OFR Short-Term Funding Monitor Scraper
Pricing
from $6.00 / 1,000 results
OFR Short-Term Funding Monitor Scraper
Scrapes OFR Short-Term Funding Monitor series by mnemonic and returns each dated observation as a flat row with value and series identifier.
Pricing
from $6.00 / 1,000 results
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0.0
(0)
Developer
ParseForge
Maintained by CommunityActor stats
0
Bookmarked
2
Total users
1
Monthly active users
14 days ago
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OFR Short-Term Funding Monitor Scraper
Scrape OFR Short-Term Funding Monitor data for any series, from repo rates to Treasury yields. Each dated observation comes with its value, series mnemonic, and clean metadata. No API key or registration. Export to CSV, JSON, Excel, or XML.
The OFR Short-Term Funding Monitor publishes daily and monthly series on repo rates, money market funds, and Treasury yields, but the official download tools are clunky and hard to automate. This Actor pulls the public data feed directly, so you can collect any series by mnemonic, filter by date, and get a flat row per observation. It is built for analysts who need clean funding data without writing their own scraper.
| Who uses it | What they scrape OFR Short-Term Funding Monitor for |
|---|---|
| Market researchers | Tracking short-term funding conditions and repo market stress |
| Quantitative analysts | Building time series datasets for interest rate models |
| Risk managers | Monitoring money market fund flows and funding rate volatility |
| Financial journalists | Pulling current and historical funding data for reporting |
What it does
This Actor collects OFR Short-Term Funding Monitor observations by series mnemonic and returns each dated observation as a flat row.
- π Series selection: choose from 11 built-in mnemonics or add any custom OFR series code
- ποΈ Date filtering: set start and end dates to limit observations to a specific window
- π’ Record limits: cap the number of records per run from 1 to 1,000,000
- π Flat output: each observation becomes one row with date, value, and series identifier
Results export to CSV, JSON, Excel, or XML, or straight from the API.
What you can do with OFR Short-Term Funding Monitor data
π Monitor repo market stress.
A risk manager runs the Actor daily for REPO-TRI_AR_OO-P and REPO-GCF_AR_OO-P to track overnight repo rates and detect funding pressure.
π Build a yield curve dataset.
A quant analyst collects TYLD-TCMR-3Mo-A, TYLD-TCMR-2Yr-A, and TYLD-TCMR-10Yr-A for the past five years to feed a term structure model.
π° Track money market fund flows.
A market researcher pulls MMF-MMF_TOT-M monthly to analyze shifts in money market fund investments and their impact on short-term rates.
π° Report on funding conditions.
A financial journalist uses FNYR-EFFR-A and FNYR-OBFR-A to compare the effective federal funds rate with the overnight bank funding rate for a story.
Why choose this scraper
| What you get | |
|---|---|
| No API key | Access the public OFR data feed without registration or authentication |
| Flexible series | Use built-in mnemonics or any custom code from the OFR catalog |
| Clean time series | Get one row per observation with consistent date and value fields |
| Date control | Filter by start and end date to fetch only the period you need |
How it compares
No other Store actor targets OFR Short-Term Funding Monitor the same way, so the honest comparison is with the alternatives teams actually weigh.
| OFR Short-Term Funding Monitor Scraper | Build it in-house | By hand | |
|---|---|---|---|
| Setup | Run it now, zero config | Days of engineering | None, but hours per pull |
| When OFR Short-Term Funding Monitor changes | Maintained for you | You fix it | You re-learn the page |
| Proxies, retries, anti-bot | Built in | Your problem | Browser only |
| Output | Fixed JSON schema, CSV/Excel export | Whatever you build | Copy-paste |
| Cost | Pay per result | Engineering time | Analyst hours |
Configure the run
Drive the Actor with one or more series mnemonics, and set date filters and a record limit to control exactly which observations are collected. The Input tab lists every parameter.
A first run with the defaults:
A larger pull:
Pricing
Pay-per-result: $0.008 per result collected. You pay only for the results written to your dataset.
| Results collected | Approximate cost |
|---|---|
| 100 results | $0.80 |
| 1,000 results | $8.00 |
| 10,000 results | $80.00 |
New Apify accounts start with $5 in free credit.
Free users
Free-plan runs return up to 10 results as a preview. Upgrade your Apify plan to collect up to 1,000,000 results per run.
Run it
- Create a free Apify account with $5 in credit.
- Open the OFR Short-Term Funding Monitor Scraper.
- Set your inputs and any filters, then click Start.
- Export the results as CSV, Excel, JSON, or XML from the Dataset tab.
Run it programmatically through the Apify API (run-sync-get-dataset-items) or the ApifyClient for JavaScript and Python.
Use with AI agents (MCP)
Give an AI agent live access to OFR Short-Term Funding Monitor through the Model Context Protocol. Add the Actor to Claude, Cursor, or any MCP client:
Then prompt it in plain language to run the scraper and read back the results.
Troubleshooting
Why am I getting no results?
Check that the mnemonic is valid and that your date range overlaps with the series history. Some series may have gaps or start later than others.
The Actor returns an error for a custom mnemonic.
Verify the mnemonic against the OFR catalog. Codes are case-sensitive and must match exactly, for example REPO-GCF_AR_TOT-P.
I only get a few records even though I set a high maxItems.
The OFR feed may have limited history for that series. Check the start date and try a broader range or a different series.
The date filter is not working as expected.
Make sure dates are in YYYY-MM-DD format and that startDate is before endDate. The Actor includes observations on the boundary dates.
FAQ
| Question | Answer |
|---|---|
| What is the OFR Short-Term Funding Monitor? | It is a public dataset from the Office of Financial Research that tracks short-term funding markets, including repo rates, money market fund investments, and Treasury yields. |
| Do I need an API key or registration? | No. The Actor reads the public OFR data feed directly, so no authentication is required. |
| How do I find the mnemonic for a series? | Check the OFR series catalog at data.financialresearch.gov. You can enter any valid mnemonic in the Custom Mnemonics field. |
| Can I fetch multiple series in one run? | Yes. Select one built-in series and add any number of custom mnemonics. Each series is fetched and returned as separate records. |
| What date range can I scrape? | You can set a start date and end date in YYYY-MM-DD format. Leave them empty to get all available history up to the latest observation. |
| What is the maximum number of records? | You can set a limit from 1 to 1,000,000 records per run. The default is 10. |
| What output formats are supported? | The Actor returns data in JSON, CSV, Excel, or XML, depending on your Apify dataset settings. |
| How often is the data updated? | The OFR updates the Short-Term Funding Monitor daily for most series, and the Actor fetches the latest available data on each run. |
Related actors
- fred-scraper: Use this for Federal Reserve Economic Data (FRED) series, which covers a broader set of economic indicators.
Browse the full ParseForge collection for more scrapers.
π Need help? Email parseforge@protonmail.com with your run ID, your input, and what you expected.
β οΈ Disclaimer. This Actor is unofficial and is not affiliated with, endorsed by, or sponsored by Office of Financial Research. It collects only publicly available data. You are responsible for using the collected data in compliance with the source's terms of service and applicable data-protection laws, including GDPR, CCPA, and PIPL. Do not use it to collect personal data unlawfully.
