FDICBankFinancial
FDICBankFinancial()
Bases: BaseData
One quarterly call report of one FDIC-insured bank, as the FDIC publishes it. Every insured bank files a call report for each quarter with its balance sheet, income statement, asset quality and regulatory capital.
The record is filed under the listed holding company that owned the bank in that quarter, and nothing is summed: a holding company with several banks carries one record per bank, and its totals are left to the algorithm. The points an algorithm receives are FDICBankFinancials, the collection of every record a holding company carries for one day.
Constructor for initialising the dase data class
report_date: datetime
The last day of the quarter the figures describe. It is not the day the record became available, which is Time: call reports are filed about a month after the quarter ends, and an amended report can arrive years later.
certificate: int
FDIC certificate number of the bank, its permanent identifier with the FDIC. It stays the same when the bank is renamed or changes owner.
institution_name: str
Name of the bank as the FDIC records it today, read from the institutions file that ships beside the data. It is the current name even on an old report, and null for a bank the file does not carry.
state: str
Two-letter code of the state where the bank had its headquarters in the quarter of the report, as the call report states it.
city: str
City where the bank had its headquarters in the quarter of the report.
holding_company_id: Optional[int]
Federal Reserve identifier (RSSD ID) of the holding company that owned the bank in the quarter of the report. It is what ties the bank to the listed company the record is filed under.
total_assets: Optional[float]
Total assets, in thousands of dollars. This is also the data point's Value.
total_liabilities: Optional[float]
Total liabilities, in thousands of dollars.
total_equity_capital: Optional[float]
Total equity capital, in thousands of dollars.
risk_weighted_assets: Optional[float]
Risk-weighted assets as used for the tier 1 and common equity tier 1 ratios, in thousands of dollars.
tier_1_capital: Optional[float]
Tier 1 risk-based capital, in thousands of dollars.
common_equity_tier_1_capital: Optional[float]
Common equity tier 1 capital, in thousands of dollars.
total_risk_based_capital: Optional[float]
Total risk-based capital, tier 1 plus tier 2, in thousands of dollars.
total_deposits: Optional[float]
Total deposits, domestic and foreign offices, in thousands of dollars.
domestic_deposits: Optional[float]
Deposits held in domestic offices, in thousands of dollars.
estimated_insured_deposits: Optional[float]
Deposits estimated to be covered by FDIC insurance, in thousands of dollars.
estimated_uninsured_deposits: Optional[float]
Deposits in domestic offices estimated to exceed the insurance limit, in thousands of dollars.
core_deposits: Optional[float]
Core deposits as the FDIC defines them, in thousands of dollars.
brokered_deposits: Optional[float]
Deposits placed through brokers, in thousands of dollars.
total_loans_and_leases: Optional[float]
Total loans and leases before the allowance for credit losses, in thousands of dollars.
net_loans_and_leases: Optional[float]
Total loans and leases net of unearned income and of the allowance for credit losses, in thousands of dollars.
real_estate_loans: Optional[float]
Loans secured by real estate, in thousands of dollars.
construction_and_land_development_loans: Optional[float]
Construction and land development loans, in thousands of dollars.
nonfarm_nonresidential_loans: Optional[float]
Loans secured by nonfarm nonresidential properties, in thousands of dollars.
multifamily_loans: Optional[float]
Loans secured by multifamily residential properties, in thousands of dollars.
residential_mortgage_loans: Optional[float]
Loans secured by one to four family residential properties, in thousands of dollars.
commercial_and_industrial_loans: Optional[float]
Commercial and industrial loans, in thousands of dollars.
consumer_loans: Optional[float]
Loans to individuals for household, family and other personal expenditures, in thousands of dollars.
credit_card_loans: Optional[float]
Consumer credit card loans, in thousands of dollars.
auto_loans: Optional[float]
Consumer automobile loans, in thousands of dollars.
total_securities: Optional[float]
Total securities, in thousands of dollars.
held_to_maturity_securities_amortized_cost: Optional[float]
Held-to-maturity securities at amortized cost, the value they carry on the balance sheet, in thousands of dollars.
held_to_maturity_securities_fair_value: Optional[float]
Held-to-maturity securities at fair value, in thousands of dollars. The gap to the amortized cost is the unrealized gain or loss the balance sheet does not show.
available_for_sale_securities_amortized_cost: Optional[
float
]
Available-for-sale securities at amortized cost, in thousands of dollars.
available_for_sale_securities_fair_value: Optional[float]
Available-for-sale securities at fair value, the value they carry on the balance sheet, in thousands of dollars.
cash_and_due_from_banks: Optional[float]
Cash and balances due from depository institutions, in thousands of dollars.
trading_assets: Optional[float]
Trading account assets, in thousands of dollars.
intangible_assets: Optional[float]
Intangible assets, including goodwill, in thousands of dollars.
interest_income_year_to_date: Optional[float]
Total interest income, in thousands of dollars, year to date: the call report states income from January 1 through the report date, so the second quarter carries six months.
interest_expense_year_to_date: Optional[float]
Total interest expense, in thousands of dollars, year to date: the call report states income from January 1 through the report date, so the second quarter carries six months.
