ofrapi 0.0.3

Python API wrapper for Office of Financial Research (OFR)

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: ofrapi.stfm
• Hedge Fund Monitor: ofrapi.hfm

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

• Short-term Funding Monitor - API (OFR).
• Hedge Fund Monitor - API (OFR).