---
title: "Get Rolling Return"
url: "https://developer-beta.morningstar.com/apis/time-series-api/versions/64e349d6-6f88-44cb-8d05-c86bc4a80b3b/operations/getPerformanceRollingReturn"
---
> Full API specification: https://developer-beta.morningstar.com/apis/time-series-api/versions/64e349d6-6f88-44cb-8d05-c86bc4a80b3b.md
# Get Rolling Return
`GET` `/direct-web-services/time-series/v1/performance/rolling-return/{ids}`
Operation ID: `getPerformanceRollingReturn`
## Path parameters
- `ids` (string, required) - Comma-separated list of up to 25 investment identifiers to query. Accepts: - Morningstar Performance ID (default) - Morningstar Security ID - Morningstar IDs (MSID) - ISIN - CUSIP - Trading symbol - Category ID Important: When a category ID is passed, the corresponding `identifierType` can be `performanceId` or `securityId`. The value must be URL-encoded. For example, if the category ID is `LC00002226;CA]FO`, the URL-encoded value is `LC00002226;CA%5DFO`.
## Query parameters
- `idTypes` (string, optional) - Comma-separated list specifying the type of each value passed in the `ids` parameter.
Rules: * Values must align with the order of values in `ids` * Use empty entries to skip * Omit trailing commas after the last non-empty value * Empty values default to `performanceId` Example: * `ids=id1,id2,id3` * `id1` and `id3` are performance IDs * `id2` is a security ID * `idTypes=securityId,isin,cusip` Accepted values: * `performanceId` (default) * `isin` * `securityId` * `cusip` * `tradingSymbol` * `msid`
- `baseCurrency` (string, optional) - Comma-separated list of 3-character ISO 4217 currency codes (for example, `CAD`, `EUR`, `JPY`).
* Filters results based on currency * Values must align with the order of values in `ids` * Use empty entries to skip * Omit trailing commas after the last non-empty value Example: * `ids=id1,id2,id3,id4,id5` * Base currency passed for `id2` and `id4` * `baseCurrency=USD,USD,USD`
- `domicile` (string, optional) - Comma-separated list of 3-character ISO 3166‑1 country codes (for example, `CAN`, `IRL`, `IND`). Rules: * Filters results based on domicile * Values must align with the order of values in `ids` * Use empty entries to skip * Omit trailing commas after the last non-empty value Example: * `ids=id1,id2,id3,id4,id5` * Domicile passed for `id2` and `id4` * `domicile=,USA,,USA`
- `exchangeCountry` (string, optional) - Comma-separated list of 3-character ISO 3166‑1 country codes (for example, `CAN`, `IRL`, `IND`). * Filters results based on domicile * Values must align with the order of values in `ids` * Use empty entries to skip * Omit trailing commas after the last non-empty value Example: * `ids=id1,id2,id3,id4,id5` * Exchange country passed for `id2` and `id4` * `exchangeCountry=,USA,,USA`
- `exchangeId` (string, optional) - Comma-separated list of exchange IDs (for example, `EX$$$$XMEX`, `EX$$$$XNAS`). * Filters results based on exchange ID * Values must align with the order of values in `ids` * Use empty entries to skip * Omit trailing commas after the last non-empty value Example: * `ids=id1,id2,id3,id4,id5` * Exchange ID passed for `id2` and `id4` * `exchangeId=,EX$$$$XMEX,,EX$$$$XNAS`
- `frequency` (string, optional) - Specifies the time interval between data points.
- `startDate` (string, date, optional) - Specifies the start date for the time series. Accepted format is `yyyy-MM-dd`.
- `endDate` (string, date, optional) - Specifies the end date for the time series. Accepted format is `yyyy-MM-dd`.
- `timePeriod` (number, optional) - Specifies the size of the time window for the data range. - Used in combination with `timePeriodUnit` to specify relative time ranges. - When `startDate`, `endDate`, `timePeriod` and `timePeriodUnit` are provided, `timePeriod` and `timePeriodUnit` take precedence.
