MEmerqube
helper

Generate a Generalized Equity Index

Generate a Generalized Equity Index

post/helper/index-template/equity_index

Request

Request body

allocation_weight_type'FIXED_WEIGHT' | 'EQUAL_WEIGHT'

The way weight should be assigned to each allocation unit

currencystring required

set to the currency of the index

reinvestment_time'AT_OPEN' | 'AT_CLOSE' required

set to the type of reinvestment to apply

reinvestment_type'INDEX' | 'SECURITY' required

set to the type of reinvestment to apply

return_type'total_return' | 'price_return' | 'net_total_return' required
base_datestring

the date that the index has level 'base_value'

base_valuenumber required

set the index value on base_date to this base_value

bbg_tickerstring

due to the limitations of the Bloomberg ticker creation process (no API), this must be a pre-created ticker. You can email MerQube a list of tickers to create on your behalf at support@merqube.com. Then, you provide those as input to these indices

descriptionstring required

set to the description of the index, which will show on merqube.com

email_liststring[]

list of emails to send daily dissemination reports, and the initial backtest reports, to; if not specified, no emails will be sent

namestring required

set to the name of the index. Commonly people use the ticker as the name, but that is not necessary. Must be globally unique - you will get a 409 if this index name is taken

namespacestring required

set to the namespace of the index

titlestring required

set to the title of the index that shows up on merqube.com

is_intradayboolean

set to true if the index is to calculate multiple times during the day. This does not pertain to the frequency of rebalancing; see rebal_freq. Even though theoretically all index family types can calculate multiple times a day, not all types will support this initially. This parameter is a bit experimental in that sense.

Example request

{
  "allocation_units": [
    {
      "allocation_screens": [
        {
          "static_listings": [
            {
              "country_code": "US"
            }
          ]
        }
      ],
      "static_listings": [
        {
          "identifier_type": "FSYM_ID"
        }
      ]
    }
  ],
  "currency": "USD",
  "reinvestment_time": "AT_OPEN",
  "reinvestment_type": "INDEX",
  "return_type_variants": {
    "net_total_return": "MYINDEXNTR",
    "price_return": "MYINDEXPR",
    "total_return": "MYINDEXTR"
  },
  "base_date": "Tue, 04 Jan 2000 00:00:00 GMT",
  "base_value": 1000,
  "bbg_ticker": "MY_TICKER",
  "description": "My Index Description",
  "email_list": [
    "bob@mycompany.com",
    "alice@mycompany.com"
  ],
  "name": "My Index",
  "namespace": "mycompany",
  "title": "My Index Title"
}

Response

OK

Changes

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