Factor return history

Return a single factor's daily return history with 1D through MAX summary windows for chart and table workflows.

get/v1/factors/history/{factorKey}

Request

Base URL: https://api.turos.app
URL: https://api.turos.app/v1/factors/history/{factorKey}
Auth: one of:
- API key in header x-api-key
- HTTP bearer

Path parameters

factorKeystring required

Canonical factor key or supported public alias such as VALUE_V2. Explicit keys do not broaden to other factors.

Query parameters

range'1d' | '5d' | '10d' | '1m' | '3m' | '6m' | '1y' | 'ytd' | 'max'

Trailing observation window for the returned chart series. Defaults to 1y. YTD covers Jan 1 of the latest observation's year through the latest market date. MAX returns the full available history, which starts 2015-01-01, through the latest complete market date where coverage exists for the factor.

date_fromstring date

Optional inclusive ISO start date. Must be on or after 2015-01-01. When supplied, it overrides range for the returned series bounds.

date_tostring date

Optional inclusive ISO end date. Must be on or after 2015-01-01 and on or before the latest complete XNYS market date.

format'json' | 'csv'

Return JSON by default or a table-ready CSV export with one row per factor/date.

response_mode'compact' | 'standard' | 'verbose'

Response projection. compact is token-efficient for agents; standard returns the full operational shape; verbose preserves full trust metadata and drill-down context.

includestring

Comma-separated compact-mode expansions such as trust, metadata, series, diagnostics, exposures, position_views, position_exposures, optimizer_candidates, or drilldown. Use trust when an agent or report needs provenance, freshness, source-rights, methodology, revision, and degraded-state metadata; use diagnostics for regression details such as rSquared and tStat where supported.

Response

Successful response

dataAsOfstring

freshnessStatus'fresh' | 'stale' | 'degraded' | 'unknown'

methodologyVersionstring

materializationVersionstring

object'factor_history' required

responseMode'compact' | 'standard' | 'verbose'

Projection used for this resource. compact is token-efficient for agents; standard and verbose retain fuller operational context.

idstring required

factorKeystring required

factorNamestring required

categorystring required

range'1d' | '5d' | '10d' | '1m' | '3m' | '6m' | '1y' | 'max' required

dateFromstring date required

dateTostring date required

historyStartDatestring date nullable

historyEndDatestring date nullable

observationCountinteger required

asOfstring date-time required

seriesCountinteger

seriesSampleobject[]

expansionHintsstring[]

requestIdstring

traceparentstring

Changes

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