Update the FOMC events dataset
Browse files- data/auction_announcements/part-00000.parquet +2 -2
- data/auction_calendar/part-00000.parquet +2 -2
- data/auction_results/part-00000.parquet +2 -2
- data/bill_rates/part-00000.parquet +2 -2
- data/curve_features/part-00000.parquet +2 -2
- data/nominal_yield_curve/part-00000.parquet +2 -2
- data/pit/part-00000.parquet +2 -2
- data/pit/us_treasury_events.delta/_delta_log/00000000000000000000.json +3 -3
- data/pit/us_treasury_events.delta/{part-00000-bb711ecb-1c78-46cb-8cb2-798ed15b6d20-c000.snappy.parquet → part-00000-3c54578b-4e53-4a03-a2fe-2ea5193c344d-c000.snappy.parquet} +2 -2
- data/real_yield_curve/part-00000.parquet +2 -2
- manifest.json +14 -14
- metadata/build.parquet +2 -2
- metadata/coverage.parquet +2 -2
- metadata/field_coverage.parquet +2 -2
- quality_report.json +8 -8
data/auction_announcements/part-00000.parquet
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data/auction_calendar/part-00000.parquet
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data/auction_results/part-00000.parquet
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data/bill_rates/part-00000.parquet
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data/curve_features/part-00000.parquet
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data/nominal_yield_curve/part-00000.parquet
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data/pit/part-00000.parquet
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data/pit/us_treasury_events.delta/_delta_log/00000000000000000000.json
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@@ -1,4 +1,4 @@
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{"commitInfo":{"timestamp":
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{"metaData":{"id":"
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{"add":{"path":"part-00000-
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{"commitInfo":{"timestamp":1791415837208,"operation":"WRITE","operationParameters":{"mode":"Overwrite"},"engineInfo":"delta-rs:py-1.6.6","clientVersion":"delta-rs.py-1.6.6","operationMetrics":{"num_added_files":1,"num_removed_files":0,"num_partitions":0,"num_added_rows":269847,"execution_time_ms":128,"num_retries":0}}}
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{"add":{"path":"part-00000-3c54578b-4e53-4a03-a2fe-2ea5193c344d-c000.snappy.parquet","partitionValues":{},"size":4464421,"modificationTime":1791415837207,"dataChange":true,"stats":"{\"numRecords\":269847,\"minValues\":{\"knowledge_time_precision\":\"date\",\"entity_id\":\"UST_AUCTION_101D_CMB_ALLOTMENT_AT_HIGH_PCT\",\"event_date\":\"1979-10-31\",\"subset\":\"auction_results\",\"record_id\":\"UST_1979-10-31_912827KC5_RES\",\"value_method\":\"derived\",\"unit\":\"percent\",\"parser_version\":\"1.0.0\",\"source_url\":\"https://home.treasury.gov/resource-center/data-chart-center/inte\",\"ingested_at\":\"2026-10-07T23:30:35.868Z\",\"knowledge_date\":\"1979-11-01T04:59:59Z\",\"change\":-98.69,\"previous\":-1.91,\"actual\":-1.91},\"maxValues\":{\"change\":98.15,\"event_date\":\"2026-10-07\",\"unit\":\"ratio\",\"record_id\":\"real_2026-10-07_7Y\",\"source_url\":\"https://www.treasurydirect.gov/xml/R_20261007_2.xml\",\"knowledge_time_precision\":\"modeled_conservative\",\"knowledge_date\":\"2026-10-07T22:00:00Z\",\"value_method\":\"reported\",\"parser_version\":\"1.0.0\",\"subset\":\"real_yield_curve\",\"actual\":100.0,\"previous\":100.0,\"ingested_at\":\"2026-10-07T23:30:35.868Z\",\"entity_id\":\"UST_REAL_LT_REAL_AVERAGE\"},\"nullCount\":{\"ingested_at\":0,\"parser_version\":0,\"event_date\":0,\"forecast\":269847,\"actual\":0,\"value_method\":0,\"record_id\":0,\"subset\":0,\"previous\":1287,\"source_url\":0,\"entity_id\":0,\"knowledge_time_precision\":0,\"change\":1287,\"knowledge_date\":0,\"unit\":0}}","tags":null,"baseRowId":null,"defaultRowCommitVersion":null,"clusteringProvider":null}}
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data/pit/us_treasury_events.delta/{part-00000-bb711ecb-1c78-46cb-8cb2-798ed15b6d20-c000.snappy.parquet → part-00000-3c54578b-4e53-4a03-a2fe-2ea5193c344d-c000.snappy.parquet}
RENAMED
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data/real_yield_curve/part-00000.parquet
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manifest.json
CHANGED
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@@ -17,12 +17,12 @@
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"config_rows": {
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"auction_announcements": 11143,
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"auction_calendar": 11143,
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-
"auction_results":
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-
"bill_rates":
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-
"curve_features":
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-
"nominal_yield_curve":
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-
"pit":
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"real_yield_curve":
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},
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"config_schemas": {
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"auction_announcements": {
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@@ -266,8 +266,8 @@
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}
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},
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"coverage": {
|
| 269 |
-
"max_event": "2026-10-
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| 270 |
-
"max_knowledge": "2026-10-
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"min_event": "1979-10-31",
