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Treasury Auctions


Implementation details

Class names

Model nameParameters classData class
TreasuryAuctionsTreasuryAuctionsQueryParamsTreasuryAuctionsData

Import Statement

from openbb_core.provider.standard_models. import (
TreasuryAuctionsData,
TreasuryAuctionsQueryParams,
)

Parameters

NameTypeDescriptionDefaultOptional
security_typeLiteral['Bill', 'Note', 'Bond', 'CMB', 'TIPS', 'FRN']Used to only return securities of a particular type.NoneTrue
cusipstrFilter securities by CUSIP.NoneTrue
page_sizeintMaximum number of results to return; you must also include pagenum when using pagesize.NoneTrue
page_numintThe first page number to display results for; used in combination with page size.NoneTrue
start_dateUnion[date, str]Start date of the data, in YYYY-MM-DD format. The default is 90 days ago.NoneTrue
end_dateUnion[date, str]End date of the data, in YYYY-MM-DD format. The default is today.NoneTrue
providerLiteral['government_us']The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'government_us' if there is no default.government_usTrue

Data

NameTypeDescription
cusipstrCUSIP of the Security.
issue_datedateThe issue date of the security.
security_typeLiteral['Bill', 'Note', 'Bond', 'CMB', 'TIPS', 'FRN']The type of security.
security_termstrThe term of the security.
maturity_datedateThe maturity date of the security.
interest_ratefloatThe interest rate of the security.
cpi_on_issue_datefloatReference CPI rate on the issue date of the security.
cpi_on_dated_datefloatReference CPI rate on the dated date of the security.
announcement_datedateThe announcement date of the security.
auction_datedateThe auction date of the security.
auction_date_yearintThe auction date year of the security.
dated_datedateThe dated date of the security.
first_payment_datedateThe first payment date of the security.
accrued_interest_per_100floatAccrued interest per $100.
accrued_interest_per_1000floatAccrued interest per $1000.
adjusted_accrued_interest_per_100floatAdjusted accrued interest per $100.
adjusted_accrued_interest_per_1000floatAdjusted accrued interest per $1000.
adjusted_pricefloatAdjusted price.
allocation_percentagefloatAllocation percentage, as normalized percentage points.
allocation_percentage_decimalsfloatThe number of decimals in the Allocation percentage.
announced_cusipstrThe announced CUSIP of the security.
auction_formatstrThe auction format of the security.
avg_median_discount_ratefloatThe average median discount rate of the security.
avg_median_investment_ratefloatThe average median investment rate of the security.
avg_median_pricefloatThe average median price paid for the security.
avg_median_discount_marginfloatThe average median discount margin of the security.
avg_median_yieldfloatThe average median yield of the security.
back_datedLiteral['Yes', 'No']Whether the security is back dated.
back_dated_datedateThe back dated date of the security.
bid_to_cover_ratiofloatThe bid to cover ratio of the security.
call_datedateThe call date of the security.
callableLiteral['Yes', 'No']Whether the security is callable.
called_datedateThe called date of the security.
cash_management_billLiteral['Yes', 'No']Whether the security is a cash management bill.
closing_time_competitivestrThe closing time for competitive bids on the security.
closing_time_non_competitivestrThe closing time for non-competitive bids on the security.
competitive_acceptedintThe accepted value for competitive bids on the security.
competitive_accepted_decimalsintThe number of decimals in the Competitive Accepted.
competitive_tenderedintThe tendered value for competitive bids on the security.
competitive_tenders_acceptedLiteral['Yes', 'No']Whether competitive tenders are accepted on the security.
corp_us_cusipstrThe CUSIP of the security.
cpi_base_reference_periodstrThe CPI base reference period of the security.
currently_outstandingintThe currently outstanding value on the security.
direct_bidder_acceptedintThe accepted value from direct bidders on the security.
direct_bidder_tenderedintThe tendered value from direct bidders on the security.
est_amount_of_publicly_held_maturing_securityintThe estimated amount of publicly held maturing securities on the security.
fima_includedLiteral['Yes', 'No']Whether the security is included in the FIMA (Foreign and International Money Authorities).
fima_non_competitive_acceptedintThe non-competitive accepted value on the security from FIMAs.
fima_non_competitive_tenderedintThe non-competitive tendered value on the security from FIMAs.
first_interest_periodstrThe first interest period of the security.