- `timePeriodUnit` (string, optional) - Specifies the time period unit. - Used in combination with `timePeriod` to specify relative time ranges. - When `startDate`, `endDate`, `timePeriod` and `timePeriodUnit` are provided, `timePeriod` and `timePeriodUnit` take precedence.
- `applyEarliestCommonDate` (boolean, optional) - Specifies whether to apply the earliest common start date across all investments. When set to `true`, the start date of the time series is adjusted to match the latest inception date among the investments, ensuring all data points are aligned.
- `applyTrackRecordExtension` (boolean, optional) - Specifies whether to apply the Track Record Extension logic in order to extend the performance of an investment by copying the historical performance of another qualified older investment.
- `applyRestructureDate` (boolean, optional) - Specifies whether to consider the Morningstar or Custom restructure date when determining the start of the performance period. This option is applicable only when `applyEarliestCommonDate` is set to true.
- `sinceInception` (boolean, optional) - Sets the time range from inception (or the maximum supported lookback) to the end date. Takes precendence over any `timePeriod` / `timePeriodUnit` and `startDate` / `endDate` settings.
- `currencyId` (string, optional) - Specifies the currency in which to return data.
- `performanceType` (string, optional) - Specifies the type of performance calculation to apply. Accepts up to two values. The first value is considered the preferred or primary performance type. The second value is considered the secondary performance type and serves as a fallback if the preferred type returns no data. If only one value is provided, no fallback is attempted. Used with calculated data points only.
- `annualDays` (number, optional) - Specifies the number of days in a year for annualized calculations. Common values are 252 for business days, 365 for calendar days. Used with calculated data points only.
- `annualized` (boolean, optional) - Specifies whether the calculation results should be annualized. Used with calculated data points only.
- `preCurrency` (string, optional) - Specifies the currency to use before currency conversion. Accepts 3-character ISO 4217 currency codes. Used with calculated data points only.
- `requireContinueData` (boolean, optional) - Specifies whether continuous data is required for calculations. Used with calculated data points only.
- `stepSize` (number, optional) - Specifies the step size for rolling or iterative calculations. Used with 'rolling-return' data point only. For example, `stepSize=12` and `frequency=monthly` 12-month rolling values are calculated.
- `windowSize` (integer, optional) - Specifies the time interval between data points.
## Responses
- `200` - OK
- `400` - 400
- `500` - 500
## OpenAPI definition
```yaml
openapi: 3.1.0
info:
title: Time Series API
version: "1.0"
servers:
- url: https://www.us-api.morningstar.com
description: Americas
- url: https://www.apac-api.morningstar.com
description: APAC
- url: https://www.emea-api.morningstar.com
description: EMEA
paths:
/direct-web-services/time-series/v1/performance/rolling-return/{ids}:
get:
tags:
- Performance
summary: Get Rolling Return
parameters:
- name: ids
in: path
description: >-
Comma-separated list of up to 25 investment identifiers to query.
Accepts:
- Morningstar Performance ID (default)
- Morningstar Security ID
- Morningstar IDs (MSID)
- ISIN
- CUSIP
- Trading symbol
- Category ID
Important: When a category ID is passed, the corresponding `identifierType` can be `performanceId` or `securityId`. The value must be URL-encoded. For example, if the category ID is `LC00002226;CA]FO`, the URL-encoded value is `LC00002226;CA%5DFO`.
required: true
schema:
type: string
example: 0P000000GY,US0378331005,037833100
- name: idTypes
in: query
description: >-
Comma-separated list specifying the type of each value passed in the
`ids` parameter.
