EUR Reference Rates (€STR)
InfoTrie's EUR reference rates dataset carries the euro short-term rate (€STR) that the European Central Bank publishes every TARGET2 business day, with its published percentiles and volume. Each row is one rate and day, as published, with the attribution the ECB asks for. Values are never modified.
Status: In rollout — available on request
Request a sampleView as Markdown
Key facts
| Rates | €STR (euro short-term rate) |
|---|---|
| Detail | Published percentiles (1st, 25th, 75th, 99th) and volume |
| Grain | One row per rate and TARGET2 business day |
| Values | As published: no rounding or rescaling |
| Delivery | InfoTrie console datasets and the BI feed, with an API key on a plan that includes market data |
Sources
- ECB statistics (European Central Bank)
Data dictionary
| Field | Type | Description |
|---|---|---|
rate_date | date | Business day the rate applies to |
rate_name | string | The rate (€STR) |
currency | string | EUR |
unit | string | Unit of the value |
rate | number | The published value |
pct_1 / pct_25 / pct_75 / pct_99 | number | Published percentiles |
volume_mn | number | Published volume, in millions |
source | string | The publisher's name: ECB statistics |
attribution | string | The line to show with the data: "Source: ECB statistics." |
updated_at | timestamp | When InfoTrie last loaded the row |
Use cases
- Floating-rate instruments. Look up €STR to accrue or reset euro floating-rate loans, notes and swaps.
- Funding markets. Follow euro overnight funding through the rate, its percentiles and its volume.
- Dashboards. Load the fixings into a BI tool next to your own positions.
Delivery
- InfoTrie console: the dataset's quality status and its rows, with an API key on a plan that includes market data
- BI feed: OData v4 for Power BI, Excel and Tableau; JSON or CSV pages for Qlik, Google Sheets and Looker Studio
Frequently asked questions
Are the ECB's values modified?
No. The ECB's terms ask that its statistics are not modified, and InfoTrie serves them as published, with the line "Source: ECB statistics." on every row.