@bitget-ai/getagent-skill 0.2.1 → 0.3.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/.claude-plugin/marketplace.json +15 -4
- package/.claude-plugin/plugin.json +1 -1
- package/VERSION +1 -1
- package/package.json +1 -1
- package/skills/getagent/SKILL.md +169 -6
- package/skills/getagent/examples/btc-ema-cross-demo/backtest.yaml +4 -0
- package/skills/getagent/references/api/confirm.md +59 -0
- package/skills/getagent/references/api/index.md +9 -7
- package/skills/getagent/references/api/publish.md +13 -6
- package/skills/getagent/references/api/run.md +5 -5
- package/skills/getagent/references/api/upload.md +22 -4
- package/skills/getagent/references/backtest-engine.md +82 -152
- package/skills/getagent/references/package-schema.md +31 -8
- package/skills/getagent/references/sdk/backtest/catalog.md +17 -2
- package/skills/getagent/references/sdk/data/arxiv.md +8 -10
- package/skills/getagent/references/sdk/data/catalog.md +3 -8
- package/skills/getagent/references/sdk/data/commodity.md +71 -39
- package/skills/getagent/references/sdk/data/coverage.md +0 -3
- package/skills/getagent/references/sdk/data/crypto.md +1583 -402
- package/skills/getagent/references/sdk/data/currency.md +55 -15
- package/skills/getagent/references/sdk/data/derivatives.md +161 -50
- package/skills/getagent/references/sdk/data/economy.md +911 -259
- package/skills/getagent/references/sdk/data/equity.md +1719 -393
- package/skills/getagent/references/sdk/data/etf.md +550 -64
- package/skills/getagent/references/sdk/data/famafrench.md +38 -50
- package/skills/getagent/references/sdk/data/fixedincome.md +574 -139
- package/skills/getagent/references/sdk/data/imf_utils.md +0 -8
- package/skills/getagent/references/sdk/data/index.md +18 -32
- package/skills/getagent/references/sdk/data/news.md +128 -58
- package/skills/getagent/references/sdk/data/regulators.md +108 -43
- package/skills/getagent/references/sdk/data/sentiment.md +188 -34
- package/skills/getagent/references/sdk/data/uscongress.md +13 -21
- package/skills/getagent/references/sdk/data/web_search.md +3 -7
- package/skills/getagent/references/sdk/data/wikipedia.md +12 -18
- package/skills/getagent/references/sdk.md +14 -5
- package/skills/getagent/scripts/validate.py +109 -3
- package/skills/getagent/scripts/version_check.sh +13 -12
- package/skills/getagent/references/sdk/data/playbook-supported.md +0 -9871
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@@ -23,7 +23,7 @@ are callable through the DataSDK wrapper.
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### `etf.countries`
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```python
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data.etf.countries(symbol=..., use_cache=True
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data.etf.countries(symbol=..., use_cache=True)
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```
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Summary: Countries
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| Endpoint ID | `etf.countries` |
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| HTTP | `GET` |
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| Path | `/inner/v1/agent-data/etf/countries` |
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| Default provider | - |
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| SDK | `supported` |
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| Host | `supported` |
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| Notes | - |
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| Param | Required | Type | Default | Notes |
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|---|---|---|---|---|
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| `symbol` | `yes` | `string` | `-` | Symbol to get data for. Multiple comma separated items allowed
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| `use_cache` | `no` | `boolean` | `true` | Whether to use a cached request. All ETF data comes from a single JSON file that is updated daily. To bypass, set to False. If True, the data will be cached for 4 hours.
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| `symbol` | `yes` | `string` | `-` | Symbol to get data for. Multiple comma separated items allowed |
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| `use_cache` | `no` | `boolean` | `true` | Whether to use a cached request. All ETF data comes from a single JSON file that is updated daily. To bypass, set to False. If True, the data will be cached for 4 hours. |
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#### Response fields
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| Field | Type | Notes |
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|---|---|---|
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| `symbol` | `string` | Symbol representing the entity requested in the data. |
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| `country` | `string` | The country of the exposure. Corresponding values are normalized percentage points. |
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| `weight` | `number` | The net exposure of the ETF to the country as a percentage of the total ETF assets. |
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---
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### `etf.discovery.active`
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```python
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data.etf.discovery.active(sort='desc', limit=10
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data.etf.discovery.active(sort='desc', limit=10)
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```
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Summary: Active
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| Endpoint ID | `etf.discovery.active` |
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| HTTP | `GET` |
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| Path | `/inner/v1/agent-data/etf/discovery/active` |
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| Default provider | `wsj` |
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| SDK | `supported` |
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| Host | `supported` |
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| Notes | - |
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| `sort` | `no` | `string` | `desc` | enum: asc, desc Sort order. Possible values: 'asc', 'desc'. Default: 'desc'. |
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| `limit` | `no` | `integer` | `10` | The number of data entries to return. |
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#### Response fields
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| Field | Type | Notes |
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|---|---|---|
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| `symbol` | `string` | Symbol representing the entity requested in the data. |
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| `name` | `string` | Name of the entity. |
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| `last_price` | `number` | Last price. |
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| `percent_change` | `number` | Percent change. |
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| `net_change` | `number` | Net change. |
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| `volume` | `number` | The trading volume. |
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| `date` | `string` | The date of the data. |
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| `country` | `string` | Country of the entity. |
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| `mantissa` | `integer` | Mantissa. |
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| `type` | `string` | Type of the entity. |
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| `formatted_price` | `string` | Formatted price. |
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| `formatted_volume` | `string` | Formatted volume. |
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| `formatted_price_change` | `string` | Formatted price change. |
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| `formatted_percent_change` | `string` | Formatted percent change. |
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| `url` | `string` | The source url. |
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---
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### `etf.discovery.gainers`
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```python
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data.etf.discovery.gainers(sort='desc', limit=10
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data.etf.discovery.gainers(sort='desc', limit=10)
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```
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Summary: Gainers
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| Endpoint ID | `etf.discovery.gainers` |
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| HTTP | `GET` |
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| Path | `/inner/v1/agent-data/etf/discovery/gainers` |
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| Default provider | `wsj` |
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| SDK | `supported` |
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| Host | `supported` |
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| Notes | - |
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| `sort` | `no` | `string` | `desc` | enum: asc, desc Sort order. Possible values: 'asc', 'desc'. Default: 'desc'. |
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| `limit` | `no` | `integer` | `10` | The number of data entries to return. |
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#### Response fields
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| Field | Type | Notes |
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| `symbol` | `string` | Symbol representing the entity requested in the data. |
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| `name` | `string` | Name of the entity. |
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| `last_price` | `number` | Last price. |
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| `percent_change` | `number` | Percent change. |
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| `net_change` | `number` | Net change. |
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| `volume` | `number` | The trading volume. |
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| `date` | `string` | The date of the data. |
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| `bluegrass_channel` | `string` | Bluegrass channel. |
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| `country` | `string` | Country of the entity. |
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| `mantissa` | `integer` | Mantissa. |
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| `type` | `string` | Type of the entity. |
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| `formatted_price` | `string` | Formatted price. |
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| `formatted_volume` | `string` | Formatted volume. |
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| `formatted_price_change` | `string` | Formatted price change. |
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| `formatted_percent_change` | `string` | Formatted percent change. |
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| `url` | `string` | The source url. |
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---
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### `etf.discovery.losers`
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```python
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data.etf.discovery.losers(sort='desc', limit=10
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data.etf.discovery.losers(sort='desc', limit=10)
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```
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Summary: Losers
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| Endpoint ID | `etf.discovery.losers` |
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| HTTP | `GET` |
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| Path | `/inner/v1/agent-data/etf/discovery/losers` |
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| Default provider | `wsj` |
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| SDK | `supported` |
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| Host | `supported` |
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| Notes | - |
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| `sort` | `no` | `string` | `desc` | enum: asc, desc Sort order. Possible values: 'asc', 'desc'. Default: 'desc'. |
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| `limit` | `no` | `integer` | `10` | The number of data entries to return. |
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#### Response fields
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| `symbol` | `string` | Symbol representing the entity requested in the data. |
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| `name` | `string` | Name of the entity. |
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| `last_price` | `number` | Last price. |
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| `percent_change` | `number` | Percent change. |
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| `net_change` | `number` | Net change. |
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| `volume` | `number` | The trading volume. |
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| `date` | `string` | The date of the data. |
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| `bluegrass_channel` | `string` | Bluegrass channel. |
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| `country` | `string` | Country of the entity. |
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| `mantissa` | `integer` | Mantissa. |
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| `type` | `string` | Type of the entity. |
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| `formatted_price` | `string` | Formatted price. |
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| `formatted_volume` | `string` | Formatted volume. |
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| `formatted_price_change` | `string` | Formatted price change. |
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| `formatted_percent_change` | `string` | Formatted percent change. |
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| `url` | `string` | The source url. |
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---
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### `etf.equity_exposure`
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```python
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data.etf.equity_exposure(symbol
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data.etf.equity_exposure(symbol=...)
