Time Series API

Build Time Series APIs into your digital experience for quick investment and earnings summaries.

About

View MarkdownDownload Markdown

Showing how an investment has performed and changed is central to fund selection, client reporting, and ongoing oversight. The API serves product owners and platform teams responsible for adviser and investor platforms, and research teams responsible for fund monitoring, by putting that history into their own applications without building and maintaining a historical database.

Looking for current values? For the latest value of a data point rather than its history, use the Investment Details API.

Common Use Cases

  • Chart performance on a fund page Show how a fund has performed with return and growth-of-investment series, ready to plot on a fund page or client dashboard.
  • Produce fact sheets and client reports Pull monthly and calendar-year returns, fees, and rating history for a reporting period to populate fact sheets and client reviews.
  • Compare funds side by side Retrieve the same measure for up to 25 funds at once, aligned to a common start date so the comparison is like for like.
  • Monitor ratings and ESG risk Track changes in Morningstar ratings and ESG risk scores across a fund range to flag funds for review.

Capabilities

  • Historical performance and prices Returns, return indexes, prices, yields, fund size, and estimated flows, each at the frequency the data point supports. Daily series are limited to 12 months per request.
  • Calculated performance Cumulative returns, rolling returns, and growth of an investment, calculated at request time from your parameters, such as the rolling window, annualization, or starting amount. Available for a small set of performance data points.
  • Price bars Daily open, high, low, close, and volume in a single series. Limited to 6 months per request.
  • Ratings and research history Morningstar Rating, Morningstar Medalist Rating and its pillars, and star-rating distributions. Most are monthly series, retrievable up to 10 years per request.
  • Sustainability and ESG history Carbon footprint, carbon intensity, carbon risk, and ESG risk scores and ratings, with category averages for comparison. Most are daily series, so a single request covers up to 12 months.
  • Fees and expenses history Ongoing charges, expense ratios, management and performance fees, and transaction costs, including UK-specific cost measures. Most are monthly series, retrievable up to 10 years per request.
  • Multi-investment requests and currency conversion Up to 25 investments per request, identified by Morningstar ID, ISIN, CUSIP, or ticker, with values in each investment's base currency or any of 33 other currencies.

Limits

  • One data point per request A view that shows several measures needs one request per data point, which the client runs in parallel and joins on date and investment.
  • 25 investments per request Larger lists must be split into batches of 25 and the results merged.
  • Lookback per request Longer histories must be requested as consecutive date ranges and stitched together. For example, five years of daily prices takes five requests for each batch of investments.
  • Frequency set by the data point Most data points are available at a single frequency, so showing weekly or quarterly values for a daily-only data point means aggregating on the client side. Because lookback follows frequency, daily sustainability and ESG series are also capped at 12 months per request.
  • Rate limits 10 requests per second. Combined with the limits above, requests multiply quickly: 10 data points for 100 funds is 40 requests before any date-range splitting.
  • Token lifetime Access tokens last 60 minutes, so long-running jobs must refresh tokens and retry requests that return 401 Unauthorized.

Access

  • Licence Required Yes. Where access depends on your agreement, your Morningstar account manager can confirm what's included.
  • Self-Serve Trial Access Yes, limited. A self-service trial includes Monthly Returns (Historical) and Return Index data for the investments in the trial universes, for 30 days. See Trial Access

Looking for Something Else?