noninterest_income_year_to_date: Optional[float]
Total noninterest income, in thousands of dollars, year to date: the call report states income from January 1 through the report date, so the second quarter carries six months.
noninterest_expense_year_to_date: Optional[float]
Total noninterest expense, in thousands of dollars, year to date: the call report states income from January 1 through the report date, so the second quarter carries six months.
provision_for_credit_losses_year_to_date: Optional[float]
Provision for credit losses, in thousands of dollars, year to date: the call report states income from January 1 through the report date, so the second quarter carries six months.
income_taxes_year_to_date: Optional[float]
Applicable income taxes, in thousands of dollars, year to date: the call report states income from January 1 through the report date, so the second quarter carries six months.
net_income_year_to_date: Optional[float]
Net income, in thousands of dollars, year to date: the call report states income from January 1 through the report date, so the second quarter carries six months.
net_charge_offs_year_to_date: Optional[float]
Loan and lease charge-offs net of recoveries, in thousands of dollars, year to date: the call report states income from January 1 through the report date, so the second quarter carries six months.
past_due_30_to_89_days: Optional[float]
Assets 30 to 89 days past due and still accruing, in thousands of dollars.
past_due_90_days_or_more: Optional[float]
Assets 90 days or more past due and still accruing, in thousands of dollars.
nonaccrual_assets: Optional[float]
Assets in nonaccrual status, in thousands of dollars.
full_time_equivalent_employees: Optional[float]
Number of full-time equivalent employees.
domestic_offices: Optional[float]
Number of domestic offices, headquarters included.
end_time: datetime
The record covers the day it became available and ends at midnight that night, which is when an algorithm receives it. Nothing is readable before the FDIC published it.
data_type: MarketDataType
Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.
time: datetime
Current time marker of this data packet.
value: float
Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price.
price: float
As this is a backtesting platform we'll provide an alias of value as price.
ALL_RESOLUTIONS: List[Resolution] = ...
A list of all Resolution
This Field is protected.
DAILY_RESOLUTION: List[Resolution] = ...
A list of Resolution.DAILY
This Field is protected.
MINUTE_RESOLUTION: List[Resolution] = ...
A list of Resolution.MINUTE
This Field is protected.
HIGH_RESOLUTION: List[Resolution] = ...
A list of high Resolution, including minute, second, and tick.
This Field is protected.
OPTION_RESOLUTIONS: List[Resolution] = ...
A list of resolutions support by Options
This Field is protected.
is_fill_forward: bool
True if this is a fill forward piece of data
data_time_zone() -> Any
Data time zone (Eastern).
get_source(
config: SubscriptionDataConfig,
date: datetime,
is_live_mode: bool,
) -> SubscriptionDataSource
Location of the source file: one file per listed holding company.
is_sparse_data() -> bool
Sparse data: a holding company only has records on the days the FDIC publishes them.
reader(
config: SubscriptionDataConfig,
line: str,
date: datetime,
is_live_mode: bool,
) -> BaseData
Parses one line of the file into one call report.
requires_mapping() -> bool
Linked to Equities, so renames and delistings are applied through map files.
supported_resolutions() -> List[Resolution]
Supported resolutions (Daily only, the quarterly cadence is modeled as Daily).
to_string() -> str
String representation for debugging.
deserialize_message(serialized: str) -> Sequence[BaseData]
Deserialize the message from the data server
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
serialized
|
str
|
The data server's message |
required |
Returns:
| Type | Description |
|---|---|
Sequence[BaseData]
|
An enumerable of base data, if unsuccessful, returns an empty enumerable. |
should_cache_to_security() -> bool
Indicates whether this contains data that should be stored in the security cache
Returns:
| Type | Description |
|---|---|
bool
|
Whether this contains data that should be stored in the security cache. |
update(
last_trade: float,
bid_price: float,
ask_price: float,
volume: float,
bid_size: float,
ask_size: float,
) -> None
Update routine to build a bar/tick from a data update.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
last_trade
|
float
|
The last trade price |
required |
bid_price
|
float
|
Current bid price |
required |
ask_price
|
float
|
Current asking price |
required |
volume
|
float
|
Volume of this trade |
required |
bid_size
|
float
|
The size of the current bid, if available |
required |
ask_size
|
float
|
The size of the current ask, if available |
required |
update_ask(ask_price: float, ask_size: float) -> None
Updates this base data with the new quote ask information
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
ask_price
|
float
|
The current ask price |
required |
ask_size
|
float
|
The current ask size |
required |
update_bid(bid_price: float, bid_size: float) -> None
Updates this base data with the new quote bid information
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
bid_price
|
float
|
The current bid price |
required |
bid_size
|
float
|
The current bid size |
required |
update_quote(
bid_price: float,
bid_size: float,
ask_price: float,
ask_size: float,
) -> None
Updates this base data with new quote information
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
bid_price
|
float
|
The current bid price |
required |
bid_size
|
float
|
The current bid size |
required |
ask_price
|
float
|
The current ask price |
required |
ask_size
|
float
|
The current ask size |
required |
update_trade(last_trade: float, trade_size: float) -> None
Updates this base data with a new trade
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
last_trade
|
float
|
The price of the last trade |
required |
trade_size
|
float
|
The quantity traded |
required |