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```
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Summary: Equity Exposure
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| Endpoint ID | `etf.equity_exposure` |
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| HTTP | `GET` |
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| Path | `/inner/v1/agent-data/etf/equity_exposure` |
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| Default provider | `fmp` |
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| Param | Required | Type | Default | Notes |
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| `symbol` | `yes` | `string` | `-` | Symbol to get data for. (underlying equity) Multiple comma separated items allowed
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| `symbol` | `yes` | `string` | `-` | Symbol to get data for. (underlying equity) Multiple comma separated items allowed |
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#### Response fields
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| `equity_symbol` | `string` | The symbol of the equity requested. |
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| `etf_symbol` | `string` | The symbol of the ETF with exposure to the requested equity. |
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| `weight` | `number` | The weight of the equity in the ETF, as a normalized percent. |
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| `market_value` | `integer` | The market value of the equity position in the ETF. |
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| `shares` | `integer` | Number of reported shares controlled by the ETF. |
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---
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### `etf.historical`
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data.etf.historical(symbol=..., start_time=None, end_time=None, interval='1d', adjustment='splits_only', extended_hours=False, use_cache=True, start_clock_time=None, end_clock_time=None, timezone='America/New_York', source='realtime', include_actions=True)
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```
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Summary: Historical
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| Endpoint ID | `etf.historical` |
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| HTTP | `GET` |
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| Path | `/inner/v1/agent-data/etf/historical` |
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| Param | Required | Type | Default | Notes |
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| `symbol` | `yes` | `string` | `-` | Symbol to get data for. Multiple comma separated items allowed
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| `symbol` | `yes` | `string` | `-` | Symbol to get data for. Multiple comma separated items allowed; A Security identifier (Ticker, FIGI, ISIN, CUSIP, Intrinio ID). |
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| `start_time` | `no` | `integer | null` | `-` | Start time of the data as a Unix timestamp in milliseconds. Takes priority over start_date when both are provided. |
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| `end_time` | `no` | `integer | null` | `-` | End time of the data as a Unix timestamp in milliseconds. Takes priority over end_date when both are provided. |
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| `interval` | `no` | `string | integer` | `1d` | Time interval of the data to return.
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| `adjustment` | `no` | `string` | `splits_only` | The adjustment factor to apply. 'splits_only' is not supported for intraday data
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| `extended_hours` | `no` | `boolean` | `false` | Include Pre and Post market data.
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| `use_cache` | `no` | `boolean` | `true` | When True, the company directories will be cached for 24 hours and are used to validate symbols. The results of the function are not cached. Set as False to bypass.
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| `start_clock_time` | `no` | `string | null` | `-` | Return intervals starting at the specified time on the `start_date` formatted as 'HH:MM:SS'.
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| `end_clock_time` | `no` | `string | null` | `-` | Return intervals stopping at the specified time on the `end_date` formatted as 'HH:MM:SS'.
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| `timezone` | `no` | `string | null` | `America/New_York` | Timezone of the data, in the IANA format (Continent/City).
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| `source` | `no` | `string` | `realtime` | enum: realtime, delayed, nasdaq_basic The source of the data.
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| `include_actions` | `no` | `boolean` | `true` | Include dividends and stock splits in results.
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| `interval` | `no` | `string | integer` | `1d` | Time interval of the data to return. |
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| `adjustment` | `no` | `string` | `splits_only` | The adjustment factor to apply. 'splits_only' is not supported for intraday data.; Type of adjustment for historical prices. Only applies to daily data.; The adjustment factor to apply. Only valid for daily data.; The adjustment factor to apply. Default is splits only. |
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| `extended_hours` | `no` | `boolean` | `false` | Include Pre and Post market data. |
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|
259
|
+
| `use_cache` | `no` | `boolean` | `true` | When True, the company directories will be cached for 24 hours and are used to validate symbols. The results of the function are not cached. Set as False to bypass. |
|
|
260
|
+
| `start_clock_time` | `no` | `string | null` | `-` | Return intervals starting at the specified time on the `start_date` formatted as 'HH:MM:SS'. |
|
|
261
|
+
| `end_clock_time` | `no` | `string | null` | `-` | Return intervals stopping at the specified time on the `end_date` formatted as 'HH:MM:SS'. |
|
|
262
|
+
| `timezone` | `no` | `string | null` | `America/New_York` | Timezone of the data, in the IANA format (Continent/City). |
|
|
263
|
+
| `source` | `no` | `string` | `realtime` | enum: realtime, delayed, nasdaq_basic The source of the data. |
|
|
264
|
+
| `include_actions` | `no` | `boolean` | `true` | Include dividends and stock splits in results. |
|
|
265
|
+
|
|
266
|
+
#### Response fields
|
|
267
|
+
|
|
268
|
+
| Field | Type | Notes |
|
|
269
|
+
|---|---|---|
|
|
270
|
+
| `date` | `string` | The date of the data. |
|
|
271
|
+
| `open` | `number` | The open price. |
|
|
272
|
+
| `high` | `number` | The high price. |
|
|
273
|
+
| `low` | `number` | The low price. |
|
|
274
|
+
| `close` | `number` | The close price. |
|
|
275
|
+
| `volume` | `number` | The trading volume. |
|
|
276
|
+
| `vwap` | `number` | Volume Weighted Average Price over the period. |
|
|
277
|
+
| `adj_open` | `number` | The adjusted open price. |
|
|
278
|
+
| `adj_high` | `number` | The adjusted high price. |
|
|
279
|
+
| `adj_low` | `number` | The adjusted low price. |
|
|
280
|
+
| `adj_close` | `number` | The adjusted close price. |
|
|
281
|
+
| `adj_volume` | `number` | The adjusted volume. |
|
|
282
|
+
| `split_ratio` | `number` | Ratio of the equity split, if a split occurred. |
|
|
283
|
+
| `dividend` | `number` | Dividend amount, if a dividend was paid. |
|
|
284
|
+
| `calls_volume` | `integer` | Number of calls traded during the most recent trading period. Only valid if interval is 1m. |
|
|
285
|
+
| `puts_volume` | `integer` | Number of puts traded during the most recent trading period. Only valid if interval is 1m. |
|
|
286
|
+
| `total_options_volume` | `integer` | Total number of options traded during the most recent trading period. Only valid if interval is 1m. |
|
|
287
|
+
| `change` | `number` | Change in the price from the previous close. |
|
|
288
|
+
| `change_percent` | `number` | Change in the price from the previous close, as a normalized percent. |
|
|
289
|
+
| `average` | `number` | Average trade price of an individual equity during the interval. |
|
|
290
|
+
| `fifty_two_week_high` | `number` | 52 week high price for the symbol. |
|
|
291
|
+
| `fifty_two_week_low` | `number` | 52 week low price for the symbol. |
|
|
292
|
+
| `factor` | `number` | Factor by which to multiply equity prices before this date, in order to calculate historically-adjusted equity prices. |
|
|
293
|
+
| `close_time` | `string` | The timestamp that represents the end of the interval span. |
|
|
294
|
+
| `interval` | `string` | The data time frequency. |
|
|
295
|
+
| `intra_period` | `boolean` | If true, the equity price represents an unfinished period. |
|
|
296
|
+
| `transactions` | `integer` | Total number of transactions recorded. |
|
|
297
|
+
| `transactions_value` | `number` | Nominal value of recorded transactions. |
|
|
298
|
+
| `last_price` | `number` | The last price of the equity. |
|
|
197
299
|
|
|
198
300
|
---
|
|
199
301
|
|
|
200
302
|
### `etf.holdings`
|
|
201
303
|
|
|
202
304
|
```python
|
|
203
|
-
data.etf.holdings(symbol=..., date=None, use_cache=True
|
|
305
|
+
data.etf.holdings(symbol=..., date=None, use_cache=True)
|
|
204
306
|
```
|
|
205
307
|
|
|
206
308
|
Summary: Holdings
|
|
@@ -210,7 +312,6 @@ Summary: Holdings
|
|
|
210
312
|
| Endpoint ID | `etf.holdings` |
|
|
211
313
|
| HTTP | `GET` |
|
|
212
314
|
| Path | `/inner/v1/agent-data/etf/holdings` |
|
|
213
|
-
| Default provider | - |
|
|
214
315
|
| SDK | `supported` |
|
|
215
316
|
| Host | `supported` |
|
|
216
317
|
| Notes | - |
|
|
@@ -220,16 +321,48 @@ Summary: Holdings
|
|
|
220
321
|
| Param | Required | Type | Default | Notes |
|
|
221
322
|
|---|---|---|---|---|
|
|
222
323
|
| `symbol` | `yes` | `string` | `-` | Symbol to get data for. (ETF) |
|
|
223
|
-
| `date` | `no` | `string | null` | `-` | A specific date to get data for.
