Developers / Field registry

Field registry

Every field, FRED series, spreadsheet mnemonic and Excel function the API serves, generated from the code that serves it. Each row names its source, the doors that carry it and a live count of its universe. The same list is available as GET /v1/fields and as the MCP tool field_search.

230 matches. 12 fields whose source terms do not permit redistribution are not listed.

FieldDescriptionType / unitSourceDoorsUniverse
sector
Screener
Sector
Screener field (market): Sector. Operators: eq, in, nin.
enumKresmion screener snapshot
/v1/screen
/screener
country
Screener
Country (registered)
Screener field (market): Country (registered). Operators: eq, in, nin.
enumKresmion screener snapshot
/v1/screen
/screener
country_operating
Screener
Country (operations)
Screener field (market): Country (operations). Operators: eq, in, nin.
enumKresmion screener snapshot
/v1/screen
/screener
instrument_type
Screener
Instrument type
Screener field (market): Instrument type. Operators: eq, in, nin.
enumKresmion screener snapshot
/v1/screen
/screener
reporting_regime
Screener
Reporting regime
Screener field (market): Reporting regime. Operators: eq, in, nin.
enumKresmion screener snapshot
/v1/screen
/screener
market_cap
Screener
Market cap ($)
Screener field (market): Market cap ($). Operators: gte, lte, gt, lt, eq, between.
numberKresmion screener snapshot
/v1/screen
/screener
last_price
Screener
Last price ($)
Screener field (market): Last price ($). Operators: gte, lte, gt, lt, eq, between.
numberKresmion screener snapshot
/v1/screen
/screener
signal_total_count
Screener
Total active signals
Screener field (signals): Total active signals. Operators: gte, lte, gt, lt, eq, between.
numberKresmion screener snapshot
/v1/screen
/screener
signal_avg_net_score
Screener
Average net signal score
Screener field (signals): Average net signal score. Operators: gte, lte, gt, lt, eq, between.
numberKresmion screener snapshot
/v1/screen
/screener
signal_max_severity
Screener
Highest signal severity
Screener field (signals): Highest signal severity. Operators: eq, gte, lte.
ordinalKresmion screener snapshot
/v1/screen
/screener
latest_alert_age_days
Screener
Days since latest alert
Screener field (signals): Days since latest alert. Operators: gte, lte, gt, lt, eq, between.
numberKresmion screener snapshot
/v1/screen
/screener
smart_money_score
Screener
Smart-money composite score
Screener field (positioning): Smart-money composite score. Operators: gte, lte, gt, lt, eq, between.
numberKresmion screener snapshot
/v1/screen
/screener
insider_net_30d
Screener
Net insider $ flow (30d)
Screener field (positioning): Net insider $ flow (30d). Operators: gte, lte, gt, lt, eq, between.
numberKresmion screener snapshot
/v1/screen
/screener
congress_net_30d
Screener
Net congress buy/sell trades (30d)
Screener field (positioning): Net congress buy/sell trades (30d). Operators: gte, lte, gt, lt, eq, between.
numberKresmion screener snapshot
/v1/screen
/screener
inst_holders_qoq_delta
Screener
Net accumulating 13F holders (QoQ)
Screener field (positioning): Net accumulating 13F holders (QoQ). Operators: gte, lte, gt, lt, eq, between.
numberKresmion screener snapshot
/v1/screen
/screener
net_gex
Screener
Net gamma exposure
Screener field (options): Net gamma exposure. Operators: gte, lte, gt, lt, eq, between.
numberKresmion screener snapshot
/v1/screen
/screener
gamma_flip_distance_pct
Screener
Distance to gamma flip (%)
Screener field (options): Distance to gamma flip (%). Operators: gte, lte, gt, lt, eq, between.
numberKresmion screener snapshot
/v1/screen
/screener
active_red_flags
Screener
Active red flags (going-concern / material-weakness)
Screener field (fundamentals): Active red flags (going-concern / material-weakness). Operators: gte, lte, gt, lt, eq, between.
numberKresmion screener snapshot
/v1/screen
/screener
revenue_latest
Screener
Latest reported revenue ($)
Screener field (fundamentals): Latest reported revenue ($). Operators: gte, lte, gt, lt, eq, between.
numberKresmion screener snapshot
/v1/screen
/screener
short_pct_float
Screener
Short interest (% of float)
Screener field (positioning): Short interest (% of float). Operators: gte, lte, gt, lt, eq, between.
numberKresmion screener snapshot
/v1/screen
/screener
short_pct_shares_outstanding
Screener
Short interest (% of shares outstanding)
Screener field (positioning): Short interest (% of shares outstanding). Operators: gte, lte, gt, lt, eq, between.
numberKresmion screener snapshot
/v1/screen
/screener
short_days_to_cover
Screener
Days to cover
Screener field (positioning): Days to cover. Operators: gte, lte, gt, lt, eq, between.
numberKresmion screener snapshot
/v1/screen
/screener
short_float_confidence
Screener
Float confidence
Screener field (positioning): Float confidence. Operators: gte, lte, gt, lt, eq.
ordinalKresmion screener snapshot
/v1/screen
/screener
pe
Screener
P / E (latest close / FY diluted EPS)
Screener field (valuation): P / E (latest close / FY diluted EPS). Operators: gte, lte, gt, lt, between.
numberKresmion screener snapshot
/v1/screen
/screener
ps
Screener
P / S (market cap / FY revenue)
Screener field (valuation): P / S (market cap / FY revenue). Operators: gte, lte, gt, lt, between.
numberKresmion screener snapshot
/v1/screen
/screener
pb
Screener
P / B (market cap / book equity)
Screener field (valuation): P / B (market cap / book equity). Operators: gte, lte, gt, lt, between.
numberKresmion screener snapshot
/v1/screen
/screener
ev_to_revenue
Screener
EV / revenue
Screener field (valuation): EV / revenue. Operators: gte, lte, gt, lt, between.
numberKresmion screener snapshot
/v1/screen
/screener
ev_to_operating_income
Screener
EV / operating income
Screener field (valuation): EV / operating income. Operators: gte, lte, gt, lt, between.
numberKresmion screener snapshot
/v1/screen
/screener
fcf_yield
Screener
FCF yield (%)
Screener field (valuation): FCF yield (%). Operators: gte, lte, gt, lt, between.
numberKresmion screener snapshot
/v1/screen
/screener
dividend_yield
Screener
Dividend yield (%)
Screener field (valuation): Dividend yield (%). Operators: gte, lte, gt, lt, between.
numberKresmion screener snapshot
/v1/screen
/screener
net_debt_to_ocf
Screener
Net debt / operating cash flow
Screener field (valuation): Net debt / operating cash flow. Operators: gte, lte, gt, lt, between.
numberKresmion screener snapshot
/v1/screen
/screener
price
Sheet path · mnemonic
=KRESMION(entity, "price") resolves to PRICE(entity).
a market-data vendor
=KRESMION(entity, path)
POST /sheets/eval
change
Sheet path · mnemonic
=KRESMION(entity, "change") resolves to CHANGE(entity).
a market-data vendor
=KRESMION(entity, path)
POST /sheets/eval
var
Sheet path · mnemonic
=KRESMION(entity, "var") resolves to VAR(entity).
