Dtcc Swaps Dissemination Files
dtcc_swaps_dissemination_filesIndex of DTCC's public swap dissemination data files for a regulator/asset-class: either 5-minute intraday 'slice' files (rolling, current trading activity) or end-of-day 'cumulative' files (one per prior day), each with a row count and a public download URL for the full CSV-in-zip. Use this to find bulk files covering more history than dtcc_swaps_recent's rolling ~100-row live window returns; it lists the files, it does not download/unzip them.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| limit | No | Max file entries to return, most-recent first (default 20). | |
| regulator | Yes | Which regulator the swap is reported under. | |
| asset_class | Yes | Asset class: CR=credit, EQ=equity, IR=interest-rate, FX (CFTC only), CO=commodity (CFTC only). | |
| granularity | No | 'intraday' for ~5-minute rolling slice files (default), 'eod' for one file per prior trading day. |