@bitget-ai/getagent-skill 0.2.2 → 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 +145 -10
- 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 -10
- 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 +11 -10
- package/skills/getagent/references/package-schema.md +8 -7
- package/skills/getagent/references/sdk/backtest/catalog.md +5 -3
- package/skills/getagent/references/sdk/data/catalog.md +2 -4
- package/skills/getagent/references/sdk/data/commodity.md +46 -0
- package/skills/getagent/references/sdk/data/crypto.md +1468 -88
- package/skills/getagent/references/sdk/data/currency.md +48 -0
- package/skills/getagent/references/sdk/data/derivatives.md +126 -0
- package/skills/getagent/references/sdk/data/economy.md +736 -0
- package/skills/getagent/references/sdk/data/equity.md +1462 -0
- package/skills/getagent/references/sdk/data/etf.md +510 -0
- package/skills/getagent/references/sdk/data/fixedincome.md +485 -0
- package/skills/getagent/references/sdk/data/news.md +76 -0
- package/skills/getagent/references/sdk/data/regulators.md +85 -0
- package/skills/getagent/references/sdk/data/sentiment.md +176 -0
- package/skills/getagent/references/sdk.md +14 -5
- package/skills/getagent/scripts/validate.py +9 -29
- package/skills/getagent/scripts/version_check.sh +13 -12
- package/skills/getagent/references/sdk/data/playbook-supported.md +0 -9236
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@@ -63,6 +63,16 @@ Summary: Bond Indices
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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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@@ -102,6 +112,25 @@ Summary: Bond Prices
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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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|---|---|---|
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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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| `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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|---|---|---|
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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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| `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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|---|---|---|
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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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### `fixedincome.corporate.spot_rates`
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@@ -187,6 +235,13 @@ Summary: Spot Rates
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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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#### 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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| `rate` | `number` | Spot Rate. |
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---
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### `fixedincome.government.svensson_yield_curve`
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@@ -214,6 +269,111 @@ Summary: Svensson Yield Curve
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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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| `svenf18` | `number` | Instantaneous forward rate at 18-year horizon, continuously compounded. |
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| `svenf19` | `number` | Instantaneous forward rate at 19-year horizon, continuously compounded. |
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| `svenf20` | `number` | Instantaneous forward rate at 20-year horizon, continuously compounded. |
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| `svenf21` | `number` | Instantaneous forward rate at 21-year horizon, continuously compounded. |
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| `svenf22` | `number` | Instantaneous forward rate at 22-year horizon, continuously compounded. |
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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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| `svenf25` | `number` | Instantaneous forward rate at 25-year horizon, continuously compounded. |
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| `svenf26` | `number` | Instantaneous forward rate at 26-year horizon, continuously compounded. |
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| `svenf27` | `number` | Instantaneous forward rate at 27-year horizon, continuously compounded. |
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| `svenf28` | `number` | Instantaneous forward rate at 28-year horizon, continuously compounded. |
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| `svenf29` | `number` | Instantaneous forward rate at 29-year horizon, continuously compounded. |