Kresmion calculation on a market-data vendor's prices
=KRESMION(entity, path)
POST /sheets/eval
sharpe
Sheet path · mnemonic
=KRESMION(entity, "sharpe") resolves to SHARPE(entity).
Kresmion calculation on a market-data vendor's prices
=KRESMION(entity, path)
POST /sheets/eval
signal
Sheet path · mnemonic
=KRESMION(entity, "signal") resolves to SIGNAL(entity).
Kresmion signal engine
=KRESMION(entity, path)
POST /sheets/eval
7,968 symbols with a signal
signals
Sheet path · mnemonic
=KRESMION(entity, "signals") resolves to SIGNAL(entity).
Kresmion signal engine
=KRESMION(entity, path)
POST /sheets/eval
7,968 symbols with a signal
signal_count
Sheet path · mnemonic
=KRESMION(entity, "signal_count") resolves to SIGNAL(entity).
Kresmion signal engine
=KRESMION(entity, path)
POST /sheets/eval
7,968 symbols with a signal
smart_money
Sheet path · mnemonic
=KRESMION(entity, "smart_money") resolves to SMARTMONEY(entity).
Kresmion composite over SEC filings
=KRESMION(entity, path)
POST /sheets/eval
8,050 tickers
smart_money.score
Sheet path · mnemonic
=KRESMION(entity, "smart_money.score") resolves to SMARTMONEY(entity).
Kresmion composite over SEC filings
=KRESMION(entity, path)
POST /sheets/eval
8,050 tickers
smartmoney
Sheet path · mnemonic
=KRESMION(entity, "smartmoney") resolves to SMARTMONEY(entity).
Kresmion composite over SEC filings
=KRESMION(entity, path)
POST /sheets/eval
8,050 tickers
confluence
Sheet path · mnemonic
=KRESMION(entity, "confluence") resolves to CONFLUENCE(entity) field score.
Kresmion signal engine
=KRESMION(entity, path)
POST /sheets/eval
1,253 compound signals
confluence.score
Sheet path · mnemonic
=KRESMION(entity, "confluence.score") resolves to CONFLUENCE(entity) field score.
Kresmion signal engine
=KRESMION(entity, path)
POST /sheets/eval
1,253 compound signals
confluence.families
Sheet path · mnemonic
=KRESMION(entity, "confluence.families") resolves to CONFLUENCE(entity) field families.
Kresmion signal engine
=KRESMION(entity, path)
POST /sheets/eval
1,253 compound signals
holders13f
Sheet path · mnemonic
=KRESMION(entity, "holders13f") resolves to HOLDERS13F(entity) field count.
SEC EDGAR 13F
=KRESMION(entity, path)
POST /sheets/eval
9,296 tickers
13f
Sheet path · mnemonic
=KRESMION(entity, "13f") resolves to HOLDERS13F(entity) field count.
SEC EDGAR 13F
=KRESMION(entity, path)
POST /sheets/eval
9,296 tickers
holders13f.count
Sheet path · mnemonic
=KRESMION(entity, "holders13f.count") resolves to HOLDERS13F(entity) field count.
SEC EDGAR 13F
=KRESMION(entity, path)
POST /sheets/eval
9,296 tickers
13f.count
Sheet path · mnemonic
=KRESMION(entity, "13f.count") resolves to HOLDERS13F(entity) field count.
SEC EDGAR 13F
=KRESMION(entity, path)
POST /sheets/eval
9,296 tickers
holders13f.value
Sheet path · mnemonic
=KRESMION(entity, "holders13f.value") resolves to HOLDERS13F(entity) field value.
SEC EDGAR 13F
=KRESMION(entity, path)
POST /sheets/eval
9,296 tickers
13f.value
Sheet path · mnemonic
=KRESMION(entity, "13f.value") resolves to HOLDERS13F(entity) field value.
SEC EDGAR 13F
=KRESMION(entity, path)
POST /sheets/eval
9,296 tickers
holders13f.qoq
Sheet path · mnemonic
=KRESMION(entity, "holders13f.qoq") resolves to HOLDERS13F(entity) field qoq.
SEC EDGAR 13F
=KRESMION(entity, path)
POST /sheets/eval
9,296 tickers
13f.qoq
Sheet path · mnemonic
=KRESMION(entity, "13f.qoq") resolves to HOLDERS13F(entity) field qoq.
SEC EDGAR 13F
=KRESMION(entity, path)
POST /sheets/eval
9,296 tickers
funding
Sheet path · mnemonic
=KRESMION(entity, "funding") resolves to FUNDING(entity).
exchange public APIs (Binance, Bybit, OKX, Hyperliquid)
=KRESMION(entity, path)
POST /sheets/eval
33 symbols
funding.rate
Sheet path · mnemonic
=KRESMION(entity, "funding.rate") resolves to FUNDING(entity).
exchange public APIs (Binance, Bybit, OKX, Hyperliquid)
=KRESMION(entity, path)
POST /sheets/eval
33 symbols
regime
Sheet path · mnemonic
=KRESMION(entity, "regime") resolves to REGIME(entity).
Kresmion regime engine
=KRESMION(entity, path)
POST /sheets/eval
regime.score
Sheet path · mnemonic
=KRESMION(entity, "regime.score") resolves to REGIME(entity).
Kresmion regime engine
=KRESMION(entity, path)
POST /sheets/eval
shortinterest
Sheet path · mnemonic
=KRESMION(entity, "shortinterest") resolves to SHORTINTEREST(entity).
FINRA consolidated short interest
=KRESMION(entity, path)
POST /sheets/eval
7,635 tickers
short_interest
Sheet path · mnemonic
=KRESMION(entity, "short_interest") resolves to SHORTINTEREST(entity).
FINRA consolidated short interest
=KRESMION(entity, path)
POST /sheets/eval
7,635 tickers
short
Sheet path · mnemonic
=KRESMION(entity, "short") resolves to SHORTINTEREST(entity).
FINRA consolidated short interest
=KRESMION(entity, path)
POST /sheets/eval
7,635 tickers
short.pctfloat
Sheet path · mnemonic
=KRESMION(entity, "short.pctfloat") resolves to SHORTINTEREST(entity) field pctfloat.
