Short-term Funding Monitor - API Single Series Query

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: Single Series Query

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

Description

Returns specific metadata for the given mnemonic. Series metadata is organized into fields; some fields have subfields. If you do not specify the fields parameter, all the metadata for that mnemonic is returned. The metadata is returned as a single hash with the field names and their value.

Parameters

  • mnemonic - The mnemonic for which you want to retrieve metadata. This parameter is required.
  • fields - The fields you want to retrieve. You can retrieve multiple fields by separating them with commas. To access a subfield of a field use a / eg: release/long_name.

Examples

Call: 
https://data.financialresearch.gov/v1/metadata/query?mnemonic=repo-dvp_ar_le30-P
Output: 
{
  "mnemonic": "REPO-DVP_AR_LE30-P",
  "description": {
    "vintage_approach": "Final",
    "vintage": "Preliminary",
    "notes": "The interest rate information published in this release is provided for informational purposes only. In particular, the rate information is not administered to International Organization of Securities Commissions (IOSCO) standards and is not intended to be referenced in contracts. Missing values in this series represent observation periods in which either no trading took place or in which disclosure edits were applied to protect business-confidential information.",
    "name": "DVP Service Average Rate: Term, <=30 Days (Preliminary)",
    "subsetting": "Tenor",
    "subtype": "Interest Rate",
    "description": "Volume-weighted mean interest rate of term repurchase agreements starting on a given day and maturing in 30 or fewer days in the Fixed Income Clearing Corporation's DVP Service"
  },
  "schedule": {
  ...
}
Call: 
https://data.financialresearch.gov/v1/metadata/query?mnemonic=repo-dvp_ar_le30-P&fields=release/long_name
Output: 
{
  "release": {
    "long_name": "OFR U.S. Repo Markets Data Release"
  }
}

Version

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

1