Data¶

Corporate Actions¶

GET /data/corporate-actions/{identifier}

Parameters

Name	In	Type	Required	Description
`identifier`	path	string	yes
`start`	query	string or null	no	Inclusive start date, YYYY-MM-DD.
`end`	query	string or null	no	Inclusive end date, YYYY-MM-DD.
`types`	query	array of string or null	no	Restrict to these action types, e.g. DIVIDEND, SPLIT.

Responses

Status	Meaning	Body
200	Successful Response	CorporateActionsResponse

Also the shared errors: 400, 401, 404, 405, 422, 500, 501, 503.

Features Batch¶

GET /data/features

Parameters

Name	In	Type	Required	Description
`identifiers`	query	array of string	yes	Identifiers to look up. Repeat the parameter or comma-separate; at most 1000 per call.
`date`	query	string or null	no	Point-in-time date, YYYY-MM-DD. Returns only rows valid then.
`fields`	query	array of string or null	no	Reference columns to return, plus derived fields such as adv_3m. All stored columns and no derived field by default.
`type`	query	string or null	no	Restrict to one feature dataset. Omitted searches every one, which picks arbitrarily between two carrying the same field name.

Responses

Status	Meaning	Body
200	Successful Response	FeatureBatchResponse

Also the shared errors: 400, 401, 404, 405, 422, 500, 501, 503.

Import Features¶

POST /data/features

Request body: FeatureImport

Responses

Status	Meaning	Body
201	Successful Response	FeatureImportResult

Also the shared errors: 400, 401, 404, 405, 422, 500, 501, 503.

Feature Catalogue¶

GET /data/features/catalogue

Responses

Status	Meaning	Body
200	Successful Response	FeatureCatalogue

Also the shared errors: 400, 401, 404, 405, 422, 500, 501, 503.

Features For¶

GET /data/features/{identifier}

Parameters

Name	In	Type	Required	Description
`identifier`	path	string	yes
`date`	query	string or null	no	Point-in-time date, YYYY-MM-DD. Returns only rows valid then.
`fields`	query	array of string or null	no	Reference columns to return, plus derived fields such as adv_3m. All stored columns and no derived field by default.
`type`	query	string or null	no	Restrict to one feature dataset. Omitted searches every one, which picks arbitrarily between two carrying the same field name.

Responses

Status	Meaning	Body
200	Successful Response	FeatureResponse

Also the shared errors: 400, 401, 404, 405, 422, 500, 501, 503.

Field Catalogue¶

GET /data/fields

Every datapoint an expression can name.

The features half already has its own catalogue; this adds the market and reference side so a client builds one field picker rather than one per dataset. Read from the loaded store rather than from the declaration, so a column nobody declared appears too.

Responses

Status	Meaning	Body
200	Successful Response	FieldCatalogue

Also the shared errors: 400, 401, 404, 405, 422, 500, 501, 503.

Identifiers¶

GET /data/identifiers

Parameters

Name	In	Type	Required	Description
`q`	query	string or null	no	Fragment to match against identifier and name. Absent or empty enumerates instead of searching.
`limit`	query	integer	no	Maximum rows, at most 1000.
`offset`	query	integer	no	Rows to skip, for walking an enumeration.
`datasets`	query	array of string or null	no	Only return identifiers covered by all of these, e.g. 'market'. Comma-separated or repeated.

Responses

Status	Meaning	Body
200	Successful Response	IdentifierSearchResponse

Also the shared errors: 400, 401, 404, 405, 422, 500, 501, 503.

Prices¶

GET /data/prices/{identifier}

Parameters

Name	In	Type	Required	Description
`identifier`	path	string	yes
`start`	query	string or null	no	Inclusive start date, YYYY-MM-DD.
`end`	query	string or null	no	Inclusive end date, YYYY-MM-DD.
`interval`	query	string	no	native, weekly or monthly.
`columns`	query	array of string or null	no	Market-data columns to return; all by default.
`adjusted`	query	boolean	no	Add an ADJ_CLOSE column: CLOSE back-adjusted for splits and dividends, so the last value equals the last raw close and history is scaled. An adjusted series answers what a holder would have made and is no longer a price.

Responses

Status	Meaning	Body
200	Successful Response	PricesResponse

Also the shared errors: 400, 401, 404, 405, 422, 500, 501, 503.

Reference Batch¶

GET /data/reference

Parameters

Name	In	Type	Required	Description
`identifiers`	query	array of string	yes	Identifiers to look up. Repeat the parameter or comma-separate; at most 1000 per call.
`date`	query	string or null	no	Point-in-time date, YYYY-MM-DD. Returns only rows valid then.
`fields`	query	array of string or null	no	Reference columns to return, plus derived fields such as adv_3m. All stored columns and no derived field by default.
`currency`	query	string or null	no	ISO code the converted money fields (market_cap, free_float_market_cap) are converted into, e.g. EUR. Name the index's currency to compare caps against its weights. USD by default. The unconverted figures come back in market_cap_local and free_float_market_cap_local regardless.

Responses

Status	Meaning	Body
200	Successful Response	BatchReferenceResponse

Also the shared errors: 400, 401, 404, 405, 422, 500, 501, 503.

Reference Values¶

GET /data/reference-values

The values one reference column holds.

Parameters

Name	In	Type	Required	Description
`column`	query	string	yes	The reference column, such as 'SECTOR'. Matched without regard to case.

Responses

Status	Meaning	Body
200	Successful Response	ReferenceValues

Also the shared errors: 400, 401, 404, 405, 422, 500, 501, 503.

Reference¶

GET /data/reference/{identifier}

One instrument's reference record, stored and derived.

fields and currency are honoured on the same terms as the batch form /data/reference, so a derived field such as market_cap comes back the same from either.

Universe memberships are answered here and not by the batch form.

Parameters

Name	In	Type	Required	Description
`identifier`	path	string	yes
`date`	query	string or null	no	Point-in-time date, YYYY-MM-DD. Returns only rows valid then.
`fields`	query	array of string or null	no	Reference columns to return, plus derived fields such as adv_3m. All stored columns and no derived field by default.
`currency`	query	string or null	no	ISO code the converted money fields (market_cap, free_float_market_cap) are converted into, e.g. EUR. Name the index's currency to compare caps against its weights. USD by default. The unconverted figures come back in market_cap_local and free_float_market_cap_local regardless.

Responses

Status	Meaning	Body
200	Successful Response	ReferenceResponse

Also the shared errors: 400, 401, 404, 405, 422, 500, 501, 503.

Table Page¶

GET /data/tables/{dataset}

One page of a stored dataset, optionally narrowed to some names.

identifiers is the only filter, and it exists because one instrument's history (its feature rows, its actions) would otherwise be reachable only by paging the whole table and filtering client-side, which can be close to a million rows to find a few dozen.

Still no sorting or predicate parameters. A client needing those wants a query language, and this is the wrong place to grow one -- the per-identifier endpoints and the expression API cover the rest.

Parameters

Name	In	Type	Required	Description
`dataset`	path	string	yes
`offset`	query	integer	no	Rows to skip, for walking an enumeration.
`limit`	query	integer	no	Maximum rows, at most 1000.
`identifiers`	query	array of string or null	no	Identifiers to look up. Repeat the parameter or comma-separate; at most 1000 per call.

Responses

Status	Meaning	Body
200	Successful Response	TablePage

Also the shared errors: 400, 401, 404, 405, 422, 500, 501, 503.