Python API wrapper for Office of Financial Research (OFR)
Project description
ofrapi Documentation
This repository contains a Python wrapper to easily retrieve data from the Office of Financial Research (OFR) in Pandas format using the official API.
Short-term Funding Monitor
The Short-term Funding Monitor (STFM) application programming interface (API) allows a remote application to query the Office of Financial Research for data without the need for a human intermediary to download data manually. While some API calls might be used every day, others are intended for use when setting up a remote application for a periodic refresh.
We have provided this open interface for public use. This API does not require tokens or registration, so feel free to use it immediately.
Get Series Information (ofrapi.stfm.get_series_info)
The following retrieve the metadata attached to each specified series.
Method | Description |
---|---|
metadata_mnemonics |
Retrieves all series as unique identifiers referred to as mnemonics. |
metadata_query |
Retrieves the information for a specified series. |
metadata_search |
Retrieves a list of series with identifying information that matches a query condition. |
Get Series Data (ofrapi.stfm.get_series_data)
The following retrieve the data for specified series.
Method | Description |
---|---|
series_timeseries |
Retrieves the data for a single series. |
calc_spread |
Retrieves the spread between two series as a list of data points and values. |
Get Series Information & Data (ofrapi.stfm.series_info_data)
The following retrieve the metadata and data for specified series.
Method | Description |
---|---|
series_full |
Retrieves the information and data for a single series. |
series_multifull |
Retrieves the information and data for a group of series. |
series_dataset |
Retrieves the information and data for all series in a specified data set. |
Hedge Fund Monitor
The Hedge Fund Monitor (HFM) application programming interface (API) allows a remote application to query the Office of Financial Research for data without the need for a human intermediary to download data manually. While some API calls might be used every day, others are intended for use when setting up a remote application for a periodic refresh.
We have provided this open interface for public use. This API does not require tokens or registration, so feel free to use it immediately.
Get Series Information (ofrapi.hfm.get_series_info)
The following retrieve the metadata attached to each specified series.
Method | Description |
---|---|
metadata_mnemonics |
Retrieves all series as unique identifiers referred to as mnemonics. |
metadata_query |
Retrieves the information for a specified series. |
metadata_search |
Retrieves a list of series with identifying information that matches a query condition. |
Get Series Data (ofrapi.hfm.get_series_data)
The following retrieve the data for specified series.
Method | Description |
---|---|
series_timeseries |
Retrieves the data for a single series. |
calc_spread |
Retrieves the spread between two series as a list of data points and values. |
Get Series Information & Data (ofrapi.hfm.series_info_data)
The following retrieve the metadata and data for specified series.
Method | Description |
---|---|
series_full |
Retrieves the information and data for a single series. |
series_multifull |
Retrieves the information and data for a group of series. |
series_dataset |
Retrieves the information and data for all series in a specified data set. |
categories |
Returns a csv file containing the data for a category. |
API Documentation
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