|
|
224
|
-
| `use_cache` | `no` | `boolean` | `true` | Whether to use a cached request. All ETF data comes from a single JSON file that is updated daily. To bypass, set to False. If True, the data will be cached for 4 hours.
|
|
225
|
-
|
|
324
|
+
| `date` | `no` | `string | null` | `-` | A specific date to get data for. |
|
|
325
|
+
| `use_cache` | `no` | `boolean` | `true` | Whether to use a cached request. All ETF data comes from a single JSON file that is updated daily. To bypass, set to False. If True, the data will be cached for 4 hours. |
|
|
326
|
+
|
|
327
|
+
#### Response fields
|
|
328
|
+
|
|
329
|
+
| Field | Type | Notes |
|
|
330
|
+
|---|---|---|
|
|
331
|
+
| `symbol` | `string` | The ticker symbol of the asset. |
|
|
332
|
+
| `name` | `string` | The name of the asset. |
|
|
333
|
+
| `weight` | `number` | The weight of the asset in the portfolio, as a normalized percentage. |
|
|
334
|
+
| `shares` | `integer` | The value of the assets under management. |
|
|
335
|
+
| `market_value` | `number` | The market value of the holding. |
|
|
336
|
+
| `currency` | `string` | The currency of the holding. |
|
|
337
|
+
| `share_percentage` | `number` | The share percentage of the holding, as a normalized percentage. |
|
|
338
|
+
| `share_change` | `number` | The change in shares of the holding. |
|
|
339
|
+
| `country` | `string` | The country of the holding. |
|
|
340
|
+
| `exchange` | `string` | The exchange code of the holding. |
|
|
341
|
+
| `type_id` | `string` | The holding type ID of the asset. |
|
|
342
|
+
| `fund_id` | `string` | The fund ID of the asset. |
|
|
343
|
+
| `cusip` | `string` | The CUSIP of the holding. |
|
|
344
|
+
| `isin` | `string` | The ISIN of the holding. |
|
|
345
|
+
| `value` | `number` | The market value of the holding. |
|
|
346
|
+
| `updated` | `string` | The date the data was updated. |
|
|
347
|
+
| `security_type` | `string` | The type of instrument for this holding. |
|
|
348
|
+
| `ric` | `string` | The Reuters Instrument Code. |
|
|
349
|
+
| `sedol` | `string` | The Stock Exchange Daily Official List. |
|
|
350
|
+
| `share_class_figi` | `string` | The OpenFIGI symbol for the holding. |
|
|
351
|
+
| `maturity_date` | `string` | The maturity date for the debt security, if available. |
|
|
352
|
+
| `contract_expiry_date` | `string` | Expiry date for the futures contract held, if available. |
|
|
353
|
+
| `coupon` | `number` | The coupon rate of the debt security, if available. |
|
|
354
|
+
| `balance` | `integer` | The number of units of the security held, if available. |
|
|
355
|
+
| `unit` | `string` | The units of the 'balance' field. |
|
|
356
|
+
| `units_per_share` | `number` | Number of units of the security held per share outstanding of the ETF, if available. |
|
|
357
|
+
| `face_value` | `number` | The face value of the debt security, if available. |
|
|
358
|
+
| `derivatives_value` | `number` | The notional value of derivatives contracts held. |
|
|
226
359
|
|
|
227
360
|
---
|
|
228
361
|
|
|
229
362
|
### `etf.info`
|
|
230
363
|
|
|
231
364
|
```python
|
|
232
|
-
data.etf.info(symbol=..., use_cache=True
|
|
365
|
+
data.etf.info(symbol=..., use_cache=True)
|
|
233
366
|
```
|
|
234
367
|
|
|
235
368
|
Summary: Info
|
|
@@ -239,7 +372,6 @@ Summary: Info
|
|
|
239
372
|
| Endpoint ID | `etf.info` |
|
|
240
373
|
| HTTP | `GET` |
|
|
241
374
|
| Path | `/inner/v1/agent-data/etf/info` |
|
|
242
|
-
| Default provider | - |
|
|
243
375
|
| SDK | `supported` |
|
|
244
376
|
| Host | `supported` |
|
|
245
377
|
| Notes | - |
|
|
@@ -248,16 +380,193 @@ Summary: Info
|
|
|
248
380
|
|
|
249
381
|
| Param | Required | Type | Default | Notes |
|
|
250
382
|
|---|---|---|---|---|
|
|
251
|
-
| `symbol` | `yes` | `string` | `-` | Symbol to get data for. (ETF) Multiple comma separated items allowed
|
|
252
|
-
| `use_cache` | `no` | `boolean` | `true` | Whether to use a cached request. All ETF data comes from a single JSON file that is updated daily. To bypass, set to False. If True, the data will be cached for 4 hours.
|
|
253
|
-
|
|
383
|
+
| `symbol` | `yes` | `string` | `-` | Symbol to get data for. (ETF) Multiple comma separated items allowed |
|
|
384
|
+
| `use_cache` | `no` | `boolean` | `true` | Whether to use a cached request. All ETF data comes from a single JSON file that is updated daily. To bypass, set to False. If True, the data will be cached for 4 hours. |
|
|
385
|
+
|
|
386
|
+
#### Response fields
|
|
387
|
+
|
|
388
|
+
| Field | Type | Notes |
|
|
389
|
+
|---|---|---|
|
|
390
|
+
| `symbol` | `string` | Symbol representing the entity requested in the data. (ETF) |
|
|
391
|
+
| `name` | `string` | Name of the ETF. |
|
|
392
|
+
| `issuer` | `string` | Issuer of the ETF. |
|
|
393
|
+
| `domicile` | `string` | Domicile of the ETF. |
|
|
394
|
+
| `website` | `string` | Website of the ETF. |
|
|
395
|
+
| `description` | `string` | Description of the fund. |
|
|
396
|
+
| `inception_date` | `string` | Inception date of the ETF. |
|
|
397
|
+
| `cusip` | `string` | CUSIP of the ETF. |
|
|
398
|
+
| `isin` | `string` | ISIN of the ETF. |
|
|
399
|
+
| `asset_class` | `string` | Asset class of the ETF. |
|
|
400
|
+
| `currency` | `string` | Currency of the ETF's net asset value. |
|
|
401
|
+
| `holdings_count` | `integer` | Number of holdings. |
|
|
402
|
+
| `aum` | `number` | Assets under management. |
|
|
403
|
+
| `expense_ratio` | `number` | The expense ratio, as a normalized percent. |
|
|
404
|
+
| `nav` | `number` | Net asset value of the ETF. |
|
|
405
|
+
| `volume_avg` | `integer` | Average daily trading volume. |
|
|
406
|
+
| `updated` | `string` | As of date for the latest data point. |
|
|
407
|
+
| `fund_listing_date` | `string` | The date on which the ETP or share class is listed on a specific exchange. |
|
|
408
|
+
| `data_change_date` | `string` | The last date on which there was a change in a classifications data field for this ETF. |
|
|
409
|
+
| `etn_maturity_date` | `string` | If the product is an ETN, this field identifies the maturity date. |
|
|
410
|
+
| `is_listed` | `boolean` | If true, the ETF is still listed on an exchange. |
|
|
411
|
+
| `close_date` | `string` | The date on which the ETF was de-listed if it is no longer listed. |
|
|
412
|
+
| `exchange` | `string` | The exchange Market Identifier Code (MIC). |
|
|
413
|
+
| `ric` | `string` | Reuters Instrument Code (RIC). |
|
|
414
|
+
| `sedol` | `string` | Stock Exchange Daily Official List (SEDOL). |
|
|
415
|
+
| `figi_symbol` | `string` | Financial Instrument Global Identifier (FIGI) symbol. |
|
|
416
|
+
| `share_class_figi` | `string` | Financial Instrument Global Identifier (FIGI). |
|
|
417
|
+
| `firstbridge_id` | `string` | The FirstBridge unique identifier for the ETF. |
|
|
418
|
+
| `firstbridge_parent_id` | `string` | The FirstBridge unique identifier for the parent ETF, if applicable. |
|
|
419
|
+
| `intrinio_id` | `string` | Intrinio unique identifier for the security. |
|
|
420
|
+
| `intraday_nav_symbol` | `string` | Intraday Net Asset Value (NAV) symbol. |
|
|
421
|
+
| `primary_symbol` | `string` | The primary ticker field for ETPs that have multiple listings and share classes. |
|
|
422
|
+
| `etp_structure_type` | `string` | Classifies ETPs into broad categories based on legal structure. |
|
|
423
|
+
| `legal_structure` | `string` | Legal structure of the fund. |
|
|
424
|
+
| `etn_issuing_bank` | `string` | If the product is an ETN, identifies the issuing bank. |
|
|
425
|
+
| `fund_family` | `string` | The fund family to which the ETF belongs. |
|
|
426
|
+
| `investment_style` | `string` | Investment style of the ETF. |
|
|
427
|
+
