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treasury_prices

Government Treasury Prices by date.

Examples

from openbb import obb
obb.fixedincome.government.treasury_prices(provider='government_us')
obb.fixedincome.government.treasury_prices(date='2019-02-05', provider='government_us')

Parameters

NameTypeDescriptionDefaultOptional
dateUnion[date, str]A specific date to get data for. Defaults to the last business day.NoneTrue

Returns

OBBject
results : List[TreasuryPrices]
Serializable results.

provider : Optional[Literal['government_us', 'tmx']]
Provider name.

warnings : Optional[List[Warning_]]
List of warnings.

chart : Optional[Chart]
Chart object.

extra : Dict[str, Any]
Extra info.

Data

NameTypeDescription
issuer_namestrName of the issuing entity.
cusipstrCUSIP of the security.
isinstrISIN of the security.
security_typestrThe type of Treasury security - i.e., Bill, Note, Bond, TIPS, FRN.
issue_datedateThe original issue date of the security.
maturity_datedateThe maturity date of the security.
call_datedateThe call date of the security.
bidfloatThe bid price of the security.
offerfloatThe offer price of the security.
eod_pricefloatThe end-of-day price of the security.
last_traded_datedateThe last trade date of the security.
total_tradesintTotal number of trades on the last traded date.
last_pricefloatThe last price of the security.
highest_pricefloatThe highest price for the bond on the last traded date.
lowest_pricefloatThe lowest price for the bond on the last traded date.
ratefloatThe annualized interest rate or coupon of the security.
ytmfloatYield 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.