Rules:
* Values must align with the order of values in `ids`
* Use empty entries to skip
* Omit trailing commas after the last non-empty value
* Empty values default to `performanceId`
Example:
* `ids=id1,id2,id3`
* `id1` and `id3` are performance IDs
* `id2` is a security ID
* `idTypes=securityId,isin,cusip`
Accepted values:
* `performanceId` (default)
* `isin`
* `securityId`
* `cusip`
* `tradingSymbol`
* `msid`
schema:
type: string
example: securityId,isin,cusip
- name: baseCurrency
in: query
description: >-
Comma-separated list of 3-character ISO 4217 currency codes (for
example, `CAD`, `EUR`, `JPY`).
* Filters results based on currency
* Values must align with the order of values in `ids`
* Use empty entries to skip
* Omit trailing commas after the last non-empty value
Example:
* `ids=id1,id2,id3,id4,id5`
* Base currency passed for `id2` and `id4`
* `baseCurrency=USD,USD,USD`
schema:
type: string
example: USD,USD,USD
- name: domicile
in: query
description: >-
Comma-separated list of 3-character ISO 3166‑1 country codes (for
example, `CAN`, `IRL`, `IND`).
Rules:
* Filters results based on domicile
* Values must align with the order of values in `ids`
* Use empty entries to skip
* Omit trailing commas after the last non-empty value
Example:
* `ids=id1,id2,id3,id4,id5`
* Domicile passed for `id2` and `id4`
* `domicile=,USA,,USA`
schema:
type: string
example: USA,USA,USA
- name: exchangeCountry
in: query
description: >-
Comma-separated list of 3-character ISO 3166‑1 country codes (for
example, `CAN`, `IRL`, `IND`).
* Filters results based on domicile
* Values must align with the order of values in `ids`
* Use empty entries to skip
* Omit trailing commas after the last non-empty value
Example:
* `ids=id1,id2,id3,id4,id5`
* Exchange country passed for `id2` and `id4`
* `exchangeCountry=,USA,,USA`
schema:
type: string
example: USA,USA,USA
- name: exchangeId
description: >-
Comma-separated list of exchange IDs (for example, `EX$$$$XMEX`,
`EX$$$$XNAS`).
* Filters results based on exchange ID
* Values must align with the order of values in `ids`
* Use empty entries to skip
* Omit trailing commas after the last non-empty value
Example:
* `ids=id1,id2,id3,id4,id5`
* Exchange ID passed for `id2` and `id4`
* `exchangeId=,EX$$$$XMEX,,EX$$$$XNAS`
in: query
required: false
schema:
type: string
example: EX$$$$XMEX
- name: frequency
in: query
description: Specifies the time interval between data points.
schema:
enum:
- daily
- weekly
- monthly
- quarterly
- annually
type: string
default: daily
- name: startDate
in: query
description: >
Specifies the start date for the time series. Accepted format is
`yyyy-MM-dd`.
schema:
type: string
example: 2026-01-01
format: date
- name: endDate
in: query
description: >
Specifies the end date for the time series. Accepted format is
`yyyy-MM-dd`.
schema:
type: string
example: 2026-05-01
format: date
- name: timePeriod
in: query
description: >-
Specifies the size of the time window for the data range.
- Used in combination with `timePeriodUnit` to specify relative time
ranges.
- When `startDate`, `endDate`, `timePeriod` and `timePeriodUnit` are
provided, `timePeriod` and `timePeriodUnit` take precedence.
schema:
type: number
example: "12"
- name: timePeriodUnit
in: query
description: >-
Specifies the time period unit.
- Used in combination with `timePeriod` to specify relative time
ranges.
- When `startDate`, `endDate`, `timePeriod` and `timePeriodUnit` are
provided, `timePeriod` and `timePeriodUnit` take precedence.
schema:
type: string
enum:
- months
- days
- years
- name: applyEarliestCommonDate
in: query
description: >-
Specifies whether to apply the earliest common start date across all
investments.
When set to `true`, the start date of the time series is adjusted to match the latest inception date among the investments, ensuring all data points are aligned.
schema:
type: boolean
default: false
- name: applyTrackRecordExtension
in: query
description: >-
Specifies whether to apply the Track Record Extension logic in order
to extend the performance of an investment by copying the historical
performance of another qualified older investment.
schema:
type: boolean
default: false
- name: applyRestructureDate
in: query
description: >-
Specifies whether to consider the Morningstar or Custom restructure
date when determining the start of the performance period.
