The goal of ustfd is to make it easier to interact with the US Treasury Fiscal Data API.
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_endpoints and a dictionary of fields available for each endpoint can be retrieved with ustfd_field_dictionary.
This is a basic example which shows you how to retrieve data:
library(ustfd)
library(dplyr)
#> Warning: package 'dplyr' was built under R version 4.0.5
#>
#> Attaching package: 'dplyr'
#> The following objects are masked from 'package:stats':
#>
#> filter, lag
#> The following objects are masked from 'package:base':
#>
#> intersect, setdiff, setequal, union
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 = 100
)
select(interest_rates$data, -record_date)
#> # A tibble: 16 x 3
#> security_desc security_type_d~ avg_interest_ra~
#> <chr> <chr> <dbl>
#> 1 Treasury Bills Marketable 0.0122
#> 2 Treasury Notes Marketable 0.0210
#> 3 Treasury Bonds Marketable 0.0378
#> 4 Treasury Inflation-Protected Securities (T~ Marketable 0.00741
#> 5 Treasury Floating Rate Note (FRN) Marketable 0.00148
#> 6 Federal Financing Bank Marketable 0.0268
#> 7 Total Marketable Marketable 0.0221
#> 8 Domestic Series Non-marketable 0.0804
#> 9 Foreign Series Non-marketable 0.0731
#> 10 State and Local Government Series Non-marketable 0.0180
#> 11 United States Savings Securities Non-marketable 0.0304
#> 12 United States Savings Inflation Securities Non-marketable 0.0361
#> 13 Government Account Series Non-marketable 0.0248
#> 14 Government Account Series Inflation Securi~ Non-marketable 0.0130
#> 15 Total Non-marketable Non-marketable 0.0250
#> 16 Total Interest-bearing Debt Interest-bearin~ 0.0229An example of how to use the field dictionaries:
library(ustfd)
ustfd_field_dictionary('/v2/accounting/od/avg_interest_rates')
#> # A tibble: 11 x 4
#> field_name label data_type data_format
#> <chr> <chr> <chr> <chr>
#> 1 record_date Record Date DATE YYYY-MM-DD
#> 2 security_type_desc Security Type Description STRING String
#> 3 security_desc Security Description STRING String
#> 4 avg_interest_rate_amt Average Interest Rate Amount PERCENTAGE 10.2%
#> 5 src_line_nbr Source Line Number NUMBER 10.2
#> 6 record_fiscal_year Fiscal Year YEAR YYYY
#> 7 record_fiscal_quarter Fiscal Quarter Number QUARTER Q
#> 8 record_calendar_year Calendar Year YEAR YYYY
#> 9 record_calendar_quarter Calendar Quarter Number QUARTER Q
#> 10 record_calendar_month Calendar Month Number MONTH MM
#> 11 record_calendar_day Calendar Day Number DAY DD