| { |
| "bundle_storage_class": "ziplime.data.services.file_system_delta_lake_bundle_storage.FileSystemDeltaLakeBundleStorage", |
| "bundle_storage_data": { |
| "table_uri": "data/pit/us_treasury_events.delta" |
| }, |
| "column_meanings": { |
| "actual": "the number as the Treasury published it", |
| "change": "actual minus previous", |
| "entity_id": "the series: a curve point, a bill rate on one quote convention, or an auction metric keyed by term", |
| "event_date": "the day the number is about -- the curve date, or the auction date", |
| "forecast": "always null: consensus estimates are licensed data and none are included", |
| "knowledge_date": "the instant that number became public", |
| "knowledge_time_precision": "minute, date or modeled_conservative -- how precisely the instant is known", |
| "previous": "the same series at its previous publication", |
| "value_method": "'reported' where the Treasury printed the number, 'derived' where this recipe computed it from numbers the Treasury printed" |
| }, |
| "config_rows": { |
| "auction_announcements": 11146, |
| "auction_calendar": 11146, |
| "auction_results": 11142, |
| "bill_rates": 26593, |
| "curve_features": 9200, |
| "nominal_yield_curve": 114156, |
| "pit": 269942, |
| "real_yield_curve": 34261 |
| }, |
| "config_schemas": { |
| "auction_announcements": { |
| "announcement_date": "Date", |
| "announcement_id": "String", |
| "auction_date": "Date", |
| "auction_id": "String", |
| "competitive_close_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "cusip": "String", |
| "first_seen_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "ingested_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "issue_date": "Date", |
| "knowledge_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "knowledge_date": "Datetime(time_unit='us', time_zone='UTC')", |
| "knowledge_time_precision": "String", |
| "maturing_amount": "Float64", |
| "maturity_date": "Date", |
| "noncompetitive_close_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "offering_amount": "Float64", |
| "parser_version": "String", |
| "raw_sha256": "String", |
| "release_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "reopening": "Boolean", |
| "security_term": "String", |
| "security_type": "String", |
| "soma_holdings": "Float64", |
| "source": "String", |
| "source_url": "String" |
| }, |
| "auction_calendar": { |
| "announcement_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "announcement_date": "Date", |
| "auction_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "auction_date": "Date", |
| "auction_id": "String", |
| "cusip": "String", |
| "first_seen_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "ingested_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "issue_date": "Date", |
| "knowledge_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "knowledge_date": "Datetime(time_unit='us', time_zone='UTC')", |
| "knowledge_time_precision": "String", |
| "maturity_date": "Date", |
| "offering_amount": "Float64", |
| "original_security_term": "String", |
| "parser_version": "String", |
| "raw_sha256": "String", |
| "reopening": "Boolean", |
| "security_term": "String", |
| "security_type": "String", |
| "source": "String", |
| "source_url": "String", |
| "status": "String" |
| }, |
| "auction_results": { |
| "allocation_percentage": "Float64", |
| "auction_date": "Date", |
| "auction_format": "String", |
| "auction_id": "String", |
| "auction_tail": "Float64", |
| "bid_to_cover": "Float64", |
| "competitive_accepted": "Float64", |
| "competitive_tendered": "Float64", |
| "cusip": "String", |
| "dealer_accepted_pct": "Float64", |
| "direct_accepted_pct": "Float64", |
| "direct_bidder_accepted": "Float64", |
| "direct_bidder_tendered": "Float64", |
| "first_seen_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "high_discount_rate": "Float64", |
| "high_yield": "Float64", |
| "indirect_accepted_pct": "Float64", |
| "indirect_bidder_accepted": "Float64", |
| "indirect_bidder_tendered": "Float64", |
| "ingested_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "interest_rate": "Float64", |
| "investment_rate": "Float64", |
| "issue_date": "Date", |
