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.

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.

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.

We have provided this open interface for public use. This API does not require tokens or registration, so feel free to use it immediately.

Base URL:

https://data.financialresearch.gov/

Version

You must include the API version you wish to reference in your call as part of the url path.

https://data.financialresearch.gov/v1

Currently the STFM API is on version: v1.

Technical Assertions & Guidelines

Protocols

All responses shall utilize HTTPS (HTTP + Secure Socket Layer).

Response Formats

All API output will be in JSON format.

Get Series Information

The following retrieve the metadata attached to each specified series.

/metadata/mnemonics/ - Retrieves all series as unique identifiers referred to as mnemonics.
/metadata/query/ - Retrieves the information for a specified series.
/metadata/search/ - Retrieves a list of series with identifying information that matches a query condition.

Get Series Data

The following retrieve the data for specified series.

/series/timeseries/ - Retrieves the data for a single series.
/calc/spread/ - Retrieves the spread between two series as a list of data points and values.

Get Series Information & Data

The following retrieve the metadata and data for specified series.

/series/full/ - Retrieves the information and data for a single series.
/series/multifull/ - Retrieves the information and data for a group of series.
/series/dataset/ - Retrieves the information and data for all series in a specified data set.

API Use Cases

The STFM API can be leveraged in a multitude of ways; for specific use cases, please see examples of API Requests and Responses.