treasury_auctions
Government Treasury Auctions.
Parameters
- standard
- government_us
security_type
: Literal['bill', 'note', 'bond', 'cmb', 'tips', 'frn']
Used to only return securities of a particular type.
• Optional: True
cusip
: str
Filter securities by CUSIP.
• Optional: True
page_size
: int
Maximum number of results to return; you must also include pagenum when using pagesize.
• Optional: True
page_num
: int
The first page number to display results for; used in combination with page size.
• Optional: True
start_date
: Union[date, str]
Start date of the data, in YYYY-MM-DD format. The default is 90 days ago.
• Optional: True
end_date
: Union[date, str]
End date of the data, in YYYY-MM-DD format. The default is today.
• Optional: True
security_type
: Literal['bill', 'note', 'bond', 'cmb', 'tips', 'frn']
Used to only return securities of a particular type.
• Optional: True
cusip
: str
Filter securities by CUSIP.
• Optional: True
page_size
: int
Maximum number of results to return; you must also include pagenum when using pagesize.
• Optional: True
page_num
: int
The first page number to display results for; used in combination with page size.
• Optional: True
start_date
: Union[date, str]
Start date of the data, in YYYY-MM-DD format. The default is 90 days ago.
• Optional: True
end_date
: Union[date, str]
End date of the data, in YYYY-MM-DD format. The default is today.
• Optional: True
Returns
results
: list[TreasuryAuctions]
Serializable results.
provider
: Optional[Literal['government_us']]
Provider name.
warnings
: Optional[list[Warning_]]
list of warnings.
chart
: Optional[Chart]
Chart object.
extra
: dict[str, Any]
Extra info.
Data
- standard
- government_us
cusip
: str
CUSIP of the Security.
issue_date
: date
The issue date of the security.
security_type
: Literal['Bill', 'Note', 'Bond', 'CMB', 'TIPS', 'FRN']
The type of security.
security_term
: str
The term of the security.
maturity_date
: date
The maturity date of the security.
interest_rate
: float
The interest rate of the security.
cpi_on_issue_date
: float
Reference CPI rate on the issue date of the security.
cpi_on_dated_date
: float
Reference CPI rate on the dated date of the security.
announcement_date
: date
The announcement date of the security.
auction_date
: date
The auction date of the security.
auction_date_year
: int
The auction date year of the security.
dated_date
: date
The dated date of the security.
first_payment_date
: date
The first payment date of the security.
accrued_interest_per_100
: float
Accrued interest per $100.
accrued_interest_per_1000
: float
Accrued interest per $1000.
adjusted_accrued_interest_per_100
: float
Adjusted accrued interest per $100.
adjusted_accrued_interest_per_1000
: float
Adjusted accrued interest per $1000.
adjusted_price
: float
Adjusted price.
allocation_percentage
: float
Allocation percentage, as normalized percentage points.
allocation_percentage_decimals
: float
The number of decimals in the Allocation percentage.
announced_cusip
: str
The announced CUSIP of the security.
auction_format
: str
The auction format of the security.
avg_median_discount_rate
: float
The average median discount rate of the security.
avg_median_investment_rate
: float
The average median investment rate of the security.
avg_median_price
: float
The average median price paid for the security.
avg_median_discount_margin
: float
The average median discount margin of the security.
avg_median_yield
: float
The average median yield of the security.
back_dated
: Literal['Yes', 'No']
Whether the security is back dated.
back_dated_date
: date
The back dated date of the security.
bid_to_cover_ratio
: float
The bid to cover ratio of the security.
call_date
: date
The call date of the security.
callable
: Literal['Yes', 'No']
Whether the security is callable.
called_date
: date
The called date of the security.
cash_management_bill
: Literal['Yes', 'No']
Whether the security is a cash management bill.
closing_time_competitive
: str
The closing time for competitive bids on the security.
closing_time_non_competitive
: str
The closing time for non-competitive bids on the security.
competitive_accepted
: int
The accepted value for competitive bids on the security.
competitive_accepted_decimals
: int
The number of decimals in the Competitive Accepted.
competitive_tendered
: int
The tendered value for competitive bids on the security.
competitive_tenders_accepted
: Literal['Yes', 'No']
Whether competitive tenders are accepted on the security.
corp_us_cusip
: str
The CUSIP of the security.
cpi_base_reference_period
: str
The CPI base reference period of the security.
