Library "NetLiquidityLibrary"
The Net Liquidity Library provides daily values for net liquidity. Net liquidity is measured as Fed Balance Sheet - Treasury General Account - Reverse Repo. Time series for each individual component included too.
get_net_liquidity_for_date(t)
Function takes date in timestamp form and returns the Net Liquidity value for that date. If date is not present, 0 is returned.
Parameters:
t: The timestamp of the date you are requesting the Net Liquidity value for.
Returns: The Net Liquidity value for the specified date.
get_net_liquidity()
Gets the Net Liquidity time series from Dec. 2021 to current. Dates that are not present are represented as 0.
Returns: The Net Liquidity time series.
The Net Liquidity Library provides daily values for net liquidity. Net liquidity is measured as Fed Balance Sheet - Treasury General Account - Reverse Repo. Time series for each individual component included too.
get_net_liquidity_for_date(t)
Function takes date in timestamp form and returns the Net Liquidity value for that date. If date is not present, 0 is returned.
Parameters:
t: The timestamp of the date you are requesting the Net Liquidity value for.
Returns: The Net Liquidity value for the specified date.
get_net_liquidity()
Gets the Net Liquidity time series from Dec. 2021 to current. Dates that are not present are represented as 0.
Returns: The Net Liquidity time series.
Notas de prensa:
v2 - Return na for dates that don't have a value
Notas de prensa:
v3
Update documentation
Update documentation
Notas de prensa:
v4
Experimenting with switch statement
Experimenting with switch statement
Notas de prensa:
v5
Update to switch statement
Removed:
get_net_liquidity_for_date(t)
Function takes date in timestamp form and returns the Net Liquidity value for that date. If date is not present, na is returned.
Update to switch statement
Removed:
get_net_liquidity_for_date(t)
Function takes date in timestamp form and returns the Net Liquidity value for that date. If date is not present, na is returned.
Notas de prensa:
v6
Add TGA time series
Added:
get_tga()
Gets the Treasury General Account time series from Dec. 2021 to current. Dates that are not present are represented as 0.
Returns: The Treasury General Account time series.
Add TGA time series
Added:
get_tga()
Gets the Treasury General Account time series from Dec. 2021 to current. Dates that are not present are represented as 0.
Returns: The Treasury General Account time series.
Notas de prensa:
v7
Updated:
get_net_liquidity(component)
Gets the Net Liquidity time series from Dec. 2021 to current. Dates that are not present are represented as na.
Parameters:
component: The component of the Net Liquidity function to return. Possible values: 'fed', 'tga', and 'rrp'. (`Net Liquidity` is returned if no argument is supplied).
Returns: The Net Liquidity time series or a component of the Net Liquidity function.
Removed:
get_tga()
Gets the Treasury General Account time series from Dec. 2021 to current. Dates that are not present are represented as 0.
Updated:
get_net_liquidity(component)
Gets the Net Liquidity time series from Dec. 2021 to current. Dates that are not present are represented as na.
Parameters:
component: The component of the Net Liquidity function to return. Possible values: 'fed', 'tga', and 'rrp'. (`Net Liquidity` is returned if no argument is supplied).
Returns: The Net Liquidity time series or a component of the Net Liquidity function.
Removed:
get_tga()
Gets the Treasury General Account time series from Dec. 2021 to current. Dates that are not present are represented as 0.
Notas de prensa:
v8
Update to retrieve values for trailing 250 trading days
Update to retrieve values for trailing 250 trading days
Notas de prensa:
v9
Update for 11/11/2022
Update for 11/11/2022
Notas de prensa:
v10
11/14/2022 Update
Added:
get_sm_metric(The)
Gets either the DIX or GEX time series for the last 250 trading days. Dates that are not present are represented as na.
Parameters:
The: metric to return. Possible values: 'dix' and 'gex'. (`DIX` is returned if no argument is supplied).
Returns: The specified SqueezeMetrics time series.
11/14/2022 Update
Added:
get_sm_metric(The)
Gets either the DIX or GEX time series for the last 250 trading days. Dates that are not present are represented as na.
Parameters:
The: metric to return. Possible values: 'dix' and 'gex'. (`DIX` is returned if no argument is supplied).
Returns: The specified SqueezeMetrics time series.
Notas de prensa:
v11
11/15/2022 Update
11/15/2022 Update
Notas de prensa:
v12
11/16/2022 update
11/16/2022 update
Notas de prensa:
v13
11/16/2022 Update #2
11/16/2022 Update #2
Notas de prensa:
v14
11/17/2022 Update
11/17/2022 Update
Notas de prensa:
v15
11/18/2022 Update
11/18/2022 Update
Notas de prensa:
v16
11/21/2022 update
11/21/2022 update
Notas de prensa:
v17
11/22/2022 update
11/22/2022 update
Notas de prensa:
v18
11/23/2022 update
11/23/2022 update
Notas de prensa:
v19
11/25/2022 update
11/25/2022 update
Notas de prensa:
v20
11/28/2022 update
11/28/2022 update
Notas de prensa:
v21
11/29/2022 update
11/29/2022 update
Notas de prensa:
v22
11/30/2022 update
11/30/2022 update
Notas de prensa:
v23
12/1/2022 update
12/1/2022 update
Notas de prensa:
v26
12/2/2022 update
12/2/2022 update
Notas de prensa:
v27
12/5/2022 update
12/5/2022 update
Notas de prensa:
v28
12/6/2022
12/6/2022
Notas de prensa:
v29
12/7/2022 update
12/7/2022 update
Notas de prensa:
v30
12/8/2022 update
12/8/2022 update
Notas de prensa:
v31
12/9/2022 update
12/9/2022 update
Notas de prensa:
v32
12/12/2022 update
12/12/2022 update
Notas de prensa:
v33
12/13/2022 update
12/13/2022 update
Notas de prensa:
v34
12/14/2022 update
12/14/2022 update
Notas de prensa:
v35
12/16/2022 update
12/16/2022 update
Notas de prensa:
v36
12/20/2022 update
12/20/2022 update
Notas de prensa:
v37
12/28/2022 update
12/28/2022 update
Notas de prensa:
v38
12/30/2022 update
12/30/2022 update
Notas de prensa:
v39
Updated to provide the trailing 400 trading days
Removed:
get_sm_metric(component)
Gets either the DIX or GEX time series for the last 250 trading days. Dates that are not present are represented as na.
Updated to provide the trailing 400 trading days
Removed:
get_sm_metric(component)
Gets either the DIX or GEX time series for the last 250 trading days. Dates that are not present are represented as na.
Notas de prensa:
v40
Testing
Testing
Notas de prensa:
v41
Testing 2
Testing 2
Notas de prensa:
v42
1/18/2018 update
Now includes trailing 400 trading days
1/18/2018 update
Now includes trailing 400 trading days
Notas de prensa:
v43
1/19/2023 update
1/19/2023 update
Notas de prensa:
v44
1/20/2023 update
1/20/2023 update
Notas de prensa:
v45
1/23/2023 update
1/23/2023 update