| `derivatives_based` | `string` | Populated if the ETF holds listed or over-the-counter derivatives. |
|
|
428
|
+
| `income_category` | `string` | Identifies if an ETF is designed to provide high yield or income. |
|
|
429
|
+
| `other_asset_types` | `string` | If 'asset_class' is 'Other Asset Types', captures the specific category. |
|
|
430
|
+
| `single_category_designation` | `string` | Categorization forcing every ETF into a single bucket. |
|
|
431
|
+
| `beta_type` | `string` | Identifies whether an ETF provides 'Traditional' or 'Smart' beta exposure. |
|
|
432
|
+
| `beta_details` | `string` | Further detail within the traditional and smart beta categories. |
|
|
433
|
+
| `market_cap_range` | `string` | Equity ETFs classified by market cap description. |
|
|
434
|
+
| `market_cap_weighting_type` | `string` | For market cap weighted ETFs, provides detail on the weighting type. |
|
|
435
|
+
| `index_weighting_scheme` | `string` | For ETFs tracking an index, provides detail on the index weighting type. |
|
|
436
|
+
| `index_linked` | `string` | Identifies whether an ETF is index linked or active. |
|
|
437
|
+
| `index_name` | `string` | Name of the underlying index tracked by the ETF. |
|
|
438
|
+
| `index_symbol` | `string` | OpenFIGI ticker for the Index underlying the ETF. |
|
|
439
|
+
| `parent_index` | `string` | Name of the parent index. |
|
|
440
|
+
| `index_family` | `string` | Index family to which the underlying index belongs. |
|
|
441
|
+
| `broader_index_family` | `string` | Broader index family to which the underlying index belongs. |
|
|
442
|
+
| `index_provider` | `string` | Index provider for the index underlying the ETF. |
|
|
443
|
+
| `index_provider_code` | `string` | First Bridge code for each Index provider. |
|
|
444
|
+
| `replication_structure` | `string` | The replication structure of the ETP. |
|
|
445
|
+
| `growth_value_tilt` | `string` | Classifies equity ETFs as 'Growth', 'Value', or 'Core / Blend'. |
|
|
446
|
+
| `growth_type` | `string` | Further identifies growth ETFs selected and weighted by growth scores. |
|
|
447
|
+
| `value_type` | `string` | Further identifies value ETFs selected and weighted by value scores. |
|
|
448
|
+
| `sector` | `string` | For equity ETFs with targeted sector exposure, identifies the sector. |
|
|
449
|
+
| `industry` | `string` | For equity ETFs with targeted industry exposure, identifies the industry. |
|
|
450
|
+
| `industry_group` | `string` | For equity ETFs with targeted sub-industry exposure, identifies the sub-industry. |
|
|
451
|
+
| `cross_sector_theme` | `string` | For equity ETFs with cross-sector theme exposure, identifies the theme. |
|
|
452
|
+
| `natural_resources_type` | `string` | For ETFs classified as 'Natural Resources', provides further detail. |
|
|
453
|
+
| `us_or_excludes_us` | `string` | Takes the value 'Domestic', 'International', or 'Global'. |
|
|
454
|
+
| `developed_emerging` | `string` | Identifies the stage of development of markets the ETF provides exposure to. |
|
|
455
|
+
| `specialized_region` | `string` | Populated if the ETF provides targeted exposure to a specific geography grouping. |
|
|
456
|
+
| `continent` | `string` | Populated if the ETF provides targeted exposure to a specific continent. |
|
|
457
|
+
| `latin_america_sub_group` | `string` | Further detail for Latin America classified ETFs. |
|
|
458
|
+
| `europe_sub_group` | `string` | Further detail for Europe classified ETFs. |
|
|
459
|
+
| `asia_sub_group` | `string` | Further detail for Asia classified ETFs. |
|
|
460
|
+
| `specific_country` | `string` | Populated if the ETF provides targeted exposure to a specific country. |
|
|
461
|
+
| `china_listing_location` | `string` | For China ETFs, provides further detail on the type of exposure. |
|
|
462
|
+
| `us_state` | `string` | Takes the value of a US state if the ETF provides targeted exposure. |
|
|
463
|
+
| `real_estate` | `string` | For real estate ETFs, identifies the specific segment of the real estate market. |
|
|
464
|
+
| `fundamental_weighting_type` | `string` | For fundamental weighted ETFs, provides detail on the methodology. |
|
|
465
|
+
| `dividend_weighting_type` | `string` | For dividend weighted ETFs, provides detail on the methodology. |
|
|
466
|
+
| `bond_type` | `string` | For bond ETFs, provides detail on the type of bonds held. |
|
|
467
|
+
| `government_bond_types` | `string` | For government bond ETFs, provides detail on the exposure. |
|
|
468
|
+
| `municipal_bond_region` | `string` | For municipal bond ETFs, provides additional detail on geographic exposure. |
|
|
469
|
+
| `municipal_vrdo` | `boolean` | For municipal bond ETFs, identifies those holding Variable Rate Demand Obligations. |
|
|
470
|
+
| `mortgage_bond_types` | `string` | For mortgage bond ETFs, provides additional detail on underlying securities. |
|
|
471
|
+
| `bond_tax_status` | `string` | For US bond ETFs, provides additional detail on tax treatment. |
|
|
472
|
+
| `credit_quality` | `string` | For bond ETFs, identifies targeted credit quality range. |
|
|
473
|
+
| `average_maturity` | `string` | For bond ETFs, identifies targeted maturity range. |
|
|
474
|
+
| `specific_maturity_year` | `integer` | For bond ETFs with 'Specific Maturity Year', specifies the calendar year. |
|
|
475
|
+
| `commodity_types` | `string` | For commodity ETFs, provides detail on the type of commodities held. |
|
|
476
|
+
| `energy_type` | `string` | For energy commodity ETFs, provides detail on the type of energy exposure. |
|
|
477
|
+
| `agricultural_type` | `string` | For agricultural commodity ETFs, provides detail on the type of exposure. |
|
|
478
|
+
| `livestock_type` | `string` | For livestock commodity ETFs, provides detail on the type of exposure. |
|
|
479
|
+
| `metal_type` | `string` | For gold and metals ETFs, provides detail on the type of exposure. |
|
|
480
|
+
| `inverse_leveraged` | `string` | Populated if the ETF provides inverse or leveraged exposure. |
|
|
481
|
+
| `target_date_multi_asset_type` | `string` | For target date/multi-asset ETFs, provides detail on the type. |
|
|
482
|
+
| `currency_pair` | `string` | Populated if the ETF's strategy involves currency exposure or hedging. |
|
|
483
|
+
| `social_environmental_type` | `string` | Populated if the ETF's strategy involves social or environmental theme exposure. |
|
|
484
|
+
| `clean_energy_type` | `string` | Populated if the ETF has a value of 'Clean Energy' in social_environmental_type. |
|
|
485
|
+
| `dividend_type` | `string` | Populated if the ETF has an objective of holding dividend-oriented stocks. |
|
|
486
|
+
| `regular_dividend_payor_type` | `string` | Populated for ETFs with 'Dividend - Regular Payors' in dividend_type. |
|
|
487
|
+
| `quant_strategies_type` | `string` | Populated if the ETF has an index-linked or active quantitative strategy. |
|
|
488
|
+
| `other_quant_models` | `string` | For 'Other Quant Model' ETFs, provides the name of the proprietary quant model. |
|
|
489
|
+
| `hedge_fund_type` | `string` | For hedge fund replication ETFs, provides detail on the strategy type. |
|
|
490
|
+
| `excludes_financials` | `boolean` | If true, the ETF will not hold financials stocks. |
|
|
491
|
+
| `excludes_technology` | `boolean` | If true, the ETF will not hold technology stocks. |
|
|
492
|
+
| `holds_only_nyse_stocks` | `boolean` | If true, the ETF holds only stocks listed on NYSE. |
|
|
493
|
+
| `holds_only_nasdaq_stocks` | `boolean` | If true, the ETF holds only stocks listed on Nasdaq. |
|
|
494
|
+
| `holds_mlp` | `boolean` | If true, the ETF's investment objective includes MLPs. |
|
|
495
|
+