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| `svenf30` | `number` | Instantaneous forward rate at 30-year horizon, continuously compounded. |
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| `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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| `svenpy10` | `number` | Par yield at 10-year maturity, coupon-equivalent. |
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| `svenpy11` | `number` | Par yield at 11-year maturity, coupon-equivalent. |
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| `svenpy12` | `number` | Par yield at 12-year maturity, coupon-equivalent. |
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| `svenpy13` | `number` | Par yield at 13-year maturity, coupon-equivalent. |
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| `svenpy14` | `number` | Par yield at 14-year maturity, coupon-equivalent. |
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| `svenpy15` | `number` | Par yield at 15-year maturity, coupon-equivalent. |
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| `svenpy16` | `number` | Par yield at 16-year maturity, coupon-equivalent. |
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| `svenpy17` | `number` | Par yield at 17-year maturity, coupon-equivalent. |
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| `svenpy18` | `number` | Par yield at 18-year maturity, coupon-equivalent. |
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| `svenpy19` | `number` | Par yield at 19-year maturity, coupon-equivalent. |
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| `svenpy20` | `number` | Par yield at 20-year maturity, coupon-equivalent. |
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| `svenpy21` | `number` | Par yield at 21-year maturity, coupon-equivalent. |
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| `svenpy22` | `number` | Par yield at 22-year maturity, coupon-equivalent. |
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| `svenpy23` | `number` | Par yield at 23-year maturity, coupon-equivalent. |
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| `svenpy24` | `number` | Par yield at 24-year maturity, coupon-equivalent. |
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| `svenpy25` | `number` | Par yield at 25-year maturity, coupon-equivalent. |
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| `svenpy26` | `number` | Par yield at 26-year maturity, coupon-equivalent. |
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| `svenpy27` | `number` | Par yield at 27-year maturity, coupon-equivalent. |
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| `svenpy28` | `number` | Par yield at 28-year maturity, coupon-equivalent. |
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| `svenpy29` | `number` | Par yield at 29-year maturity, coupon-equivalent. |
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| `svenpy30` | `number` | Par yield at 30-year maturity, coupon-equivalent. |
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| `sveny01` | `number` | Zero-coupon yield at 1-year maturity, continuously compounded. |
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| `sveny02` | `number` | Zero-coupon yield at 2-year maturity, continuously compounded. |
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| `sveny03` | `number` | Zero-coupon yield at 3-year maturity, continuously compounded. |
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| `sveny04` | `number` | Zero-coupon yield at 4-year maturity, continuously compounded. |
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| `sveny05` | `number` | Zero-coupon yield at 5-year maturity, continuously compounded. |
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| `sveny06` | `number` | Zero-coupon yield at 6-year maturity, continuously compounded. |
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| `sveny07` | `number` | Zero-coupon yield at 7-year maturity, continuously compounded. |
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| `sveny08` | `number` | Zero-coupon yield at 8-year maturity, continuously compounded. |
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| `sveny09` | `number` | Zero-coupon yield at 9-year maturity, continuously compounded. |
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| `sveny10` | `number` | Zero-coupon yield at 10-year maturity, continuously compounded. |
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| `sveny11` | `number` | Zero-coupon yield at 11-year maturity, continuously compounded. |
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| `sveny12` | `number` | Zero-coupon yield at 12-year maturity, continuously compounded. |
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| `sveny13` | `number` | Zero-coupon yield at 13-year maturity, continuously compounded. |
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| `sveny14` | `number` | Zero-coupon yield at 14-year maturity, continuously compounded. |
