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Version: v5

treasury_prices

Government Treasury Prices by date.

Examples​

from openbb import obb
obb.ustreasury.treasury_prices(provider='us_treasury')
obb.ustreasury.treasury_prices(date='2019-02-05', provider='us_treasury')

Parameters​

date: date | None | str
A specific date to get data for. Defaults to the last business day.


Returns​

results: TreasuryPrices

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​

issuer_name: str | None
Name of the issuing entity.

cusip: str | None
CUSIP of the security.

isin: str | None
ISIN of the security.

security_type: str | None
The type of Treasury security - i.e., Bill, Note, Bond, TIPS, FRN.

issue_date: date | None
The original issue date of the security.

maturity_date: date | None
The maturity date of the security.

call_date: date | None
The call date of the security.

bid: float | None
The bid price of the security.

offer: float | None
The offer price of the security.

eod_price: float | None
The end-of-day price of the security.

last_traded_date: date | None
The last trade date of the security.

total_trades: int | None
Total number of trades on the last traded date.

last_price: float | None
The last price of the security.

highest_price: float | None
The highest price for the bond on the last traded date.

lowest_price: float | None
The lowest price for the bond on the last traded date.

rate: float | None
The annualized interest rate or coupon of the security.

ytm: float | None
Yield to maturity (YTM) is the rate of return anticipated on a bond if it is held until the maturity date. It takes into account the current market price, par value, coupon rate and time to maturity. It is assumed that all coupons are reinvested at the same rate.