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.
Overview
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.
The STFM 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.)
Request:https://data.financialresearch.gov/v1/series/dataset?dataset=tyld
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.)
Request:https://data.financialresearch.gov/v1/series/timeseries?mnemonic=nypd-pd_rp_t_etips_tot-a
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.)
Request:https://data.financialresearch.gov/v1/series/multifull?mnemonics=REPO-DVP_OV_LE30-P,REPO-DVP_OV_G30-P
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.
Request:https://data.financialresearch.gov/v1/series/dataset?dataset=tyld&start_date=2020-07-23
Get custom slice
Download one or more data series with user-specified begin, end, and periodicity.
Request:https://data.financialresearch.gov/v1/series/dataset?dataset=fnyr&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.
Request:https://data.financialresearch.gov/v1/metadata/search?query=Outstanding*
Get all mnemonics
Return all the time series mnemonics for the series managed by the API.
Request:https://data.financialresearch.gov/v1/metadata/mnemonics
Get all data sets
Return the data set mnemonics for data sets managed by the API.
Request:https://data.financialresearch.gov/v1/series/dataset
Get metadata fields
Return a list of all metadata fields. Fields that are text searchable are indicated.
Request:https://data.financialresearch.gov/v1/metadata/search
Request fields
Dataset: String that is restricted to the mnemonic for a valid data set managed by the STFM
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