Calendar & Rates

Interest Rate Endpoints (1)

Rust

let rates: Vec<InterestRateTick> = tdx.interest_rate_history_eod(
    "SOFR", "20240101", "20240301"
).await?;

Python

result = tdx.interest_rate_history_eod("SOFR", "20240101", "20240301")

Go

result, _ := client.InterestRateHistoryEOD("SOFR", "20240101", "20240301")

C++

auto result = client.interest_rate_history_eod("SOFR", "20240101", "20240301");

Available Rate Symbols

Symbol	Description
SOFR	Secured Overnight Financing Rate
TREASURY_M1	1-month Treasury
TREASURY_M3	3-month Treasury
TREASURY_M6	6-month Treasury
TREASURY_Y1	1-year Treasury
TREASURY_Y2	2-year Treasury
TREASURY_Y3	3-year Treasury
TREASURY_Y5	5-year Treasury
TREASURY_Y7	7-year Treasury
TREASURY_Y10	10-year Treasury
TREASURY_Y20	20-year Treasury
TREASURY_Y30	30-year Treasury

TIP

Use interest rate data to set the risk-free rate parameter when computing option Greeks locally.

Calendar Endpoints (3)

Rust

let days: Vec<CalendarDay> = tdx.calendar_open_today().await?;
let days: Vec<CalendarDay> = tdx.calendar_on_date("20240315").await?;
let days: Vec<CalendarDay> = tdx.calendar_year("2024").await?;

Python

result = tdx.calendar_open_today()
result = tdx.calendar_on_date("20240315")
result = tdx.calendar_year("2024")

Go

result, _ := client.CalendarOpenToday()
result, _ = client.CalendarOnDate("20240315")
result, _ = client.CalendarYear("2024")

C++

auto today = client.calendar_open_today();
auto date_info = client.calendar_on_date("20240315");
auto year_info = client.calendar_year("2024");

Calendar Methods

Method	Description
calendar_open_today	Check if the market is open today and get the trading schedule
calendar_on_date	Get the trading schedule for a specific date (regular, early close, or holiday)
calendar_year	Get the full trading calendar for a year, including all holidays and early closes

WARNING

Calendar data reflects NYSE trading hours. Other exchanges may have different schedules.