OFR (Office of Financial Research) data ingest. Datasets available at data.financialresearch.gov/v1/series/dataset: fnyr - Federal Reserve Bank of NY Reference Rates (BGCR, TGCR, SOFR, EFFR, OBFR + distributions) repo - OFR U.S. Repo Markets Data Release (164 series: GC repo by collateral/maturity)…
Office of Financial Research (OFR), U.S. Department of the Treasury. Retrieved from https://www.financialresearch.gov/. Compiled and redistributed by the Elkassabgi Data Library.
Processing: Retrieved from the official source, normalized to a long {series_key, obs_date, value} schema (period-start dates), de-duplicated, and stored as zstd Parquet. Compiled and redistributed by the Elkassabgi Data Library.
OFR (Office of Financial Research) data ingest. Datasets available at data.financialresearch.gov/v1/series/dataset: fnyr - Federal Reserve Bank of NY Reference Rates (BGCR, TGCR, SOFR, EFFR, OBFR + distributions) repo - OFR U.S. Repo Markets Data Release (164 series: GC repo by collateral/maturity) mmf - OFR U.S. Money Market Fund Data Release (42 series: AUM, flows, composition) nypd - Federal Reserve Bank of NY Primary Dealer Statistics (194 series) License: US public domain (OFR is a US federal agency created by Dodd-Frank). Source: Office of Financial Research, U.S. Department of the Treasury. No API key required. Run: python jobs/ingest_ofr.py
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