FINRA consolidated short interest
=KRESMION(entity, path)
POST /sheets/eval
7,635 tickers
short_interest.pct_float
Sheet path · mnemonic
=KRESMION(entity, "short_interest.pct_float") resolves to SHORTINTEREST(entity) field pctfloat.
FINRA consolidated short interest
=KRESMION(entity, path)
POST /sheets/eval
7,635 tickers
short.pctshares
Sheet path · mnemonic
=KRESMION(entity, "short.pctshares") resolves to SHORTINTEREST(entity) field pctshares.
FINRA consolidated short interest
=KRESMION(entity, path)
POST /sheets/eval
7,635 tickers
short_interest.pct_shares_outstanding
Sheet path · mnemonic
=KRESMION(entity, "short_interest.pct_shares_outstanding") resolves to SHORTINTEREST(entity) field pctshares.
FINRA consolidated short interest
=KRESMION(entity, path)
POST /sheets/eval
7,635 tickers
short.days
Sheet path · mnemonic
=KRESMION(entity, "short.days") resolves to SHORTINTEREST(entity) field days.
FINRA consolidated short interest
=KRESMION(entity, path)
POST /sheets/eval
7,635 tickers
short.confidence
Sheet path · mnemonic
=KRESMION(entity, "short.confidence") resolves to SHORTINTEREST(entity) field confidence.
FINRA consolidated short interest
=KRESMION(entity, path)
POST /sheets/eval
7,635 tickers
short.source
Sheet path · mnemonic
=KRESMION(entity, "short.source") resolves to SHORTINTEREST(entity) field source.
FINRA consolidated short interest
=KRESMION(entity, path)
POST /sheets/eval
7,635 tickers
insider
Sheet path · mnemonic
=KRESMION(entity, "insider") resolves to INSIDER(entity).
SEC EDGAR Form 4
=KRESMION(entity, path)
POST /sheets/eval
3,139 tickers
insider.net
Sheet path · mnemonic
=KRESMION(entity, "insider.net") resolves to INSIDER(entity) field net.
SEC EDGAR Form 4
=KRESMION(entity, path)
POST /sheets/eval
3,139 tickers
insider.value
Sheet path · mnemonic
=KRESMION(entity, "insider.value") resolves to INSIDER(entity) field value.
SEC EDGAR Form 4
=KRESMION(entity, path)
POST /sheets/eval
3,139 tickers
insider.buy
Sheet path · mnemonic
=KRESMION(entity, "insider.buy") resolves to INSIDER(entity) field buy.
SEC EDGAR Form 4
=KRESMION(entity, path)
POST /sheets/eval
3,139 tickers
insider.sell
Sheet path · mnemonic
=KRESMION(entity, "insider.sell") resolves to INSIDER(entity) field sell.
SEC EDGAR Form 4
=KRESMION(entity, path)
POST /sheets/eval
3,139 tickers
congress
Sheet path · mnemonic
=KRESMION(entity, "congress") resolves to CONGRESS(entity).
House Clerk periodic transaction reports
=KRESMION(entity, path)
POST /sheets/eval
563 tickers
congress.count
Sheet path · mnemonic
=KRESMION(entity, "congress.count") resolves to CONGRESS(entity) field count.
House Clerk periodic transaction reports
=KRESMION(entity, path)
POST /sheets/eval
563 tickers
congress.net
Sheet path · mnemonic
=KRESMION(entity, "congress.net") resolves to CONGRESS(entity) field net.
House Clerk periodic transaction reports
=KRESMION(entity, path)
POST /sheets/eval
563 tickers
odds
Sheet path · mnemonic
=KRESMION(entity, "odds") resolves to ODDS(entity).
Polymarket
=KRESMION(entity, path)
POST /sheets/eval
2,540 open markets
gamma
Sheet path · mnemonic
=KRESMION(entity, "gamma") resolves to GAMMA(entity).
Kresmion model over options chains from a market-data vendor
=KRESMION(entity, path)
POST /sheets/eval
113 underlyings
gamma.net
Sheet path · mnemonic
=KRESMION(entity, "gamma.net") resolves to GAMMA(entity) field net.
Kresmion model over options chains from a market-data vendor
=KRESMION(entity, path)
POST /sheets/eval
113 underlyings
gamma.call
Sheet path · mnemonic
=KRESMION(entity, "gamma.call") resolves to GAMMA(entity) field call.
Kresmion model over options chains from a market-data vendor
=KRESMION(entity, path)
POST /sheets/eval
113 underlyings
gamma.put
Sheet path · mnemonic
=KRESMION(entity, "gamma.put") resolves to GAMMA(entity) field put.
Kresmion model over options chains from a market-data vendor
=KRESMION(entity, path)
POST /sheets/eval
113 underlyings
gamma.flip
Sheet path · mnemonic
=KRESMION(entity, "gamma.flip") resolves to GAMMA(entity) field flip.
Kresmion model over options chains from a market-data vendor
=KRESMION(entity, path)
POST /sheets/eval
113 underlyings
asof
Sheet path · mnemonic
=KRESMION(entity, "asof") resolves to ASOF(entity).
