InputXRayRequestSettings
objectAnalysis settings including output currency, date range, performance frequency, and optional data sections.
OutputCurrencystringrequired
Currency used to calculate output values. 19 currencies are supported. Accepted values are ISO 4217 currency codes.
Allowed values:AUDBRLCADCHFDKKEURGBPHKDINRJPYMXNMYRNOKNZDSEKSGDTWDUSDZAR
Default:USD
AnalysisDateTimePeriodstring
End date period for the analysis. CustomDate requires PortfolioPerformanceEndDate to be set explicitly.
Allowed values:MonthEndQuarterEndYearEndCustomDate
Default:MonthEnd
AssetClassGroupConfigsobject
Asset class group to query.
Show Child Parameters
DisableRescaleboolean
When true, portfolio weights are not rescaled if any holdings are invalid or unentitled.
Default:false
EnablePerformanceCommonEndDateboolean
When true, the most recent common end date across all portfolios is used as the analysis end date.
Default:false
IncludeGrossNetReturnsboolean
When true, both gross and net return values are included in trailing returns and calendar year return data.
Default:false
IncludePortfolioInCorrelationMatrixboolean
When true, the portfolio is included as an entry in the correlation matrix.
Default:false
InitialValuenumber(double)
Initial value of the portfolio in the output currency.
Default:10000
>= 1
MaxCorrelationMatrixHoldingNumberinteger(int32)
Maximum number of holdings to include in the correlation matrix. Only applies when ReturnDataSections includes CorrelationMatrix.
Default:50
>= 2<= 50
PerformanceFrequencystring
Frequency of performance returns and risk calculations.
Allowed values:MonthlyQuarterly
Default:Monthly
PortfolioPerformanceStartDatestring
Start date of the analysis. CustomDate requires PortfolioPerformanceCustomStartDate to be set explicitly.
Allowed values:EarliestCommonEarliestAvailableEarliestCommonExtendedEarliestCommonExtended10YearYear10CustomDate
Default:EarliestCommon
PortfolioPerformanceEndDatestring(date)
End date of the analysis. Required when AnalysisDateTimePeriod is set to CustomDate.
Example:2022-10-31
PortfolioPerformanceCustomStartDatestring(date)
Custom start date of the analysis. Required when PortfolioPerformanceStartDate is set to CustomDate. Note: this field name contains a trailing space.
Example:2022-10-31
ReturnDataSectionsarray[string]
Additional data sections to include in the response. See RollingReturnFrequencies and MaxCorrelationMatrixHoldingNumber for related configuration.
Allowed values:CorrelationMatrixRollingReturns
Example:RollingReturns
RollingReturnFrequenciesarray[string]
Rolling return periods to calculate. Required when ReturnDataSections includes RollingReturns.
Allowed values:Month3Month6Year1Year3Year5Year10
Example:Month3
RollingReturnStepinteger(int32)
Step interval (in months) between rolling return calculations. Only applies when ReturnDataSections includes RollingReturns.
Default:1
>= 1
SynchronizePortfolioStartDateboolean
When true, the latest common start date across all portfolios is used as the analysis start date for all portfolios.
Default:false
Example
InputXRayView
objectIdstring
Identifier of a predefined set of data points to return in the response.
Allowed values:AllDefaultIntersectionOperationPortfolioStockIntersectionXrayOverviewSnapshot
Default:All
Example
OutputAnalysisItem
objectAnalysis data.
AssetAllocationarray[object]
Long, short, and net asset allocation positions. Asset class grouping depends on request settings.
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EquityAnalysisobject
Equity analysis data.
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FixedIncomeAnalysisobject
Fixed income analysis data.
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InvestmentStyleobject
Investment style data.
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Example
OutputAssetAllocation
objectLong, short, and net asset allocation positions. Asset class grouping depends on request settings.
Idstring
Asset class group identifier.
AsOfDatestring(date-time)
End date of analysis.
PortfolioAnalyzednumber(double)
Percentage of portfolio analyzed.
Portfolioarray[object]
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Benchmarkarray[object]
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SecurityBreakdownarray[object]
Show Child Parameters
Example
OutputAssetAllocationSecurity
objectSecurityIdstring
Unique identifier of a security.
Analyzednumber(double)
Percentage of security analyzed.
NotAnalyzednumber(double)
Percentage of security not analyzed.
AssetClassarray[object]
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Example