Hedge Fund Monitor

Overview:

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.

The HFM provides access to time series data. The series are grouped by data set, depending on the source. Each series has associated metadata, stored as tag:value pairs in JavaScript Object Notation (JSON) format. These basic relationships between sources, data sets, series, and metadata motivate the API design.

API Requests and Responses

Get Data Set

Download all the time series in a data set at once; default to most inclusive date range. Data update no more than once a day, so using this function more frequently is not recommended. (See "get current context," below, for the API request to get the current list of data set mnemonics.)

https://data.financialresearch.gov/hf/v1/series/dataset?dataset=fpf

Get Time Series

Download a single time series; default to its complete range. Data update no more than once a day, so using this function more frequently is not recommended. (See "get current context," below, for the API request to get the current list of data set mnemonics.)

https://data.financialresearch.gov/hf/v1/series/timeseries?mnemonic=fpf-allqhf_cdsup250bps_p5

Get Multiple Time Series

Download multiple time series; default to most inclusive range. Data update no more than once a day, so using this function more frequently is not recommended. (See "get current context," below, for the API request to get the current list of data set mnemonics.)

https://data.financialresearch.gov/hf/v1/series/multifull?mnemonics=FPF-ALLQHF_GNE_SUM,FPF-STRATEGY_CREDIT_GNE_CHANGE,FPF-STRATEGY_EQUITY_GNE_CHANGE&output=highcharts

Get Current Context

Download all series from one month ago to the most recent observation. Avoids the repeated downloading of older segments of the time series.

https://data.financialresearch.gov/hf/v1/series/dataset?dataset=fpf&start_date=2020-07-23

Get Custom Slice

Download one or more data series with user-specified begin, end, and periodicity.

https://data.financialresearch.gov/hf/v1/series/dataset?dataset=fpf&start_date=2018-04-01&end_date=2019-04-01&periodicity=Q

Match Series to Metadata

Given a text string and a set of metadata fields, return the mnemonics that have a match for the string in the given fields.

https://data.financialresearch.gov/hf/v1/metadata/search?query=Fund*

Get All Mnemonics

Return all the time series mnemonics for the series managed by the API.

https://data.financialresearch.gov/hf/v1/metadata/mnemonics

Get All Data Sets

Return the data set mnemonics for data sets managed by the API.

https://data.financialresearch.gov/hf/v1/series/dataset

Get Metadata Fields

Return a list of all metadata fields. Fields that are text searchable are indicated.

https://data.financialresearch.gov/hf/v1/metadata/search

Request Fields

Dataset: String that is restricted to the mnemonic for a valid data set managed by the HFM

Mnemonic(s): String that is restricted to a valid time series mnemonic. Comma separated, no spaces in the case of "mnemonics".

Start_date, end_date: Dates in YYYY-MM-DD format.

Periodicity: one character from the following choices
A: Annual
Q: Quarterly
M: Monthly
W: Weekly
D: Daily

Query: String to use as a text search; * is a valid wild card symbol