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')
Parameters
- standard
- fred
start_date: date | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | str
End date of the data, in YYYY-MM-DD format.
start_date: date | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | str
End date of the data, in YYYY-MM-DD format.
frequency: Literal['a', 'q', 'm', 'w', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']
Description
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
aggregation_method: Literal['avg', 'sum', 'eop']
Description
A key that indicates the aggregation method used for frequency aggregation.
avg = Average
sum = Sum
eop = End of Period
transform: Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log']
Description
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
Returns
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.
Data
- standard
- fred
date: 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.
date: 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.