Kresmion (provenance dates)
=KRESMION(entity, path)
POST /sheets/eval
DGS10
FRED · series
10-year Treasury yield
10-year Treasury yield
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
16,180 observations
to 2026-10-13
DGS2
FRED · series
2-year Treasury yield
2-year Treasury yield
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
12,588 observations
to 2026-10-13
T10Y2Y
FRED · series
10-2 yield curve spread
10-2 yield curve spread
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
6,699 observations
to 2026-10-14
DFII10
FRED · series
10-year TIPS yield
10-year TIPS yield
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
5,949 observations
to 2026-10-13
T10YIE
FRED · series
10-year breakeven inflation
10-year breakeven inflation
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
5,950 observations
to 2026-10-14
NFCI
FRED · series
Chicago Fed NFCI
Chicago Fed NFCI
idxFRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
1,396 observations
to 2026-10-02
STLFSI4
FRED · series
St. Louis Financial Stress Index
St. Louis Financial Stress Index
idxFRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
1,397 observations
to 2026-10-09
WALCL
FRED · series
Fed Reserve total assets
Fed Reserve total assets
$MFRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
1,243 observations
to 2026-10-07
RRPONTSYD
FRED · series
Overnight reverse repo
Overnight reverse repo
$BFRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
3,346 observations
to 2026-10-14
WTREGEN
FRED · series
Treasury General Account
Treasury General Account
$MFRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
1,243 observations
to 2026-10-07
ICSA
FRED · series
Initial jobless claims
Initial jobless claims
countFRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
1,397 observations
to 2026-10-03
M2SL
FRED · series
M2 money supply
M2 money supply
$BFRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
320 observations
to 2026-08-01
MORTGAGE30US
FRED · series
30y mortgage rate
30y mortgage rate
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
1,397 observations
to 2026-10-08
UMCSENT
FRED · series
U Michigan consumer sentiment
U Michigan consumer sentiment
idxFRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
320 observations
to 2026-08-01
CPIAUCSL
FRED · series
CPI all urban consumers
CPI all urban consumers
idxFRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
320 observations
to 2026-09-01
DGS1MO
FRED · series
1-month Treasury yield (investment basis)
1-month Treasury yield (investment basis)
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
6,302 observations
to 2026-10-13
DGS3MO
FRED · series
3-month Treasury yield (investment basis)
3-month Treasury yield (investment basis)
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
11,278 observations
to 2026-10-13
DGS6MO
FRED · series
6-month Treasury yield (investment basis)
6-month Treasury yield (investment basis)
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
11,278 observations
to 2026-10-13
DGS1
FRED · series
1-year Treasury yield
1-year Treasury yield
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
16,180 observations
to 2026-10-13
DGS3
FRED · series
3-year Treasury yield
3-year Treasury yield
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
16,180 observations
to 2026-10-13
DGS5
FRED · series
5-year Treasury yield
5-year Treasury yield
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
16,180 observations
to 2026-10-13
DGS7
FRED · series
7-year Treasury yield
7-year Treasury yield
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
14,310 observations
to 2026-10-13
DGS20
FRED · series
20-year Treasury yield
20-year Treasury yield
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
14,491 observations
to 2026-10-13
DGS30
FRED · series
30-year Treasury yield
30-year Treasury yield
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
12,410 observations
to 2026-10-13
FEDFUNDS
FRED · series
Effective fed funds rate (monthly average)
Effective fed funds rate (monthly average)
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
321 observations
to 2026-09-01
IRLTLT01EZM156N
FRED · series
Euro area 10-year government bond yield (OECD, monthly)
Euro area 10-year government bond yield (OECD, monthly)
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
313 observations
to 2026-01-01
IRLTLT01JPM156N
FRED · series
Japan 10-year government bond yield (OECD, monthly)
Japan 10-year government bond yield (OECD, monthly)
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
320 observations
to 2026-08-01
WRESBAL
FRED · series
Reserve balances with Federal Reserve Banks
Reserve balances with Federal Reserve Banks
$MFRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
1,243 observations
to 2026-10-07
DTWEXBGS
FRED · series
Fed nominal broad US dollar index, Jan 2006=100 (trade-weighted; not the ICE DXY)
Fed nominal broad US dollar index, Jan 2006=100 (trade-weighted; not the ICE DXY)
idxFRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
5,192 observations
to 2026-10-09
VIXCLS
FRED · series
CBOE VIX volatility index
CBOE VIX volatility index
idxFRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
6,766 observations
to 2026-10-13
SOFR
FRED · series
Secured overnight financing rate
Secured overnight financing rate
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
2,130 observations
to 2026-10-13
SOFR30DAYAVG
FRED · series
30-day average SOFR
30-day average SOFR
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
2,110 observations
to 2026-10-14
SOFR90DAYAVG
FRED · series
90-day average SOFR
90-day average SOFR
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
2,068 observations
to 2026-10-14
SOFR180DAYAVG
FRED · series
180-day average SOFR
180-day average SOFR
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
2,005 observations
to 2026-10-14
SOFRINDEX
FRED · series
SOFR index, Apr 2 2018 = 1
SOFR index, Apr 2 2018 = 1
idxFRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
2,132 observations
to 2026-10-14
EFFR
FRED · series
Effective federal funds rate
Effective federal funds rate
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
6,598 observations
to 2026-10-13
OBFR
FRED · series
Overnight bank funding rate
Overnight bank funding rate
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
2,668 observations
to 2026-10-13
IORB
FRED · series
Interest rate on reserve balances
Interest rate on reserve balances
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
1,898 observations
to 2026-10-15
RRPONTSYAWARD
FRED · series
Overnight reverse repo award rate
Overnight reverse repo award rate
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
3,181 observations
to 2026-10-14
DPCREDIT
FRED · series
Discount window primary credit rate
Discount window primary credit rate
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
6,198 observations
to 2026-10-13
DFEDTARU
FRED · series
Fed funds target range, upper limit
Fed funds target range, upper limit
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
6,512 observations
to 2026-10-14
DFEDTARL
FRED · series
Fed funds target range, lower limit
Fed funds target range, lower limit
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
6,512 observations
to 2026-10-14
DTB4WK
FRED · series
4-week Treasury bill rate (discount basis)
4-week Treasury bill rate (discount basis)
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
6,302 observations
to 2026-10-13
DTB3
FRED · series
3-month Treasury bill rate (discount basis)
3-month Treasury bill rate (discount basis)
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
18,186 observations
to 2026-10-13
DTB6
FRED · series
6-month Treasury bill rate (discount basis)
6-month Treasury bill rate (discount basis)
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
16,946 observations
to 2026-10-13
DTB1YR
FRED · series
1-year Treasury bill rate (discount basis)
1-year Treasury bill rate (discount basis)
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
15,110 observations
to 2026-10-13
DCPN30
FRED · series
30-day AA nonfinancial commercial paper rate
30-day AA nonfinancial commercial paper rate
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
7,006 observations
to 2026-10-13
RIFSPPNAAD90NB
FRED · series
90-day AA nonfinancial commercial paper rate
90-day AA nonfinancial commercial paper rate
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
5,310 observations
to 2026-10-13
RIFSPPFAAD90NB
FRED · series
90-day AA financial commercial paper rate
90-day AA financial commercial paper rate
%FRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
6,755 observations
to 2026-10-13
RPONTSYD
FRED · series
Fed overnight repo (Treasury securities purchased)
Fed overnight repo (Treasury securities purchased)
$BFRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id)
/macro/fred/{series_id}
/v1/macro/fred/{series_id}/history
3,317 observations
to 2026-10-14
REGIME
Excel · function
KRESMION.REGIME
Current Kresmion macro regime label, score, or conviction.
anyKresmion regime engine
=KRESMION.REGIME(field)
SIGNAL
Excel · function
KRESMION.SIGNAL
Latest Kresmion signal for a ticker.
anyKresmion signal engine
=KRESMION.SIGNAL(ticker, field, days)
7,968 symbols with a signal
PRICE
Excel · function
KRESMION.PRICE
Live last-close price + day delta.
