Parameters Reference
Periodicity Codes
Used in periodicity parameter for /series/timeseries, /series/full, /series/multifull, /series/dataset, and /calc/spread.
| Code |
Description |
A |
Calendar Year End |
AS |
Calendar Year Start |
D |
Daily |
M |
Calendar Month End |
MS |
Calendar Month Start |
W |
Weekly (Sunday Start) |
B |
Business Day (Weekday) |
BM |
Business Month End |
BMS |
Business Month Start |
Q |
Quarter End |
BQ |
Business Quarter End |
QS |
Quarter Start |
BQS |
Business Quarter Start |
BA |
Business Year End |
BAS |
Business Year Start |
Note: When resampling, the how parameter specifies how to compute the value within each period.
Aggregation Methods (how)
| Value |
Description |
last |
Last value of the period (default) |
first |
First value of the period |
mean |
Mean (average) of all values in the period |
median |
Median of all values in the period |
sum |
Sum of all values in the period |
Vintage (vintage — dataset endpoint only)
| Value |
Description |
p |
Preliminary data |
f |
Final data |
a |
"As of" data |
If not specified, all vintages (preliminary, final, and "as of") are returned together.
Date Parameters
start_date and end_date use YYYY-MM-DD format
- Default
start_date: 1901-01-01 (all available history)
- Default
end_date: today's date (all available up to now)
- FPF data starts from
2013-03-31; FICC/TFF data start dates vary by series
Time Format (time_format)
| Value |
Format |
date |
String in YYYY-MM-DD format (default) |
ms |
Integer: milliseconds since Unix epoch (1970-01-01) |
The ms format is useful for JavaScript charting libraries (e.g., Highcharts, D3).
Label (label — timeseries endpoint only)
| Value |
Description |
aggregation |
Main aggregated series (default) |
disclosure_edits |
Series with disclosure-masked values |
Null Handling
remove_nulls=true — removes all [date, null] pairs from the response
- Without this parameter, nulls are included as
null in the value position
- FPF masked values (withheld for disclosure protection) appear as
null
Search Wildcards
Used in the query parameter of /metadata/search:
| Wildcard |
Matches |
* |
Zero or more characters |
? |
Exactly one character |
Examples:
Fund* — anything starting with "Fund"
*credit* — anything containing "credit"
FPF-ALLQHF_? — mnemonics starting with FPF-ALLQHF_ followed by one char
Field Selectors
Used in fields parameter of /metadata/query. Access subfields with /:
fields=description/name
fields=schedule/start_date,schedule/observation_frequency
fields=release/long_name,description/description
Available top-level fields:
mnemonic
description (subfields: name, description, notes, vintage_approach, vintage, subsetting, subtype)
schedule (subfields: observation_period, observation_frequency, seasonal_adjustment, start_date, last_update)
release (subfields: long_name, short_name, and others depending on the series)
1---2name: parameters-reference3description: Used in periodicity parameter for /series/timeseries, /series/full, /series/multifull, /series/dataset, and /calc/spread.4---5# Parameters Reference67## Periodicity Codes89Used in `periodicity` parameter for `/series/timeseries`, `/series/full`, `/series/multifull`, `/series/dataset`, and `/calc/spread`.1011| Code | Description |12|------|-------------|13| `A` | Calendar Year End |14| `AS` | Calendar Year Start |15| `D` | Daily |16| `M` | Calendar Month End |17| `MS` | Calendar Month Start |18| `W` | Weekly (Sunday Start) |19| `B` | Business Day (Weekday) |20| `BM` | Business Month End |21| `BMS` | Business Month Start |22| `Q` | Quarter End |23| `BQ` | Business Quarter End |24| `QS` | Quarter Start |25| `BQS` | Business Quarter Start |26| `BA` | Business Year End |27| `BAS` | Business Year Start |2829**Note:** When resampling, the `how` parameter specifies how to compute the value within each period.3031## Aggregation Methods (`how`)3233| Value | Description |34|-------|-------------|35| `last` | Last value of the period (default) |36| `first` | First value of the period |37| `mean` | Mean (average) of all values in the period |38| `median` | Median of all values in the period |39| `sum` | Sum of all values in the period |4041## Vintage (`vintage` — dataset endpoint only)4243| Value | Description |44|-------|-------------|45| `p` | Preliminary data |46| `f` | Final data |47| `a` | "As of" data |4849If not specified, all vintages (preliminary, final, and "as of") are returned together.5051## Date Parameters5253- `start_date` and `end_date` use `YYYY-MM-DD` format54- Default `start_date`: `1901-01-01` (all available history)55- Default `end_date`: today's date (all available up to now)56- FPF data starts from `2013-03-31`; FICC/TFF data start dates vary by series5758## Time Format (`time_format`)5960| Value | Format |61|-------|--------|62| `date` | String in `YYYY-MM-DD` format (default) |63| `ms` | Integer: milliseconds since Unix epoch (1970-01-01) |6465The `ms` format is useful for JavaScript charting libraries (e.g., Highcharts, D3).6667## Label (`label` — timeseries endpoint only)6869| Value | Description |70|-------|-------------|71| `aggregation` | Main aggregated series (default) |72| `disclosure_edits` | Series with disclosure-masked values |7374## Null Handling7576- `remove_nulls=true` — removes all `[date, null]` pairs from the response77- Without this parameter, nulls are included as `null` in the value position78- FPF masked values (withheld for disclosure protection) appear as `null`7980## Search Wildcards8182Used in the `query` parameter of `/metadata/search`:8384| Wildcard | Matches |85|----------|---------|86| `*` | Zero or more characters |87| `?` | Exactly one character |8889Examples:90- `Fund*` — anything starting with "Fund"91- `*credit*` — anything containing "credit"92- `FPF-ALLQHF_?` — mnemonics starting with `FPF-ALLQHF_` followed by one char9394## Field Selectors9596Used in `fields` parameter of `/metadata/query`. Access subfields with `/`:9798```99fields=description/name100fields=schedule/start_date,schedule/observation_frequency101fields=release/long_name,description/description102```103104Available top-level fields:105- `mnemonic`106- `description` (subfields: `name`, `description`, `notes`, `vintage_approach`, `vintage`, `subsetting`, `subtype`)107- `schedule` (subfields: `observation_period`, `observation_frequency`, `seasonal_adjustment`, `start_date`, `last_update`)108- `release` (subfields: `long_name`, `short_name`, and others depending on the series)