risk_index

Get the Kansas City Risk-On/Risk-Off (RORO) Index.

Examples

from openbb import obb
obb.federal_reserve.kc.risk_index(provider='federal_reserve')
# Get the weekly series.
obb.federal_reserve.kc.risk_index(frequency='weekly', provider='federal_reserve')

Parameters

• standard
• federal_reserve

start_date: date | None | str
Start date of the data, in YYYY-MM-DD format.

end_date: date | None | str
End date of the data, in YYYY-MM-DD format.

frequency: str | None
Default: daily
The observation frequency.

---

Returns

results: FederalReserveKansasCityRiskIndex

Serializable results.

provider: str | None

Provider name.

warnings: Optional[list[Warning_]]

List of warnings.

chart: Optional[Chart]

Chart object.

extra: dict[str, Any]

Extra info.

---

Data

• standard
• federal_reserve

date: date | str
The observation date.

roro: float | None
The composite Risk-On/Risk-Off index.

spreads: float | None
The standardized credit-spreads component.

equities: float | None
The standardized equities component.

liquidity: float | None
The standardized liquidity component.

gold_currency: float | None
The standardized gold and currency component.