anya market-data vendor
=KRESMION.PRICE(ticker, field)
FRED
Excel · function
KRESMION.FRED
Latest observation of a curated FRED macro series. Only the series this platform tracks are served. Use FREDH for a past observation. This product uses the FRED API but is not endorsed or certified by the Federal Reserve Bank of St. Louis.
anyFRED (Federal Reserve Bank of St. Louis)
=KRESMION.FRED(series_id, field)
52 series
WHALE
Excel · function
KRESMION.WHALE
Whale-transaction summary for a crypto asset (last 24h).
anypublic blockchains (on-chain transfers)
=KRESMION.WHALE(asset, field)
6 assets
BIS
Excel · function
KRESMION.BIS
BIS macro indicator for a country.
anyBank for International Settlements
=KRESMION.BIS(country, indicator, field)
39 countries
FILING
Excel · function
KRESMION.FILING
SEC filing metadata, or an extracted fundamental, for a company. Since Phase 556 the extractor resolves 36 metrics rather than 6; pass a metric name to read one, or "latest" for filing metadata.
anySEC EDGAR
=KRESMION.FILING(ticker, metric, field)
5,755 companies with extracted metrics
OSINT
Excel · function
KRESMION.OSINT
OSINT event count matching a keyword (last hours).
anyopen-source reports (third-party speech)
=KRESMION.OSINT(keyword, hours)
LIQUIDITY
Excel · function
KRESMION.LIQUIDITY
Fed net liquidity headline (balance sheet less reverse repo less the Treasury General Account, USD trillions). NETLIQ reaches the rest of the same dashboard.
anyFRED (Federal Reserve H.4.1, Treasury)
=KRESMION.LIQUIDITY(field)
ONCHAIN_RISK
Excel · function
KRESMION.ONCHAIN_RISK
On-chain composite risk score for a major asset (higher = more on-chain stress).
anyKresmion composite over on-chain transfers
=KRESMION.ONCHAIN_RISK(asset, field)
SMARTMONEY
Excel · function
KRESMION.SMARTMONEY
Smart-money composite score for a ticker (signed −100..+100).
anyKresmion composite over SEC filings
=KRESMION.SMARTMONEY(ticker)
8,050 tickers
CONFLUENCE
Excel · function
KRESMION.CONFLUENCE
Active cross-family confluence/divergence for a symbol.
anyKresmion signal engine
=KRESMION.CONFLUENCE(symbol, field)
1,253 compound signals
HOLDERS13F
Excel · function
KRESMION.HOLDERS13F
Institutional 13F holders of a ticker at the latest quarter.
anySEC EDGAR 13F
=KRESMION.HOLDERS13F(ticker, field)
9,296 tickers
SHORTINTEREST
Excel · function
KRESMION.SHORTINTEREST
Short interest as a percentage of FLOAT. Lower bound, and unavailable for most tickers - a blank is UNKNOWN, never zero. Use "pctshares" for the different percentage of shares outstanding. Source: FINRA. Short interest data owned by FINRA.
anyFINRA consolidated short interest
=KRESMION.SHORTINTEREST(ticker, field)
7,635 tickers
TRACKRECORD
Excel · function
KRESMION.TRACKRECORD
Median forward return (%) for a signal type at a horizon.
anyKresmion published track record
=KRESMION.TRACKRECORD(signalType, horizon)
54 signal types
FUNDING
Excel · function
KRESMION.FUNDING
Latest per-interval perp funding rate (%) for a crypto symbol.
anyexchange public APIs (Binance, Bybit, OKX, Hyperliquid)
=KRESMION.FUNDING(symbol)
33 symbols
CBRATE
Excel · function
KRESMION.CBRATE
Central bank policy rate for a country. A rate whose source stopped publishing is WITHHELD rather than served stale, so the cell shows a reason instead of an old number. Source: BIS, superseded by a faster official source where one exists. The BIS must be cited as the source of its statistics.
anyBIS policy rates and central bank sites
=KRESMION.CBRATE(country, field)
38 central banks
YIELD
Excel · function
KRESMION.YIELD
One tenor of the US Treasury constant-maturity curve, today or on a past date. The date is RESOLVED to the last session on or before it, so a weekend answers with the prior print; ask for tenor "AS_OF" to see which. A tenor missing on that session returns a reason, never an interpolated value.
anyFederal Reserve H.15 via FRED
=KRESMION.YIELD(tenor, date)
MMRATE
Excel · function
KRESMION.MMRATE
A US money-market rate with the Fed's corridor around it. Administered rates are dated by their EFFECTIVE day and run ahead of the market rates; the corridor position is not clamped; the Treasury bill rows are quoted on a DISCOUNT basis, below the investment-basis yield for the same bill.
anyFRED and the New York Fed
=KRESMION.MMRATE(key, field)
6 rates
NETLIQ
Excel · function
KRESMION.NETLIQ
Fed net liquidity and the blocks around it. Net liquidity is a CONVENTION (balance sheet less reverse repo less the Treasury General Account), not a published series. Cadences differ, so a block only moved if its own date moved.
anyFRED (Federal Reserve H.4.1, Treasury)
=KRESMION.NETLIQ(field)
FREDH
Excel · function
KRESMION.FREDH
ONE historical observation of ONE curated FRED series. There is no array history function: this engine is scalar-per-cell with no spill, so build a series by filling a column of dates. Only the series this platform tracks are served; any other id returns a reason. This product uses the FRED API but is not endorsed or certified by the Federal Reserve Bank of St. Louis.
anyFRED (Federal Reserve Bank of St. Louis)
=KRESMION.FREDH(series_id, date, field)
52 series
RV
Excel · function
KRESMION.RV
One relative-value metric for a company against its peer group. A REFUSED CELL RETURNS THE REASON AS TEXT, NEVER 0. Every fundamental is a full fiscal year off one annual filing, nothing is trailing twelve months, and values are in the filer's own reporting currency with nothing converted. A percentile is a position in a population, not a rating.
anySEC EDGAR XBRL; prices from a market-data vendor
=KRESMION.RV(ticker, metric, field)
IPO
Excel · function
KRESMION.IPO
The newest EDGAR offering filing matching a ticker or company name. One row is one FILING, not one deal. A null is a figure the document did not state, never a zero, so those cells show a reason. A price range stays a range: ask for price_low and price_high, never a midpoint. First-day performance is not available here.
anySEC EDGAR
=KRESMION.IPO(query, field)
394 offering filings
ESI
Excel · function
KRESMION.ESI
Economic Surprise Index: how data is landing against consensus. POSITIVE MEANS DATA IS BEATING EXPECTATIONS, not that the economy is strong. Read "count" beside the value: a spike on a thin day is a small sample. The per-event economic calendar behind the index is not available through this add-in.
anyKresmion economic surprise index
=KRESMION.ESI(field)
FIN
Excel · function
KRESMION.FIN
One line of a company's standardised financial statements, the same number as its Financials tab and the web sheet's KRM.FIN. In the filer's reported currency, not converted (item "currency" names it). A blank statement cell returns n/a, never 0.
anySEC EDGAR XBRL
=KRESMION.FIN(ticker, item, period)
5,755 companies with extracted metrics
btc_netflow_artifact
Caveat · caveat
BTC exchange netflow computed from these rows is an artifact of exchange-internal (self) transfers, so genuine deposit and withdrawal flow appears only in the ETH and stablecoin rows.