currently_outstanding
: int
The currently outstanding value on the security.
direct_bidder_accepted
: int
The accepted value from direct bidders on the security.
direct_bidder_tendered
: int
The tendered value from direct bidders on the security.
est_amount_of_publicly_held_maturing_security
: int
The estimated amount of publicly held maturing securities on the security.
fima_included
: Literal['Yes', 'No']
Whether the security is included in the FIMA (Foreign and International Money Authorities).
fima_non_competitive_accepted
: int
The non-competitive accepted value on the security from FIMAs.
fima_non_competitive_tendered
: int
The non-competitive tendered value on the security from FIMAs.
first_interest_period
: str
The first interest period of the security.
first_interest_payment_date
: date
The first interest payment date of the security.
floating_rate
: Literal['Yes', 'No']
Whether the security is a floating rate.
frn_index_determination_date
: date
The FRN index determination date of the security.
frn_index_determination_rate
: float
The FRN index determination rate of the security.
high_discount_rate
: float
The high discount rate of the security.
high_investment_rate
: float
The high investment rate of the security.
high_price
: float
The high price of the security at auction.
high_discount_margin
: float
The high discount margin of the security.
high_yield
: float
The high yield of the security at auction.
index_ratio_on_issue_date
: float
The index ratio on the issue date of the security.
indirect_bidder_accepted
: int
The accepted value from indirect bidders on the security.
indirect_bidder_tendered
: int
The tendered value from indirect bidders on the security.
interest_payment_frequency
: str
The interest payment frequency of the security.
low_discount_rate
: float
The low discount rate of the security.
low_investment_rate
: float
The low investment rate of the security.
low_price
: float
The low price of the security at auction.
low_discount_margin
: float
The low discount margin of the security.
low_yield
: float
The low yield of the security at auction.
maturing_date
: date
The maturing date of the security.
max_competitive_award
: int
The maximum competitive award at auction.
max_non_competitive_award
: int
The maximum non-competitive award at auction.
max_single_bid
: int
The maximum single bid at auction.
min_bid_amount
: int
The minimum bid amount at auction.
min_strip_amount
: int
The minimum strip amount at auction.
min_to_issue
: int
The minimum to issue at auction.
multiples_to_bid
: int
The multiples to bid at auction.
multiples_to_issue
: int
The multiples to issue at auction.
nlp_exclusion_amount
: int
The NLP exclusion amount at auction.
nlp_reporting_threshold
: int
The NLP reporting threshold at auction.
non_competitive_accepted
: int
The accepted value from non-competitive bidders on the security.
non_competitive_tenders_accepted
: Literal['Yes', 'No']
Whether or not the auction accepted non-competitive tenders.
offering_amount
: int
The offering amount at auction.
original_cusip
: str
The original CUSIP of the security.
original_dated_date
: date
The original dated date of the security.
original_issue_date
: date
The original issue date of the security.
original_security_term
: str
The original term of the security.
pdf_announcement
: str
The PDF filename for the announcement of the security.
pdf_competitive_results
: str
The PDF filename for the competitive results of the security.
pdf_non_competitive_results
: str
The PDF filename for the non-competitive results of the security.
pdf_special_announcement
: str
The PDF filename for the special announcements.
price_per_100
: float
The price per 100 of the security.
primary_dealer_accepted
: int
The primary dealer accepted value on the security.
primary_dealer_tendered
: int
The primary dealer tendered value on the security.
reopening
: Literal['Yes', 'No']
Whether or not the auction was reopened.
security_term_day_month
: str
The security term in days or months.
security_term_week_year
: str
The security term in weeks or years.
series
: str
The series name of the security.
soma_accepted
: int
The SOMA accepted value on the security.
soma_holdings
: int
The SOMA holdings on the security.
soma_included
: Literal['Yes', 'No']
Whether or not the SOMA (System Open Market Account) was included on the security.
soma_tendered
: int
The SOMA tendered value on the security.
spread
: float
The spread on the security.
standard_payment_per_1000
: float
The standard payment per 1000 of the security.
strippable
: Literal['Yes', 'No']
Whether or not the security is strippable.
term
: str
The term of the security.
tiin_conversion_factor_per_1000
: float
The TIIN conversion factor per 1000 of the security.
tips
: Literal['Yes', 'No']
Whether or not the security is TIPS.
total_accepted
: int
The total accepted value at auction.