| `holds_preferred_stock` | `boolean` | If true, the ETF's investment objective includes preferred stock. |
|
|
496
|
+
| `holds_closed_end_funds` | `boolean` | If true, the ETF's investment objective includes closed end funds. |
|
|
497
|
+
| `holds_adr` | `boolean` | If true, the ETF's investment objective includes ADRs. |
|
|
498
|
+
| `laddered` | `boolean` | For bond ETFs, identifies those holding bonds in a laddered structure. |
|
|
499
|
+
| `zero_coupon` | `boolean` | For bond ETFs, identifies those holding zero coupon Treasury Bills. |
|
|
500
|
+
| `floating_rate` | `boolean` | For bond ETFs, identifies those holding floating rate bonds. |
|
|
501
|
+
| `build_america_bonds` | `boolean` | For municipal bond ETFs, identifies those holding Build America Bonds. |
|
|
502
|
+
| `dynamic_futures_roll` | `boolean` | For futures ETFs, identifies those with a dynamic roll strategy. |
|
|
503
|
+
| `currency_hedged` | `boolean` | Populated if the ETF's strategy involves hedging currency exposure. |
|
|
504
|
+
| `includes_short_exposure` | `boolean` | Populated if the ETF has short exposure in any of its holdings. |
|
|
505
|
+
| `ucits` | `boolean` | If true, the ETP is UCITS compliant. |
|
|
506
|
+
| `registered_countries` | `string` | List of countries where the ETF is legally registered for sale. |
|
|
507
|
+
| `issuer_country` | `string` | 2 letter ISO country code for the country where the issuer is located. |
|
|
508
|
+
| `listing_country_code` | `string` | 2 letter ISO country code for the country of the primary listing. |
|
|
509
|
+
| `listing_region` | `string` | Geographic region in which the country of the primary listing falls. |
|
|
510
|
+
| `bond_currency_denomination` | `string` | For bond ETFs, additional detail on the currency denomination. |
|
|
511
|
+
| `base_currency` | `string` | Base currency in which NAV is reported. |
|
|
512
|
+
| `listing_currency` | `string` | Listing currency of the ETP. |
|
|
513
|
+
| `number_of_holdings` | `integer` | The number of holdings in the ETF. |
|
|
514
|
+
| `month_end_assets` | `number` | Net assets in millions of dollars as of the most recent month end. |
|
|
515
|
+
| `net_expense_ratio` | `number` | Gross expense net of Fee Waivers, as a percentage of net assets. |
|
|
516
|
+
| `etf_portfolio_turnover` | `number` | The percentage of positions turned over in the last 12 months. |
|
|
517
|
+
| `fund_type` | `string` | The legal type of fund. |
|
|
518
|
+
| `category` | `string` | The fund category. |
|
|
519
|
+
| `exchange_timezone` | `string` | The timezone of the exchange. |
|
|
520
|
+
| `nav_price` | `number` | The net asset value per unit of the fund. |
|
|
521
|
+
| `total_assets` | `integer` | The total value of assets held by the fund. |
|
|
522
|
+
| `trailing_pe` | `number` | The trailing twelve month P/E ratio of the fund's assets. |
|
|
523
|
+
| `dividend_yield` | `number` | The dividend yield of the fund, as a normalized percent. |
|
|
524
|
+
| `dividend_rate_ttm` | `number` | The trailing twelve month annual dividend rate of the fund, in currency units. |
|
|
525
|
+
| `dividend_yield_ttm` | `number` | The trailing twelve month annual dividend yield of the fund, as a normalized percent. |
|
|
526
|
+
| `year_high` | `number` | The fifty-two week high price. |
|
|
527
|
+
| `year_low` | `number` | The fifty-two week low price. |
|
|
528
|
+
| `ma_50d` | `number` | 50-day moving average price. |
|
|
529
|
+
| `ma_200d` | `number` | 200-day moving average price. |
|
|
530
|
+
| `return_ytd` | `number` | The year-to-date return of the fund, as a normalized percent. |
|
|
531
|
+
| `return_3y_avg` | `number` | The three year average return of the fund, as a normalized percent. |
|
|
532
|
+
| `return_5y_avg` | `number` | The five year average return of the fund, as a normalized percent. |
|
|
533
|
+
| `beta_3y_avg` | `number` | The three year average beta of the fund. |
|
|
534
|
+
| `volume_avg_10d` | `number` | The average daily trading volume of the fund over the past ten days. |
|
|
535
|
+
| `bid` | `number` | The current bid price. |
|
|
536
|
+
| `bid_size` | `number` | The current bid size. |
|
|
537
|
+
| `ask` | `number` | The current ask price. |
|
|
538
|
+
| `ask_size` | `number` | The current ask size. |
|
|
539
|
+
| `open` | `number` | The open price of the most recent trading session. |
|
|
540
|
+
| `high` | `number` | The highest price of the most recent trading session. |
|
|
541
|
+
| `low` | `number` | The lowest price of the most recent trading session. |
|
|
542
|
+
| `volume` | `integer` | The trading volume of the most recent trading session. |
|
|
543
|
+
| `prev_close` | `number` | The previous closing price. |
|
|
544
|
+
| `esg` | `boolean` | Whether the ETF qualifies as an ESG fund. |
|
|
545
|
+
| `unit_price` | `number` | The unit price of the ETF. |
|
|
546
|
+
| `close` | `number` | The closing price of the ETF. |
|
|
547
|
+
| `return_1m` | `number` | The one-month return of the ETF, as a normalized percent. |
|
|
548
|
+
| `return_3m` | `number` | The three-month return of the ETF, as a normalized percent. |
|
|
549
|
+
| `return_6m` | `number` | The six-month return of the ETF, as a normalized percent. |
|
|
550
|
+
| `return_1y` | `number` | The one-year return of the ETF, as a normalized percent. |
|
|
551
|
+
| `return_3y` | `number` | The three-year return of the ETF, as a normalized percent. |
|
|
552
|
+
| `return_5y` | `number` | The five-year return of the ETF, as a normalized percent. |
|
|
553
|
+
| `return_10y` | `number` | The ten-year return of the ETF, as a normalized percent. |
|
|
554
|
+
| `return_from_inception` | `number` | The return from inception of the ETF, as a normalized percent. |
|
|
555
|
+
| `avg_volume` | `integer` | The average daily volume of the ETF. |
|
|
556
|
+
| `avg_volume_30d` | `integer` | The 30-day average volume of the ETF. |
|
|
557
|
+
| `pe_ratio` | `number` | The price-to-earnings ratio of the ETF. |
|
|
558
|
+
| `pb_ratio` | `number` | The price-to-book ratio of the ETF. |
|
|
559
|
+
| `management_fee` | `number` | The management fee of the ETF, as a normalized percent. |
|
|
560
|
+
| `mer` | `number` | The management expense ratio of the ETF, as a normalized percent. |
|
|
561
|
+
| `distribution_yield` | `number` | The distribution yield of the ETF, as a normalized percent. |
|
|
562
|
+
| `dividend_frequency` | `string` | The dividend payment frequency of the ETF. |
|
|
254
563
|
|
|
255
564
|
---
|
|
256
565
|
|
|
257
566
|
### `etf.nport_disclosure`
|
|
258
567
|
|
|
259
568
|
```python
|
|
260
|
-
data.etf.nport_disclosure(symbol=..., year=None, quarter=None, use_cache=True
|
|
569
|
+
data.etf.nport_disclosure(symbol=..., year=None, quarter=None, use_cache=True)
|
|
261
570
|
```
|
|
262
571
|
|
|
263
572
|
Summary: Nport Disclosure
|
|
@@ -267,7 +576,6 @@ Summary: Nport Disclosure
|
|
|
267
576
|
| Endpoint ID | `etf.nport_disclosure` |
|
|
268
577
|
| HTTP | `GET` |
|
|
269
578
|
| Path | `/inner/v1/agent-data/etf/nport_disclosure` |
|
|
270
|
-
| Default provider | - |
|
|
271
579
|
| SDK | `supported` |
|
|
272
580
|
| Host | `supported` |
|
|
273
581
|
| Notes | - |
|
|
@@ -279,15 +587,96 @@ Summary: Nport Disclosure
|
|
|
279
587
|
| `symbol` | `yes` | `string` | `-` | Symbol to get data for. (Fund ticker or CIK) |
|
|
280
588
|
| `year` | `no` | `integer | null` | `-` | Reporting year of the filing. Default is the year for the most recent, reported, quarter. |
|
|
281
589
|
| `quarter` | `no` | `integer | null` | `-` | Reporting quarter of the filing. Default is the most recent, reported, quarter. |
|
|
282
|
-
| `use_cache` | `no` | `boolean` | `true` | Whether or not to use cache for the request.
