FDICBankFinancialsUniverse
FDICBankFinancialsUniverse(
time: Union[datetime, date],
symbol: Union[Symbol, str, BaseContract, Security],
data: List[BaseData] = None,
)
FDICBankFinancialsUniverse(
time: Union[datetime, date],
end_time: Union[datetime, date],
symbol: Union[Symbol, str, BaseContract, Security],
data: List[BaseData] = None,
underlying: BaseData = None,
filtered_contracts: HashSet[Symbol] = None,
)
FDICBankFinancialsUniverse(
time: Union[datetime, date],
end_time: Union[datetime, date],
symbol: Union[Symbol, str, BaseContract, Security],
data: List[BaseData],
underlying: BaseData,
filtered_contracts: HashSet[Symbol],
)
FDICBankFinancialsUniverse(
time: Union[datetime, date],
end_time: Union[datetime, date],
symbol: Union[Symbol, str, BaseContract, Security],
underlying: BaseData,
filtered_contracts: HashSet[Symbol],
)
FDICBankFinancialsUniverse()
FDICBankFinancialsUniverse(other: BaseDataCollection)
Bases: BaseDataCollection
Universe selection data for FDIC bank call reports: every call report published or amended on a day, one record per insured bank, each carrying the symbol of the listed holding company that owned it. A holding company with several banks appears once per bank.
Signature descriptions:
-
Initializes a new instance of the BaseDataCollection class
-
Helper method to create an instance without setting the data list
-
Initializes a new default instance of the BaseDataCollection c;ass
-
Copy constructor for BaseDataCollection
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
time
|
Optional[Union[datetime, date]]
|
The time of this data |
None
|
symbol
|
Optional[Union[Symbol, str, BaseContract, Security]]
|
A common identifier for all data in this packet |
None
|
data
|
Optional[List[BaseData]]
|
The data to add to this collection |
None
|
end_time
|
Optional[Union[datetime, date]]
|
The end time of this data |
None
|
underlying
|
Optional[BaseData]
|
The associated underlying price data if any |
None
|
filtered_contracts
|
Optional[HashSet[Symbol]]
|
The contracts selected by the universe |
None
|
other
|
Optional[BaseDataCollection]
|
The base data collection being copied |
None
|
report_date: datetime
The last day of the quarter the figures describe.
certificate: int
FDIC certificate number of the bank, its permanent identifier with the FDIC.
institution_name: str
Name of the bank as the FDIC records it today.
state: str
Two-letter code of the state where the bank had its headquarters in that quarter.
city: str
City where the bank had its headquarters in that quarter.
holding_company_id: Optional[int]
Federal Reserve identifier (RSSD ID) of the holding company that owned the bank in that quarter.
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 ends at midnight of the day it became available.
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
filtered_contracts: HashSet[Symbol]
Gets or sets the contracts selected by the universe
data_time_zone() -> Any
Data time zone (Eastern).
get_source(
config: SubscriptionDataConfig,
date: datetime,
is_live_mode: bool,
) -> SubscriptionDataSource
Location of the universe file: alternative/fdic/financials/universe/{yyyyMMdd}.csv
is_sparse_data() -> bool
Sparse: there is a universe file only on the days call reports are published.
reader(
config: SubscriptionDataConfig,
line: str,
date: datetime,
is_live_mode: bool,
) -> BaseData
Parses one universe line: the security identifier, the ticker, then a call report line.
supported_resolutions() -> List[Resolution]
Supported resolutions (Daily only).
to_string() -> str
String representation for debugging.
requires_mapping() -> bool
Indicates if there is support for mapping
Returns:
| Type | Description |
|---|---|
bool
|
True indicates mapping should be used. |
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 |
add(new_data_point: BaseData) -> None
Adds a new data point to this collection
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
new_data_point
|
BaseData
|
The new data point to add |
required |
add_range(new_data_points: List[BaseData]) -> None
Adds a new data points to this collection
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
new_data_points
|
List[BaseData]
|
The new data points to add |
required |
get_enumerator() -> IEnumerator[BaseData]
Returns an IEnumerator for this enumerable Object. The enumerator provides a simple way to access all the contents of a collection.