total_tendered
: int
The total tendered value at auction.
treasury_retail_accepted
: int
The accepted value on the security from retail.
treasury_retail_tenders_accepted
: Literal['Yes', 'No']
Whether or not the tender offers from retail are accepted
type
: str
The type of issuance. This might be different than the security type.
unadjusted_accrued_interest_per_1000
: float
The unadjusted accrued interest per 1000 of the security.
unadjusted_price
: float
The unadjusted price of the security.
updated_timestamp
: datetime
The updated timestamp of the security.
xml_announcement
: str
The XML filename for the announcement of the security.
xml_competitive_results
: str
The XML filename for the competitive results of the security.
xml_special_announcement
: str
The XML filename for special announcements.
tint_cusip1
: str
Tint CUSIP 1.
tint_cusip2
: str
Tint CUSIP 2.
cusip
: str
CUSIP of the Security.
issue_date
: date
The issue date of the security.
security_type
: Literal['Bill', 'Note', 'Bond', 'CMB', 'TIPS', 'FRN']
The type of security.
security_term
: str
The term of the security.
maturity_date
: date
The maturity date of the security.
interest_rate
: float
The interest rate of the security.
cpi_on_issue_date
: float
Reference CPI rate on the issue date of the security.
cpi_on_dated_date
: float
Reference CPI rate on the dated date of the security.
announcement_date
: date
The announcement date of the security.
auction_date
: date
The auction date of the security.
auction_date_year
: int
The auction date year of the security.
dated_date
: date
The dated date of the security.
first_payment_date
: date
The first payment date of the security.
accrued_interest_per_100
: float
Accrued interest per $100.
accrued_interest_per_1000
: float
Accrued interest per $1000.
adjusted_accrued_interest_per_100
: float
Adjusted accrued interest per $100.
adjusted_accrued_interest_per_1000
: float
Adjusted accrued interest per $1000.
adjusted_price
: float
Adjusted price.
allocation_percentage
: float
Allocation percentage, as normalized percentage points.
allocation_percentage_decimals
: float
The number of decimals in the Allocation percentage.
announced_cusip
: str
The announced CUSIP of the security.
auction_format
: str
The auction format of the security.
avg_median_discount_rate
: float
The average median discount rate of the security.
avg_median_investment_rate
: float
The average median investment rate of the security.
avg_median_price
: float
The average median price paid for the security.
avg_median_discount_margin
: float
The average median discount margin of the security.
avg_median_yield
: float
The average median yield of the security.
back_dated
: Literal['Yes', 'No']
Whether the security is back dated.
back_dated_date
: date
The back dated date of the security.
bid_to_cover_ratio
: float
The bid to cover ratio of the security.
call_date
: date
The call date of the security.
callable
: Literal['Yes', 'No']
Whether the security is callable.
called_date
: date
The called date of the security.
cash_management_bill
: Literal['Yes', 'No']
Whether the security is a cash management bill.
closing_time_competitive
: str
The closing time for competitive bids on the security.
closing_time_non_competitive
: str
The closing time for non-competitive bids on the security.
competitive_accepted
: int
The accepted value for competitive bids on the security.
competitive_accepted_decimals
: int
The number of decimals in the Competitive Accepted.
competitive_tendered
: int
The tendered value for competitive bids on the security.
competitive_tenders_accepted
: Literal['Yes', 'No']
Whether competitive tenders are accepted on the security.
corp_us_cusip
: str
The CUSIP of the security.
cpi_base_reference_period
: str
The CPI base reference period of the security.
currently_outstanding
: int
The currently outstanding value on the security.
direct_bidder_accepted
: int
The accepted value from direct bidders on the security.
direct_bidder_tendered
: int
The tendered value from direct bidders on the security.
est_amount_of_publicly_held_maturing_security
: int
The estimated amount of publicly held maturing securities on the security.
fima_included
: Literal['Yes', 'No']
Whether the security is included in the FIMA (Foreign and International Money Authorities).
fima_non_competitive_accepted
: int
The non-competitive accepted value on the security from FIMAs.
fima_non_competitive_tendered
: int
The non-competitive tendered value on the security from FIMAs.
first_interest_period
: str
The first interest period of the security.
first_interest_payment_date
: date
The first interest payment date of the security.
floating_rate
: Literal['Yes', 'No']
Whether the security is a floating rate.
