ofrapi 0.0.5

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.

APIs of the Office of Financial Research (OFR)

• Short-term Funding Monitor: ofrapi.stfm
• Hedge Fund Monitor: ofrapi.hfm
• Bank Systemic Risk Monitor: ofrapi.bsrm
• Financial Stress Index: ofrapi.fsi

Installation

pip install ofrapi

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.

Bank Systemic Risk Monitor

The OFR Bank Systemic Risk Monitor (BSRM) is a collection of key measures for monitoring systemic risks posed by the largest banks. These include systemic importance scores for international and U.S. banks, the OFR’s Contagion Index, and other common measures of systemic risk.

Get Bank Systemic Risk Monitor data (ofrapi.bsrm)

Method	Description
get_basel_scores	Retrieves a Basel scores from a set of financial indicators to identify global systemically important banks (G-SIBs).
get_us_systemic_scores	Retrieves a U.S. G-SIB Surcharges data.
get_contagion_index	Retrieves the OFR's Contagion Index.
get_leverage	Retrieves total assets, total equity, and leverage data that are common measures used to gauge systemic risk.
get_short_term_wholesale_funding	Retrieves short-term wholesale funding data.

Financial Stress Index

The OFR Financial Stress Index (OFR FSI) is a daily market-based snapshot of stress in global financial markets. It is constructed from 33 financial market variables, such as yield spreads, valuation measures, and interest rates. The OFR FSI is positive when stress levels are above average, and negative when stress levels are below average.

Get Financial Stress Index data (ofrapi.fsi)

Method	Description
financial_stress_index	Retrieves the OFR Financial Stress Index with five categories and three region contributions.

API Documentation

• Short-term Funding Monitor - API (OFR).
• Hedge Fund Monitor - API (OFR).
• Bank Systemic Risk Monitor - NO API (OFR).
• Financial Stress Index - NO API (OFR).