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| `sveny15` | `number` | Zero-coupon yield at 15-year maturity, continuously compounded. |
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| `sveny16` | `number` | Zero-coupon yield at 16-year maturity, continuously compounded. |
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| `sveny17` | `number` | Zero-coupon yield at 17-year maturity, continuously compounded. |
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| `sveny18` | `number` | Zero-coupon yield at 18-year maturity, continuously compounded. |
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| `sveny19` | `number` | Zero-coupon yield at 19-year maturity, continuously compounded. |
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| `sveny20` | `number` | Zero-coupon yield at 20-year maturity, continuously compounded. |
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| `sveny21` | `number` | Zero-coupon yield at 21-year maturity, continuously compounded. |
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| `sveny22` | `number` | Zero-coupon yield at 22-year maturity, continuously compounded. |
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| `sveny23` | `number` | Zero-coupon yield at 23-year maturity, continuously compounded. |
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| `sveny24` | `number` | Zero-coupon yield at 24-year maturity, continuously compounded. |
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| `sveny25` | `number` | Zero-coupon yield at 25-year maturity, continuously compounded. |
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| `sveny26` | `number` | Zero-coupon yield at 26-year maturity, continuously compounded. |
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| `sveny27` | `number` | Zero-coupon yield at 27-year maturity, continuously compounded. |
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| `sveny28` | `number` | Zero-coupon yield at 28-year maturity, continuously compounded. |
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| `sveny29` | `number` | Zero-coupon yield at 29-year maturity, continuously compounded. |
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+
| `sveny30` | `number` | Zero-coupon yield at 30-year maturity, continuously compounded. |
|
|
376
|
+
|
|
217
377
|
---
|
|
218
378
|
|
|
219
379
|
### `fixedincome.government.tips_yields`
|
|
@@ -244,6 +404,16 @@ Summary: Tips Yields
|
|
|
244
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 |
|
|
245
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 |
|
|
246
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. |
|
|
416
|
+
|
|
247
417
|
---
|
|
248
418
|
|
|
249
419
|
### `fixedincome.government.treasury_auctions`
|
|
@@ -274,6 +444,131 @@ Summary: Treasury Auctions
|
|
|
274
444
|
| `page_size` | `no` | `integer | null` | `-` | Maximum number of results to return; you must also include pagenum when using pagesize. |
|
|
275
445
|
| `page_num` | `no` | `integer | null` | `-` | The first page number to display results for; used in combination with page size. |
|
|
276
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. |
|
|
571
|
+
|
|
277
572
|
---
|
|
278
573
|
|
|
279
574
|
### `fixedincome.government.treasury_prices`
|
|
@@ -308,6 +603,28 @@ Summary: Treasury Prices
|
|
|
308
603
|
| `maturity_date_max` | `no` | `string | null` | `-` | Filter by the maximum maturity date. |
|
|
309
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. |
|
|
310
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. |
|
|
627
|
+
|
|
311
628
|
---
|
|
312
629
|
|
|
313
630
|
### `fixedincome.government.treasury_rates`
|
|
@@ -334,6 +651,25 @@ Summary: Treasury Rates
|
|
|
334
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. |
|
|
335
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. |
|
|
336
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. |
|
|
672
|
+
|
|
337
673
|
---
|
|
338
674
|
|
|
339
675
|
### `fixedincome.government.yield_curve`
|
|
@@ -363,6 +699,14 @@ Summary: Yield Curve
|
|
|
363
699
|
| `use_cache` | `no` | `boolean` | `true` | If true, cache the request for four hours. |
|
|
364
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. |
|
|
365
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. |
|
|
709
|
+
|
|
366
710
|
---
|
|
367
711
|
|
|
368
712
|
### `fixedincome.mortgage_indices`
|
|
@@ -393,6 +737,15 @@ Summary: Mortgage Indices
|
|
|
393
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 |
|
|
394
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 |
|
|
395
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. |
|
|
748
|
+
|
|
396
749
|
---
|
|
397
750
|
|
|
398
751
|
### `fixedincome.rate.ameribor`
|
|
@@ -423,6 +776,16 @@ Summary: Ameribor
|
|
|
423
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 |
|
|
424
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 |
|
|
425
