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
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
Data Categories
The HFM organizes data into six categories (each downloadable as CSV):
- size — Hedge fund industry size (AUM, count of funds, net/gross assets)
- leverage — Leverage ratios, borrowing, gross notional exposure
- counterparties — Counterparty concentration, prime broker lending
- liquidity — Financing maturity, investor redemption terms, portfolio liquidity
- complexity — Open positions, strategy distribution, asset class exposure
- risk_management — Stress test results (CDS, equity, rates, FX scenarios)
Core Endpoints
Metadata
Series Data
Common Parameters
Key FPF Mnemonic Patterns
Mnemonics follow the pattern FPF-{SCOPE}_{METRIC}_{STAT}:
- Scope:
ALLQHF (all qualifying hedge funds), STRATEGY_CREDIT, STRATEGY_EQUITY, STRATEGY_MACRO, etc.
- Metrics:
LEVERAGERATIO, GAV (gross assets), NAV (net assets), GNE (gross notional exposure), BORROWING
- Stats:
SUM, GAVWMEAN, NAVWMEAN, P5, P50, P95, PCTCHANGE, COUNT
# Common series examples
mnemonics = [
"FPF-ALLQHF_LEVERAGERATIO_GAVWMEAN", # All funds: leverage (gross asset-weighted)
"FPF-ALLQHF_GAV_SUM", # All funds: gross assets (total)
"FPF-ALLQHF_NAV_SUM", # All funds: net assets (total)
"FPF-ALLQHF_GNE_SUM", # All funds: gross notional exposure
"FICC-SPONSORED_REPO_VOL", # FICC: sponsored repo volume
]
Reference Files
- references/api-overview.md — Base URL, versioning, protocols, response format
- references/endpoints-metadata.md — Mnemonics, query, and search endpoints with full parameter details
- references/endpoints-series-data.md — Timeseries, spread, and full data endpoints
- references/endpoints-combined.md — Full, multifull, dataset, and category endpoints
- references/datasets.md — Dataset descriptions (fpf, tff, scoos, ficc) and dataset-specific notes
- references/parameters.md — Complete parameter reference with periodicity codes, how values
- references/examples.md — Python examples: discovery, bulk download, spread analysis, DataFrame workflows
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