MerQube Helper API
The helper API from MerQube — 14 operation(s) for helper.
MerQube Helper API is one of 9 APIs that MerQube publishes on the APIs.io network, described by a machine-readable OpenAPI specification.
Tagged areas include helper. The published artifact set on APIs.io includes an OpenAPI specification, an API reference, API documentation, and authentication docs.
This API exposes 14 operations across 14 paths, and defines 222 schemas. It is described by OpenAPI 3.2.0, at version 4.40.0.
Requests are made against 2 base URLs: https://api.merqube.com, https://api.staging.merqube.com.
14 operations
14 paths
222 schemas
2 GET12 POST
Metadata
The identity and technical contract details declared by the specification.
Paths & Operations 14
Across 14 paths, the API surfaces 14 operations — 2 GET, 12 POST. Each is listed below with its method, path, parameters, and response codes.
helper 14
POST
/helper/index-template/buffer_simple
Generate a buffer index
POST
/helper/index-template/decrement
Generate a full single stock total return decrement overlay index manifest (does not create an index!)
POST
/helper/index-template/defined_outcome
Generate a Defined Outcome Optons Index
POST
/helper/index-template/equity_index
Generate a Generalized Equity Index
POST
/helper/index-template/multi_eb
Generate a full equity basket index manifest (does not create an index!)
POST
/helper/index-template/multi_eb_portfolios
Generate a proper POST to targetportfolio - the same two inputs (constituents and levels) as multieb, except used to just update the portfolio of an existing index. This is included in template/multi…
POST
/helper/index-template/option_strategies
Generate a Option Strategies Index
POST
/helper/index-template/single_option
Generate a single option index
POST
/helper/index-template/sstr
Generate a full single stock total return index manifest (does not create an index!)
POST
/helper/index-template/static_basket
Generate a full static basket index manifest (does not create an index!)
POST
/helper/index-template/vol_target
Generate a Vol Target Index
GET
/helper/index/run-states
Return the latest index run states for the uuids provided
GET
/helper/options_underlier
Returns all the allowed options underlier for the caller
POST
/helper/solver/defined_outcome
Solve for the options prices and variable leg of a Defined Outcome Options Index
Schemas 222
The contract defines 222 schemas that model the data the API accepts and returns. The most detailed are IndexDefinitionPost (42 properties), OptionSpecific (17 properties), RunConfig (15 properties), ClientStrategyOption (12 properties). Each schema is shown below with its type and property counts.
StrategyOptionExpiryPeriodType
string
PortfolioUom
string
Used to indicate if portfolio amounts are absolute or relative. weight indicates portfolio amounts are relative weights units indicates portfolio amounts are a…
PeriodicDateConfig
ClientMultiEBPortUpdate
object
3 properties
1 required
MetricsSchema
object
4 properties
3 required
ClientDecrementUnderlyingIDType
string
currently supported identifier types for decrement underlyings
ClientDefinedOutcomeOptionType
string
ClientDefinedOutcomeTradeType
string
FsymEquityPosition
Equity position, identified by a FSYM + country code
IdentifierUUIDPost
object
Identifier for a given provider. Will be referenced via the name field of the Identifier section
11 properties
3 required
TRBCFilterSpec
object
3 properties
3 required
OptionsUnderlierGet
object
1 property
1 required
ReinvestmentType
string
set to the type of reinvestment to apply
S3Bucket
object
2 properties
1 required
ClientIndexConfigBase
ClientSSTRConfig
object
full config for SSTRs
LevelCheck
object
2 required
holidays_to_add
object
1 property
ClientManagementFeeConfig
object
2 properties
2 required
ClientDefinedOutcomeBufferBase
object
A Defined Outcome Buffer Base
Provider
string
currently supported providers
BloombergProviderKwargsPostType
string
How to post the data to Bloomberg, either the end of day method (EOD), real time method (RT) or both (EODANDRT)
ClientDefinedOutcomeExpiry
object
2 properties
2 required
ClientEquityIndexSpecific
object
8 properties
8 required
LegacyStaticBasketCalendarConfig
object
3 properties
1 required
ClientDefinedOutcomeOption
object
7 properties
6 required
WeeklyRebalanceDates
object
1 property
1 required
RebalanceMethodConfig
SecapiBasketPosition
A basket position that uses custom metrics from merqube data source
ClientDefinedOutcomeBufferStrategy
object
1 property
1 required
InterestRateConfig
object
configuration for an interest rate
CalendarAlias
string
HolidayCalendarSpec
ClientCoveredDelta
object
A covered delta strategy with a call delta between 0 and 1. Covers by selling a call.
