MEmerqube
helper

Generate a full equity basket index manifest (does not create an index!)

Generate a full equity basket index manifest (does not create an index!)

post/helper/index-template/multi_eb

Request

Request body

index_currencystring
unit_of_measure'SHARES' | 'WEIGHT'

Used to indicate if portfolio amounts are absolute or relative. weight indicates portfolio amounts are relative weights units indicates portfolio amounts are absolute values, e.g. shares or number of contracts

base_datestring required

the date that the index has level 'base_value'

base_valuenumber required

set the index value on base_date to this base_value

precision_levelinteger

used to set the rounding decimal field when creating identifiers

rebal_freq'Annual' | 'Daily' | 'Monthly' | 'Quarterly' | 'Semi-Annual' | 'Weekly' | 'Bi-Monthly' | 'Intraday' | 'None'
run_hourinteger required

set to the hour of day to run the index in the index's timezone

run_minuteinteger required

set to the minute of the hour to run the index

timezonestring

set to the timezone of the index

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

currencystring

set to the currency of the index

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

{
  "constituents": [
    {
      "date": "2022-03-11",
      "identifier": "AAPL.OQ",
      "identifier_type": "RIC",
      "quantity": -0.2512355,
      "security_type": "EQUITY"
    },
    {
      "date": "2022-03-11",
      "identifier": "USD",
      "identifier_type": "RIC",
      "quantity": 60,
      "security_type": "CASH"
    }
  ],
  "base_date": "Tue, 04 Jan 2000 00:00:00 GMT",
  "base_value": 1000,
  "level_overrides": [
    {
      "comment": "test for some special day for some special reason",
      "date": "2022-03-18",
      "level": 1364.344
    }
  ],
  "return_type_variants": {
    "net_total_return": "MYINDEXNTR",
    "price_return": "MYINDEXPR",
    "total_return": "MYINDEXTR"
  },
  "tick_configuration": {
    "intraday_timezone": "US/Eastern"
  },
  "run_hour": 16,
  "run_minute": 30,
  "timezone": "US/Eastern",
  "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",
  "currency": "USD"
}

Response

OK

Changes

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