Time Series API
Build Time Series APIs into your digital experience for quick investment and earnings summaries.
Choose a Data Point
The Time Series API has a separate endpoint for each category and data point, and there are several hundred of them. Choosing a data point means choosing the endpoint you will call. This page explains how endpoints are organized, how to find the one you need, and what to check before you build a request.
For background on the terms used here, see Core Concepts.
How Endpoints Are Organized
Every endpoint uses the same path pattern. The category and the data point name are both part of the path.
GET /direct-web-services/time-series/v1/{category}/{data-point}/{ids}
For example, the following endpoint returns the overall Morningstar Rating for the investments in {ids}.
GET /direct-web-services/time-series/v1/fund-research/morningstar-rating-overall/{ids}
Each request returns one data point. To retrieve several data points, make one request for each.
Categories
The API groups data points into eight categories.
| Category | What It Contains | Example Data Points |
|---|---|---|
performance | Returns, yields, prices and related performance measures. | daily-price, 7-day-yield, rolling-return, daily-ohlcv |
fund-research | Ratings and analytics. | morningstar-rating-overall, morningstar-medalist-rating, rating-3-yr |
fund-sustainability | Fund-level sustainability ratings, research and analytics. | absolute-carbon-emissions-scope-1-and-2-tonnes, morningstar-esg-risk-rating-for-funds |
fees-expenses | Fees and expenses. | accounting-fee, annual-report-ongoing-charge, performance-fee-actual |
portfolio-holdings | Data points based on the holdings of a portfolio. | portfolio-carbon-risk-score, portfolio-environmental-risk-score |
portfolio-analytics | Data points based on portfolio analytics. | current-yield, dividend-yield-long, market-cap-large-percentage-long-rescaled |
reference | Reference data. | daily-closing-price, sri-value |
corporate-actions | Corporate action data. | dividend-amount-history |
Data Points Available in More Than One Category
Some data points are available under more than one category. For example:
| Data Point | Categories |
|---|---|
monthly-return | performance, fund-research |
daily-closing-price | reference, performance |
current-yield | portfolio-analytics, performance |
morningstar-esg-risk-rating-for-funds | fund-sustainability, fund-research |
portfolio-carbon-risk-score | fund-sustainability, portfolio-holdings |
Because the category is part of the path, these appear as separate endpoints in the API reference. Read the description of each endpoint before you choose between them.
Find a Data Point
Use the following approaches to find the endpoint you need.
- Browse by category. The API reference groups endpoints by category. Open the category that matches the kind of data you need, such as
fees-expensesfor fee data. - Search by name. Data point names are lowercase and hyphenated, and describe the measure, so searching for a keyword such as
rating,yieldorcarbonfinds the related endpoints. - Use the naming patterns. Names follow conventions that help you tell similar data points apart. See the next section.
Naming Patterns
Names are built from a few recurring parts. These patterns appear across many data points.
| Pattern | What It Indicates | Examples |
|---|---|---|
daily-, monthly-, quarterly-, yearly- prefix | The period the measure is reported over. | daily-price, monthly-return, quarterly-return, yearly-return |
gross, net, market, inflation-adjusted in a return name | The type of return. | monthly-gross-return, monthly-net-return, monthly-market-return, monthly-inflation-adjusted-return |
three-year-, five-year-, ten-year- prefix, or -3-yr, -5-yr, -10-yr suffix | The rating period. | three-year-five-star-rating-percent, rating-3-yr |
-category-average suffix | The average for the investment's category rather than for the investment itself. | carbon-risk-score-category-average |
-actual or -estimated suffix | Whether a cost is reported or estimated. | performance-fee-actual, performance-fee-estimated |
| Currency code in the name | The currency the measure is expressed in. | carbon-footprint-scope-1-and-2-tonnes-per-gbp-millions |
Check the Data Point Before You Build a Request
Once you have chosen a data point, check the following before you build the request.
Standard or Computed
Most data points are standard and need only the general request parameters. Five data points are computed and accept extra parameters that control the calculation: return, cumulative-return, rolling-return, growth and price. If you choose one of these, see Configure Computed Data Points.
Univariate or Multivariate
Almost every data point returns univariate observations, a date and a single value. The exception is daily-ohlcv, which returns the open, high, low and closing price and the volume for each date. Multivariate data points have a shorter maximum lookback and don't support sinceInception, so choose a different approach if you need data since inception. See Quick Lookup for the limits.
In Trial Status
The API reference lists some data points in a separate In Trial group. These are all in the performance category, and they include monthly-return, quarterly-return, growth and price, along with the return index variants. Check whether a data point is in trial before you build on it.
Examples
The following table shows how common needs map to data points.
| If You Need | Use This Data Point | Category |
|---|---|---|
| The daily price of an investment | daily-price | performance |
| Open, high, low, close and volume | daily-ohlcv | performance |
| Returns over a rolling window | rolling-return | performance |
| The 7-day yield of an investment | 7-day-yield | performance |
| The overall Morningstar Rating | morningstar-rating-overall | fund-research |
| The Morningstar Medalist Rating | morningstar-medalist-rating | fund-research |
| The ESG risk rating of a fund | morningstar-esg-risk-rating-for-funds | fund-sustainability or fund-research |
| The ongoing charge of a fund | annual-report-ongoing-charge | fees-expenses |
| The Summary Risk Indicator | sri-value | reference |
| Historical dividends, capital gains and split factors | dividend-amount-history | corporate-actions |
Next Steps
After you choose a data point, Request Time Series Data explains how to build the request.