Hedge Fund Monitor

Series Information and Data: Single Series

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

Description

Returns all the data and metadata for the given series. A hashed object is returned with a top-level key of the mnemonic.

Key Description
timeseries contains each of the series of data points associated with this mnemonic. Each series is keyed by its subseries name.
metadata contains a full hash of all series information associated with this mnemonic.

Parameters

  • mnemonic - The unique identifier for the series for which you want to retrieve data. This parameter is required.
  • 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/full?mnemonic=FPF-ALLQHF_NONGSIB_SUM
Output: 
{
    "FPF-ALLQHF_NONGSIB_SUM": {
        "timeseries": {
            "aggregation": [
                [
                    "2013-03-31",
                    114383291654
                ],
                [
                    "2013-06-30",
                    121893425140
                ],
                [
                    "2013-09-30",
                    118473104293
                ],
                [
                    "2013-12-31",
                    121538495517
                ],
        ...
        "metadata": {
            "mnemonic": "FPF-ALLQHF_NONGSIB_SUM",
            "description": {
                "vintage_approach": "Current vintage, as of last update",
                "vintage": "",
                "notes": "SEC Form PF question 47. Reflects borrowings equal to or greater than 5% of each fund's net asset value; excludes borrowings that do not meet this threshold. G-SIBs refers to Global Systemically Important Banks . Non-G-SIBs include regulated banks that are not G-SIBs and nonbank lenders.",
                "name": "All funds: borrowing from non-GSIB banks and nonbanks (sum dollar value)",
                "subsetting": "None",
                "subtype": "None",
                "description": "Dollar amount of lending by non G-SIBs"
            },
        ...
}
Call: 
https://data.financialresearch.gov/hf/v1/series/full?mnemonic=FPF-ALLQHF_FINANCINGLIQUIDTYGT7LE90_PERCENT&start_date=2020-02-01&end_date=2020-02-26
Output: 
{
    "FPF-ALLQHF_FINANCINGLIQUIDTYGT7LE90_PERCENT": {
        "timeseries": {
            "aggregation": []
        },
        "metadata": {
            "mnemonic": "FPF-ALLQHF_FINANCINGLIQUIDTYGT7LE90_PERCENT",
            "description": {
                "vintage_approach": "Current vintage, as of last update",
                "vintage": "",
                "notes": "SEC Form PF question 46. Includes utilized borrowing and cash financing available.",
                "name": "All funds: financing with 8-90 days maturity (share of total financing)",
                "subsetting": "None",
                "subtype": "None",
                "description": "Share of financing with 8-90 days maturity"
            },
        ...
}

Version

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

1