HolderFlows

Market-wide 13F holder flows for a closed quarter: what each kind of filer bought and sold of 13F common shares, its net flow, net flow as a percentage of its prior 13F book, and net buyers against net sellers. Trades are each filer's share changes priced at the security's average close over the quarter, else its quarter-end value per share (an exit at the quarter before's); options and principal amounts are left out, and a share change from a corporate action reads as a trade. Only filers with a 13F the quarter before are compared. Holder type is each filer's current regulatory profile, never its name; client base and private funds come from the Form ADV roster current at the quarter end (rosters from December 2019); style, turnover, horizon and book size are measured from its own 13F book that quarter. With groupBy=sector each bucket's flow is split by its issuers' sectors, with exchange-traded products apart. Quarters still in their 13F filing window are not computed.

get/v1/13f/flows

Request

Query parameters

dimensionstring

How to split the filers: type (default), style, turnover, horizon, aum (13F book size), client (client base), pf (private funds) or country (filer location).

reportDatestring date

A computed quarter end (yyyy-MM-dd, defaults to the newest). Any other date returns 400 listing the computed quarters.

groupBystring

none (default) or sector.

bucketstring

One bucket token of the dimension (e.g. adv or idx) to return only that bucket.

Response

OK

reportDatestring date
previousReportDatestring date

The quarter the trades are measured against.

dimensionstring nullable

The dimension token: type, style, turnover, horizon, aum, client, pf or country.

dimensionLabelstring nullable
groupBystring nullable

none or sector.

sectorSplitAvailableboolean

False until the quarter is recomputed with per-sector trades; sectors stay null until then.

computedAtstring date-time

When the quarter's flows were last computed (UTC).

availableReportDatesstring[] nullable

Every computed quarter, newest first.

Changes

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