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Python CLI to retrieve economic data from European Central Bank's (ECB) SDMX API.

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European Central Bank/German Federal Bank - SDMX API Python CLI

This repository provides a command-line interface to retrieve economic data from European Central Bank's (ECB) and German Federal Bank's SDMX API.

Features

  • 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

Requirements / Installation

  • 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

Usage

> 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.

Examples

1. Inflation 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:

Example 1

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.

2. Yield data

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:

Example 2

3. Yield data (spread)

Retrieve information about daily (spot) yield spread (6M5Y):

> python init.py -y -s -st 6M -lt 5Y

Outputs

Example 3

4. Exchange rate data (FX)

Retrieve information about daily EUR/USD exchange rate with maximum available time series data:

> python init.py -fx

Outputs:

Example 4

5. Exchange rate data for e.g. GBP

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:

Example 5

6. Euribor data

Retrieve 3-month Euribor:

> python init.py -eur 

Example 6

7. Euribor data (spread)

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

Example 7

8. EONIA / €STR

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

Example 8

Feedback & Contribution

If you have feedback, ideas for improving the project or found a bug , please open an issue.

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Python CLI to retrieve economic data from European Central Bank's (ECB) SDMX API.

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