Skip to main content

Daily Treasury Rates Downloader

Project description

Daily Treasury Rates Downloader

A simple command line tool for downloading or updating daily US interest rates (Par Yield Curve Rates) from the US Department of the Treasury.

Installation

To install run:

> pip install dailytreasuryrates

Usage

To create or update the file rates.csv with the latest treasury rates, run the following command:

> dailytreasuryrates rates.csv

This will look for the rates.csv file in the current folder and append any new data that is available for download on the US treasury site. You can also specify a fully qualitied path like C:\dataset\myrates.csv if you want to maintain the rates files at a different location.

A common usage for the rates-file it to load it into Python with Pandas for processing:

import pandas as pd

df = pd.read_csv('rates.csv', parse_dates=["Date"]).set_index("Date")

Output format details

The output file is a csv file.

Date,1 Mo,2 Mo,3 Mo,4 Mo,6 Mo,1 Yr,2 Yr,3 Yr,5 Yr,7 Yr,10 Yr,20 Yr,30 Yr
1990-01-02,,,7.83,,7.89,7.81,7.87,7.9,7.87,7.98,7.94,,8.0
1990-01-03,,,7.89,,7.94,7.85,7.94,7.96,7.92,8.04,7.99,,8.04
...
2023-03-06,4.75,4.79,4.93,5.02,5.22,5.05,4.89,4.61,4.27,4.16,3.98,4.14,3.92
2023-03-07,4.8,4.88,5.04,5.12,5.32,5.22,5.0,4.66,4.31,4.17,3.97,4.11,3.88
  • The first columns contains the date in yyyy-mm-dd format.
  • Dates are sorted in ascending order.
  • The first date is Jan 2nd 1990.
  • The number of tenors has grown over time. E.g. in 1990 there was no 1 Month and 2 Month tennor, but now there is. These missing values for older dates have empty string in the csv file, as can be seen in the snipped above.

Download details

Data gets downloaded from the U.S. DEPARTMENT OF THE TREASURY : Daily Treasury Par Yield Curve Rates

https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_yield_curve

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

dailytreasuryrates-0.4.5.tar.gz (143.1 kB view details)

Uploaded Source

Built Distribution

dailytreasuryrates-0.4.5-py3-none-any.whl (145.1 kB view details)

Uploaded Python 3

File details

Details for the file dailytreasuryrates-0.4.5.tar.gz.

File metadata

  • Download URL: dailytreasuryrates-0.4.5.tar.gz
  • Upload date:
  • Size: 143.1 kB
  • Tags: Source
  • Uploaded using Trusted Publishing? Yes
  • Uploaded via: twine/5.1.1 CPython/3.12.6

File hashes

Hashes for dailytreasuryrates-0.4.5.tar.gz
Algorithm Hash digest
SHA256 169c25ac250ca266fbc391a4dbbc7979798b1f76ff09d19abcc36bdd74c4587f
MD5 9748a62f1273ba5347611ca338f17e79
BLAKE2b-256 f2f126b17b6088970fba2ab60aa180f19462c0e62f0a73c353178729a2504735

See more details on using hashes here.

File details

Details for the file dailytreasuryrates-0.4.5-py3-none-any.whl.

File metadata

File hashes

Hashes for dailytreasuryrates-0.4.5-py3-none-any.whl
Algorithm Hash digest
SHA256 1a1b6166cfd1262e636c8c0fb1587463a1ea022b9e414d40644465d0305c9ca8
MD5 c2a04de0e72474cc7049b855f38de0cf
BLAKE2b-256 624db8aca50009ad18654d498ba0e4ea8e8f92fc8303f097267457a47333ea11

See more details on using hashes here.

Supported by

AWS AWS Cloud computing and Security Sponsor Datadog Datadog Monitoring Fastly Fastly CDN Google Google Download Analytics Microsoft Microsoft PSF Sponsor Pingdom Pingdom Monitoring Sentry Sentry Error logging StatusPage StatusPage Status page