Kresmion
meta.caveats on /v1 responses
calibration_historical_not_forecast
Caveat · caveat
Calibration, Brier, and accuracy figures describe past resolved outcomes and are not a forecast of future results.
Kresmion
meta.caveats on /v1 responses
central_bank_bis_lag
Caveat · caveat
BIS publishes policy rates with a lag of several days, so a row whose rate_source is fred or probe carries the level in force from a faster official source while superseded_rate_pct carries what BIS still says.
Kresmion
meta.caveats on /v1 responses
central_bank_cycle_window_cumulative
Caveat · caveat
A hiking or cutting stance is read off the CUMULATIVE change across the named window, so a bank that hiked and then cut back to where it started reads as unchanged over that window.
Kresmion
meta.caveats on /v1 responses
central_bank_level_not_flow
Caveat · caveat
A policy rate is a level rather than a flow, so it stays true until the bank changes it, which is why a row whose source has stopped publishing is withheld rather than served.
Kresmion
meta.caveats on /v1 responses
central_bank_month_precision
Caveat · caveat
A rate change marked with month precision is known only to the month it ended in, because the long history behind it is a month-end series.
Kresmion
meta.caveats on /v1 responses
central_bank_moves_daily_window_only
Caveat · caveat
The move log is day-precise only inside the trailing daily window; outside it there is no daily series to date a change against and only month-end precision exists.
Kresmion
meta.caveats on /v1 responses
confluence-family-coverage
Caveat · caveat
Signal families cover different symbols, so the absence of a family leg for a symbol reflects that family's coverage and not disagreement.
Kresmion
meta.caveats on /v1 responses
confluence-not-additive-proof
Caveat · caveat
Independent signal families agreeing on one symbol is broader context and not a prediction, and every contributing leg is listed so the independence of the sources can be judged directly.
Kresmion
meta.caveats on /v1 responses
cot_lag
Caveat · caveat
CFTC Commitments of Traders data is weekly and released on roughly a three day lag from its Tuesday reporting date.
Kresmion
meta.caveats on /v1 responses
econ_attribution_travels_with_the_data
Caveat · caveat
Each row's attribution line is required by the data owner's licence (World Bank CC BY 4.0; the OECD citation) and must stay with the data, including when you pass it on to others.
Kresmion
meta.caveats on /v1 responses
econ_mixed_periods
Caveat · caveat
Economies publish on different dates and at different frequencies (World Bank annual, OECD monthly or quarterly), so every row names its own period and rows do not share one date.
Kresmion
meta.caveats on /v1 responses
econ_values_as_published
Caveat · caveat
Values are shown as the World Bank or the OECD published them. Official statistics are revised: Kresmion keeps every value it has seen and serves the newest.
Kresmion
meta.caveats on /v1 responses
econ_yoy_is_a_kresmion_calculation
Caveat · caveat
The yoy field is a Kresmion calculation from the published values: the % change against the same period a year earlier for a level series, the change in percentage points for a series that is already a rate or a share of GDP (see yoy_unit).
Kresmion
meta.caveats on /v1 responses
end_date_scheduled_not_actual
Caveat · caveat
A prediction market end_date is the scheduled close and can differ from the actual resolution date.
Kresmion
meta.caveats on /v1 responses
esi_event_count_is_the_sample
Caveat · caveat
event_count (n on a history point) is how many scored headline releases fall inside the trailing 90-day window behind that value, not the releases of that single day; every day carries the trailing-window value, so consecutive points share most of their releases. A small count (thin: true) is a thin reading rather than a quiet economy.
Kresmion
meta.caveats on /v1 responses
esi_is_derived_not_the_calendar
Caveat · caveat
This is a weighted aggregate of how releases landed against consensus and is not the underlying event calendar; the per-event rows, their scheduled times and their consensus figures are not served through this API.
Kresmion
meta.caveats on /v1 responses
esi_surprise_is_relative_to_forecast
Caveat · caveat
Each release's surprise (actual minus consensus, in the indicator's own unit) is standardised against that indicator's own prior surprises (at most 40 earlier releases; an indicator with fewer than 8 is not scored), clipped at plus or minus four, weighted by importance (high 1.0, medium 0.5, low 0.2) and averaged over a trailing 90-day window. Inflation releases are kept out of the headline. The index measures direction and magnitude against expectations, not the level of the economy.
Kresmion
meta.caveats on /v1 responses
fedpath_ladder_is_the_deepest_event
Caveat · caveat
The ladder is the one Polymarket event whose outcome markets carry the most volume; every other market naming the same meeting is a side market, listed with its share of the ladder's volume.
Kresmion
meta.caveats on /v1 responses
fedpath_prices_not_a_forecast
Caveat · caveat
Leg prices are the last traded prices of event contracts on Polymarket, in percent, reported as prices. They are not a forecast by Kresmion and the legs of one meeting need not sum to 100.
Kresmion
meta.caveats on /v1 responses
fedpath_single_venue
Caveat · caveat
One venue only: Polymarket. No other exchange's prices and no economic calendar rows are included; the event log is Federal Reserve releases and FOMC decision days.
Kresmion
meta.caveats on /v1 responses
fred_curated_series_only
Caveat · caveat
Only the series Kresmion itself fetches are served, because FRED terms prohibit an application that replicates the essential user experience of the FRED API, so this is never an arbitrary-id pass-through.
Kresmion
meta.caveats on /v1 responses
fred_observation_date_not_fetch_date
Caveat · caveat
The date on an observation is the period the number describes and never the day it was fetched, which is a different fact carried by as_of.
Kresmion
meta.caveats on /v1 responses
gamma_modeled_not_measured
Caveat · caveat
Options gamma exposure and risk-neutral implied distributions are modeled from the options chain under pricing assumptions and are not directly measured dealer positioning.
Kresmion
meta.caveats on /v1 responses
heuristic_labels_do_not_suppress
Caveat · caveat
A wallet label inferred from sweep behaviour alone can identify a counterparty but cannot prove who owns the address, so a row whose two sides collapse to one entity on heuristic evidence only is reported as flow and marked `internal_transfer_unverified` rather than removed. Read `label_confidence` for the weakest tier used.
