Instruments

Also see Instruments.

Resource representations

{
  "kind": "instrument",
  "id": integer,
  "isin": string,
  "description": string,
  "slug": string,
  "currency_iso": string,
  "euro_price": decimal,
  "lot_size": integer,
  "instrument_type": string,
  "asset_class": string,
  "long_asset_class": string,
  "stock_exchange": string,
  "favorited": boolean,
  "capitalized": boolean,
  "fund_manager": string,
  "management_fee": decimal,
  "yield_to_maturity": decimal,
  "duration": decimal,
  "coupon_rate": decimal,
  "coupon_frequency": integer,
  "expiration_date": date,
  "price_earning": decimal,
  "price_to_book": decimal,
  "dividend_yield": decimal,
  "category_id": integer,
  "group_category_id": integer,
  "global_category_id": integer,
  "favorer_count": integer,
  "portfolio_count": integer,
  "time_series": time_series[],
  "exante_indicators": {
    "maximum_drawdown_1_year": decimal,
    "downside_volatility": decimal,
    "risk": decimal,
    "cvar5": decimal,
    "var1": decimal,
    "var5": decimal,
    "volatility": decimal,
    "shortfall_probability": decimal,
    "cvar1": decimal,
    "liquidity": decimal,
    "maximum_drawdown_1_month": decimal
  },
  "expost_indicators_1_day": {
    "performance": decimal
  },
  "expost_indicators_1_month": {
    "performance": decimal,
    "maximum_drawdown": decimal,
    "volatility": decimal,
    "downside_volatility": decimal
  }
}

Methods


GET /instruments/:instrument_id/similar_instruments
List instruments similar to a given instrument.

List instruments similar to a given instrument.

Filters

The instrument type filter accepts any combination of the following values

  • bond
  • equity
  • etf
  • fund

Separate multiple criteria for the same filter using the comma character (,).

instrument_type_in=etf,bond

The duration filter accepts range criteria of the following types:

  • Less than x: ‘|x’
  • Between x and y: ‘x|y’
  • More than x: ‘x|’

Separate multiple criteria for the same filter using the comma character (,).

duration_in=|10,50|60,100|

Filters can be combined.

duration_in=4|5&category_id_in=1,3,4,6

Sort

The results can be sorted based on one or more of the following criteria

  • bond_maturity
  • capitalized
  • coupon_rate
  • currency_iso
  • description
  • dividend_yield
  • duration
  • euro_price
  • expiration_date
  • liquidity
  • lot_size
  • management_fee
  • performance_1d
  • performance_1m
  • performance_1y
  • portfolio_count
  • price
  • price_earning
  • price_to_book
  • risk
  • valuation
  • yield_to_maturity

For each criteria an optional order can be specified using the pipe character (|).

sorted_by=liquidity|asc

Separate multiple criteria using the comma character (,).

sorted_by=performance_1m|asc,risk

Params

Param Name Description
instrument_id
Optional

The slug of the instrument to search similar instruments for.


Value:

Must be String

instrument_type_in
Optional

Instrument type filters.


Value:

Must be String

category_id_in
Optional

Category filters.


Value:

Must be String

global_category_id_in
Optional

Global category filters.


Value:

Must be String

group_category_id_in
Optional

Group category filters.


Value:

Must be String

duration_in
Optional

Duration filters.


Value:

Must be String

price_earning_in
Optional

Price earning filters.


Value:

Must be String

sorted_by
Optional

Sort order of results.


Value:

Must be String