Portfolio X-Ray API

Build Portfolio X-Ray APIs into your digital experience for quick investment and earnings summaries.

Response Structure

A successful request returns a JSON object with two arrays: XRay, which holds the analysis, and SecurityReference, which holds reference data for the securities involved. This page describes the structure at the section level. For field-level definitions, see the API reference.

{
  "XRay": [
    {
      "PortfolioName": "ExamplePortfolio1",
      "AnalysisDate": "...",
      "ReturnMethodology": "QuickPortfolio",
      "PerformanceDate": { ... },
      "Analysis": { ... },
      "Holdings": { ... },
      "Statistics": { ... },
      "PortfolioBenchmark": { ... },
      "Returns": { ... },
      "SecurityFees": { ... },
      "Risks": { ... },
      "Ownership": { ... },
      "FinraHeader": { ... }
    }
  ],
  "SecurityReference": [ { ... } ]
}

XRay contains one object for each portfolio in the request. Use PortfolioName to identify each one.
SecurityReference contains identifying information for the securities, such as SecurityId, CUSIP, ISIN and Name.

Portfolio-Level Properties

Each XRay object starts with the following properties.

Property	Description
`PortfolioName`	The name of the portfolio, as provided in the request.
`AnalysisDate`	The date of the analysis.
`ReturnMethodology`	The return methodology used in the calculation. The value is `QuickPortfolio`.
`PerformanceDate`	The key dates available for the portfolio: `EarliestCommonDate`, `EarliestAvailableDate`, `EarliestInceptionDate` and `EarliestCommonExtendedDate`.

Response Sections

The remaining properties of each XRay object are the analysis sections.

Section	What it contains
`Analysis`	How the portfolio is allocated and diversified: `AssetAllocation`, `EquityAnalysis`, `FixedIncomeAnalysis` and `InvestmentStyle`. `AssetAllocation` reports long, short and net positions by asset class, and the asset classes depend on the asset class group you selected. See Asset Class Group Breakdown.
`Holdings`	Holdings-based views: `RegionAnalysis`, `TopNetUnderlyingHoldings`, `PortfolioHoldings` and `StockIntersection`, which shows overlapping equity holdings across the portfolio's funds.
`Statistics`	`PortfolioSummary`, including the portfolio value and currency, and `FundStatistics`.
`PortfolioBenchmark`	The benchmark used for the analysis. `Type` is `Standard`, `AutoAsset`, `AutoCategory` or `Custom`, followed by the benchmark holdings and weights.
`Returns`	`TrailingReturns`, `CalendarYearReturn`, `RollingReturns`, `InvestmentActivity` and `SecurityReturns`.
`SecurityFees`	Fee data for each security in the portfolio.
`Risks`	`RiskStatistics`, `MPTStatistics`, `CorrelationMatrix`, `Drawdown` and `CaptureRatio`.
`Ownership`	Ownership zone data for equity holdings.
`FinraHeader`	The FINRA disclosure message, in `Message`.

What Affects the Response

Several request options change what you receive.

View. The View property selects a predefined set of data points, so not every section appears in every response. If a section is missing, check the view. See Configuring the Analysis.
Optional data sections. Rolling returns and the correlation matrix are returned only when you request them with ReturnDataSections. Rolling returns also require RollingReturnFrequencies.
Gross and net returns. Set IncludeGrossNetReturns to true to receive both values in trailing returns and calendar year returns.
Asset class group. The AssetClassGroupConfigs setting determines the asset classes used in AssetAllocation. The response returns the group identifier in the Id property. See Asset Class Group Breakdown.
Analysis period. The start and end date settings determine the period covered by returns and risk data. PerformanceDate shows the dates available for the portfolio.
Locale. The langcult query parameter sets the language and locale of the response.

Working With Two Portfolios

When a request contains two portfolios, XRay contains two objects, one per portfolio. SecurityReference is a single array for the whole response. See Compare Two Portfolios.

Field-Level Detail

Each section contains many nested objects, including data for the portfolio, the benchmark and individual securities. For definitions of every field, see the Portfolio X-Ray API reference.