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treasury_auctions

Government Treasury Auctions.

Examples​

from openbb import obb
obb.fixedincome.government.treasury_auctions(provider='government_us')
obb.fixedincome.government.treasury_auctions(security_type='Bill', start_date='2022-01-01', end_date='2023-01-01', provider='government_us')

Parameters​

security_type: Literal['bill', 'note', 'bond', 'cmb', 'tips', 'frn']
Used to only return securities of a particular type.

cusip: str
Filter securities by CUSIP.

page_size: int
Maximum number of results to return; you must also include pagenum when using pagesize.

page_num: int
The first page number to display results for; used in combination with page size.

start_date: date | str
Start date of the data, in YYYY-MM-DD format. The default is 90 days ago.

end_date: date | str
End date of the data, in YYYY-MM-DD format. The default is today.

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​

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.

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