| "knowledge_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "knowledge_date": "Datetime(time_unit='us', time_zone='UTC')", |
| "knowledge_time_precision": "String", |
| "low_discount_rate": "Float64", |
| "low_yield": "Float64", |
| "maturity_date": "Date", |
| "median_discount_rate": "Float64", |
| "median_yield": "Float64", |
| "noncompetitive_accepted": "Float64", |
| "noncompetitive_accepted_pct": "Float64", |
| "noncompetitive_tendered": "Float64", |
| "offering_amount": "Float64", |
| "parser_version": "String", |
| "price_per_100": "Float64", |
| "primary_dealer_accepted": "Float64", |
| "primary_dealer_tendered": "Float64", |
| "raw_sha256": "String", |
| "result_id": "String", |
| "result_release_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "security_term": "String", |
| "security_type": "String", |
| "soma_accepted": "Float64", |
| "soma_tendered": "Float64", |
| "source": "String", |
| "source_url": "String", |
| "status": "String", |
| "tendered_to_offering": "Float64", |
| "total_accepted": "Float64", |
| "total_tendered": "Float64", |
| "treasury_retail_accepted": "Float64", |
| "wi_yield": "Float64" |
| }, |
| "bill_rates": { |
| "availability_time_basis": "String", |
| "bank_discount_rate": "Float64", |
| "bill_rate_id": "String", |
| "coupon_equivalent_rate": "Float64", |
| "first_seen_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "ingested_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "knowledge_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "knowledge_date": "Datetime(time_unit='us', time_zone='UTC')", |
| "knowledge_time_precision": "String", |
| "market_observation_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "maturity": "String", |
| "maturity_weeks": "Float64", |
| "parser_version": "String", |
| "rate_date": "Date", |
| "raw_sha256": "String", |
| "source": "String", |
| "source_label": "String", |
| "source_url": "String" |
| }, |
| "curve_features": { |
| "curve_date": "Date", |
| "derived_from": "String", |
| "feature_id": "String", |
| "ingested_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "knowledge_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "knowledge_date": "Datetime(time_unit='us', time_zone='UTC')", |
| "knowledge_time_precision": "String", |
| "nominal_10y_minus_real_10y_bp": "Float64", |
| "parser_version": "String", |
| "real_5y10y_slope_bp": "Float64", |
| "slope_2y10y_bp": "Float64", |
| "slope_3m10y_bp": "Float64", |
| "slope_5y30y_bp": "Float64" |
| }, |
| "nominal_yield_curve": { |
| "availability_time_basis": "String", |
| "curve_date": "Date", |
| "curve_id": "String", |
| "curve_type": "String", |
| "first_seen_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "ingested_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "knowledge_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "knowledge_date": "Datetime(time_unit='us', time_zone='UTC')", |
| "knowledge_time_precision": "String", |
| "market_observation_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "maturity": "String", |
| "maturity_years": "Float64", |
| "methodology_id": "String", |
| "parser_version": "String", |
| "publication_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "raw_sha256": "String", |
| "source": "String", |
| "source_label": "String", |
| "source_url": "String", |
| "yield_pct": "Float64" |
| }, |
| "pit": { |
| "actual": "Float64", |
| "change": "Float64", |
| "entity_id": "String", |
| "event_date": "Date", |
| "forecast": "Float64", |
| "ingested_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "knowledge_date": "Datetime(time_unit='us', time_zone='UTC')", |
| "knowledge_time_precision": "String", |
| "parser_version": "String", |
| "previous": "Float64", |
| "record_id": "String", |
| "source_url": "String", |
| "subset": "String", |
| "unit": "String", |
| "value_method": "String" |
| }, |
| "real_yield_curve": { |
| "availability_time_basis": "String", |
| "curve_date": "Date", |
| "curve_id": "String", |
| "curve_type": "String", |
| "first_seen_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "ingested_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "knowledge_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "knowledge_date": "Datetime(time_unit='us', time_zone='UTC')", |
