Short-term Funding Monitor - API Single Series Query

Due to changes in form N-MFP, repurchase agreement values displayed for FICC and other counterparties may not be displaying accurately. We are working to resolve the issue and regret any inconvenience this may cause.

Series Information: Single Series Query

https://data.financialresearch.gov/v1/metadata/query

Description

Returns specific metadata for the given mnemonic. Series metadata is organized into fields; some fields have subfields. If you do not specify the fields parameter, all the metadata for that mnemonic is returned. The metadata is returned as a single hash with the field names and their value.

Parameters

mnemonic - The mnemonic for which you want to retrieve metadata. This parameter is required.
fields - The fields you want to retrieve. You can retrieve multiple fields by separating them with commas. To access a subfield of a field use a / eg: release/long_name.

Examples

Call:

https://data.financialresearch.gov/v1/metadata/query?mnemonic=repo-dvp_ar_OO-P

Output:

{
  "mnemonic": "REPO-DVP_AR_OO-P",
  "description": {
    "vintage_approach": " Preliminary ",
    "vintage": "Preliminary",
    "notes": "The interest rate information published in this release is provided for informational purposes only. In particular, the rate information is not administered to International Organization of Securities Commissions (IOSCO) standards and is not intended to be referenced in contracts. Missing values in this series represent observation periods in which either no trading took place or in which disclosure edits were applied to protect business-confidential information.",
    "name": "DVP Service Average Rate: Term, Overnight/Open (Preliminary)",
    "subsetting": "Tenor",
    "subtype": "Interest Rate",
    "description": "Volume-weighted mean interest rate of overnight and open repurchase agreements in the Fixed Income Clearing Corporation's DVP Service"
  },
  "schedule": {
  ...
}

Call:

https://data.financialresearch.gov/v1/metadata/query?mnemonic=repo-dvp_ar_oo-P&fields=release/long_name

Output:

{
  "release": {
    "long_name": "OFR U.S. Repo Markets Data Release"
  }
}

Version

This API endpoint is available in the following versions of the OFR API.