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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.