|
|
283
|
-
|
|
590
|
+
| `use_cache` | `no` | `boolean` | `true` | Whether or not to use cache for the request. |
|
|
591
|
+
|
|
592
|
+
#### Response fields
|
|
593
|
+
|
|
594
|
+
| Field | Type | Notes |
|
|
595
|
+
|---|---|---|
|
|
596
|
+
| `symbol` | `string` | Symbol representing the entity requested in the data. |
|
|
597
|
+
| `name` | `string` | Name of the asset. |
|
|
598
|
+
| `title` | `string` | Title of the asset. |
|
|
599
|
+
| `cusip` | `string` | CUSIP of the holding. |
|
|
600
|
+
| `lei` | `string` | The LEI of the holding. |
|
|
601
|
+
| `isin` | `string` | The ISIN of the holding. |
|
|
602
|
+
| `other_id` | `string` | Internal identifier for the holding. |
|
|
603
|
+
| `is_restricted` | `string` | Whether the holding is restricted. |
|
|
604
|
+
| `fair_value_level` | `integer` | The fair value level of the holding. |
|
|
605
|
+
| `is_cash_collateral` | `string` | Whether the holding is cash collateral. |
|
|
606
|
+
| `is_non_cash_collateral` | `string` | Whether the holding is non-cash collateral. |
|
|
607
|
+
| `is_loan_by_fund` | `string` | Whether the holding is loan by fund. |
|
|
608
|
+
| `loan_value` | `number` | The loan value of the holding. |
|
|
609
|
+
| `issuer_conditional` | `string` | The issuer conditions of the holding. |
|
|
610
|
+
| `asset_conditional` | `string` | The asset conditions of the holding. |
|
|
611
|
+
| `payoff_profile` | `string` | The payoff profile of the holding. |
|
|
612
|
+
| `asset_category` | `string` | The asset category of the holding. |
|
|
613
|
+
| `issuer_category` | `string` | The issuer category of the holding. |
|
|
614
|
+
| `country` | `string` | The country of the holding. |
|
|
615
|
+
| `balance` | `integer` | The balance of the holding, in shares or units. |
|
|
616
|
+
| `units` | `integer` | The type of units. |
|
|
617
|
+
| `currency` | `string` | The currency of the holding. |
|
|
618
|
+
| `value` | `integer` | The value of the holding, in dollars. |
|
|
619
|
+
| `weight` | `number` | The weight of the holding, as a normalized percent. |
|
|
620
|
+
| `maturity_date` | `string` | The maturity date of the debt security. |
|
|
621
|
+
| `coupon_kind` | `string` | The type of coupon for the debt security. |
|
|
622
|
+
| `rate_type` | `string` | The type of rate for the debt security, floating or fixed. |
|
|
623
|
+
| `annualized_return` | `number` | The annualized return on the debt security. |
|
|
624
|
+
| `is_default` | `string` | If the debt security is defaulted. |
|
|
625
|
+
| `in_arrears` | `string` | If the debt security is in arrears. |
|
|
626
|
+
| `is_paid_kind` | `string` | If the debt security payments are paid in kind. |
|
|
627
|
+
| `derivative_category` | `string` | The derivative category of the holding. |
|
|
628
|
+
| `counterparty` | `string` | The counterparty of the derivative. |
|
|
629
|
+
| `underlying_name` | `string` | The name of the underlying asset associated with the derivative. |
|
|
630
|
+
| `option_type` | `string` | The type of option. |
|
|
631
|
+
| `derivative_payoff` | `string` | The payoff profile of the derivative. |
|
|
632
|
+
| `expiry_date` | `string` | The expiry or termination date of the derivative. |
|
|
633
|
+
| `exercise_price` | `number` | The exercise price of the option. |
|
|
634
|
+
| `exercise_currency` | `string` | The currency of the option exercise price. |
|
|
635
|
+
| `shares_per_contract` | `number` | The number of shares per contract. |
|
|
636
|
+
| `delta` | `string` | The delta of the option. |
|
|
637
|
+
| `rate_type_rec` | `string` | The type of rate for receivable portion of the swap. |
|
|
638
|
+
| `receive_currency` | `string` | The receive currency of the swap. |
|
|
639
|
+
| `upfront_receive` | `number` | The upfront amount received of the swap. |
|
|
640
|
+
| `floating_rate_index_rec` | `string` | The floating rate index for receivable portion of the swap. |
|
|
641
|
+
| `floating_rate_spread_rec` | `number` | The floating rate spread for receivable portion of the swap. |
|
|
642
|
+
| `rate_tenor_rec` | `string` | The rate tenor for receivable portion of the swap. |
|
|
643
|
+
| `rate_tenor_unit_rec` | `string` | The rate tenor unit for receivable portion of the swap. |
|
|
644
|
+
| `reset_date_rec` | `string` | The reset date for receivable portion of the swap. |
|
|
645
|
+
| `reset_date_unit_rec` | `string` | The reset date unit for receivable portion of the swap. |
|
|
646
|
+
| `rate_type_pmnt` | `string` | The type of rate for payment portion of the swap. |
|
|
647
|
+
| `payment_currency` | `string` | The payment currency of the swap. |
|
|
648
|
+
| `upfront_payment` | `number` | The upfront amount received of the swap. |
|
|
649
|
+
| `floating_rate_index_pmnt` | `string` | The floating rate index for payment portion of the swap. |
|
|
650
|
+
| `floating_rate_spread_pmnt` | `number` | The floating rate spread for payment portion of the swap. |
|
|
651
|
+
| `rate_tenor_pmnt` | `string` | The rate tenor for payment portion of the swap. |
|
|
652
|
+
| `rate_tenor_unit_pmnt` | `string` | The rate tenor unit for payment portion of the swap. |
|
|
653
|
+
| `reset_date_pmnt` | `string` | The reset date for payment portion of the swap. |
|
|
654
|
+
| `reset_date_unit_pmnt` | `string` | The reset date unit for payment portion of the swap. |
|
|
655
|
+
| `repo_type` | `string` | The type of repo. |
|
|
656
|
+
| `is_cleared` | `string` | If the repo is cleared. |
|
|
657
|
+
| `is_tri_party` | `string` | If the repo is tri party. |
|
|
658
|
+
| `principal_amount` | `number` | The principal amount of the repo. |
|
|
659
|
+
| `principal_currency` | `string` | The currency of the principal amount. |
|
|
660
|
+
| `collateral_type` | `string` | The collateral type of the repo. |
|
|
661
|
+
| `collateral_amount` | `number` | The collateral amount of the repo. |
|
|
662
|
+
| `collateral_currency` | `string` | The currency of the collateral amount. |
|
|
663
|
+
| `exchange_currency` | `string` | The currency of the exchange rate. |
|
|
664
|
+
| `exchange_rate` | `number` | The exchange rate. |
|
|
665
|
+
| `currency_sold` | `string` | The currency sold in a Forward Derivative. |
|
|
666
|
+
| `currency_amount_sold` | `number` | The amount of currency sold in a Forward Derivative. |
|
|
667
|
+
| `currency_bought` | `string` | The currency bought in a Forward Derivative. |
|
|
668
|
+
| `currency_amount_bought` | `number` | The amount of currency bought in a Forward Derivative. |
