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

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