MEmerqube
helper

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

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

post/helper/index-template/static_basket

Request

Request body

apply_mcap_screenboolean required

set to true if the index should apply a 15% min market cap screen

base_valuenumber required

set the index value on base_date to this base_value

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

restrict_base_dateboolean

won't let user create a basket with base date before at least 70% of basket's IPO dates

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

the date that the index has level '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

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

{
  "base_value": 1000,
  "constituents": [
    {
      "identifier_type": "FSYM_ID"
    }
  ],
  "holiday_calendar_config": {
    "holidays_to_add": [
      "Tue, 04 Jan 2000 00:00:00 GMT"
    ],
    "holidays_to_remove": [
      "Tue, 04 Jan 2000 00:00:00 GMT"
    ]
  },
  "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",
  "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.