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. |
|
|
788
|
+
|
|
426
789
|
---
|
|
427
790
|
|
|
428
791
|
### `fixedincome.rate.dpcredit`
|
|
@@ -450,6 +813,13 @@ Summary: Dpcredit
|
|
|
450
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. |
|
|
451
814
|
| `parameter` | `no` | `string` | `daily_excl_weekend` | FRED series ID of DWPCR data. |
|
|
452
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. |
|
|
822
|
+
|
|
453
823
|
---
|
|
454
824
|
|
|
455
825
|
### `fixedincome.rate.ecb`
|
|
@@ -477,6 +847,13 @@ Summary: Ecb
|
|
|
477
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. |
|
|
478
848
|
| `interest_rate_type` | `no` | `string` | `lending` | The type of interest rate. |
|
|
479
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. |
|
|
856
|
+
|
|
480
857
|
---
|
|
481
858
|
|
|
482
859
|
### `fixedincome.rate.effr`
|
|
@@ -507,6 +884,24 @@ Summary: Effr
|
|
|
507
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 |
|
|
508
885
|
| `effr_only` | `no` | `boolean` | `false` | Return data without quantiles, target ranges, and volume. |
|
|
509
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. |
|
|
904
|
+
|
|
510
905
|
---
|
|
511
906
|
|
|
512
907
|
### `fixedincome.rate.effr_forecast`
|
|
@@ -532,6 +927,19 @@ Summary: Effr Forecast
|
|
|
532
927
|
|---|---|---|---|---|
|
|
533
928
|
| `long_run` | `no` | `boolean` | `false` | Flag to show long run projections |
|
|
534
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. |
|
|
942
|
+
|
|
535
943
|
---
|
|
536
944
|
|
|
537
945
|
### `fixedincome.rate.estr`
|
|
@@ -561,6 +969,19 @@ Summary: Estr
|
|
|
561
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 |
|
|
562
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 |
|
|
563
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. |
|
|
984
|
+
|
|
564
985
|
---
|
|
565
986
|
|
|
566
987
|
### `fixedincome.rate.iorb`
|
|
@@ -587,6 +1008,13 @@ Summary: Iorb
|
|
|
587
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. |
|
|
588
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. |
|
|
589
1010
|
|
|
1011
|
+
#### Response fields
|
|
1012
|
+
|
|
1013
|
+
| Field | Type | Notes |
|
|
1014
|
+
|---|---|---|
|
|
1015
|
+
| `date` | `string` | The date of the data. |
|
|
1016
|
+
| `rate` | `number` | IORB rate. |
|
|
1017
|
+
|
|
590
1018
|
---
|
|
591
1019
|
|
|
592
1020
|
### `fixedincome.rate.overnight_bank_funding`
|
|
@@ -616,6 +1044,19 @@ Summary: Overnight Bank Funding
|
|
|
616
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 |
|
|
617
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 |
|
|
618
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. |
|
|
1059
|
+
|
|
619
1060
|
---
|
|
620
1061
|
|
|
621
1062
|
### `fixedincome.rate.sofr`
|
|
@@ -645,6 +1086,22 @@ Summary: Sofr
|
|
|
645
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 |
|
|
646
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 |
|
|
647
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. |
|
|
1104
|
+
|
|
648
1105
|
---
|
|
649
1106
|
|
|
650
1107
|
### `fixedincome.rate.sonia`
|
|
@@ -672,6 +1129,13 @@ Summary: Sonia
|
|
|
672
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. |
|
|
673
1130
|
| `parameter` | `no` | `string` | `rate` | Period of SONIA rate. |
|
|
674
1131
|
|
|
1132
|
+
#### Response fields
|
|
1133
|
+
|
|
1134
|
+
| Field | Type | Notes |
|
|
1135
|
+
|---|---|---|
|
|
1136
|
+
| `date` | `string` | The date of the data. |
|
|
1137
|
+
| `rate` | `number` | SONIA rate. |
|
|
1138
|
+
|
|
675
1139
|
---
|
|
676
1140
|
|
|
677
1141
|
### `fixedincome.spreads.tcm`
|
|
@@ -699,6 +1163,13 @@ Summary: Tcm
|
|
|
699
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. |
|
|
700
1164
|
| `maturity` | `no` | `string | null` | `3m` | The maturity |
|
|
701
1165
|
|
|
1166
|
+
#### Response fields
|
|
1167
|
+
|
|
1168
|
+
| Field | Type | Notes |
|
|
1169
|
+
|---|---|---|
|
|
1170
|
+
| `date` | `string` | The date of the data. |
|
|
1171
|
+
| `rate` | `number` | TreasuryConstantMaturity Rate. |
|
|
1172
|
+
|
|
702
1173
|
---
|
|
703
1174
|
|
|
704
1175
|
### `fixedincome.spreads.tcm_effr`
|
|
@@ -726,6 +1197,13 @@ Summary: Tcm Effr
|
|
|
726
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. |
|
|
727
1198
|
| `maturity` | `no` | `string | null` | `10y` | The maturity |
|
|
728
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. |
|
|
1206
|
+
|
|
729
1207
|
---
|
|
730
1208
|
|
|
731
1209
|
### `fixedincome.spreads.treasury_effr`
|
|
@@ -752,3 +1230,10 @@ Summary: Treasury Effr
|
|
|
752
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. |
|
|
753
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. |
|
|
754
1232
|
| `maturity` | `no` | `string | null` | `3m` | The maturity |
|
|
1233
|
+
|
|
1234
|
+
#### Response fields
|
|
1235
|
+
|
|
1236
|
+
| Field | Type | Notes |
|
|
1237
|
+
|---|---|---|
|
|
1238
|
+
| `date` | `string` | The date of the data. |
|
|
1239
|
+
| `rate` | `number` | SelectedTreasuryBill Rate. |
|