| "knowledge_time_precision": "String", |
| "market_observation_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "maturity": "String", |
| "maturity_years": "Float64", |
| "methodology_id": "String", |
| "parser_version": "String", |
| "publication_at": "Datetime(time_unit='us', time_zone='UTC')", |
| "raw_sha256": "String", |
| "source": "String", |
| "source_label": "String", |
| "source_url": "String", |
| "yield_pct": "Float64" |
| } |
| }, |
| "configs": { |
| "auction_announcements": { |
| "grain": "one official announcement of an auction, with its closing times", |
| "path": "data/auction_announcements/**/*.parquet" |
| }, |
| "auction_calendar": { |
| "grain": "one auctioned or announced security, dated from its announcement", |
| "path": "data/auction_calendar/**/*.parquet" |
| }, |
| "auction_results": { |
| "grain": "one completed auction, at the minute its result was released", |
| "path": "data/auction_results/**/*.parquet" |
| }, |
| "bill_rates": { |
| "grain": "one bill maturity of one day, on both quote conventions", |
| "path": "data/bill_rates/**/*.parquet" |
| }, |
| "curve_features": { |
| "grain": "derived slopes and one spread, from curves published for the same day", |
| "path": "data/curve_features/**/*.parquet" |
| }, |
| "nominal_yield_curve": { |
| "grain": "one maturity of one day's official par yield curve", |
| "path": "data/nominal_yield_curve/**/*.parquet" |
| }, |
| "pit": { |
| "delta_path": "data/pit/us_treasury_events.delta", |
| "grain": "one point-in-time Treasury number: an entity, a date, an instant, a value", |
| "path": "data/pit/**/*.parquet" |
| }, |
| "real_yield_curve": { |
| "grain": "one maturity of one day's official TIPS par real yield curve", |
| "path": "data/real_yield_curve/**/*.parquet" |
| } |
| }, |
| "coverage": { |
| "max_event": "2026-10-09", |
| "max_knowledge": "2026-10-09T22:00:00+00:00", |
| "min_event": "1979-10-31", |
| "min_knowledge": "1979-11-01T04:59:59+00:00" |
| }, |
| "data_type": "PIT_DATA", |
| "dataset": "us-treasury-events", |
| "entity_domain": "us_rates", |
| "entity_id": "entity_id", |
| "event_date": "event_date", |
| "event_date_type": "date", |
| "frequency_seconds": null, |
| "generated_at": "2026-10-09T23:30:48.756222+00:00", |
| "knowledge_date": "knowledge_date", |
| "knowledge_date_policy": { |
| "auction_results": "the release minute stated in the Treasury's own result artifact, from March 2008; the end of the auction day before that", |
| "market_observation": "15:30 US Eastern, which is when the quotations behind the curve are taken. This is NOT the knowledge instant.", |
| "never_before_event_date": true, |
| "note": "The curve's knowledge instant is modelled, not published. The Treasury states an observation time of 3:30 PM and an availability statement of 6:00 PM; using the first would hand a backtest two and a half hours a day it did not have.", |
| "precision": "per row, in knowledge_time_precision", |
| "yield_curves": "18:00 US Eastern, which is when the Treasury says its rates are usually available on its website" |
| }, |
| "knowledge_date_type": "timestamp[us, tz=UTC]", |
| "name": "us_treasury_events", |
| "pit": { |
| "append_only": false, |
| "knowledge_lag_model": "stated_release_minute_or_modeled_1800_et", |
| "restatement_policy": "The Treasury does not revise a published auction result or a published curve. A correction would appear as a new value for the same date, and the raw_sha256 of the artifact would change with it." |
| }, |
| "pit_subsets": [ |
| { |
| "entities": 1250, |
| "rows": 68339, |
| "subset": "auction_results" |
| }, |
| { |
| "entities": 14, |
| "rows": 53186, |
| "subset": "bill_rates" |
| }, |
| { |
| "entities": 17, |
| "rows": 114156, |
| "subset": "nominal_yield_curve" |
| }, |
| { |
| "entities": 6, |
| "rows": 34261, |
| "subset": "real_yield_curve" |
| } |
| ], |
| "pretty_name": "ZipLime US Treasury Events (PIT)", |
| "quality_ok": true, |
| "release_timezone": "America/New_York", |
| "rows": 269942, |
| "source": { |
| "build_version": "1.0.0", |
| "package_version": "1.0.0", |
| "parser_version": "1.0.0", |
| "recipe_hash": "sha256:817fedeed89c3171a3ec8934e60a3a8ec26e8b9c4d7d73b908dfb70744d952f3" |
| } |
| } |
|
|