This option is applicable only when `applyEarliestCommonDate` is set
to true.
schema:
type: boolean
default: false
- name: sinceInception
in: query
description: >-
Sets the time range from inception (or the maximum supported
lookback) to the end date.
Takes precendence over any `timePeriod` / `timePeriodUnit` and
`startDate` / `endDate` settings.
required: false
schema:
type: boolean
default: false
- name: currencyId
in: query
description: Specifies the currency in which to return data.
schema:
type: string
enum:
- BAS
- AUD
- BND
- BRL
- CAD
- CHF
- CLP
- CNH
- CNY
- CZK
- DKK
- EUR
- GBP
- HKD
- HUF
- IDR
- ILS
- INR
- JPY
- KRW
- MOP
- MXN
- MYR
- NOK
- NZD
- PLN
- RMB
- RUB
- SEK
- SGD
- THB
- TWD
- USD
- ZAR
default: BAS
- name: performanceType
in: query
description: Specifies the type of performance calculation to apply. Accepts up
to two values. The first value is considered the preferred or
primary performance type. The second value is considered the
secondary performance type and serves as a fallback if the preferred
type returns no data. If only one value is provided, no fallback is
attempted. Used with calculated data points only.
schema:
type: string
enum:
- total
- market
- gross
default: total
example: total
- name: annualDays
in: query
description: Specifies the number of days in a year for annualized calculations.
Common values are 252 for business days, 365 for calendar days. Used
with calculated data points only.
schema:
type: number
default: 365.25
example: "365"
- name: annualized
in: query
description: Specifies whether the calculation results should be annualized.
Used with calculated data points only.
schema:
type: boolean
example: true
- name: preCurrency
in: query
description: Specifies the currency to use before currency conversion. Accepts
3-character ISO 4217 currency codes. Used with calculated data
points only.
schema:
type: string
example: USD
- name: requireContinueData
in: query
description: Specifies whether continuous data is required for calculations.
Used with calculated data points only.
schema:
type: boolean
example: "true"
- name: stepSize
in: query
description: Specifies the step size for rolling or iterative calculations. Used
with 'rolling-return' data point only. For example, `stepSize=12`
and `frequency=monthly` 12-month rolling values are calculated.
schema:
type: number
default: 1
example: "12"
- name: windowSize
in: query
description: Specifies the time interval between data points.
schema:
type: integer
example: 6
maximum: 2147483647
minimum: 1
responses:
"200":
$ref: "#/components/responses/ResponseTimeSeriesSingleObservation"
"400":
$ref: "#/components/responses/ResponseStatus400"
"500":
$ref: "#/components/responses/ResponseStatus500"
operationId: getPerformanceRollingReturn
security:
- Bearer: []
components:
responses:
ResponseTimeSeriesSingleObservation:
description: OK
content:
application/json:
schema:
$ref: "#/components/schemas/ResponseTimeSeriesSingleObservation"
ResponseStatus400:
description: "400"
content:
application/json:
schema:
$ref: "#/components/schemas/ErrorResponse"
examples:
ResponseStatus400Example1:
$ref: "#/components/examples/ResponseStatus400Example1"
ResponseStatus500:
description: "500"
content:
application/json:
schema:
$ref: "#/components/schemas/ErrorResponse"
examples:
ResponseStatus500Example1:
$ref: "#/components/examples/ResponseStatus500Example1"
schemas:
ResponseTimeSeriesSingleObservation:
title: ResponseTimeSeriesSingleObservation
readOnly: true
description: List of investments for which time series data was returned.
