Treasury Prices
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
TreasuryPrices | TreasuryPricesQueryParams | TreasuryPricesData |
Import Statement
from openbb_core.provider.standard_models.treasury_prices import (
TreasuryPricesData,
TreasuryPricesQueryParams,
)
Parameters
- standard
- government_us
- tmx
date: date | str
A specific date to get data for. Defaults to the last business day.
date: date | str
A specific date to get data for. Defaults to the last business day.
cusip: str
Filter by CUSIP.
security_type: Literal['bill', 'note', 'bond', 'tips', 'frn']
Filter by security type.
date: date | str
A specific date to get data for. Defaults to the last business day.
govt_type: Literal['federal', 'provincial', 'municipal']
Default: federal
The level of government issuer.
issue_date_min: date
Filter by the minimum original issue date.
issue_date_max: date
Filter by the maximum original issue date.
last_traded_min: date
Filter by the minimum last trade date.
maturity_date_min: date
Filter by the minimum maturity date.
maturity_date_max: date
Filter by the maximum maturity date.
use_cache: bool
Default: True
All bond data is sourced from a single JSON file that is updated daily. The file is cached for one day to eliminate downloading more than once. Caching will significantly speed up subsequent queries. To bypass, set to False.
Data
- standard
- government_us
- tmx
issuer_name: str
Name of the issuing entity.
cusip: str
CUSIP of the security.
isin: str
ISIN of the security.
security_type: str
The type of Treasury security - i.e., Bill, Note, Bond, TIPS, FRN.
issue_date: date
The original issue date of the security.
maturity_date: date
The maturity date of the security.
call_date: date
The call date of the security.
bid: float
The bid price of the security.
offer: float
The offer price of the security.
eod_price: float
The end-of-day price of the security.
last_traded_date: date
The last trade date of the security.
total_trades: int
Total number of trades on the last traded date.
last_price: float
The last price of the security.
highest_price: float
The highest price for the bond on the last traded date.
lowest_price: float
The lowest price for the bond on the last traded date.
rate: float
The annualized interest rate or coupon of the security.
ytm: float
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.
issuer_name: str
Name of the issuing entity.
cusip: str
CUSIP of the security.
isin: str
ISIN of the security.
security_type: str
The type of Treasury security - i.e., Bill, Note, Bond, TIPS, FRN.
issue_date: date
The original issue date of the security.
maturity_date: date
The maturity date of the security.
call_date: date
The call date of the security.
bid: float
The bid price of the security.
offer: float
The offer price of the security.
eod_price: float
The end-of-day price of the security.
last_traded_date: date
The last trade date of the security.
total_trades: int
Total number of trades on the last traded date.
last_price: float
The last price of the security.
highest_price: float
The highest price for the bond on the last traded date.
lowest_price: float
The lowest price for the bond on the last traded date.
rate: float
The annualized interest rate or coupon of the security.
ytm: float
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.
issuer_name: str
Name of the issuing entity.
cusip: str
CUSIP of the security.
isin: str
ISIN of the security.
security_type: str
The type of Treasury security - i.e., Bill, Note, Bond, TIPS, FRN.
issue_date: date
The original issue date of the security.
maturity_date: date
The maturity date of the security.
call_date: date
The call date of the security.
bid: float
The bid price of the security.
offer: float
The offer price of the security.
eod_price: float
The end-of-day price of the security.
last_traded_date: date
The last trade date of the security.
total_trades: int
Total number of trades on the last traded date.
last_price: float
The last price of the security.
highest_price: float
The highest price for the bond on the last traded date.
lowest_price: float
The lowest price for the bond on the last traded date.
rate: float
The annualized interest rate or coupon of the security.
ytm: float
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.