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.

Notas de Lançamento:

v2 - Return na for dates that don't have a value

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v3

Update documentation

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v4
Experimenting with switch statement

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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.

Notas de Lançamento:

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.

Notas de Lançamento:

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.

Notas de Lançamento:

v8

Update to retrieve values for trailing 250 trading days

Notas de Lançamento:

v9

Update for 11/11/2022

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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.

Notas de Lançamento:

v11

11/15/2022 Update

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v12

11/16/2022 update

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v13

11/16/2022 Update #2

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v14

11/17/2022 Update

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v15

11/18/2022 Update

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v16

11/21/2022 update

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v17

11/22/2022 update

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v18

11/23/2022 update

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v19

11/25/2022 update

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v20

11/28/2022 update

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v21

11/29/2022 update

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v22

11/30/2022 update

Notas de Lançamento:

v23

12/1/2022 update

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v26

12/2/2022 update

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v27

12/5/2022 update

Notas de Lançamento:

v28

12/6/2022

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v29

12/7/2022 update

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v30

12/8/2022 update

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v31

12/9/2022 update

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v32

12/12/2022 update

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v33

12/13/2022 update

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v34

12/14/2022 update

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v35

12/16/2022 update

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v36

12/20/2022 update

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v37

12/28/2022 update

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v38

12/30/2022 update

Notas de Lançamento:

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.

Notas de Lançamento:

v40

Testing

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v41

Testing 2

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v42

1/18/2018 update

Now includes trailing 400 trading days

Notas de Lançamento:

v43

1/19/2023 update

Notas de Lançamento:

v44

1/20/2023 update

Notas de Lançamento:

v45

1/23/2023 update