The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
The goal of ustfd is to make it easier to interact with the US Treasury Fiscal Data API.
ustfd is a volunteer effort undertaken in my spare time. I have a family and the little spare time I have is valuable. Please consider sponsoring this project with a one-time or recurring donation if you would like new functionality to be added, or just as a show of appreciation. Additionally, if you or your organization intend to use this package for commercial purposes, I am open to consulting and/or contract work.
You can install the development version of ustfd from GitHub with:
ustfd provides functions for retrieving and processing data from the Fiscal Data API. There is 4 steps to the workflow:
ustfd_queryustfd_requestustfd_response_meta_objectustfd_response_payloadThe function ustfd_simple aggregates all 4 steps into a single function call and should cover most use cases. Dealing with pagination is left to the user.
A list of supported endpoints can be retrieved with ustfd_tables and a dictionary of fields available for each endpoint can be retrieved with ustfd_table_columns.
This is a basic example which shows how to retrieve data:
library(ustfd)
library(dplyr, warn.conflicts = FALSE)
interest_rates <- ustfd_simple(
'v2/accounting/od/avg_interest_rates',
fields = c(
'record_date', 'security_desc','security_type_desc','avg_interest_rate_amt'
),
filter = list(
record_date = c('=' = '2020-03-31')
),
page_size = 20
)
select(interest_rates$data, -record_date)
#> # A tibble: 16 × 3
#> security_desc security_type_desc avg_interest_rate_amt
#> <chr> <chr> <dbl>
#> 1 Treasury Bills Marketable 1.22
#> 2 Treasury Notes Marketable 2.10
#> 3 Treasury Bonds Marketable 3.78
#> 4 Treasury Inflation-Protected Securi… Marketable 0.741
#> 5 Federal Financing Bank Marketable 2.68
#> 6 Total Marketable Marketable 2.21
#> 7 Domestic Series Non-marketable 8.04
#> 8 Foreign Series Non-marketable 7.31
#> 9 State and Local Government Series Non-marketable 1.80
#> 10 United States Savings Securities Non-marketable 3.04
#> 11 United States Savings Inflation Sec… Non-marketable 3.61
#> 12 Government Account Series Non-marketable 2.48
#> 13 Government Account Series Inflation… Non-marketable 1.30
#> 14 Total Non-marketable Non-marketable 2.50
#> 15 Total Interest-bearing Debt Interest-bearing … 2.29
#> 16 Treasury Floating Rate Notes (FRN) Marketable 0.148An example of how to use the field dictionaries:
library(ustfd)
library(dplyr, warn.conflicts = FALSE)
select(ustfd_table_columns('v2/accounting/od/avg_interest_rates'), -endpoint, -definition)
#> # A tibble: 11 × 4
#> column_name data_type pretty_name is_required
#> <chr> <chr> <chr> <lgl>
#> 1 record_date DATE Record Date TRUE
#> 2 security_type_desc STRING Security Type Description TRUE
#> 3 security_desc STRING Security Description TRUE
#> 4 avg_interest_rate_amt PERCENTAGE Average Interest Rate Amount FALSE
#> 5 src_line_nbr INTEGER Source Line Number TRUE
#> 6 record_fiscal_year YEAR Fiscal Year TRUE
#> 7 record_fiscal_quarter QUARTER Fiscal Quarter Number TRUE
#> 8 record_calendar_year YEAR Calendar Year TRUE
#> 9 record_calendar_quarter QUARTER Calendar Quarter Number TRUE
#> 10 record_calendar_month MONTH Calendar Month Number TRUE
#> 11 record_calendar_day DAY Calendar Day Number TRUEAn example of how to use multiple filters:
library(ustfd)
library(dplyr, warn.conflicts = FALSE)
interest_rates <- ustfd_simple(
'v2/accounting/od/avg_interest_rates',
fields = c(
'record_date', 'security_desc','security_type_desc','avg_interest_rate_amt'
),
filter = list(
record_date = c('>=' = '2020-03-31'),
record_date = c('<=' = '2020-05-31'),
security_type_desc = c('=' = 'Marketable'),
avg_interest_rate_amt = c('>=' = 1.0)
)
)
select(interest_rates$data, -security_type_desc, rate = 'avg_interest_rate_amt')
#> # A tibble: 13 × 3
#> record_date security_desc rate
#> <date> <chr> <dbl>
#> 1 2020-03-31 Treasury Bills 1.22
#> 2 2020-03-31 Treasury Notes 2.10
#> 3 2020-03-31 Treasury Bonds 3.78
#> 4 2020-03-31 Federal Financing Bank 2.68
#> 5 2020-03-31 Total Marketable 2.21
#> 6 2020-04-30 Treasury Notes 2.07
#> 7 2020-04-30 Treasury Bonds 3.76
#> 8 2020-04-30 Total Marketable 1.96
#> 9 2020-04-30 Federal Financing Bank 2.68
#> 10 2020-05-31 Treasury Notes 2.04
#> 11 2020-05-31 Treasury Bonds 3.72
#> 12 2020-05-31 Federal Financing Bank 2.68
#> 13 2020-05-31 Total Marketable 1.84These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.