Type | Default | Notes |
|
|
682
|
+
|---|---|---|---|---|
|
|
683
|
+
| `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
|
+
| `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 (provider: fred) |
|
|
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 (provider: fred) |
|
|
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 (provider: fred) |
|
|
688
|
+
| `provider` | `yes` | `string` | `-` | enum: federal_reserve, fred |
|
|
689
|
+
|
|
690
|
+
---
|
|
691
|
+
|
|
692
|
+
### `fixedincome.rate.sonia`
|
|
693
|
+
|
|
694
|
+
```python
|
|
695
|
+
data.fixedincome.rate.sonia(start_time=None, end_time=None, parameter='rate', provider='fred')
|
|
696
|
+
```
|
|
697
|
+
|
|
698
|
+
Summary: Sonia
|
|
699
|
+
|
|
700
|
+
| Field | Value |
|
|
701
|
+
|---|---|
|
|
702
|
+
| Endpoint ID | `fixedincome.rate.sonia` |
|
|
703
|
+
| HTTP | `GET` |
|
|
704
|
+
| Path | `/inner/v1/agent-data/fixedincome/rate/sonia` |
|
|
705
|
+
| Default provider | `fred` |
|
|
706
|
+
| SDK | `supported` |
|
|
707
|
+
| Host | `supported` |
|
|
708
|
+
| Notes | - |
|
|
709
|
+
|
|
710
|
+
#### Query parameters
|
|
711
|
+
|
|
712
|
+
| Param | Required | Type | Default | Notes |
|
|
713
|
+
|---|---|---|---|---|
|
|
714
|
+
| `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
|
+
| `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. (provider: fred) |
|
|
717
|
+
| `provider` | `no` | `string` | `fred` | - |
|
|
718
|
+
|
|
719
|
+
---
|
|
720
|
+
|
|
721
|
+
### `fixedincome.spreads.tcm`
|
|
722
|
+
|
|
723
|
+
```python
|
|
724
|
+
data.fixedincome.spreads.tcm(start_time=None, end_time=None, maturity='3m', provider='fred')
|
|
725
|
+
```
|
|
726
|
+
|
|
727
|
+
Summary: Tcm
|
|
728
|
+
|
|
729
|
+
| Field | Value |
|
|
730
|
+
|---|---|
|
|
731
|
+
| Endpoint ID | `fixedincome.spreads.tcm` |
|
|
732
|
+
| HTTP | `GET` |
|
|
733
|
+
| Path | `/inner/v1/agent-data/fixedincome/spreads/tcm` |
|
|
734
|
+
| Default provider | `fred` |
|
|
735
|
+
| SDK | `supported` |
|
|
736
|
+
| Host | `supported` |
|
|
737
|
+
| Notes | - |
|
|
738
|
+
|
|
739
|
+
#### Query parameters
|
|
740
|
+
|
|
741
|
+
| Param | Required | Type | Default | Notes |
|
|
742
|
+
|---|---|---|---|---|
|
|
743
|
+
| `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
|
+
| `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
|
+
| `maturity` | `no` | `string | null` | `3m` | The maturity |
|
|
746
|
+
| `provider` | `no` | `string` | `fred` | - |
|
|
747
|
+
|
|
748
|
+
---
|
|
749
|
+
|
|
750
|
+
### `fixedincome.spreads.tcm_effr`
|
|
751
|
+
|
|
752
|
+
```python
|
|
753
|
+
data.fixedincome.spreads.tcm_effr(start_time=None, end_time=None, maturity='10y', provider='fred')
|
|
754
|
+
```
|
|
755
|
+
|
|
756
|
+
Summary: Tcm Effr
|
|
757
|
+
|
|
758
|
+
| Field | Value |
|
|
759
|
+
|---|---|
|
|
760
|
+
| Endpoint ID | `fixedincome.spreads.tcm_effr` |
|
|
761
|
+
| HTTP | `GET` |
|
|
762
|
+
| Path | `/inner/v1/agent-data/fixedincome/spreads/tcm_effr` |
|
|
763
|
+
| Default provider | `fred` |
|
|
764
|
+
| SDK | `supported` |
|
|
765
|
+
| Host | `supported` |
|
|
766
|
+
| Notes | - |
|
|
767
|
+
|
|
768
|
+
#### Query parameters
|
|
769
|
+
|
|
770
|
+
| Param | Required | Type | Default | Notes |
|
|
771
|
+
|---|---|---|---|---|
|
|
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. |
|
|
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. |
|
|
774
|
+
| `maturity` | `no` | `string | null` | `10y` | The maturity |
|
|
775
|
+
| `provider` | `no` | `string` | `fred` | - |
|
|
776
|
+
|
|
777
|
+
---
|
|
778
|
+
|
|
779
|
+
### `fixedincome.spreads.treasury_effr`
|
|
780
|
+
|
|
781
|
+
```python
|
|
782
|
+
data.fixedincome.spreads.treasury_effr(start_time=None, end_time=None, maturity='3m', provider='fred')
|
|
783
|
+
```
|
|
784
|
+
|
|
785
|
+
Summary: Treasury Effr
|
|
786
|
+
|
|
787
|
+
| Field | Value |
|
|
788
|
+
|---|---|
|
|
789
|
+
| Endpoint ID | `fixedincome.spreads.treasury_effr` |
|
|
790
|
+
| HTTP | `GET` |
|
|
791
|
+
| Path | `/inner/v1/agent-data/fixedincome/spreads/treasury_effr` |
|
|
792
|
+
| Default provider | `fred` |
|
|
793
|
+
| SDK | `supported` |
|
|
794
|
+
| Host | `supported` |
|
|
795
|
+
| Notes | - |
|
|
796
|
+
|
|
797
|
+
#### Query parameters
|
|
798
|
+
|
|
799
|
+
| Param | Required | Type | Default | Notes |
|
|
800
|
+
|---|---|---|---|---|
|
|
801
|
+
| `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
|
+
| `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
|
+
| `maturity` | `no` | `string | null` | `3m` | The maturity |
|
|
804
|
+
| `provider` | `no` | `string` | `fred` | - |
|