Kresmion
meta.caveats on /v1 responses
internal_transfers_labelled
Caveat · caveat
Rows where one owner moved value between its own wallets are labelled rather than hidden: read `is_internal_transfer` and exclude those rows before computing any flow total, or the same exchange shuffling its own balances will read as deposits.
Kresmion
meta.caveats on /v1 responses
liquidations_single_venue_okx
Caveat · caveat
Realized liquidation events are collected from a single venue (OKX) over a starter symbol set and are not aggregated across all exchanges.
Kresmion
meta.caveats on /v1 responses
liquidity_credit_legs_licence_gated
Caveat · caveat
The high-yield and investment-grade option-adjusted spread legs are ICE BofA index series whose FRED copyright tier requires pre-approval, so they obey FRED_RESTRICTED_POLICY and come back null when the platform is set to block them.
Kresmion
meta.caveats on /v1 responses
liquidity_net_is_derived
Caveat · caveat
Net liquidity is computed as the Fed balance sheet less the overnight reverse repo facility less the Treasury General Account, which is a convention rather than a published series.
Kresmion
meta.caveats on /v1 responses
liquidity_score_renormalises
Caveat · caveat
The liquidity regime score drops any input that could not be read and renormalises the remaining weights, so inputs_missing names exactly which legs the published number was computed without.
Kresmion
meta.caveats on /v1 responses
mm_administered_effective_dating
Caveat · caveat
An administered rate is a level that stays true until the Fed changes it, and FRED dates it by its EFFECTIVE day, so it runs ahead of the market rates. Every row here is read at `as_of`, which is the newest date a market rate carries.
Kresmion
meta.caveats on /v1 responses
mm_bills_discount_basis
Caveat · caveat
The Treasury bill rows are quoted on a DISCOUNT basis, which is systematically below the investment-basis constant-maturity yield for the same bill. Do not subtract one from a policy rate without converting the basis.
Kresmion
meta.caveats on /v1 responses
mm_corridor_position_unclamped
Caveat · caveat
corridor_position_pct is not clamped: a rate above the ceiling reports above 100 and a rate below the floor reports below 0, because that is the thing worth seeing.
Kresmion
meta.caveats on /v1 responses
mm_spread_needs_both_legs
Caveat · caveat
A spread point exists only where both legs carry an observation on the same day, so a gap in the series is a day one leg did not print rather than a day the spread was zero.
Kresmion
meta.caveats on /v1 responses
mm_stress_is_width_not_level
Caveat · caveat
The stress read is the WIDTH of the 1st to 99th percentile distribution behind a print, not the level of the rate, and it exists only for the overnight rates the New York Fed calculates from transactions.
Kresmion
meta.caveats on /v1 responses
mm_volume_nyfed_only
Caveat · caveat
volume_bn and percentile_width_bps exist only for the five overnight rates the New York Fed calculates from transactions. They are null for every administered rate and every bill.
Kresmion
meta.caveats on /v1 responses
no-advice
Caveat · caveat
This is a descriptive record of how past signals were followed by price movement and is not advice or a recommendation to trade.
Kresmion
meta.caveats on /v1 responses
offerings_null_is_not_zero
Caveat · caveat
Every financial field is nullable and a null is a figure the document did not state rather than a zero; parse_confidence reports how sure the classifier was about the row it did read.
Kresmion
meta.caveats on /v1 responses
offerings_one_row_one_filing
Caveat · caveat
One row is one FILING rather than one deal, so a single IPO appears as its registration, its amendments and its priced prospectus, tied together by ipo_group_key.
Kresmion
meta.caveats on /v1 responses
offerings_range_not_midpoint
Caveat · caveat
A price range stated by an S-1 or S-1/A is reported as a range and is never collapsed to its midpoint, and a deal still in registration carries no priced figure at all.
Kresmion
meta.caveats on /v1 responses
orderbook_top150_15min
Caveat · caveat
Prediction-market order-book snapshots cover roughly the top 150 markets by 24h volume plus the pinned 2026 midterm markets, sampled every 15 minutes, so other smaller markets and sub-15-minute moves are not captured.
Kresmion
meta.caveats on /v1 responses
pm-options-descriptive
Caveat · caveat
The pm-vs-options spread is descriptive market data comparing two venues under stated pricing assumptions and does not contain buy or sell recommendations.
Kresmion
meta.caveats on /v1 responses
pm-options-expiry-gap
Caveat · caveat
The Deribit option expiry used can differ from the prediction market close date by up to seven days, and the exact signed gap is reported per row as expiry_gap_days.
Kresmion
meta.caveats on /v1 responses
pm-options-thin-books
Caveat · caveat
A prediction-market versus options spread is information about two separate order books and is not an executable arbitrage, and Polymarket books can be thin, so the execution-cost surface reports the cost of trading a given size.
Kresmion
meta.caveats on /v1 responses
pm-options-touch-approx
Caveat · caveat
Touch-market implied probabilities use the exact first-passage probability under GBM with per-strike implied vol (driftless forward). Model assumptions still apply to touch rows: constant per-strike vol, no jumps, no vol term structure.
Kresmion
meta.caveats on /v1 responses
rv_adr_multiples_refused
Caveat · caveat
Valuation multiples use the latest close and the share count the filer reported. A depositary filer (20-F, 40-F) reports an ordinary share count while its quote is an ADR price at a ratio this platform does not store, so its market cap and every multiple derived from it are refused rather than estimated.
Kresmion
meta.caveats on /v1 responses
rv_annual_filings_only
Caveat · caveat
Every fundamental is the full fiscal year reported on one annual filing, so nothing is trailing twelve months and nothing is annualised from a quarter; a null value always carries a refusal code and never means zero.
Kresmion
meta.caveats on /v1 responses
rv_peer_level_sub_industry_then_sector
Caveat · caveat
Peers are the company's GICS sub-industry where it is classified, falling back to its sector; `meta.peer_level` says which, and a sector median is context rather than a comparison.
Kresmion
meta.caveats on /v1 responses
rv_percentile_is_population_not_rating
Caveat · caveat
A percentile is where this company sits in a distribution of its peers. It is an observation about a population, not a rating, and no metric here is scored as good or bad.
Kresmion
meta.caveats on /v1 responses
rv_price_return_split_refused
Caveat · caveat
A price return is refused outright when the window contains a consecutive-close jump of `meta.rules.split_jump_ratio` or more: the stored price series is unadjusted and is never restated after a corporate action, so a split there is a raw discontinuity, not a return.
