hedgefundmonitor

# OFR Hedge Fund Monitor API Free, open REST API from the U.S. Office of Financial Research (OFR) providing aggregated hedge fund time series data. No API key or registration required. **Base URL:** `https://data.financialresearch.gov/hf/v1` ## Quick Start ```python import requests import pandas as pd BASE = "https://data.financialresearch.gov/hf/v1" # List all available datasets resp = requests.get(f"{BASE}/series/dataset") datasets = resp.json() # Returns: {"ficc": {...}, "fpf": {...}, "scoos": {...}, "tff": {...}} # Search for series by keyword resp = requests.get(f"{BASE}/metadata/search", params={"query": "*leverage*"}) results = resp.json() # Each result: {mnemonic, dataset, field, value, type} # Fetch a single time series resp = requests.get(f"{BASE}/series/timeseries", params={ "mnemonic": "FPF-ALLQHF_LEVERAGERATIO_GAVWMEAN", "start_date": "2015-01-01" }) series = resp.json() # [[date, value], ...] df = pd.DataFrame(series, columns=["date", "value"]) df["date"] = pd.to_datetime(df["date"]) ``` ## Authentication None required. The API is fully open and free. ## Datasets | Key | Dataset | Update Frequency | |-----|---------|-----------------| | `fpf` | SEC Form PF — aggregated stats from qualifying hedge fund filings | Quarterly | | `tff` | CFTC Traders in Financial Futures — futures market positioning | Monthly | | `scoos` | FRB Senior Credit Officer Opinion Survey on Dealer Financing Terms | Quarterly | | `ficc` | FICC Sponsored Repo Service Volum...