frn_index_determination_date
: date
The FRN index determination date of the security.
frn_index_determination_rate
: float
The FRN index determination rate of the security.
high_discount_rate
: float
The high discount rate of the security.
high_investment_rate
: float
The high investment rate of the security.
high_price
: float
The high price of the security at auction.
high_discount_margin
: float
The high discount margin of the security.
high_yield
: float
The high yield of the security at auction.
index_ratio_on_issue_date
: float
The index ratio on the issue date of the security.
indirect_bidder_accepted
: int
The accepted value from indirect bidders on the security.
indirect_bidder_tendered
: int
The tendered value from indirect bidders on the security.
interest_payment_frequency
: str
The interest payment frequency of the security.
low_discount_rate
: float
The low discount rate of the security.
low_investment_rate
: float
The low investment rate of the security.
low_price
: float
The low price of the security at auction.
low_discount_margin
: float
The low discount margin of the security.
low_yield
: float
The low yield of the security at auction.
maturing_date
: date
The maturing date of the security.
max_competitive_award
: int
The maximum competitive award at auction.
max_non_competitive_award
: int
The maximum non-competitive award at auction.
max_single_bid
: int
The maximum single bid at auction.
min_bid_amount
: int
The minimum bid amount at auction.
min_strip_amount
: int
The minimum strip amount at auction.
min_to_issue
: int
The minimum to issue at auction.
multiples_to_bid
: int
The multiples to bid at auction.
multiples_to_issue
: int
The multiples to issue at auction.
nlp_exclusion_amount
: int
The NLP exclusion amount at auction.
nlp_reporting_threshold
: int
The NLP reporting threshold at auction.
non_competitive_accepted
: int
The accepted value from non-competitive bidders on the security.
non_competitive_tenders_accepted
: Literal['Yes', 'No']
Whether or not the auction accepted non-competitive tenders.
offering_amount
: int
The offering amount at auction.
original_cusip
: str
The original CUSIP of the security.
original_dated_date
: date
The original dated date of the security.
original_issue_date
: date
The original issue date of the security.
original_security_term
: str
The original term of the security.
pdf_announcement
: str
The PDF filename for the announcement of the security.
pdf_competitive_results
: str
The PDF filename for the competitive results of the security.
pdf_non_competitive_results
: str
The PDF filename for the non-competitive results of the security.
pdf_special_announcement
: str
The PDF filename for the special announcements.
price_per_100
: float
The price per 100 of the security.
primary_dealer_accepted
: int
The primary dealer accepted value on the security.
primary_dealer_tendered
: int
The primary dealer tendered value on the security.
reopening
: Literal['Yes', 'No']
Whether or not the auction was reopened.
security_term_day_month
: str
The security term in days or months.
security_term_week_year
: str
The security term in weeks or years.
series
: str
The series name of the security.
soma_accepted
: int
The SOMA accepted value on the security.
soma_holdings
: int
The SOMA holdings on the security.
soma_included
: Literal['Yes', 'No']
Whether or not the SOMA (System Open Market Account) was included on the security.
soma_tendered
: int
The SOMA tendered value on the security.
spread
: float
The spread on the security.
standard_payment_per_1000
: float
The standard payment per 1000 of the security.
strippable
: Literal['Yes', 'No']
Whether or not the security is strippable.
term
: str
The term of the security.
tiin_conversion_factor_per_1000
: float
The TIIN conversion factor per 1000 of the security.
tips
: Literal['Yes', 'No']
Whether or not the security is TIPS.
total_accepted
: int
The total accepted value at auction.
total_tendered
: int
The total tendered value at auction.
treasury_retail_accepted
: int
The accepted value on the security from retail.
treasury_retail_tenders_accepted
: Literal['Yes', 'No']
Whether or not the tender offers from retail are accepted
type
: str
The type of issuance. This might be different than the security type.
unadjusted_accrued_interest_per_1000
: float
The unadjusted accrued interest per 1000 of the security.
unadjusted_price
: float
The unadjusted price of the security.
updated_timestamp
: datetime
The updated timestamp of the security.
xml_announcement
: str
The XML filename for the announcement of the security.
xml_competitive_results
: str
The XML filename for the competitive results of the security.
xml_special_announcement
: str
The XML filename for special announcements.
tint_cusip1
: str
Tint CUSIP 1.
tint_cusip2
: str
Tint CUSIP 2.