macro

One money-market spread through time

A single spread series with the distribution behind it. A point exists ONLY where both legs carry an observation on the same day, so a gap is a day one leg did not print and never a day the spread was zero. meta.window_days names the window today's reading is base-rated against.

get/macro/money-markets/spreads

Request

  • Base URL: https://kresmion.com/v1
  • URL: https://kresmion.com/v1/macro/money-markets/spreads
  • Auth: HTTP bearer

Query parameters

pairstring required

Spread key, e.g. sofr_iorb. See meta.available on a 400.

startstring nullable

Inclusive start, YYYY-MM-DD.

endstring nullable

Inclusive end, YYYY-MM-DD.

Headers

authorizationstring nullable

Response

Successful Response

object required

Changes

No recorded changes to this operation across all 1 revision of this API.