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.
Note di rilascio:
v2 - Return na for dates that don't have a value
Note di rilascio:
v3
Update documentation
Update documentation
Note di rilascio:
v4
Experimenting with switch statement
Experimenting with switch statement
Note di rilascio:
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.
Note di rilascio:
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.
Note di rilascio:
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.
Note di rilascio:
v8
Update to retrieve values for trailing 250 trading days
Update to retrieve values for trailing 250 trading days
Note di rilascio:
v9
Update for 11/11/2022
Update for 11/11/2022
Note di rilascio:
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.
Note di rilascio:
v11
11/15/2022 Update
11/15/2022 Update
Note di rilascio:
v12
11/16/2022 update
11/16/2022 update
Note di rilascio:
v13
11/16/2022 Update #2
11/16/2022 Update #2
Note di rilascio:
v14
11/17/2022 Update
11/17/2022 Update
Note di rilascio:
v15
11/18/2022 Update
11/18/2022 Update
Note di rilascio:
v16
11/21/2022 update
11/21/2022 update
Note di rilascio:
v17
11/22/2022 update
11/22/2022 update
Note di rilascio:
v18
11/23/2022 update
11/23/2022 update
Note di rilascio:
v19
11/25/2022 update
11/25/2022 update
Note di rilascio:
v20
11/28/2022 update
11/28/2022 update
Note di rilascio:
v21
11/29/2022 update
11/29/2022 update
Note di rilascio:
v22
11/30/2022 update
11/30/2022 update
Note di rilascio:
v23
12/1/2022 update
12/1/2022 update
Note di rilascio:
v26
12/2/2022 update
12/2/2022 update
Note di rilascio:
v27
12/5/2022 update
12/5/2022 update
Note di rilascio:
v28
12/6/2022
12/6/2022
Note di rilascio:
v29
12/7/2022 update
12/7/2022 update
Note di rilascio:
v30
12/8/2022 update
12/8/2022 update
Note di rilascio:
v31
12/9/2022 update
12/9/2022 update
Note di rilascio:
v32
12/12/2022 update
12/12/2022 update
Note di rilascio:
v33
12/13/2022 update
12/13/2022 update
Note di rilascio:
v34
12/14/2022 update
12/14/2022 update
Note di rilascio:
v35
12/16/2022 update
12/16/2022 update
Note di rilascio:
v36
12/20/2022 update
12/20/2022 update
Note di rilascio:
v37
12/28/2022 update
12/28/2022 update
Note di rilascio:
v38
12/30/2022 update
12/30/2022 update
Note di rilascio:
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.
Note di rilascio:
v40
Testing
Testing
Note di rilascio:
v41
Testing 2
Testing 2
Note di rilascio:
v42
1/18/2018 update
Now includes trailing 400 trading days
1/18/2018 update
Now includes trailing 400 trading days
Note di rilascio:
v43
1/19/2023 update
1/19/2023 update
Note di rilascio:
v44
1/20/2023 update
1/20/2023 update
Note di rilascio:
v45
1/23/2023 update
1/23/2023 update