Seiche — world-markets evidence terminal

Freshness, provenance, and fault status for every underlying series (FRED, NY Fed, OFR, Treasury). Call this to confirm the board is current before relying on a reading.

Read dated USD/INR funding, separate ECB and CBUAE VAT FX references, and CFTC COMEX gold positioning. Cache-only research with source clocks; no executable prices or regulatory eligibility determination.

Calculate fine gold, simple financing cost and INR per fine gram from explicit decimal-string assumptions. All inputs are caller supplied, no quote is verified, and inputs are not persisted.

Query dated observations for a selected currency pair and optional accepted China annual series. Choose this for a time series, same-date FX cross, or observed-interval change; use world_markets_context for a chartless overview and money_market_context for funding-desk metrics. Read cached official FX reference histories and same-date currency crosses, with native units, provenance, age and observed-interval changes. Inspect owner-accepted Palimpsest China annual economic series and revision-aware history beside the CNY reference. Daily fixings, annual context and licensed gaps remain distinct. No collection, model fitting, executable quotes or scoring.

Inspect a funding desk's rates, spreads, policy corridor, liquidity buffers and source-level evidence. Choose this for detailed funding metrics; use funding_stress_now for the headline US stress regime, world_markets_context for a cross-asset overview, or market_workbench for FX and accepted China time series. Start with section='summary' for USD. Use section='countries' for the public-source country catalog, or add country='JP' (a supported ISO alpha-2 code; UK is an alias for GB) for dated policy, funding, liquidity and sovereign references. Country coverage is partial and monthly references are explicitly separate from daily curves. Granular, descriptive USD money-market context from the already assembled desk: policy corridor and overnight spreads; SOFR/TGCR/BGCR distributions and tails; repo-segment rates and volumes; CP-Treasury spreads; bills and cash curve; liquidity buffers and Fed facilities; and MMF repo plumbing. Use section='india' for the India funding, RBI liquidity, policy and sovereign-curve desk from a bounded canonical observation read. It keeps benchmark identities, date alignment, curve movements and mechanism hypotheses separate. India defaults to view='full' for compatibility; prefer view='summary' for findings, constraints and an exact metric ID catalog, then view='metric' with metric_id for one complete evidence card. These India-only views are independent reads, not a pinned snapshot or pagination. Otherwise use optional `section` to request a compact summary, one named USD desk section, diagnostics, sources, methodology, or all context. Diagnostics count funding persistence, compare secured/unsecured benchmarks and show calendar cohorts with sample limits, without changing any score. Returns exact-date alignment, native-cadence changes, empirical own-history statistics, freshness, coverage, formulas, sources, and caveats as applicable. Chart history is always omitted. USD reads only an already completed cached or persisted snapshot; it ne…

Discover which published datasets and sibling-product tools can answer a research question. Choose this for catalog discovery and handoff links, not for market observations: use world_markets_context for a market overview or market_workbench for supported FX and China histories. Explore the Palimpsest dataset catalog by topic, with source clocks, rights, freshness and pagination. Includes Seiche's separately completed funding context and explicit research steps into institution filings, exit liquidity and NarcoScope's granular global data. Source metadata and funding interpretations stay distinct. May fetch the published catalog; does not retrieve underlying dataset values or call the suggested sibling tools. No source collection, score changes, causal joins or trading authority.

List the research tools available in this release and legacy features withheld pending source qualification. Returns policy and source-rights metadata only; does not grant redistribution rights or certify freshness.

Summarize the available money-market, FX, macro-capital and China evidence when a question spans markets or its scope is not yet clear. Start with section='summary', then select a relevant section. For detailed funding metrics use money_market_context; for dated FX/accepted China observations use market_workbench; for external dataset discovery use research_network. This chartless overview is not a time-series query. It projects only completed/public state into money_markets, forex, macro-capital transmission, China macro evidence, official references, methodology, or a compact summary. Every response carries snapshot/as-of clocks, canonical Seiche citation URLs, and explicit observed, derived, structural, restricted, and unavailable boundaries. The China structural catalog is unsigned; only status=restricted represents a verified Seiche owner-attested revision; both states keep NBS values, raw evidence, and history withheld. A separately operator-accepted economic_context may publish licensed World Bank WDI values with annual/structural freshness, distinct release, Palimpsest collection, and Seiche acceptance clocks. Those values are context only and never a live print, score, gauge, forecast, or signal. The sources selector is reference-only; use all when verified China context and its NBS source linkage must appear together. Coverage is curated and partial rather than exhaustive or uniformly live. It never triggers collection, repository history reads, or model fitting. Its named-field whitelist omits chart and history arrays for data minimization; that is not a per-record licensing audit. Capital coverage is limited to public positioning proxies, Treasury primary-market absorption, market stress, official liquidity and global dollar credit—not a security master, issuer-data service or consolidated tape. Executable depth, liquidity-provider concentration, and position-sized exit costs are outside this tool's scope.