OFR Short-term Funding Monitor - API

Short-term funding markets are the core of liquidity and maturity transformation in financial markets. They provide financing for financial institutions, serve as alternatives to deposits for cash investors, and can be used to obtain securities. However, as unavoidable consequences of their functions, these critical markets are vulnerable to disruptions. Problems faced by financial institutions or other parts of the financial system often appear as stresses in short-term funding markets. As part of the Office of Financial Research’s mission to promote and monitor financial stability, the OFR collects a variety of data on these markets. The Short-term Funding Monitor presents these data and places them in context with other data sources.

Series Information: Series Search

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

Description

Returns a list of data sets and series that contain field values that match the given search query. The results are returned with the following fields:

  • mnemonic: unique identifier for the series
  • dataset: identifier for the data set that the series is a part of
  • field: the metadata field that satisfies the search query
  • value: the value of the field that satisfies the search query
  • type: format of the data within the field

If the metadata is at the data set level, then "mnemonic" will be "none".

Parameters

  • query - The value for which you want to search. * and ? are supported. This parameter is required.

Examples

Call:
https://data.financialresearch.gov/v1/metadata/search?query=Outstanding*
Output:
[
  {
    "value": "Outstanding Volume",
    "dataset": "repo",
    "mnemonic": "REPO-DVP_OV_G30-P",
    "field": "description/subtype",
    "type": "str"
  },
  {
    "value": "Outstanding volume of term repurchase agreements with an initial tenor of more than 30 days in the Fixed Income Clearing Corporation's DVP Service",
    "dataset": "repo",
    "mnemonic": "REPO-DVP_OV_G30-P",
    "field": "description/description",
    "type": "str"
  },
  {
    "value": "Outstanding Volume",
    "dataset": "repo",
    "mnemonic": "REPO-DVP_OV_LE30-P",
    "field": "description/subtype",
    "type": "str"
  },
  ...
]
Call:
https://data.financialresearch.gov/v1/metadata/search?query=*dvp*
Output:
[
  {
    "value": "REPO-DVP_AR_G30-P",
    "dataset": "repo",
    "mnemonic": "REPO-DVP_AR_G30-P",
    "field": "mnemonic",
    "type": "str"
  },
  {
    "value": "DVP Service Average Rate: Term, >30 Days (Prototype)",
    "dataset": "repo",
    "mnemonic": "REPO-DVP_AR_G30-P",
    "field": "description/name",
    "type": "str"
  },
  {
    "value": "Volume-weighted mean interest rate of term repurchase agreements starting on a given day and maturing in more than 30 days in the Fixed Income Clearing Corporation's DVP Service",
    "dataset": "repo",
    "mnemonic": "REPO-DVP_AR_G30-P",
    "field": "description/description",
    "type": "str"
  },
  ...
]

Version

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

1.0