{ "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": 11143, "auction_calendar": 11143, "auction_results": 11139, "bill_rates": 26579, "curve_features": 9198, "nominal_yield_curve": 114124, "pit": 269847, "real_yield_curve": 34249 }, "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": "2026-10-07", "max_knowledge": "2026-10-07T22:00:00+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": "2026-10-07T23:30:37.348724+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": 68316, "subset": "auction_results" }, { "entities": 14, "rows": 53158, "subset": "bill_rates" }, { "entities": 17, "rows": 114124, "subset": "nominal_yield_curve" }, { "entities": 6, "rows": 34249, "subset": "real_yield_curve" } ], "pretty_name": "ZipLime US Treasury Events (PIT)", "quality_ok": true, "release_timezone": "America/New_York", "rows": 269847, "source": { "build_version": "1.0.0", "package_version": "1.0.0", "parser_version": "1.0.0", "recipe_hash": "sha256:817fedeed89c3171a3ec8934e60a3a8ec26e8b9c4d7d73b908dfb70744d952f3" } }