Kresmion
meta.caveats on /v1 responses
short_pct_float_is_a_lower_bound
Caveat · caveat
Short interest as a percentage of float divides by a float derived by subtracting Section 16 affiliate holdings and affiliate 13D/G blocks from shares outstanding, and because any affiliate not yet observed stays in the denominator, the published percentage is a lower bound rather than a point estimate.
Kresmion
meta.caveats on /v1 responses
short_pct_float_partial_coverage
Caveat · caveat
A float percentage is published only for the minority of shorted tickers whose Section 16 insider holdings are known, because many issuers have not filed since collection began, and the remaining names carry no float percentage rather than an estimated one; the measured coverage for this response is in meta.coverage.
Kresmion
meta.caveats on /v1 responses
short_pct_shares_outstanding_is_not_float
Caveat · caveat
Short interest as a percentage of shares outstanding is a different measure from percentage of float, is always the smaller of the two because float is a subset of shares outstanding, and is published wherever a share count is available.
Kresmion
meta.caveats on /v1 responses
short_volume_not_short_interest
Caveat · caveat
This is FINRA daily short-sale volume, a flow, and is not the bi-monthly exchange short interest, a stock; the two are different measures and are not interchangeable.
Kresmion
meta.caveats on /v1 responses
short_volume_off_exchange_hedging
Caveat · caveat
FINRA short volume counts only off-exchange trades reported to a FINRA facility (TRF/ADF), it includes market-maker hedging, and it is not a measure of directional positioning.
Kresmion
meta.caveats on /v1 responses
smart-money-descriptive
Caveat · caveat
This score is a deterministic summary of public insider, congressional, institutional, and short-volume filings and is descriptive positioning context, not advice.
Kresmion
meta.caveats on /v1 responses
smart-money-lag
Caveat · caveat
The 13F institutional leg reports quarterly on roughly a 45 day lag and congressional disclosures lag the trade by up to 45 days, so each leg carries its own as_of timestamp for the date its evidence reflects.
Kresmion
meta.caveats on /v1 responses
smart-money-short-coverage
Caveat · caveat
The FINRA short-volume leg covers only about 29 symbols and can be several days stale, so when it is absent its weight is redistributed proportionally across the legs that are present.
Kresmion
meta.caveats on /v1 responses
sovereign_spread_ecb_free_of_charge
Caveat · caveat
The ECB yields behind the euro-area rows are available free of charge at data.ecb.europa.eu, and the spreads are modified data computed by Kresmion from the yields as published.
Kresmion
meta.caveats on /v1 responses
sovereign_spread_is_a_calculation_not_a_rating
Caveat · caveat
A spread here is a Kresmion calculation, one published 10-year government bond yield minus another, and is market-implied context, not a credit rating: no rating agency is involved.
Kresmion
meta.caveats on /v1 responses
sovereign_spread_local_currency
Caveat · caveat
Outside the euro area the bonds are in the local currency, so a spread also carries currency and inflation expectations, not only credit.
Kresmion
meta.caveats on /v1 responses
sovereign_spread_monthly_both_legs
Caveat · caveat
Every spread is monthly: both legs are averages for the same calendar month (the US leg is the mean of the daily H.15 DGS10 prints, and China's yield the mean of the Ministry of Finance curve's daily 10-year points, over complete months), so no daily spread is served. Where a row's y10_leg.construction is set, that 10-year yield is not an average of benchmark bond yields (Colombia: a fitted zero-coupon rate; China: an interpolated curve point).
Kresmion
meta.caveats on /v1 responses
supply_customs_value_not_a_price
Caveat · caveat
A corridor figure is the customs value the reporting country declared for one HS basket in one month, in US dollars, never a price. Values published in euros or yen are converted at one published ECB monthly average rate, and a quantity divided into a value is a declared unit value, not a market price.
Kresmion
meta.caveats on /v1 responses
supply_licence_withheld
Caveat · caveat
A corridor whose source licence is not confirmed for reuse is listed with its status and no figures (latest is null and withheld_reason says why); absent figures are never zero. Figures are served to Developer plan keys only: a free-plan key receives every corridor in the same shape, with the plan named in withheld_reason.
Kresmion
meta.caveats on /v1 responses
supply_mirror_gap_expected
Caveat · caveat
The same trade seen from the two sides (an export corridor and its mirror import corridor) differs by valuation basis (FOB against CIF), timing and origin attribution; the gap is expected and is not an error in either series.
Kresmion
meta.caveats on /v1 responses
supply_mom_masked_jan_mar
Caveat · caveat
Month-on-month changes for January to March carry mom_masked true because the Lunar New Year moves trade between those months; read yoy_pct and yoy_3m_pct for those periods.
Kresmion
meta.caveats on /v1 responses
supply_z36_on_levels
Caveat · caveat
z36 scores the latest month against the trailing 36 months, excluding the latest, on the value level of a trending series, so high readings are far more common than low ones. rank_same_month is the rank of this value among every stored month with the same calendar month (1 is the highest).
Kresmion
meta.caveats on /v1 responses
thirteenf_ticker_resolution
Caveat · caveat
13F holdings resolve a ticker for only about 50% to 93% of rows because no free CUSIP-to-ticker map is complete, so aggregate by CUSIP rather than ticker to avoid undercounting a position.
Kresmion
meta.caveats on /v1 responses
tic_lag
Caveat · caveat
Treasury TIC data is published on roughly a six week lag, so the most recent reported month reflects cross-border holdings from about six weeks earlier.
Kresmion
meta.caveats on /v1 responses
track-record-in-sample
Caveat · caveat
Detector thresholds evolved over time, so these statistics are the live production history of the signals as they actually fired and are not a frozen out of sample backtest.
Kresmion
meta.caveats on /v1 responses
track-record-price-coverage
Caveat · caveat
Forward returns use daily closing prices where the equity price feed can lag by a session or two and the crypto price feed is current, so the most recent equity signals may not yet have a completed 30 day horizon.
Kresmion
meta.caveats on /v1 responses
track-record-young
Caveat · caveat
Most Kresmion detectors came online in April and May 2026, so the occurrence count for many signal types is small and these figures are descriptive of the live history rather than predictive.
Kresmion
meta.caveats on /v1 responses
unlocks_hand_curated
Caveat · caveat
Token unlock schedules are hand-curated from public vesting disclosures and are not an exhaustive or automatically verified feed.
Kresmion
meta.caveats on /v1 responses
yield_curve_partial_is_partial
Caveat · caveat
A partial curve is served as partial: the eleven tenors do not all exist for all time, nothing is interpolated, and no tenor is carried forward from a neighbouring day.
Kresmion
meta.caveats on /v1 responses

Universe counts are computed against the table each field is read from and refresh every 15 minutes. Bulk row counts are the database planner's estimate. Metadata only; information, not investment advice.

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