Portfolio X-Ray API

OutputRiskUpsideItems

object

Upside capture ratio — the portfolio’s percentage capture of benchmark returns during periods when the benchmark was positive.

TimePeriodarray[object]
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Example

OutputSecurityInterestRateRiskItem

object
Maturitynumber(double)

Weighted average maturity of the security.

EffectiveDurationnumber(double)

Holding-weighted average price sensitivity to interest rate changes, including the impact of option features. Expressed in years.

WTDCouponnumber(double)
AverageCreditQualitynumber(double)

Morningstar proprietary measure of credit risk, derived from historical default rates associated with each credit rating level.

Example

OutputSecurityItem

object

Security reference data returned alongside the X-Ray response.

SecurityIdstring

Morningstar identifier for a share class.

CUSIPstring

Nine-character CUSIP identifier consisting of a six-character issuer number, two-character issue number, and one check digit.

ISINstring

ISO 6166 alphanumeric code uniquely identifying a financial instrument, consisting of a two-character country code, nine-character NSIN, and one check digit.

FundCodestring

Abbreviated fund name used as a trading code. Specific to Thai markets.

Namestring

Name of the investment.

TradingSymbolstring

Security trading symbol.

PerformanceIdstring

Morningstar performance identifier.

BaseCurrencystring

Currency in which the security is denominated, identified by ISO 4217 code.

Allowed values:MultipleCurrenciesAEDAFNALLAMDANGAOAARSAUDAWGAZNBAMBBDBDTBGNBHDBIFBMDBNDBOBBOVBRLBSDBTNBWPBYRBZDCADCDFCHECHFCHWCLFCLPCNYCOPCOUCRCCUPCVECZKDJFDKKDOPDZDEEKEGPERNETBEURFJDFKPGBPGELGHCGIPGMDGNFGTQGYDHKDHNLHRKHTGHUFIDRILSINRIQDIRRISKJMDJODJPYKESKGSKHRKMFKPWKRWKWDKYDKZTLAKLBPLKRLRDLSLLTLLVLLYDMADMDLMGAMKDMMKMNTMOPMROMURMVRMWKMXNMXVMYRMZNNADNGNNIONOKNPRNZDOMRPABPENPGKPHPPKRPLNPYGQARROLRONRSDRUBRWFSARSBDSCRSDDSEKSGDSHPSLLSOSSRDSTDSYPSZLTHBTJSTMTTNDTOPTRYTTDTWDTZSUAHUGXUSDUSNUSSUYUUZSVEFVNDVUVWSTXAFXAGXAUXBAXBBXBCXBDXCDXDRXFOXFUXOFXPDXPFXPTYERZARZMKZWR

Typestring

Security type code. BD=Bond, CT=529 Portfolio, CA=Category Average, CASH=Cash, EI=Economics Series, FC=Closed-End Fund, FE=ETF, FM=Money Market Fund, FO=Open-End Fund, FI=Unit Investment, FV=Insurance Product Fund, SA=Separate Account, ST=Stock, VA=UK LP SubAccounts, V1=Variable Annuity, XI=Index, SP=Custom Plan/Private Funds, CZ=Collective Investment Trust, MO=Models, VP=VA Policy, VL=VL Subaccount, FH=Hedge Fund, CP=529 Plan, MF=Open-End Fund, S1=UBS Separate Account.

Allowed values:BDCTCACASHEIFCFEFMFOFIFVSASTVAV1XISPProxyCZMOVPVLFHCPCITGAMFSCS1

InceptionDatestring(date-time)

Original issue date of the instrument.

ObsoleteTypestring

Reason the investment stopped pricing (e.g. liquidated or merged).

ObsoleteDatestring(date-time)

Date the investment was delisted or deleted.

SecurityReferenceTypesarray[string]

Roles this security plays in the response context.

Allowed values:PortfolioHoldingBenchmarkHoldingDisclosureIndexInvalidSecurityInactiveSecurityNotEntitled

Valuenumber(double)

Value of the security.

NotClassifiedHoldingIdstring

Identifier of an unclassified holding.

Weightnumber(double)

Percentage of portfolio assets allocated to this holding.

Example

OutputWorldRegions

object

The portfolio’s equity exposure broken down by geographic region. Percentages may reflect long, short, net, or long-rescaled positions.

Idstring

World region identifier.

PortfolioAnalyzednumber(double)

Percentage of portfolio analyzed.

Portfolioarray[object]
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Benchmarkarray[object]
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SecurityBreakdownarray[object]
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Example

OutputXRayFinraFinraHeader

object

FINRA disclosure header message.

Messagestring

FINRA disclosure message text.

Example