type: object
additionalProperties: false
properties:
investments:
type: array
minItems: 1
items:
$ref: "#/components/schemas/OutputInvestmentSingleObservation"
metadata:
$ref: "#/components/schemas/OutputMetadata"
ErrorResponse:
title: ErrorResponse
description: Defines the structure of an error response returned when a bad or
invalid request is submitted. Includes the HTTP status code, descriptive
message, and request identifier for traceability.
type: object
properties:
statusCode:
description: Numeric HTTP status code associated with the error.
type: integer
format: int32
example: 400
readOnly: true
errorCode:
description: Identifier for a specific type of error.
type: string
example: 400.timeSeries.009
readOnly: true
message:
type: string
description: Descriptive message providing details about the error or validation
failure.
example: Invalid frequency 'm' for datapoint 'daily-closing-price'.
readOnly: true
requestId:
description: Indicates unique request identifier.
example: c63e7f6c-b52d-42c3-9d1b-4a4b4ac05f3c
readOnly: true
type: string
additionalProperties: false
OutputInvestmentSingleObservation:
title: OutputInvestmentSingleObservation
type: object
additionalProperties: false
properties:
identifiers:
$ref: "#/components/schemas/OutputIdentifiers"
timeSeries:
$ref: "#/components/schemas/OutputTimeSeriesSingleObservation"
metadata:
$ref: "#/components/schemas/OutputInvestmentsMetadata"
OutputMetadata:
description: Metadata returned in response. Includes information about
identifiers for which no results were found.
title: OutputMetadata
type: object
properties:
messages:
$ref: "#/components/schemas/OutputMetadataMessages"
requestId:
description: Indicates the request identifier.
example: c63e7f6c-b52d-42c3-9d1b-4a4b4ac05f3c
type: string
readOnly: true
time:
description: Indicates time response was returned.
example: 2025-10-02T10:54:36.9161062Z
type: string
format: date-time
readOnly: true
additionalProperties: false
OutputIdentifiers:
title: OutputIdentifiers
description: Specifies the identifier type used to specify the target investment
in the request.
additionalProperties: false
properties:
performanceId:
type: string
example: 0P00002CI5
isin:
type: string
example: US2562191062
securityId:
type: string
example: FCUSA0000P
cusip:
type: string
example: 459200101
sedol:
type: string
example: B4TT7L5
tradingSymbol:
type: string
example: MDLOX
OutputTimeSeriesSingleObservation:
title: OutputTimeSeriesSingleObservation
type: object
description: A named time series with dated data points.
additionalProperties: false
properties:
categories:
type: array
description: Semantic tags/labels for this series.
items:
$ref: "#/components/schemas/OutputCategory"
dataPoint:
description: Data point time series relates to.
type: string
example: daily-price
enum:
- 12-mo-yield
- 7-day-gross-yield
- 7-day-unsubsidized-yield
- 7-day-yield
- absolute-carbon-emissions-scope-1-and-2-tonnes
- absolute-carbon-emissions-scope-1-and-2-tonnes-category-average
- absolute-carbon-intensity-scope-1-and-2-tonnes-per-usd-millions
- absolute-carbon-intensity-scope-1-and-2-tonnes-per-usd-millions-category-average
- accounting-fee
- administrator-fee
- advisor-fee
- aggregated-12-month-yield
- aggregated-sec-yield
- annual-ongoing-charge-excluding-performance-fee
- annual-ongoing-charge-including-performance-fee
- annual-report-adjusted-expense-ratio
- annual-report-management-expense-ratio-mer
- annual-report-ongoing-charge
- borrowing-costs-actual
- borrowing-costs-estimated
- carbon-footprint-scope-1-and-2-and-3-tonnes-per-usd-millions
- carbon-footprint-scope-1-and-2-and-3-tonnes-per-usd-millions-category-average
- carbon-footprint-scope-1-and-2-eligible-holding-type
- carbon-footprint-scope-1-and-2-number-of-holdings-covered
- carbon-footprint-scope-1-and-2-percentage-of-eligible-portfolio-covered
