estr

Euro Short-Term Rate.

The euro short-term rate (€STR) reflects the wholesale euro unsecured overnight borrowing costs of banks located in the euro area. The €STR is published on each TARGET2 business day based on transactions conducted and settled on the previous TARGET2 business day (the reporting date “T”) with a maturity date of T+1 which are deemed to have been executed at arm's length and thus reflect market rates in an unbiased way.

Examples

from openbb import obb
obb.fixedincome.rate.estr(provider='fred')
obb.fixedincome.rate.estr(transform=ch1, provider='fred')

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Parameters

• standard
• 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
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; ; d = Daily; ; 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
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
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

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Returns

OBBject
    results : List[EuroShortTermRate]
        Serializable results.

    provider : Optional[Literal['fred']]
        Provider name.

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

    chart : Optional[Chart]
        Chart object.

    extra : Dict[str, Any]
        Extra info.

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Data

• standard
• fred

Name	Type	Description
date	Union[date, str]	The date of the data.
rate	float	Volume-weighted trimmed mean rate.
percentile_25	float	Rate at 25th percentile of volume.
percentile_75	float	Rate at 75th percentile of volume.
volume	float	The trading volume. (Millions of €EUR).
transactions	int	Number of transactions.
number_of_banks	int	Number of active banks.
large_bank_share_of_volume	float	The percent of volume attributable to the 5 largest active banks.

Name	Type	Description
date	Union[date, str]	The date of the data.
rate	float	Volume-weighted trimmed mean rate.
percentile_25	float	Rate at 25th percentile of volume.
percentile_75	float	Rate at 75th percentile of volume.
volume	float	The trading volume. (Millions of €EUR).
transactions	int	Number of transactions.
number_of_banks	int	Number of active banks.
large_bank_share_of_volume	float	The percent of volume attributable to the 5 largest active banks.