Backfills

Set Backfill

Extend one symbol's price history with a longer-lived stand-in.

Use this when a wrapper has the treatment you want but not the history your backtest needs: OILK avoids a K-1 but starts in 2016, so backfilling it from USO lets a model hold OILK across a window that predates it. A model source lets you shape the stand-in's risk profile first (a lightly levered TLT model standing in for EDV, say). The source's returns are spliced in before the target's first bar, scaled so the two series join continuously. Setting a symbol that already has a rule replaces the rule.

put/v1/backfills/{symbol}

Request

  • Base URL: https://api.ensemble.markets (the document declares no server; this is the origin it was published from)
  • URL: https://api.ensemble.markets/v1/backfills/{symbol}
  • Auth: HTTP bearer

Path parameters

symbolstring required

The ticker whose history the rule extends, e.g. OILK

Request body

sourcestring required

A ticker (USO) or one of your built models' IDs (model_... or legacy m-...)

source_type'asset' | 'model'

asset: another ticker's history; model: a model's return stream

Example request

{
  "source": "USO"
}

Response

Successful Response

symbolstring required

The target ticker, uppercase

source_type'asset' | 'model' required
sourcestring required

Ticker or model ID supplying the history

source_namestring nullable

The asset's or model's name, when it has one

created_atstring date-time required
updated_atstring date-time required

Changes

No recorded changes to this operation across all 1 revision of this API.