- carbon-footprint-scope-1-and-2-percentage-of-eligible-portfolio-not-covered
- carbon-footprint-scope-1-and-2-percentage-of-portfolio-covered
- carbon-footprint-scope-1-and-2-percentage-of-portfolio-eligible
- carbon-footprint-scope-1-and-2-percentage-of-portfolio-eligible-not-covered
- carbon-footprint-scope-1-and-2-percentage-of-portfolio-not-covered
- carbon-footprint-scope-1-and-2-percentage-of-portfolio-not-eligible
- carbon-footprint-scope-1-and-2-tonnes-per-aud-million-category-average
- carbon-footprint-scope-1-and-2-tonnes-per-aud-millions
- carbon-footprint-scope-1-and-2-tonnes-per-chf-million-category-average
- carbon-footprint-scope-1-and-2-tonnes-per-chf-millions
- carbon-footprint-scope-1-and-2-tonnes-per-eur-million-category-average
- carbon-footprint-scope-1-and-2-tonnes-per-eur-millions
- carbon-footprint-scope-1-and-2-tonnes-per-gbp-million-category-average
- carbon-footprint-scope-1-and-2-tonnes-per-gbp-millions
- carbon-footprint-scope-1-and-2-tonnes-per-hkd-million-category-average
- carbon-footprint-scope-1-and-2-tonnes-per-hkd-millions
- carbon-footprint-scope-1-and-2-tonnes-per-sgd-million-category-average
- carbon-footprint-scope-1-and-2-tonnes-per-sgd-millions
- carbon-footprint-scope-1-and-2-tonnes-per-usd-millions
- carbon-footprint-scope-1-and-2-tonnes-per-usd-millions-category-average
- carbon-risk-level-classification
- carbon-risk-score-category-average
- carbon-risk-score-percent-rank-in-category
- cum-fair-nav-unweighted-dri
- cum-fair-nav-weighted-dri
- current-yield
- cumulative-return
- daily-closing-price
- daily-estimated-holding-cost
- daily-gross-return-index
- daily-high-price
- daily-load-adj-return-index-restated
- daily-low-price
- daily-market-impact-cost
- daily-market-return-index
- daily-net-return-index
- daily-portfolio-concentration
- daily-price
- daily-return-index
- daily-return-index-cum-fair
- daily-tracking-volatility
- daily-volume
- daily-yield
- distribution-fee-percentage-of-nav-actual
- distribution-fee-percentage-of-nav-estimated
- dividend-amount-history
- dividend-yield-12-month
- dividend-yield-long
- dividend-yield-short
- entry-cost-acquired-actual
- equity-mkt-cap-rescaling-factor-long
- estimated-quarterly-return
- estimated-share-class-net-flow-daily
- estimated-share-class-net-flow-monthly
- ex-par-nav-unweighted-dri
- ex-par-nav-weighted-dri
- growth
- five-year-five-star-rating-percent
- five-year-four-star-rating-percent
- five-year-not-star-rated-percent
- five-year-not-star-rating-eligible-percent
- five-year-one-star-rating-percent
- five-year-three-star-rating-percent
- five-year-two-star-rating-percent
- historical-carbon-risk-score
- historical-corporate-esg-risk-score
- historical-sovereign-esg-risk-score
- income-only-yield-nav-uk
- income-only-yield-nav-us
- income-only-yield-price-us
- indirect-costs-closed-ended-actual-uk
- indirect-costs-closed-ended-estimated-uk
- indirect-costs-open-ended-actual-uk
- indirect-costs-open-ended-estimated-uk
- management-fee-ex-distribution-fees-actual
- management-fee-ex-distribution-fees-estimated
- market-cap-giant-percentage-long-rescaled
- market-cap-large-percentage-long-rescaled
- market-cap-micro-percentage-long-rescaled
- market-cap-mid-percentage-long-rescaled
- market-cap-small-percentage-long-rescaled
- maximum-entry-cost-acquired
- maximum-entry-cost-base-currency
- maximum-entry-cost-percentage
- maximum-exit-cost-acquired
- maximum-exit-fee-base-currency
- maximum-exit-fee-percentage
- model-representative-cost
- monthly-downside-tracking-error
- monthly-gross-return
- monthly-inflation-adjusted-return
- monthly-load-adj-return-restated
- monthly-market-return
- monthly-net-return
- monthly-return
- monthly-return-unweighted-nav
- monthly-return-unweighted-price
- monthly-return-weighted-nav