3 properties
1 required
OptionRoot
string
ClientStaticBasketSpecific
object
10 properties
7 required
CountryCode
string
ISO country codes
ClientEquityIndexConfig
object
full config for equity indices
ClientBufferConfig
object
full config for buffer indices
HistoryCheck
object
2 required
IntradayFlatlineAlerts
object
5 properties
OptionPosition
An Option position
DatedFsymEquityPosition
ClientDefinedOutcomeBufferConfig
object
base config for defined outcome indices
2 properties
ClientDefinedOutcomeNoEtfStrategy
object
2 properties
2 required
ClientBufferSpecific
object
properties specific to buffer indices
4 properties
4 required
MarketCapFilterSpec
object
7 properties
3 required
MicFilterSpec
object
3 properties
3 required
DatedValidEquityBasketPosition
RicEquityPosition
Equity position, identified by a RIC
InitialMonthConfig
object
3 properties
1 required
ArgumentsOrEnvVars
array
ReinvestmentTime
string
set to the type of reinvestment to apply
ClientOptionStrategiesBase
object
A options strategy index
7 properties
3 required
ClientOptionalBaseVal
object
2 properties
1 required
Administrative
object
3 properties
1 required
RebalFrequency
string
SectorFilterSpec
object
3 properties
3 required
SecapiProviderKwargs
object
Secapi provider custom arguments
3 properties
3 required
OptionStrategyType
string
WeeklyRebalanceDateConfig
IntradayTickFilter
object
Filter for tick events, used to configure when an rtindex should process ticks or send ticks to targets
6 properties
IsoTS
string
PercentChangeCheck
object
2 required
ClientEBCoraxConfig
object
how to handle corporate actions
4 properties
IntradayPublishConfigReutersTargetParams
object
3 properties
ClientDefinedOutcomeStrikeType
string
ClientDefinedOutcomeScheduleType
string
IntradayPublishConfigWrapper
object
oneOfs at the top level of an object lead to hard to work with RootModels in pydantic. Forming this one property object makes importing and passing around this…
1 property
FsymSpecific
object
1 property
1 required
ClientStrategyOptionEarlyExercise
object
Defines the Early Exercise Strategy
5 properties
1 required
ClientDefinedOutcomeAcceleratorConfig
object
base config for defined outcome indices
2 properties
IndexReport
object
4 properties
1 required
ClientDecrementSpecific
object
5 properties
4 required
OptionStyle
string
Webpage
object
2 properties
RebalanceConfig
object
3 properties
3 required
BloombergProviderKwargs
object
Bloomberg provider custom arguments
1 property
1 required
ClientDefinedOutcomeCustomStrategyConfig
object
base config for defined outcome indices with custom strategies
2 properties
HistoryCheckParams
object
1 property
1 required
ClientDefinedOutcomeCustomStrategyBase
object
A Defined Outcome Custom Strategy Base
ClientDefinedOutcomeParticipationRateStrategy
object
3 properties
3 required
OptionExerciseStyle
string
ClientStrategyOptionRebalanceCertainDay
object
Defines rebalance-related configs for option strategies self service flow, if user selects "Certain Day"
5 properties
4 required
IndexInterestRateConfig
object
configuration for an index's interest rates including both lending/borrowing rates
2 properties
2 required
ListingWeightCap
object
3 properties
3 required
CalculationCheck
array
DatedBasketPosition
SubPod
object
6 properties
3 required
DefinedOutcomeSolverRequest
object
5 properties
3 required
ClientMultiEBPortConfig
DqmsConfig
object
1 property
ClientMultiEBSpecific
object
7 properties
ClientSingleOptionConfig
object
a single option strategy
ClientOptionStrategiesConfig
object
A Option strategies index
FreezerConfig
object
5 properties
ClientDefinedOutcomeExpiryPeriodType
string
ClientDefinedOutcomeRebalancer
object
6 properties
3 required
Deadline
object
6 properties
5 required
RicSpecific
object
3 properties
SecapiSpecific
object
1 property
CountryOfDomicileFilterSpec
object
3 properties
3 required
AssetType
string
calendar_identifiers
object
1 property
NotificationConfig
object
3 properties
ClientSSTRSpecific
object
2 properties
1 required
SubSectorFilterSpec
object
3 properties
3 required
IndexSpec
object
4 properties
1 required
AlertHours
object
2 properties
ClientDefinedOutcomeCashStrategy
object
1 property
1 required
RunConfigLabel
object
Intraday
TickConfiguration
object
configuration for intraday index ticking time information
5 properties
NestedCalendarSchema
object
3 properties
2 required
IdTransactionCost
object
3 properties
1 required
ClientCoveredStrike
object
A covered strike strategy with the strike being percentage of the spot. Covers by selling a call.
