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Read curves and prints

Record government curves, inflation indexes, municipal and corporate bond prints and bond quotes in your deployment's lake, from Terrapin and OpenYield. You need chart 0.1.538 and CLI 0.1.60.

Plugin Datasets What they hold
Terrapin government_curves, inflation, msrb_prints Government par yield curves (US, UK, Germany), inflation index levels, and municipal bonds' prints as MSRB disseminates them
OpenYield marketplace, trace_prints, msrb_prints Its ATS's firm top of book, mids and live US Treasury benchmark curve; FINRA TRACE and MSRB prints, each naming its source

1. Launch it and enter its access

  • Terrapin: approve data and reference, and enter the Terrapin API key and the Securities whose prints are kept current. It reads at once and every hour: the last five business days' curves and the listed bonds' prints of the last seven days, and the inflation indexes daily.
  • OpenYield: access needs an OpenYield Data Services Agreement. Ask OpenYield for a token issued to your account and enter it as the OpenYield token; the plugin never holds a password. Enter the Securities, up to 500 by ISIN, CUSIP or FIGI. It reads at once and every five minutes.

2. Accept the curves' records

Each curve and index is a record of your deployment named by its source's code, such as TERRAPIN_US_PAR or OPENYIELD_UST_BENCHMARK. The plugin states its class, type, currency and description: accept them on the Instruments page before its rates are recorded. Until then the plugin's Datasets page says each waits.

3. License, entitle and read

On the Data sources page, license each dataset on the terms of your agreement with the vendor (and FINRA's and MSRB's for the prints): the plugins declare no default terms. Entitle the plugins that read them, and set the priority where another dataset records the same curve or security.

A curve's points are rates: read them with list_rates (see Rates). Prints are trades and the ATS's top of book is quotes: signal and ems read them with list_trades and list_quotes. A bond's price is per 100 of face, with its yield or spread beside it as quoted.