- monthly-return-weighted-price
- monthly-tracking-error
- monthly-yield
- morningstar-esg-risk-rating-for-funds
- morningstar-medalist-rating
- morningstar-medalist-rating-parent-pillar
- morningstar-medalist-rating-parent-pillar-type
- morningstar-medalist-rating-people-pillar
- morningstar-medalist-rating-people-pillar-type
- morningstar-medalist-rating-performance-pillar
- morningstar-medalist-rating-performance-pillar-type
- morningstar-medalist-rating-price-pillar
- morningstar-medalist-rating-price-pillar-type
- morningstar-medalist-rating-process-pillar
- morningstar-medalist-rating-process-pillar-type
- morningstar-medalist-rating-type
- morningstar-rating-overall
- nav-unweighted-daily-income-and-capital-gain-yield
- nav-unweighted-daily-income-only-yield
- nav-unweighted-daily-total-distribution-yield
- nav-unweighted-dri
- nav-weighted-daily-income-and-capital-gain-yield
- nav-weighted-daily-income-only-yield
- nav-weighted-daily-total-distribution-yield
- nav-weighted-dri
- ongoing-charge-ex-perf-fee
- ongoing-charge-inc-perf-fee
- ongoing-cost-actual
- ongoing-cost-estimated
- other-fee
- other-fee-amount-cn
- overall-five-star-rating-percent
- overall-four-star-rating-percent
- overall-not-star-rated-percent
- overall-not-star-rating-eligible-percent
- overall-one-star-rating-percent
- overall-three-star-rating-percent
- overall-two-star-rating-percent
- performance-fee-actual
- performance-fee-estimated
- portfolio-carbon-risk-score
- portfolio-corporate-esg-risk-rating
- portfolio-corporate-esg-risk-score
- portfolio-environmental-risk-score
- portfolio-governance-risk-score
- portfolio-social-risk-score
- portfolio-sovereign-esg-risk-rating
- portfolio-sovereign-esg-risk-score
- portfolio-unallocated-risk-score
- price
- price-unweighted-daily-income-and-capital-gain-yield
- price-unweighted-daily-income-only-yield
- price-unweighted-daily-total-distribution-yield
- price-unweighted-dri
- price-weighted-daily-income-and-capital-gain-yield
- price-weighted-daily-income-only-yield
- price-weighted-daily-total-distribution-yield
- price-weighted-dri
- prospective-acquired-fund-expense
- prospectus-adjusted-expense-ratio
- quarterly-downside-tracking-error
- quarterly-gross-return
- quarterly-inflation-adjusted-return
- quarterly-load-adj-return-restated
- quarterly-market-return
- quarterly-net-return
- quarterly-return
- quarterly-tracking-error
- quoted-yield-daily
- rating-10-yr
- rating-3-yr
- rating-5-yr
- raw-return-cum-fair
- raw-return-market-price
- raw-return-nav
- real-assets-costs-actual-uk
- real-assets-costs-estimated-uk
- return
- rolling-return
- sec-yield
- sec-yield-rescaling-factor
- sitca-yield
- sri-value
- ten-year-five-star-rating-percent
- ten-year-four-star-rating-percent
- ten-year-not-star-rated-percent
- ten-year-not-star-rating-eligible-percent
- ten-year-one-star-rating-percent
- ten-year-three-star-rating-percent
- ten-year-two-star-rating-percent
- three-year-five-star-rating-percent
- three-year-four-star-rating-percent
- three-year-not-star-rated-percent
- three-year-not-star-rating-eligible-percent
- three-year-one-star-rating-percent
- three-year-three-star-rating-percent
- three-year-two-star-rating-percent
- total-expense-survey
- trading-expense
- transaction-costs-actual-uk
- transaction-costs-estimated-uk
- transaction-fee-actual
- transaction-fee-estimated
- turnover-ratio-percentage
- typical-exit-cost
- unannualized
- weekly-return
- yearly-capital-return
- yearly-gross-return
- yearly-income-return
- yearly-inflation-adjusted-return
- yearly-interest-income
- yearly-investor-return
- yearly-load-adj-return-restated
- yearly-market-return
- yearly-net-return
- yearly-return
performanceType:
type: string
description: Indicates the performance type used for the time series.