3 properties
1 required
ClientDefinedOutcomeCustomStrategy
object
4 properties
1 required
WeightingSpec
object
6 properties
1 required
IdentifierUUIDRef
object
maps to an identifier resource
3 properties
2 required
ClientDecrementUnderlying
object
2 properties
2 required
ClientDefinedOutcomeBufferStrategyItem
object
7 properties
4 required
IsoDate
string
ClientDownsideStrike
object
A downside strike strategy with the strike being percentage of the spot. Protects downside by buying a put.
3 properties
1 required
ClientSingleOptionBase
object
a single option strategy
4 properties
2 required
RunConfig
object
15 properties
3 required
IntradayPublishConfigSecapiTarget
StrategyOptionStrikeType
string
RebalanceTypeWithNoConfig
object
1 property
1 required
ClientDefinedOutcomeParticipationRateStrategyOption
object
5 required
BasketPortfolioPutIn
object
Input data for creating/replacing target portfolios. This object captures all information needed to execute externally defined rebalances.
7 properties
3 required
XthDayRebalanceDateConfig
ClientUnifiedFeeConfig
object
3 properties
1 required
OptionsUnderlierItem
object
1 property
1 required
PositionIdentifierType
string
OptionType
string
IntradayPublishConfigTargetBase
object
1 property
ClientStrategyOption
object
Defines an option in a strategy index for self service flow
12 properties
8 required
IntradayPublishConfigDbTarget
EarlyExerciseTreatment
string
TradeType
string
IntradayPublishConfigBloombergTargetParams
object
2 properties
IntradayInfraTimedScaling
object
Describes how to scale up and down based on the active time range.
3 properties
OptionSpecific
object
17 properties
6 required
ClientMultiEBConfig
object
full config for equity baskets
CustomCharts
object
8 properties
3 required
OptionPriceMetrics
object
Option Price Metrics
10 properties
10 required
DayOfWeek
string
VariableInterestRateConfig
object
configuration for variable interest rates on options strategy self serve indices
3 properties
2 required
MerqTimestamp
AllocationUnit
object
10 properties
3 required
ClientDefinedOutcomeAcceleratorBase
object
A Defined Outcome Accelerator Base
ClientIndexConfigOptionalBaseDate
ClientStrategyOptionRebalanceRelativeToExpiry
object
Defines rebalance-related configs for options strategies self service flow, if user selects "Relative to Expiry"
3 properties
3 required
ClientTemplateResponse
object
3 properties
DisseminationDestinations
object
3 properties
FsymAndCountry
object
Represents the combination of a FSYM + Country Code
2 properties
2 required
ClientBaseVal
object
2 properties
2 required
LevelCheckParams
object
2 properties
2 required
MarketCapPercentFilterSpec
object
6 properties
2 required
CurrencyFilterSpec
object
3 properties
3 required
IntradayPublishConfigBloombergTarget
MerqubeIndexSpecific
object
1 property
FlatCalendarSchema
object
6 properties
HighWaterMarkMode
string
ListingWeightFloor
object
3 properties
3 required
StaticBasketCalendarConfig
object
3 properties
1 required
IntradayPublishConfig
object
Mapping of index metric to targets it should be sent to
ReutersProviderKwargs
object
Reuters provider custom arguments
1 property
CountryOfExchangeFilterSpec
object
3 properties
3 required
ClientEquityBasketConfigBase
IndexTicker
object
Represents a ticker of the index. Used in self service options to hold the Index as the underlier
1 property
1 required
SimpleRebalanceDateConfigOptions
IntradayPublishConfigReutersTarget
ValidEquityBasketPosition
ClientDefinedOutcomeAcceleratorStrategy
object
1 property
1 required
DisseminationSetting
object
configuration for setting up identifier to provider
2 properties
2 required
DayCountConvention
string
ClientDefinedOutcomeAcceleratorStrategyItem
object
7 properties
4 required
DefinedOutcomeSolverResponse
object
3 properties
ConstantInterestRateConfig
object
configuration for constant interest rates on options strategy self serve indices
1 property
1 required
RunConfigLabelAdditional
object
used when there needs to be different run configurations, each with a different label, such as 'initial' vs 'final'
1 property
1 required
BasketPosition
object
A general basket portfolio position
5 properties
4 required
DatedRicEquityPosition
ClientDownsideDelta
object
A downside delta strategy with the delta being percentage of the spot. Protects downside by buying a put.
