US Liquidity & Market Plumbing
The US dollar-liquidity and market-plumbing tape in one panel: net liquidity and its drivers (Fed balance sheet, Reverse Repo, Treasury General Account), key Treasury yields and the 2s10s slope, settlement fails and the persistent-fail count, auction bid-to-cover, and the liquidity-drain / sovereign-stress composites. Consolidates the separate liquidity and plumbing tapes a macro desk used to stitch together.
- Source
- derived
- Licence
- Redistributable open data
- Updates
- Daily
- Data through
- 2026-07-30
- Quality
- QC clean · 0 failures
- Format
- Apache Parquet + dictionary
Safe to train on
Built only from a named, redistributable official source under a documented open licence - not scraped web data. No copyright grey zone, no personal data. Ships machine-readable Croissant metadata (ML Commons - loads in Hugging Face / Kaggle / Google), an AI training-licence manifest documenting source, licence and provenance for your model's data governance, and a machine-readable data dictionary (drop it into an agent / RAG prompt so the model knows every column) - all inspectable before you buy.
What's included
- Net liquidity + Fed BS / RRP / TGA drivers, yields + 2s10s, fails + bid-to-cover, stress composites
- Daily, 2018 → present - the whole US liquidity & plumbing picture in one tape
- Consolidates net-liquidity, liquidity-components, macro-liquidity, plumbing- & sovereign-stress
- FTD series are stamped by SEC settlement date, published semi-monthly ~2-4 weeks in arrears - shift FTD-derived columns by the publication lag in any backtest (look-ahead bias otherwise)
- Sources: U.S. Federal Reserve (H.4.1) + Treasury + SEC (public domain) - derived
Schema
| Column | Type | Description | Filled | Distinct |
|---|---|---|---|---|
| zone | str | US | 100.0% | 1 |
| ts | timestamp (UTC) | Day | 100.0% | 6,843 |
| metric | str | Net liquidity, Fed balance sheet, Reverse Repo, TGA, yields, 2s10s, fails, bid-to-cover, stress composites | 100.0% | 15 |
| value | float | Metric value (unit varies) | 100.0% | 9,610 |
| unit | str | unit | 100.0% | 4 |
| res_min | int | Native resolution (daily = 1440) | 100.0% | 1 |
Sample & preview
Every purchase ships as Apache Parquet with a data dictionary and the full QC report. A free sample (first rows + schema) is downloadable here - confirm fit before you buy. Source: derived (redistributable open data; attribution passes through - see our Licence).
Don't trust screenshots - drop the sample into your notebook right now.
import pandas as pd df = pd.read_parquet("us-liquidity-plumbing_sample.parquet") df.info() # typed columns, gap-aware, ready to join⬇ Download free Parquet sample or CSV for Excel
Coverage: 1 zones
US
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