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"min_knowledge": "1979-11-01T04:59:59+00:00"
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},
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@@ -278,7 +278,7 @@
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"event_date": "event_date",
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"event_date_type": "date",
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"frequency_seconds": null,
|
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-
"generated_at": "2026-10-
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"knowledge_date": "knowledge_date",
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"knowledge_date_policy": {
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"auction_results": "the release minute stated in the Treasury's own result artifact, from March 2008; the end of the auction day before that",
|
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@@ -298,29 +298,29 @@
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|
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"pit_subsets": [
|
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{
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"entities": 1250,
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"rows":
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"subset": "auction_results"
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"subset": "nominal_yield_curve"
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"rows":
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"subset": "real_yield_curve"
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}
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],
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"pretty_name": "ZipLime US Treasury Events (PIT)",
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"quality_ok": true,
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"release_timezone": "America/New_York",
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"rows":
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"config_rows": {
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"auction_results": 11139,
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"bill_rates": 26579,
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| 22 |
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"curve_features": 9198,
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| 23 |
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| 24 |
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"pit": 269847,
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| 25 |
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"real_yield_curve": 34249
|
| 26 |
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"config_schemas": {
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"auction_announcements": {
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|
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}
|
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},
|
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"coverage": {
|
| 269 |
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"max_event": "2026-10-07",
|
| 270 |
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"max_knowledge": "2026-10-07T22:00:00+00:00",
|
| 271 |
"min_event": "1979-10-31",
|
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"min_knowledge": "1979-11-01T04:59:59+00:00"
|
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},
|
|
|
|
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"event_date": "event_date",
|
| 279 |
"event_date_type": "date",
|
| 280 |
"frequency_seconds": null,
|
| 281 |
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"generated_at": "2026-10-07T23:30:37.348724+00:00",
|
| 282 |
"knowledge_date": "knowledge_date",
|
| 283 |
"knowledge_date_policy": {
|
| 284 |
"auction_results": "the release minute stated in the Treasury's own result artifact, from March 2008; the end of the auction day before that",
|
|
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|
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"pit_subsets": [
|
| 299 |
{
|
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|
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"subset": "auction_results"
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{
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| 305 |
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| 312 |
"subset": "nominal_yield_curve"
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| 317 |
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|
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| 320 |
"pretty_name": "ZipLime US Treasury Events (PIT)",
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| 321 |
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| 322 |
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| 323 |
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metadata/build.parquet
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metadata/coverage.parquet
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metadata/field_coverage.parquet
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quality_report.json
CHANGED
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{
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"checked_at": "2026-10-
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"1 of
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"1 of 6260 auctions have bidder categories that do not sum to the competitive award, e.g. UST_2009-01-26_912795L66_RES",
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