first_interest_payment_datedateThe first interest payment date of the security.
floating_rateLiteral['Yes', 'No']Whether the security is a floating rate.
frn_index_determination_datedateThe FRN index determination date of the security.
frn_index_determination_ratefloatThe FRN index determination rate of the security.
high_discount_ratefloatThe high discount rate of the security.
high_investment_ratefloatThe high investment rate of the security.
high_pricefloatThe high price of the security at auction.
high_discount_marginfloatThe high discount margin of the security.
high_yieldfloatThe high yield of the security at auction.
index_ratio_on_issue_datefloatThe index ratio on the issue date of the security.
indirect_bidder_acceptedintThe accepted value from indirect bidders on the security.
indirect_bidder_tenderedintThe tendered value from indirect bidders on the security.
interest_payment_frequencystrThe interest payment frequency of the security.
low_discount_ratefloatThe low discount rate of the security.
low_investment_ratefloatThe low investment rate of the security.
low_pricefloatThe low price of the security at auction.
low_discount_marginfloatThe low discount margin of the security.
low_yieldfloatThe low yield of the security at auction.
maturing_datedateThe maturing date of the security.
max_competitive_awardintThe maximum competitive award at auction.
max_non_competitive_awardintThe maximum non-competitive award at auction.
max_single_bidintThe maximum single bid at auction.
min_bid_amountintThe minimum bid amount at auction.
min_strip_amountintThe minimum strip amount at auction.
min_to_issueintThe minimum to issue at auction.
multiples_to_bidintThe multiples to bid at auction.
multiples_to_issueintThe multiples to issue at auction.
nlp_exclusion_amountintThe NLP exclusion amount at auction.
nlp_reporting_thresholdintThe NLP reporting threshold at auction.
non_competitive_acceptedintThe accepted value from non-competitive bidders on the security.
non_competitive_tenders_acceptedLiteral['Yes', 'No']Whether or not the auction accepted non-competitive tenders.
offering_amountintThe offering amount at auction.
original_cusipstrThe original CUSIP of the security.
original_dated_datedateThe original dated date of the security.
original_issue_datedateThe original issue date of the security.
original_security_termstrThe original term of the security.
pdf_announcementstrThe PDF filename for the announcement of the security.
pdf_competitive_resultsstrThe PDF filename for the competitive results of the security.
pdf_non_competitive_resultsstrThe PDF filename for the non-competitive results of the security.
pdf_special_announcementstrThe PDF filename for the special announcements.
price_per_100floatThe price per 100 of the security.
primary_dealer_acceptedintThe primary dealer accepted value on the security.
primary_dealer_tenderedintThe primary dealer tendered value on the security.
reopeningLiteral['Yes', 'No']Whether or not the auction was reopened.
security_term_day_monthstrThe security term in days or months.
security_term_week_yearstrThe security term in weeks or years.
seriesstrThe series name of the security.
soma_acceptedintThe SOMA accepted value on the security.
soma_holdingsintThe SOMA holdings on the security.
soma_includedLiteral['Yes', 'No']Whether or not the SOMA (System Open Market Account) was included on the security.
soma_tenderedintThe SOMA tendered value on the security.
spreadfloatThe spread on the security.
standard_payment_per_1000floatThe standard payment per 1000 of the security.
strippableLiteral['Yes', 'No']Whether or not the security is strippable.
termstrThe term of the security.
tiin_conversion_factor_per_1000floatThe TIIN conversion factor per 1000 of the security.
tipsLiteral['Yes', 'No']Whether or not the security is TIPS.
total_acceptedintThe total accepted value at auction.
total_tenderedintThe total tendered value at auction.
treasury_retail_acceptedintThe accepted value on the security from retail.
treasury_retail_tenders_acceptedLiteral['Yes', 'No']Whether or not the tender offers from retail are accepted
typestrThe type of issuance. This might be different than the security type.
unadjusted_accrued_interest_per_1000floatThe unadjusted accrued interest per 1000 of the security.
unadjusted_pricefloatThe unadjusted price of the security.
updated_timestampdatetimeThe updated timestamp of the security.
xml_announcementstrThe XML filename for the announcement of the security.
xml_competitive_resultsstrThe XML filename for the competitive results of the security.
xml_special_announcementstrThe XML filename for special announcements.
tint_cusip1strTint CUSIP 1.
tint_cusip2strTint CUSIP 2.