Hedge Fund Monitor

Series Information and Data: All Series in Data Set

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

Description

Returns a hash of basic information and all the data for a specific dataset. If no specific dataset is given, then a hash containing only basic information about each data set is returned.

Parameters

dataset - The specific data set for which to return the underlying series information and data. Available data sets can be queried by the following keys:

Key	Data Set
fpf	SEC Form PF
tff	CFTC Traders in Financial Futures
scoos	Senior Credit Officer Opinion Survey on Dealer Financing Terms
ficc	FICC Sponsored Repo Service Volumes

vintage - If the vintage isn’t specified then the whole datasets (preliminary, final, and "as of") will be returned. The valid values for this parameter are:

Value	Description
p	Preliminary
f	Final
a	As of

start_date - First date in "YYYY-MM-DD" format for which you want to receive data. If no start_date is given, "1901-01-01" is used.
end_date - Last date in "YYYY-MM-DD" format for which you want to receive data. If no end_date is given, today's date is used.

periodicity - Converts the series to the given periodicity. Available values are:

Value	Description
A	Calendar Year End
AS	Calendar Year Start
D	Daily
M	Calendar Month End
MS	Calendar Month Start
W	Weekly (Sunday Start)
B	Business Day (Weekday)
BM	Business Month End
BMS	Business Month Start
Q	Quarter End
BQ	Business Quarter End
QS	Quarter Start
BQS	Business Quarter Start
BA	Business Year End
BAS	Business Year Start

how - How to calculate the value for the given periodicity. By default the last value in that period is given. Available values are:

Value	Description
first	First Value of the Period
last	Last Value of the Period
mean	Mean Value for the Period
median	Median Value for the Period
sum	Sum of All Values in the Period

remove_nulls - If this parameter is set to "true" all nulls in the series will be removed.

time_format - The format for the dates in the series. By default they are returned as strings in the format: YYYY-MM-DD. Available values are:

Value	Description
date	Returned as a string in the format: YYYY-MM-DD
ms	Returned as an integer of the number of milliseconds since epoch (1970-01-01)

Examples

Call:

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

Output:

{
    "ficc": {
        "long_name": "FICC Sponsored Repo Service Volumes",
        "short_name": "FSponsored Repo"
    },
    "fpf": {
        "long_name": "SEC Form PF",
        "short_name": "SEC Form PF"
    },
    "scoos": {
        "long_name": "Senior Credit Officer Opinion Survey on Dealer Financing Terms",
        "short_name": "SCOOS"
    },
    "tff": {
        "long_name": "CFTC Commitments of Traders",
        "short_name": "CFTC Commitments of Traders"
    }
}

Call:

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

Output:

{
    "short_name": "SEC Form PF",
    "long_name": "SEC Form PF",
    "timeseries": {
        "FPF-ALLQHF_CDSDOWN250BPS_P5": {
            "timeseries": {
                "aggregation": [
                    [
                        "2013-03-31",
                        -3
                    ],
                    [
                        "2013-06-30",
                        -2
                    ],
                    [
                        "2013-09-30",
                        -2.049999999999997
                    ],
        ...
        "FPF-ALLQHF_CDSDOWN250BPS_P50": {
            "timeseries": {
                "aggregation": [
                    [
                        "2013-03-31",
                        3
                    ],
                    [
                        "2013-06-30",
                        3
                    ],
                    [
                        "2013-09-30",
                        4
                    ],
        ...
        "FPF-ALLQHF_CDSUP250BPS_P5": {
            "timeseries": {
                "aggregation": [
                    [
                        "2013-03-31",
                        null
                    ],
                    [
                        "2013-06-30",
                        -17
                    ],
                    [
                        "2013-09-30",
                        null
                    ],
                    [
                        "2013-12-31",
                        null
                    ],
        ...
}

Version

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