claude-scientific-skills/scientific-skills/hedgefundmonitor/references/parameters.md

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)