3 properties
1 required
Schedule
object
9 properties
3 required
ReutersProviderKwargsPostType
string
How to post the data to Reuters, either the end of day method (EOD), real time method (RT) or both (EODANDRT)
FuturesPosition
A Futures position
ClientEquityIndexConfigBase
IndexBenchmark
object
4 properties
2 required
ClientPerformanceFeeConfig
object
3 properties
1 required
AirflowConfig
object
7 properties
FeeDeductionSource
string
TransactionCostsConfig
object
3 properties
ListingFixedWeight
object
3 properties
3 required
ClientDefinedOutcomeCustomStrategyItem
object
6 properties
4 required
Advt3mFilterSpec
object
6 properties
2 required
ClientDecrementConfig
object
full config for decrements
MerqubeIndexPosition
A basket position that uses custom metrics from merqube data source
RealTimeTradeType
Trade types that can be used for real time quotes. Examples of ineligible trade types are dark pool and odd lot trades.
NasdaqProviderKwargs
object
Nasdaq provider custom arguments
2 properties
1 required
FreeFloatRebalanceConfig
object
2 properties
1 required
ClientRuntimeInfo
object
represents index runtime info, which must be specified for some indices (but auto derived for others based on exchange close times etc)
3 properties
2 required
IndexDefinitionPost
object
42 properties
6 required
PercentChangeCheckParams
object
2 properties
2 required
ClientDefinedOutcomeRoots
string
LevelOverride
object
3 properties
2 required
BaseDate
string
the date that the index has level 'basevalue'
IntradayAlerting
object
Alerting configuration for intraday ticks
1 property
OptionExpirationType
string
ClientIndexBaseProperties
object
6 properties
4 required
FuturesSpecific
object
7 properties
4 required
IntradayAlertType
string
ClientStaticBasketConfig
object
full config for Static Basket Indices
AdvancedRebalanceDateConfig
3 required
BaseCheck
object
3 properties
2 required
ClientStrategyOptionExpiry
object
Defines expiry-related configs for options strategies self service flow
3 properties
2 required
StaticListingExclusionFilterSpec
object
2 properties
2 required
Related
object
5 properties
3 required
IsoTS_2
string
ClientDecrementSpecific_2
object
5 properties
4 required
IsoDate_2
string
BaseDate_2
string
the date that the index has level 'basevalue'
Specification
The full machine-readable OpenAPI contract behind this narrative.
Source
More from MerQube 8
Other APIs MerQube publishes across the network.
MerQube API
MerQube Identifier API
MerQube Index API
MerQube Legacy Equity Security API
MerQube Options API
MerQube Portfolio Handler API
MerQube Security API
MerQube Security List API
#helper
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This is an independent, third-party profile of MerQube Helper API, published by API Evangelist. We do not operate, host, resell, or support these APIs, and we are not affiliated with or endorsed by the company unless stated above. Everything here is built from publicly available information — the company's own site, developer portal, documentation, public repositories, and the specifications it publishes for public use. Nothing is obtained by breaching a system, defeating an access control, or using credentials.
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