Federal Funds Rate
Implementation details
Class names
Model name | Parameters class | Data class |
---|---|---|
FederalFundsRate | FederalFundsRateQueryParams | FederalFundsRateData |
Import Statement
from openbb_core.provider.standard_models.federal_funds_rate import (
FederalFundsRateData,
FederalFundsRateQueryParams,
)
Parameters
- standard
- federal_reserve
- fred
Name | Type | Description | Default | Optional |
---|---|---|---|---|
start_date | Union[date, str] | Start date of the data, in YYYY-MM-DD format. | None | True |
end_date | Union[date, str] | End date of the data, in YYYY-MM-DD format. | None | True |
Name | Type | Description | Default | Optional |
---|---|---|---|---|
start_date | Union[date, str] | Start date of the data, in YYYY-MM-DD format. | None | True |
end_date | Union[date, str] | End date of the data, in YYYY-MM-DD format. | None | True |
Name | Type | Description | Default | Optional |
---|---|---|---|---|
start_date | Union[date, str] | Start date of the data, in YYYY-MM-DD format. | None | True |
end_date | Union[date, str] | End date of the data, in YYYY-MM-DD format. | None | True |
frequency | Literal['a', 'q', 'm', 'w', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem'] | Frequency aggregation to convert daily data to lower frequency. | ||
a = Annual | ||||
q = Quarterly | ||||
m = Monthly | ||||
w = Weekly | ||||
wef = Weekly, Ending Friday | ||||
weth = Weekly, Ending Thursday | ||||
wew = Weekly, Ending Wednesday | ||||
wetu = Weekly, Ending Tuesday | ||||
wem = Weekly, Ending Monday | ||||
wesu = Weekly, Ending Sunday | ||||
wesa = Weekly, Ending Saturday | ||||
bwew = Biweekly, Ending Wednesday | ||||
bwem = Biweekly, Ending Monday | None | True | ['a', 'q', 'm', 'w', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem'] | |
aggregation_method | Literal['avg', 'sum', 'eop'] | A key that indicates the aggregation method used for frequency aggregation. | ||
avg = Average | ||||
sum = Sum | ||||
eop = End of Period | None | True | ['avg', 'sum', 'eop'] | |
transform | Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log'] | 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 | None | True | ['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log'] | |
effr_only | bool | Return data without quantiles, target ranges, and volume. | False | True |
Data
- standard
- federal_reserve
- fred
Name | Type | Description |
---|---|---|
date | Union[date, str] | The date of the data. |
rate | float | Effective federal funds rate. |
target_range_upper | float | Upper bound of the target range. |
target_range_lower | float | Lower bound of the target range. |
percentile_1 | float | 1st percentile of the distribution. |
percentile_25 | float | 25th percentile of the distribution. |
percentile_75 | float | 75th percentile of the distribution. |
percentile_99 | float | 99th percentile of the distribution. |
volume | float | The trading volume.The notional volume of transactions (Billions of $). |
Name | Type | Description |
---|---|---|
date | Union[date, str] | The date of the data. |
rate | float | Effective federal funds rate. |
target_range_upper | float | Upper bound of the target range. |
target_range_lower | float | Lower bound of the target range. |
percentile_1 | float | 1st percentile of the distribution. |
percentile_25 | float | 25th percentile of the distribution. |
percentile_75 | float | 75th percentile of the distribution. |
percentile_99 | float | 99th percentile of the distribution. |
volume | float | The trading volume.The notional volume of transactions (Billions of $). |
intraday_low | float | Intraday low. This field is only present for data before 2016. |
intraday_high | float | Intraday high. This field is only present for data before 2016. |
standard_deviation | float | Standard deviation. This field is only present for data before 2016. |
revision_indicator | str | Indicates a revision of the data for that date. |
Name | Type | Description |
---|---|---|
date | Union[date, str] | The date of the data. |
rate | float | Effective federal funds rate. |
target_range_upper | float | Upper bound of the target range. |
target_range_lower | float | Lower bound of the target range. |
percentile_1 | float | 1st percentile of the distribution. |
percentile_25 | float | 25th percentile of the distribution. |
percentile_75 | float | 75th percentile of the distribution. |
percentile_99 | float | 99th percentile of the distribution. |
volume | float | The trading volume.The notional volume of transactions (Billions of $). |