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