FinChrona: Open Financial Time Series

Open financial data, built for research. Release: v1.0.0 · Data cutoff: 2026-10-23

FinChrona is a curated historical dataset of daily U.S. Treasury nominal par yields, real/TIPS par yields, and Treasury bill rates, standardized into one consistent long-format schema.

• Rows: 180,815
• Columns: 7
• Nominal par yields: 1990-01-02 to 2026-10-23
• Real/TIPS par yields: observations begin in 2003
• Treasury bill rates: observations begin in 2002
• Source retrieval date: 2026-10-25

Coverage varies by rate series and maturity. The release is a historical snapshot, not a real-time feed.

Get the dataset

• Zenodo archive — v1.0.0: 10.5281/zenodo.23730813
• Zenodo concept DOI — all versions: 10.5281/zenodo.23730812
• GitHub repository: https://github.com/itzsam-lol/finchroma_01
• Kaggle dataset: https://www.kaggle.com/datasets/samuraiiii/finchrona-financial-time-series
• Kaggle EDA notebook: https://www.kaggle.com/code/samuraiiii/finchrona-treasury-rates-eda

This Hugging Face repository is a distribution and discovery location for FinChrona. The Zenodo version DOI identifies the archived v1.0.0 research artifact; use it when citing this exact release.

Series coverage

curve_type	Observation coverage	Rows in v1.0.0
par_nominal	1990-01-02 to 2026-10-23	99,894
par_real	2003-01-02 to 2026-10-23	27,609
bill_rate	2002-01-02 to 2026-10-23	53,312
Total	Varies by series and maturity	180,815

Bill-rate observations include bank_discount and coupon_equivalent quote conventions.

Files

• finchrona_treasury_rates.parquet — primary analytical file.
• finchrona_treasury_rates.csv — full CSV version of the same observations.
• sample_last_60_days.csv — small sample for quick inspection.
• data_dictionary.md — column definitions, data types, units, and conventions.
• methodology.md — source acquisition and transformation procedure.
• quality_report.md — validation and coverage summary.
• licensing_and_attribution.md — licensing rationale and attribution notes.
• release_manifest.json — release metadata, file sizes, and SHA-256 checksums.

Schema

Each row represents one rate observation.

Column	Meaning
observation_date	U.S. Treasury business date associated with the observation (YYYY-MM-DD); not a publication timestamp.
curve_type	par_nominal, par_real, or bill_rate.
quote_basis	par_yield, bank_discount, or coupon_equivalent, as applicable.
maturity_label	Compact maturity identifier such as 4W, 1M, 1.5M, 2Y, or 10Y.
maturity_value	Numeric maturity quantity, interpreted together with maturity_unit.
maturity_unit	week, month, or year.
value_pct	Annualized rate in percentage units; 3.74 means 3.74%, not 0.0374.

Primary key: (observation_date, curve_type, quote_basis, maturity_label).

See data_dictionary.md for the complete data dictionary.

Quickstart

Install pandas and a Parquet reader such as PyArrow, then load the Parquet file:

import pandas as pd

path = "finchrona_treasury_rates.parquet"
df = pd.read_parquet(path)

print(df.shape)
print(df.head())
print(df.groupby("curve_type")["observation_date"].agg(["min", "max", "count"]))

nominal = df[
    (df["curve_type"] == "par_nominal")
    & (df["quote_basis"] == "par_yield")
]
wide = nominal.pivot(
    index="observation_date",
    columns="maturity_label",
    values="value_pct",
)

spread_10y_2y = wide["10Y"] - wide["2Y"]
print(spread_10y_2y.describe())

This example assumes the file has already been downloaded from the Hub or the Zenodo release. See the Hugging Face download documentation for supported download methods.

Source and methodology

Source: U.S. Department of the Treasury, Daily Treasury Rates.

Source files were retrieved on 2026-10-25, with a data cutoff of 2026-10-23. The pipeline collects the published CSV tables, records source and file-integrity information, converts the original tables into long format, standardizes maturity labels and quote conventions, and validates the resulting schema and record keys.

Blank source cells are omitted rather than imputed or forward-filled. Negative real yields and bill-rate observations are retained where present in the source.

More detail is available in methodology.md and quality_report.md.

Data quality

The v1.0.0 validation report records:

• 180,815 rows and 7 columns.
• No null values in the processed output.
• No duplicate primary keys.
• 180,815 non-null source cells reconciled to 180,815 output rows.
• 5,032 negative values in total: 4,940 real-yield observations and 92 bill-rate observations.

These checks describe the processed snapshot and do not guarantee that every source observation is error-free. See quality_report.md for the reported checks and coverage.

Limitations and responsible use

• Not point-in-time: the release does not preserve complete publication timestamps or a full history of revisions. observation_date must not be treated as the earliest time information was available.
• No imputation: blank source cells are omitted, so maturities appear only when present in the published source.
• Model-derived rates: Treasury par yields are curve points, not guaranteed executable trading prices. Bill rates retain their published quotation conventions.
• Historical snapshot: this is daily historical data, not a real-time market feed.
• Coverage differences: series start dates and available maturities vary. The 30-year nominal series has a source gap from 2002-02-19 through 2006-02-08, as documented in the source data.
• No investment advice: the dataset is for research and analysis, not trading recommendations.

For forecasting or backtesting, ensure that inputs would have been available at the simulated prediction time and use evaluation methods appropriate for time-series data.

Licensing and attribution

The repository code is licensed under the MIT License; see the GitHub repository for the code licence. The compiled dataset is designated CC0 1.0 in the accompanying licensing documentation.

The licensing documentation records that no explicit dataset-licence text was found on the Treasury pages inspected and explains the project's rationale and remaining uncertainty. Users should review licensing_and_attribution.md and applicable source terms, particularly for uses outside the United States. The MIT code licence does not replace the separately documented dataset terms.

Attribution requested: Source: U.S. Department of the Treasury, Daily Treasury Rates; compiled and organized by FinChrona. FinChrona is independently maintained and is not affiliated with or endorsed by the U.S. Treasury.

Citation

For the exact v1.0.0 release, cite the Zenodo archived dataset:

Satyam. (2026). FinChrona v1.0.0: Open Financial Time Series | U.S. Treasury Rates, 1990–2026 (Version 1.0.0) [Dataset]. Zenodo. https://doi.org/10.5281/zenodo.23730813

• Version DOI: https://doi.org/10.5281/zenodo.23730813
• Concept DOI (all versions): https://doi.org/10.5281/zenodo.23730812

BibTeX:

@misc{satyam2026finchrona,
  author    = {Satyam},
  title     = {FinChrona v1.0.0: Open Financial Time Series | U.S. Treasury Rates, 1990--2026},
  year      = {2026},
  publisher = {Zenodo},
  version   = {1.0.0},
  doi       = {10.5281/zenodo.23730813},
  url       = {https://doi.org/10.5281/zenodo.23730813},
  note      = {Dataset}
}

The Zenodo version DOI identifies this archived release. If a native Hugging Face DOI is generated later, document it separately as an identifier for the corresponding Hub revision rather than silently replacing the Zenodo citation.

Updates

FinChrona v1.0.0 has a data cutoff of 2026-10-23. The intended update cadence is quarterly and manual; this is a target, not an automated process or a guarantee. Future releases should document source-coverage changes, any source revisions, transformation changes, updated quality reports, and new file checksums.

Feedback

Please use the GitHub issues page to report data issues or suggest improvements. Include the affected file, observation date or record key, and reproducible details where possible. Do not include credentials or private information in issue reports.