MerQube Index API is one of 9 APIs that MerQube publishes on the APIs.io network, described by a machine-readable OpenAPI specification.
Tagged areas include Index. The published artifact set on APIs.io includes an OpenAPI specification, an API reference, API documentation, and authentication docs.
This API exposes
27 operations
across 17 paths,
and defines 147 schemas.
It is described by OpenAPI 3.2.0, at version 4.40.0.
Requests are made against 3 base URLs: https://api.merqube.com, https://api.staging.merqube.com, https://staging.api.merqube.com.
The identity and technical contract details declared by the specification.
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…
MetricsSchema
object
4 properties
3 required
CrudExtra
object
3 properties
3 required
BasketPortfolioRaw
object
Target Portfolio. Supports equities, futures, and options. This object captures all information needed to execute externally defined rebalances. This is the ra…
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
LevelCheck
object
2 required
holidays_to_add
object
1 property
IndexDefinitionPatchPutGet
object
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)
PortfolioStatus
string
Indicates the status of a target portfolio. A portfolio can only be used in an index if status is FINAL PENDINGVALIDATION - Custom validation is necessary, and…
SecapiBasketPosition
A basket position that uses custom metrics from merqube data source
HistoryCheck
object
2 required
CountryCode
string
ISO country codes
OptionPosition
An Option position
IntradayFlatlineAlerts
object
5 properties
RicEquityPosition
Equity position, identified by a RIC
Administrative
object
3 properties
1 required
SecapiProviderKwargs
object
Secapi provider custom arguments
3 properties
3 required
StatsRequest
object
6 properties
1 required
IntradayTickFilter
object
Filter for tick events, used to configure when an rtindex should process ticks or send ticks to targets
6 properties
PercentChangeCheck
object
2 required
IntradayPublishConfigReutersTargetParams
object
3 properties
FsymSpecific
object
1 property
1 required
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
IndexReport
object
4 properties
1 required
CopyFromManifest
object
Creates a new resource by starting from an existing resource, removing the id/status, adding/updating/deleting keys, then posting it as a new resource. The ori…
4 properties
2 required
Webpage
object
2 properties
BloombergProviderKwargs
object
Bloomberg provider custom arguments
1 property
1 required
ListDataCollections
object
1 property
HistoryCheckParams
object
1 property
1 required
IndexIdentifierUUIDPost
object
SubPod
object
6 properties
3 required
DqmsConfig
object
1 property
FreezerConfig
object
5 properties
Deadline
object
6 properties
5 required
RicSpecific
object
3 properties
SecapiSpecific
object
1 property
calendar_identifiers
object
1 property
NotificationConfig
object
3 properties
IndexSpec
object
4 properties
1 required
AlertHours
object
2 properties
NestedCalendarSchema
object
3 properties
2 required
IdentifierUUIDRef
object
maps to an identifier resource
3 properties
2 required
RunConfig
object
15 properties
3 required
IntradayPublishConfigSecapiTarget
BasketPortfolioPutIn
object
Input data for creating/replacing target portfolios. This object captures all information needed to execute externally defined rebalances.
7 properties
3 required
MetricResult
object
2 properties
Stats
object
8 properties
RunState
object
3 properties
1 required
PositionIdentifierType
string
IntradayPublishConfigTargetBase
object
1 property
IntradayPublishConfigDbTarget
OptionSpecific
object
17 properties
6 required
IntradayPublishConfigBloombergTargetParams
object
2 properties
IntradayInfraTimedScaling
object
Describes how to scale up and down based on the active time range.
3 properties
CustomCharts
object
8 properties
3 required
BasketPortfolioPatchIn
object
Input data for updating an existing target portfolio
2 properties
Status
object
5 properties
1 required
DisseminationDestinations
object
3 properties
DataCollectionsSpec
object
schema for data collections
10 properties
3 required
LevelCheckParams
object
2 properties
2 required
IntradayPublishConfigBloombergTarget
MerqubeIndexSpecific
object
1 property
FlatCalendarSchema
object
6 properties
StatsResponse
object
1 property
IntradayPublishConfig
object
Mapping of index metric to targets it should be sent to
ReutersProviderKwargs
object
Reuters provider custom arguments
1 property
IntradayPublishConfigReutersTarget
ValidEquityBasketPosition
BasketPortfolio
object
Target Portfolio. Supports equities, futures, and options. This object captures all information needed to execute externally defined rebalances.
Related
object
5 properties
3 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
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
IndexBenchmark
object
4 properties
2 required
AirflowConfig
object
7 properties
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
IndexDefinitionPost
object
42 properties
6 required
PercentChangeCheckParams
object
2 properties
2 required
BaseDate
string
the date that the index has level 'basevalue'
IntradayAlerting
object
Alerting configuration for intraday ticks
1 property
OptionExpirationType
string
FuturesSpecific
object
7 properties
4 required
ErrorCodes
object
2 properties
BaseCheck
object
3 properties
2 required
RunStateStatus
string
the state of the last index run, if applicable
S3Bucket
object
2 properties
1 required
BaseDate_2
string
the date that the index has level 'basevalue'
CrudExtra_2
object
3 properties
3 required
Provider_2
string
currently supported providers
CountryCode_2
string
ISO country codes
IntradayTickFilter_2
object
Filter for tick events, used to configure when an rtindex should process ticks or send ticks to targets
6 properties
PercentChangeCheck_2
object
HistoryCheckParams_2
object
1 property
1 required
IndexSpec_2
object
4 properties
RunConfig_2
object
13 properties
3 required
IntradayPublishConfigSecapiTarget_2
BasketPortfolioPutIn_2
object
Input data for creating/replacing target portfolios. This object captures all information needed to execute externally defined rebalances.
6 properties
3 required
PositionIdentifierType_2
string
IntradayPublishConfigDbTarget_2
OptionSpecific_2
object
15 properties
6 required
LevelCheckParams_2
object
2 properties
2 required
IntradayPublishConfigBloombergTarget_2
IntradayPublishConfigReutersTarget_2
BasketPortfolio_2
object
Target Portfolio. Supports equities, futures, and options. This object captures all information needed to execute externally defined rebalances.
BasketPosition_2
object
A general basket portfolio position
5 properties
4 required
Schedule_2
object
7 properties
3 required
ReutersProviderKwargsPostType_2
string
How to post the data to Reuters, either the end of day method (EOD), real time method (RT) or both (EODANDRT)
IndexBenchmark_2
object
4 properties
2 required
AirflowConfig_2
object
6 properties
RealTimeTradeType_2
string
Trade types that can be used for real time quotes. Examples of ineligible trade types are dark pool and odd lot trades.
IndexDefinitionPost_2
object
40 properties
7 required
PercentChangeCheckParams_2
object
2 properties
2 required
BaseDate_3
string
the date that the index has level 'basevalue'
OptionExpirationType_2
string
FuturesSpecific_2
object
7 properties
3 required
The full machine-readable OpenAPI contract behind this narrative.
Other APIs MerQube publishes across the network.