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Quandl USTREASURY/YIELD feed no longer exists #88

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chinchalinchin opened this issue Jun 16, 2022 · 1 comment
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Quandl USTREASURY/YIELD feed no longer exists #88

chinchalinchin opened this issue Jun 16, 2022 · 1 comment
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@chinchalinchin
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Quandl was acquired by Nasdaq and their APIs were incorporated into the existing data.nasdaq APIs. The support for some of the feeds was dropped in the reshuffling. In particular, the free feed for the yield curve (USTREASURY/YIELD) is no longer refreshed daily and, in fact, hasn't been refreshed since February of this year. This was the feed this application used to determine the latest interest rate. As a result, any calculations involving interest rate since approximately 02-01-2022 (which is virtually every calculation in this application...) will fail, since there is no interest rate to retrieve.

Currently working on directly parsing the treasury.gov's XML feed for the yield curve instead of Nasdaq/Quandl's Rest API in feature/treasury-data branch.

@chinchalinchin chinchalinchin self-assigned this Jun 16, 2022
@chinchalinchin chinchalinchin pinned this issue Jun 16, 2022
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chinchalinchin commented Jun 17, 2022

hydrating directly from the treasury.gov daily XML RSS feed. changes in this PR (#89) introduce the new service manager 'Treasury'. Added logic to the InterestManager service wrapper to switch service contexts from Quandl to Treasury.

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