This repository provides a command-line interface to retrieve economic data from European Central Bank's (ECB) and German Federal Bank's SDMX API.
- Retrieve inflation index data (INX)
- Retrieve yield curve data (YC)
- Retrieve exchange rate data (EXR)
- Retrieve Euribor rate
- Retreive Eonia + €STR (EONIA time series continues seamlessly with the €STR)
- Define custom start and end dates for data retrieval
- Option to calculate spreads between long and short term period
- Option to save output as .PNG, interactive .HTML and time series as .CSV
- Python 3.x
- argparse library
- ast library
To install the required packages, navigate to the root directory of the project and run the following command.
pip install -r requirements.txt
> init.py [-h]
usage: init.py [-h] [-i] [-y] [-fx] [-c CURRENCY] [-b BEGIN] [-e END] [-s] [-st SHORTTERM] [-lt LONGTERM] [-eur] [-eon]
Interface to retrieve economic data from official SDMX API of European Central Bank and German Federal Bank.
options:
-h, --help show this help message and exit
-b BEGIN, --begin BEGIN
Start date in YYYY-MM format. Can be used with each flag. When provided, --end must be defined as well.
-e END, --end END End date in YYYY-MM format. Can be used with each flag. When provided, --begin must be defined as well.
-s, --spread Returns spread of long and short term series.
-st SHORTTERM, --shortterm SHORTTERM
Define short-term period for time series. Works with --yield-curve and --euribor. (Yield: ['3M', '6M', '9M', '1Y', '2Y'], Euribor: ['1W', '1M',
'3M', '6M', '9M', '12M']
-lt LONGTERM, --longterm LONGTERM
Define short-term period for time series. Works with --yield-curve and --euribor. (Yield: ['5Y','10Y', '15Y', '20Y', '30Y'], Euribor: ['1W',
'1M', '3M', '6M', '9M', '12M'])
INFLATION:
-i, --inflation Retrieves inflation data. When no period is provided, it retrieves maximum available data history.
YIELD:
-y, --yield-curve Retrieves yield curve data. When no period is provided, it retrieves maximum available data history. When neither --shortterm nor --longterm is
given, it retrieves the 2Y10Y Spot Yield.
EXCHANGE RATE:
-fx, --exchange-rate Retrieves exchange rate data. When no period is provided, it retrieves maximum available data history.
-c CURRENCY, --currency CURRENCY
Define the currency for which exchange rate data should be retrieved
EURIBOR:
-eur, --euribor Retrieves Euribor data. When no period is provided, it retrieves maximum available data history.
EONIA:
-eon, --eonia Retrieves Eonia data. When no period is provided, it retrieves maximum available data history. This function takes EONIA history until last day
(2021-12-31) and continues with up-to-date €STR data.
Retrieve information about monthly inflation rate in Eurozone using maximum available data history:
> python init.py -i -b 2015-01 -e 2022-12
Outputs:
You always get prompted to save output:
Save output to the current folder? (y/n)
y will save the static image as .PNG, the interactive HTML and the .CSV file to output/ folder.
Retrieve information about daily (spot) yield curve in Eurozone using data from 2005-01 to 2021-12:
> python init.py -y -b 2005-01 -e 2021-12
Outputs:
Retrieve information about daily (spot) yield spread (6M5Y):
> python init.py -y -s -st 6M -lt 5Y
Outputs
Retrieve information about daily EUR/USD exchange rate with maximum available time series data:
> python init.py -fx
Outputs:
Retrieve information about daily EUR/GBP exchange rate during January 2005 till December 2010:
> python init.py -fx -c GBP -b 2005-01 -e 2010-12
Outputs:
Retrieve 3-month Euribor:
> python init.py -eur
Retreive spread between 3-month and 12-month Euribor during January 2008 and December 2012:
> python init.py -eur --begin 2008-01-01 --end 2012-12-31 -st 3M -lt 12M --spread
Retreive EONIA data for maximu available period.
Since EONIA has been stopped calculating end of 2021, this function continues the EONIA series with up-to-date €STR data.
> python init.py -eon
If you have feedback, ideas for improving the project or found a bug , please open an issue.