Cftc Historical Fixings

---

Implementation details

Class names

Model name	Parameters class	Data class
CftcHistoricalFixings	CftcHistoricalFixingsQueryParams	CftcHistoricalFixingsData

Import Statement

from openbb_core.provider.standard_models. import (
CftcHistoricalFixingsData,
CftcHistoricalFixingsQueryParams,
)

Parameters

• standard
• cftc

index: str | None
Default: SOFR
Published benchmark to return fixings for.

start_date: date | None | str
Start date of the window. Default is one year back.

end_date: date | None | str
End date of the window. Default is today.

use_cache: bool | None
Default: True
Cache the published fixings locally.

Data

• standard
• cftc

date: date | str
Effective date of the fixing.

rate: float
Published fixing, as a percent.

change_bps: float | None
Change from the previous published fixing, in basis points.