|
|
669
|
+
| `notional_amount` | `number` | The notional amount of the derivative. |
|
|
670
|
+
| `notional_currency` | `string` | The currency of the derivative's notional amount. |
|
|
671
|
+
| `unrealized_gain` | `number` | The unrealized gain or loss on the derivative. |
|
|
672
|
+
| `as_of` | `string` | The acceptance datetime of the filing. |
|
|
284
673
|
|
|
285
674
|
---
|
|
286
675
|
|
|
287
676
|
### `etf.price_performance`
|
|
288
677
|
|
|
289
678
|
```python
|
|
290
|
-
data.etf.price_performance(symbol=..., return_type='trailing', adjustment='splits_and_dividends'
|
|
679
|
+
data.etf.price_performance(symbol=..., return_type='trailing', adjustment='splits_and_dividends')
|
|
291
680
|
```
|
|
292
681
|
|
|
293
682
|
Summary: Price Performance
|
|
@@ -297,7 +686,6 @@ Summary: Price Performance
|
|
|
297
686
|
| Endpoint ID | `etf.price_performance` |
|
|
298
687
|
| HTTP | `GET` |
|
|
299
688
|
| Path | `/inner/v1/agent-data/etf/price_performance` |
|
|
300
|
-
| Default provider | - |
|
|
301
689
|
| SDK | `supported` |
|
|
302
690
|
| Host | `supported` |
|
|
303
691
|
| Notes | - |
|
|
@@ -306,17 +694,59 @@ Summary: Price Performance
|
|
|
306
694
|
|
|
307
695
|
| Param | Required | Type | Default | Notes |
|
|
308
696
|
|---|---|---|---|---|
|
|
309
|
-
| `symbol` | `yes` | `string` | `-` | Symbol to get data for. Multiple comma separated items allowed
|
|
310
|
-
| `return_type` | `no` | `string` | `trailing` | enum: trailing, calendar The type of returns to return, a trailing or calendar window.
|
|
311
|
-
| `adjustment` | `no` | `string` | `splits_and_dividends` | enum: splits_only, splits_and_dividends The adjustment factor, 'splits_only' will return pure price performance.
|
|
312
|
-
|
|
697
|
+
| `symbol` | `yes` | `string` | `-` | Symbol to get data for. Multiple comma separated items allowed |
|
|
698
|
+
| `return_type` | `no` | `string` | `trailing` | enum: trailing, calendar The type of returns to return, a trailing or calendar window. |
|
|
699
|
+
| `adjustment` | `no` | `string` | `splits_and_dividends` | enum: splits_only, splits_and_dividends The adjustment factor, 'splits_only' will return pure price performance. |
|
|
700
|
+
|
|
701
|
+
#### Response fields
|
|
702
|
+
|
|
703
|
+
| Field | Type | Notes |
|
|
704
|
+
|---|---|---|
|
|
705
|
+
| `symbol` | `string` | Symbol representing the entity requested in the data. |
|
|
706
|
+
| `one_day` | `number` | One-day return. |
|
|
707
|
+
| `wtd` | `number` | Week to date return. |
|
|
708
|
+
| `one_week` | `number` | One-week return. |
|
|
709
|
+
| `mtd` | `number` | Month to date return. |
|
|
710
|
+
| `one_month` | `number` | One-month return. |
|
|
711
|
+
| `qtd` | `number` | Quarter to date return. |
|
|
712
|
+
| `three_month` | `number` | Three-month return. |
|
|
713
|
+
| `six_month` | `number` | Six-month return. |
|
|
714
|
+
| `ytd` | `number` | Year to date return. |
|
|
715
|
+
| `one_year` | `number` | One-year return. |
|
|
716
|
+
| `two_year` | `number` | Two-year return. |
|
|
717
|
+
| `three_year` | `number` | Three-year return. |
|
|
718
|
+
| `four_year` | `number` | Four-year return. |
|
|
719
|
+
| `five_year` | `number` | Five-year return. |
|
|
720
|
+
| `ten_year` | `number` | Ten-year return. |
|
|
721
|
+
| `max` | `number` | Return from the beginning of the time series. |
|
|
722
|
+
| `max_annualized` | `number` | Annualized rate of return from inception. |
|
|
723
|
+
| `volatility_one_year` | `number` | Trailing one-year annualized volatility. |
|
|
724
|
+
| `volatility_three_year` | `number` | Trailing three-year annualized volatility. |
|
|
725
|
+
| `volatility_five_year` | `number` | Trailing five-year annualized volatility. |
|
|
726
|
+
| `volume` | `integer` | The trading volume. |
|
|
727
|
+
| `volume_avg_30` | `number` | The one-month average daily volume. |
|
|
728
|
+
| `volume_avg_90` | `number` | The three-month average daily volume. |
|
|
729
|
+
| `volume_avg_180` | `number` | The six-month average daily volume. |
|
|
730
|
+
| `beta` | `number` | Beta compared to the S&P 500. |
|
|
731
|
+
| `nav` | `number` | Net asset value per share. |
|
|
732
|
+
| `year_high` | `number` | The 52-week high price. |
|
|
733
|
+
| `year_low` | `number` | The 52-week low price. |
|
|
734
|
+
| `market_cap` | `number` | The market capitalization. |
|
|
735
|
+
| `shares_outstanding` | `integer` | The number of shares outstanding. |
|
|
736
|
+
| `updated` | `string` | The date of the data. |
|
|
737
|
+
| `volatility_week` | `number` | One-week realized volatility, as a normalized percent. |
|
|
738
|
+
| `volatility_month` | `number` | One-month realized volatility, as a normalized percent. |
|
|
739
|
+
| `price` | `number` | Last Price. |
|
|
740
|
+
| `average_volume` | `number` | Average daily volume. |
|
|
741
|
+
| `relative_volume` | `number` | Relative volume as a ratio of current volume to average volume. |
|
|
742
|
+
| `analyst_recommendation` | `number` | The analyst consensus, on a scale of 1-5 where 1 is a buy and 5 is a sell. |
|
|
313
743
|
|
|
314
744
|
---
|
|
315
745
|
|
|
316
746
|
### `etf.search`
|
|
317
747
|
|
|
318
748
|
```python
|
|
319
|
-
data.etf.search(query='', exchange=None, country=None, div_freq=None, sort_by=None, use_cache=True
|
|
749
|
+
data.etf.search(query='', exchange=None, country=None, div_freq=None, sort_by=None, use_cache=True)
|
|
320
750
|
```
|
|
321
751
|
|
|
322
752
|
Summary: Search
|
|
@@ -326,7 +756,6 @@ Summary: Search
|
|
|
326
756
|
| Endpoint ID | `etf.search` |
|
|
327
757
|
| HTTP | `GET` |
|
|
328
758
|
| Path | `/inner/v1/agent-data/etf/search` |
|
|
329
|
-
| Default provider | - |
|
|
330
759
|
| SDK | `supported` |
|
|
331
760
|
| Host | `supported` |
|
|
332
761
|
| Notes | - |
|
|
@@ -336,19 +765,70 @@ Summary: Search
|
|
|
336
765
|
| Param | Required | Type | Default | Notes |
|
|
337
766
|
|---|---|---|---|---|
|
|
338
767
|
| `query` | `no` | `string | null` | `` | Search query. |
|
|
339
|
-
| `exchange` | `no` | `string | null` | `-` | Exchange where the ETF is listed. If not provided, all exchanges are searched
|
|
340
|
-
| `country` | `no` | `string | null` | `-` | Filter by country. Accepts ISO 3166-1 alpha-2 codes (e.g., 'US', 'DE'), alpha-3 codes (e.g., 'USA'), or country names (e.g., 'United States', 'united_states').
|
|
341
|
-
| `div_freq` | `no` | `string | null` | `-` | The dividend payment frequency.
