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U.S. LIQUIDITY RESEARCH

Dollar Liquidity Historical Data

Inspect the current coverage, definitions and downloadable research snapshot.

The live dashboard provides the latest index snapshot as CSV and exposes model-monitoring results by asset and forward horizon. The database retains observation dates, estimated release dates, retrieval times and source vintages where available.

The strict common FLI and ULI sample begins mainly in 2024 because the current credit-spread history constrains the overlap. Longer QLI history does not make the composite history longer when required inputs are unavailable.

Historical coverage, freshness and licensing differ by series. Production trading should replace convenience market data with an appropriately licensed feed.

Built from traceable sources

Federal Reserve and FRED series, New York Fed funding data, U.S. Treasury cash balances and cross-asset market prices.

Research information only — not investment advice.

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