clojure-finance.ecbjure.sdmx — com.github.clojure-finance/ecbjure 0.1.4

build-series-key clj

(build-series-key dataflow dimensions)

Compile a dataflow name and a sequence of dimensions into an SDMX series-key string.

Each dimension element may be:

• a string → used as-is
• nil → wildcard "."
• a set → elements sorted and joined with "+"

Example: (build-series-key "EXR" ["D" #{"USD" "JPY"} nil "SP00" "A"]) ;; => "EXR/D.JPY+USD..SP00.A"

estr-daily clj

Series key for €STR (Euro Short-Term Rate), daily.

euribor-1m clj

Series key for EURIBOR 1-month rate (monthly).

euribor-1w clj

Series key for EURIBOR 1-week rate (monthly).

euribor-1y clj

Series key for EURIBOR 1-year rate (monthly).

euribor-3m clj

Series key for EURIBOR 3-month rate (monthly).

euribor-6m clj

Series key for EURIBOR 6-month rate (monthly).

euribor-overnight clj

Series key for EONIA/€STR overnight rate (monthly).

exr-daily clj

Series key for all daily ECB FX reference rates (vs EUR).

exr-monthly clj

Series key for all monthly ECB FX reference rates (vs EUR).

exr-series-key clj

(exr-series-key
  {:keys [freq currency currency-denom exr-type exr-suffix]
   :or {freq "D" currency-denom "EUR" exr-type "SP00" exr-suffix "A"}})

Build an EXR series key from a map of named dimensions.

Keys (all optional): :freq - frequency code (default "D") :currency - string or set of currency codes (default wildcard) :currency-denom - denominator currency (default "EUR") :exr-type - EXR type code (default "SP00") :exr-suffix - EXR variant suffix (default "A")

Example: (exr-series-key {:currency #{"USD" "JPY"}}) ;; => "EXR/D.JPY+USD.EUR.SP00.A"

(exr-series-key {:freq "M" :currency "GBP"}) ;; => "EXR/M.GBP.EUR.SP00.A"

get-series clj

(get-series series-key)

(get-series series-key
            {:keys [start-period end-period last-n first-n updated-after cast-fn
                    na-values]
             :as opts})

Fetch an ECB SDMX series and return a vector of observation maps.

series-key - a string like "EXR/D.USD.EUR.SP00.A" or one of the predefined constants (exr-daily, euribor-3m, hicp-euro-area, etc.)

Options (all optional): :start-period - ISO date string, e.g. "2020-01-01" or "2020-01" :end-period - ISO date string :last-n - integer, return only the last N observations per series :first-n - integer, return only the first N observations per series :updated-after - ISO 8601 timestamp; only observations updated after this time are returned. E.g. "2026-03-01T00:00:00Z" :cast-fn - coercion fn for OBS_VALUE (default: double) :na-values - set of strings to treat as missing (default: #{"" "NaN" "N/A"})

Returns a vector of maps, each with: :time-period - java.time.LocalDate (first day of period for monthly/annual) :obs-value - numeric value (cast by :cast-fn) plus dimension columns from the CSV (e.g. :currency, :freq, :key, etc.)

hicp-euro-area clj

Series key for Euro Area HICP overall index (monthly).

list-dataflows clj

(list-dataflows)

Fetch all available ECB SDMX dataflows and return a sorted map of id -> description.

Queries the ECB SDMX 2.1 dataflow registry and parses the XML response. Useful for discovering series keys to pass to get-series.

Returns a sorted map, e.g.: {"EXR" "Exchange Rates" "ICP" "HICP" "FM" "Financial Markets" ...}

parse-sdmx-csv clj

(parse-sdmx-csv lines
                {:keys [cast-fn na-values]
                 :or {cast-fn double na-values #{"" "NaN" "N/A"}}})

Parse SDMX CSV lines (format=csvdata) into a vector of observation maps. Each map has :time-period (LocalDate) and :obs-value (Double or nil), plus any other columns from the CSV as keyword keys.