CBRAPI

cbrapi is a Python client for the Central Bank of Russia's web services.

Table of contents

• CBRAPI main features
• Core Functions
  • CURRENCY
  • METALS
  • RATES
  • RESERVES
  • RUONIA
• Getting started
• License

CBRAPI main features

This client provides structured access to the following key data categories from the CBR:

• CURRENCY: Official exchange rates of foreign currencies against the Russian Ruble.
• METALS: Official prices of precious metals.
• RATES: Key interest rates and interbank lending rates.
• RESERVES: Data on international reserves and foreign currency liquidity.
• RUONIA: The Russian Overnight Index Average and related benchmark rates.

Core Functions

CURRENCY

Get a list of available currencies

Returns a list of all available currency tickers supported by the API.
get_currencies_list()

Get an internal CBR currency code for a ticker

Retrieves the internal CBR currency code for a given currency ticker.
get_currency_code(ticker: str)

Get currency rate historical data

Fetches historical exchange rate data for a specified currency and date range.
get_time_series(symbol: str, first_date: str, last_date: str, period: str = 'D')

METALS

Get precious metals prices time series

Provides historical prices for precious metals (Gold, Silver, Platinum, Palladium).
get_metals_prices(first_date: Optional[str] = None, last_date: Optional[str] = None, period: str = 'D')

RATES

IBOR: Interbank Offered Rate.

Get the key rate time series

Retrieves the historical key rate set by the Central Bank of Russia.
get_key_rate(first_date: Optional[str] = None, last_date: Optional[str] = None, period: str = 'D')

Get Interbank Offered Rate and related interbank rates

Fetches the historical Interbank Offered Rate and related interbank rates.
get_ibor(first_date: Optional[str] = None, last_date: Optional[str] = None, period: str = 'M')

RESERVES

MRRF: International Reserves and Foreign Currency Liquidity.

Get International Reserves and Foreign Currency Liquidity data

Provides time series data for International Reserves and Foreign Currency Liquidity.
get_mrrf(first_date: Optional[str] = None, last_date: Optional[str] = None, period: str = 'M')

RUONIA

RUONIA: Russian Overnight Index Average.
ROISfix: Russian Overnight Index Swap Fixing.

Get RUONIA time series data

Retrieves RUONIA time series data for a specific symbol.
get_ruonia_ts(symbol: str, first_date: Optional[str] = None, last_date: Optional[str] = None, period: str = 'D')

Get RUONIA index and averages time series

Fetches the historical RUONIA index and averages.
get_ruonia_index(first_date: Optional[str] = None, last_date: Optional[str] = None, period: str = 'D')

Get RUONIA overnight value time series

Provides the historical RUONIA overnight value.
get_ruonia_overnight(first_date: Optional[str] = None, last_date: Optional[str] = None, period: str = 'D')

Get ROISfix time series

Retrieves the historical ROISfix time series data.
get_roisfix(first_date: Optional[str] = None, last_date: Optional[str] = None, period: str = 'D')

Installation

pip install cbrapi

The latest development version can be installed directly from GitHub:

git clone https://github.com/mbk-dev/cbrapi.git
cd cbrapi
poetry install

Getting started

1. Monitor Central Bank's key rate daily changes

import cbrapi as cbr

cbr.get_key_rate("2017-09-13", "2023-09-13").head()

DATE
2017-09-12    9.0
2017-09-13    9.0
2017-09-14    9.0
2017-09-15    9.0
2017-09-16    9.0
Freq: D, Name: KEY_RATE, dtype: float64

2. Track precious metals market trends

cbr.get_metals_prices('2024-01-01', '2025-01-31').head()

	GOLD	SILVER	PLATINUM	PALLADIUM
DATE
2024-01-09	5886.06	66.40	2755.41	2915.27
2024-01-10	5848.46	66.46	2701.63	2830.97
2024-01-11	5785.30	65.55	2654.59	2845.84
2024-01-12	5749.64	65.26	2618.17	2833.52
2024-01-13	5749.64	65.26	2618.17	2833.52

3. Monitor ROSFIX daily pricing trends

cbr.get_roisfix().head()

	RATE_1_WEEK	RATE_2_WEEK	RATE_1_MONTH	RATE_2_MONTH	RATE_3_MONTH	RATE_6_MONTH
DATE
2011-04-14	3.09	3.09	3.18	3.24	3.32	3.51
2011-04-15	3.09	3.09	3.18	3.24	3.32	3.51
2011-04-16	3.09	3.09	3.18	3.24	3.32	3.51
2011-04-17	3.08	3.09	3.19	3.24	3.31	3.50
2011-04-18	3.08	3.09	3.19	3.24	3.31	3.49

License

MIT