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
- Base URLhttps://api.equibles.com
- AuthHTTP bearer
- TypeScriptA function with typed inputs. Its response is checked against the schema.
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
Changes
No recorded changes to this operation across all 1 revision of this API.