enum:
- total
- market
- gross
data:
type: array
items:
$ref: "#/components/schemas/DataModelSingleObservation"
OutputInvestmentsMetadata:
title: OutputInvestmentsMetadata
description: Provides the identifier look up details passed in request.
type: object
additionalProperties: false
properties:
exchangeCountry:
type: string
example: GBR
default: USA
description: Indicates exchange country used to look up investment. Represented
by 3-character ISO 3166-1 country codes.
minLength: 3
maxLength: 3
domicile:
type: string
example: GBR
default: USA
description: Indicates domicile used to look up investment. Represented
by 3-character ISO 3166-1 country codes.
minLength: 3
maxLength: 3
baseCurrency:
type: string
example: GBP
default: USD
description: Indicates base currency used to look up investment. Represented
by 3-character ISO 4217 currency codes.
minLength: 3
maxLength: 3
OutputMetadataMessages:
description: Provides information about identifiers for which no results were
returned.
title: OutputMetadataMessages
type: object
additionalProperties: false
properties:
investments:
description: Indicates identifiers for which no results were returned.
type: array
items:
$ref: "#/components/schemas/OutputMetadataMessageInvestment"
type:
type: string
description: Indicates the message type.
example: Warning
readOnly: true
const: Warning
message:
type: string
description: Description of the issue encountered.
example: "Lookup : Invalid investments."
readOnly: true
code:
type: string
description: Code associated with the message.
example: 404.common.125
readOnly: true
OutputCategory:
title: OutputCategory
type: string
description: Identifies the thematic category or functional area a data point
belongs to within the Time Series API.
enum:
- fees-expenses
- corporate-actions
- fund-sustainability
- fund-research
- performance
- portfolio-analytics
- portfolio-holdings
- reference
DataModelSingleObservation:
title: DataModelSingleObservation
description: Represents a time series of single observations, where each entry
contains a date and its corresponding value.
type: object
properties:
date:
type: string
format: date
example: 2025-09-06
value:
type: number
example: 1.108
OutputMetadataMessageInvestment:
title: OutputMetadataMessageInvestment
type: object
additionalProperties: false
properties:
id:
type: string
description: Indicates identifier value passed in request.
example: 0P000PPP6Q
readOnly: true
idType:
type: string
description: Indicates the identifier type passed in request.
example: performanceId
readOnly: true
examples:
ResponseStatus400Example1:
summary: 400 - Bad Request
value:
statusCode: 400
errorCode: 400.investmentDetails.002
message: Invalid date format. Expected format is yyyy-MM-d
requestId: 539d62a5-3586-4070-965e-0f7f64712d79
ResponseStatus500Example1:
summary: 500 - Internal Server Error
value:
statusCode: 500
errorCode: 500.investmentDetails.003
message: Error calling Investment API.
requestId: 539d62a5-3586-4070-965e-0f7f64712d79
securitySchemes:
Bearer:
type: http
scheme: bearer
bearerFormat: JWT
description: >-
JWT obtained from `POST /token/oauth`.
Send it on every request as `Authorization: Bearer `. Reuse the
token for up to 60 minutes, then request a new one.
```