|
|
342
|
-
| `sort_by` | `no` | `string | null` | `-` | The column to sort by.
|
|
343
|
-
| `use_cache` | `no` | `boolean` | `true` | Whether to use a cached request. All ETF data comes from a single JSON file that is updated daily. To bypass, set to False. If True, the data will be cached for 4 hours.
|
|
344
|
-
|
|
768
|
+
| `exchange` | `no` | `string | null` | `-` | Exchange where the ETF is listed. If not provided, all exchanges are searched.; Target a specific exchange by providing the MIC code. |
|
|
769
|
+
| `country` | `no` | `string | null` | `-` | Filter by country. Accepts ISO 3166-1 alpha-2 codes (e.g., 'US', 'DE'), alpha-3 codes (e.g., 'USA'), or country names (e.g., 'United States', 'united_states'). |
|
|
770
|
+
| `div_freq` | `no` | `string | null` | `-` | The dividend payment frequency. |
|
|
771
|
+
| `sort_by` | `no` | `string | null` | `-` | The column to sort by. |
|
|
772
|
+
| `use_cache` | `no` | `boolean` | `true` | Whether to use a cached request. All ETF data comes from a single JSON file that is updated daily. To bypass, set to False. If True, the data will be cached for 4 hours. |
|
|
773
|
+
|
|
774
|
+
#### Response fields
|
|
775
|
+
|
|
776
|
+
| Field | Type | Notes |
|
|
777
|
+
|---|---|---|
|
|
778
|
+
| `symbol` | `string` | Symbol representing the entity requested in the data. (ETF) |
|
|
779
|
+
| `name` | `string` | Name of the ETF. |
|
|
780
|
+
| `short_name` | `string` | The short name of the ETF. |
|
|
781
|
+
| `inception_date` | `string` | The inception date of the ETF. |
|
|
782
|
+
| `issuer` | `string` | The issuer of the ETF. |
|
|
783
|
+
| `investment_style` | `string` | The investment style of the ETF. |
|
|
784
|
+
| `esg` | `boolean` | Whether the ETF qualifies as an ESG fund. |
|
|
785
|
+
| `currency` | `string` | The currency of the ETF. |
|
|
786
|
+
| `unit_price` | `number` | The unit price of the ETF. |
|
|
787
|
+
| `close` | `number` | The closing price of the ETF. |
|
|
788
|
+
| `prev_close` | `number` | The previous closing price of the ETF. |
|
|
789
|
+
| `return_1m` | `number` | The one-month return of the ETF, as a normalized percent. |
|
|
790
|
+
| `return_3m` | `number` | The three-month return of the ETF, as a normalized percent. |
|
|
791
|
+
| `return_6m` | `number` | The six-month return of the ETF, as a normalized percent. |
|
|
792
|
+
| `return_ytd` | `number` | The year-to-date return of the ETF, as a normalized percent. |
|
|
793
|
+
| `return_1y` | `number` | The one-year return of the ETF, as a normalized percent. |
|
|
794
|
+
| `beta_1y` | `number` | The one-year beta of the ETF, as a normalized percent. |
|
|
795
|
+
| `return_3y` | `number` | The three-year return of the ETF, as a normalized percent. |
|
|
796
|
+
| `beta_3y` | `number` | The three-year beta of the ETF, as a normalized percent. |
|
|
797
|
+
| `return_5y` | `number` | The five-year return of the ETF, as a normalized percent. |
|
|
798
|
+
| `beta_5y` | `number` | The five-year beta of the ETF, as a normalized percent. |
|
|
799
|
+
| `return_10y` | `number` | The ten-year return of the ETF, as a normalized percent. |
|
|
800
|
+
| `beta_10y` | `number` | The ten-year beta of the ETF. |
|
|
801
|
+
| `beta_15y` | `number` | The fifteen-year beta of the ETF. |
|
|
802
|
+
| `return_from_inception` | `number` | The return from inception of the ETF, as a normalized percent. |
|
|
803
|
+
| `avg_volume` | `integer` | The average daily volume of the ETF. |
|
|
804
|
+
| `avg_volume_30d` | `integer` | The 30-day average volume of the ETF. |
|
|
805
|
+
| `aum` | `number` | The AUM of the ETF. |
|
|
806
|
+
| `pe_ratio` | `number` | The price-to-earnings ratio of the ETF. |
|
|
807
|
+
| `pb_ratio` | `number` | The price-to-book ratio of the ETF. |
|
|
808
|
+
| `management_fee` | `number` | The management fee of the ETF, as a normalized percent. |
|
|
809
|
+
| `mer` | `number` | The management expense ratio of the ETF, as a normalized percent. |
|
|
810
|
+
| `distribution_yield` | `number` | The distribution yield of the ETF, as a normalized percent. |
|
|
811
|
+
| `dividend_frequency` | `string` | The dividend payment frequency of the ETF. |
|
|
812
|
+
| `exchange` | `string` | The exchange MIC code. |
|
|
813
|
+
| `figi_ticker` | `string` | The OpenFIGI ticker. |
|
|
814
|
+
| `ric` | `string` | The Reuters Instrument Code. |
|
|
815
|
+
| `isin` | `string` | The International Securities Identification Number. |
|
|
816
|
+
| `sedol` | `string` | The Stock Exchange Daily Official List. |
|
|
817
|
+
| `intrinio_id` | `string` | The unique Intrinio ID for the security. |
|
|
818
|
+
| `country` | `string` | Country where the ETF is domiciled. |
|
|
819
|
+
| `exchange_name` | `string` | The full name of the exchange. |
|
|
820
|
+
| `market_cap` | `integer` | Market capitalization of the ETF. |
|
|
821
|
+
| `beta` | `number` | Beta of the ETF. |
|
|
822
|
+
| `price` | `number` | Current price of the ETF. |
|
|
823
|
+
| `last_annual_dividend` | `number` | Last annual dividend paid. |
|
|
824
|
+
| `volume` | `integer` | Current trading volume of the ETF. |
|
|
345
825
|
|
|
346
826
|
---
|
|
347
827
|
|
|
348
828
|
### `etf.sectors`
|
|
349
829
|
|
|
350
830
|
```python
|
|
351
|
-
data.etf.sectors(symbol=..., use_cache=True
|
|
831
|
+
data.etf.sectors(symbol=..., use_cache=True)
|
|
352
832
|
```
|
|
353
833
|
|
|
354
834
|
Summary: Sectors
|
|
@@ -358,7 +838,6 @@ Summary: Sectors
|
|
|
358
838
|
| Endpoint ID | `etf.sectors` |
|
|
359
839
|
| HTTP | `GET` |
|
|
360
840
|
| Path | `/inner/v1/agent-data/etf/sectors` |
|
|
361
|
-
| Default provider | - |
|
|
362
841
|
| SDK | `supported` |
|
|
363
842
|
| Host | `supported` |
|
|
364
843
|
| Notes | - |
|
|
@@ -367,6 +846,13 @@ Summary: Sectors
|
|
|
367
846
|
|
|
368
847
|
| Param | Required | Type | Default | Notes |
|
|
369
848
|
|---|---|---|---|---|
|
|
370
|
-
| `symbol` | `yes` | `string` | `-` | Symbol to get data for. (ETF) Multiple comma separated items allowed
|
|
371
|
-
| `use_cache` | `no` | `boolean` | `true` | Whether to use a cached request. All ETF data comes from a single JSON file that is updated daily. To bypass, set to False. If True, the data will be cached for 4 hours.
|
|
372
|
-
|
|
849
|
+
| `symbol` | `yes` | `string` | `-` | Symbol to get data for. (ETF) Multiple comma separated items allowed |
|
|
850
|
+
| `use_cache` | `no` | `boolean` | `true` | Whether to use a cached request. All ETF data comes from a single JSON file that is updated daily. To bypass, set to False. If True, the data will be cached for 4 hours. |
|
|
851
|
+
|
|
852
|
+
#### Response fields
|
|
853
|
+
|
|
854
|
+
| Field | Type | Notes |
|
|
855
|
+
|---|---|---|
|
|
856
|
+
| `symbol` | `string` | Symbol representing the entity requested in the data. |
|
|
857
|
+
| `sector` | `string` | Sector of exposure. |
|
|
858
|
+
| `weight` | `number` | Sector exposure for the ETF as a percent of total assets. |
|