Rest API

Everysk API is organized around the open standard protocol REST. Our API has predictable, resource-oriented URLs, and uses HTTP response codes to indicate API errors. We use built-in HTTP features, like HTTP authentication and HTTP verbs, which are understood by off-the-shelf HTTP clients. All API responses are returned in JSON, including errors.

The API uses the exclusive POST HTTP method to access resource URIs. In the POST, you represent the arguments of methods in a JSON encoded dictionary in the request body.

The maximum JSON encoded payload size depends on the HTTP version:

HTTP Version	Max Payload Size
HTTP/1	32 MB
HTTP/2	100 MB

Be sure to encode the Content-Type header for your requests as "application/json".

The API is served over HTTPS. Calls made over plain HTTP will fail.

Authentication is performed via OAuth2 using the JSON Web Token (JWT) format.

API Base URL:

https://api.everysk.com

You can request a Trial API Key at our support page.

Versioning¶

Every time a backwards-incompatible change is made to the Everysk API, a new version is released.

Everysk API current version is v2.

Authentication Using OAuth2¶

We are able to authenticate with the Everysk API using the OAuth2 Client Credentials grant type. Click here to learn more about this type of authentication

First we need to obtain the acess token,

So using the following headers and body make a POST request to the following endpoint

curl https://api.everysk.com/v2/oauth2/token \
  -H "Content-Type: application/x-www-form-urlencoded" \
  -d "grant_type=client_credentials&client_id=YOUR_CLIENT_ID&client_secret=YOUR_CLIENT_SECRET" \
  -X POST

The response should look something like this:

{
  "access_token": "eyJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9...",
  "token_type": "Bearer",
  "expires_in": 3600,
  "scope": "GET POST PUT DELETE"
}

The scope field in the response represents the set of permissions granted to the access token. Scopes are application-specific — in the Everysk API, each scope corresponds to an HTTP method and controls what actions the token is allowed to perform.

The scope_str in the response will contain the scopes that were granted to your application.

Scope	Permission
`GET`	Read access — retrieve entities and their data
`POST`	Create access — create new entities
`PUT`	Modify access — update existing entities
`DELETE`	Delete access — remove entities

Now include the token in your API calls like this:

curl https://api.everysk.com/v2/... \
  -H "Authorization: Bearer <ACCESS_TOKEN>"

where <ACCESS_TOKEN> should be replaced with the value returned in the previous response.

You can manage your OAuth2 credentials (client ID, client secret, and tokens) in the OAuth2 Credentials page.

A few things to keep in mind¶

Never expose the client_secret in frontend code
Perform token requests on the backend
Store credentials securely
Refresh token when expired — tokens expire after 1 hour. To get a new one, simply call the same token endpoint again with your client_id and client_secret

Authentication Using API Key¶

Deprecated

This authentication method is not recommended for new projects. Please use Authentication Using OAuth2 instead.

Authenticate your account when using the API by including your secret API key in the request. Authentication to the API is performed via HTTP Basic Authentication. API requests without authentication will fail. You can manage your API keys in the API Settings.

A request example with arguments:

Curl

    curl https://api.everysk.com/v2/health_check \
      -H "Authorization: Bearer YOUR_ACCOUNT_SID:YOUR_AUTH_TOKEN" \
      -G

The above call returns a JSON structure like this:

{
  "api_status": "OK",
  "version": "v2",
  "name": "Everysk API"
}

Errors¶

An error response example:

{
  "code": 400,
  "message": "Bad Request - Please visit https://www.everysk.com/api/docs for more information."
}

The API uses conventional HTTP response codes to indicate the success or failure of an API request. In general, codes in the 2xx range indicate success, codes in the 4xx range indicate an error that failed given the information provided (e.g., a required parameter was omitted, etc.), and codes in the 5xx range indicate an error with Everysk's servers.

HTTP Status Code Summary:

Code	Message	Description
`200`	`OK`	Everything worked as expected.
`400`	`Bad Request`	The request was unacceptable. This could be due to a missing required field, an invalid parameter or another issue.
`401`	`Unauthorized`	No valid credentials provided.
`403`	`Forbidden`	The credentials provided do not have permission to access the requested resource.
`404`	`Not Found`	The requested resource doesn't exist.
`429`	`Too Many Requests`	Too many requests hit the API too quickly. We recommend an exponential backoff of your requests.
`5XX`	`Server Errors`	Something went wrong with Everysk Servers.

Rate limiting¶

Example on how to check the remaining requests in the current window:

curl -i https://api.everysk.com/v2/health_check \
  -G

Example of HTTP header response:

HTTP/2 200
content-type: application/json; charset=utf-8
x-everysk-request-id: ed888caa18904ca5b5f05e305ab11551
x-everysk-request-duration: 81.3500881195
x-everysk-rate-limit-allowed: 60
x-everysk-rate-limit-remaining: 49
x-everysk-rate-limit-reset: 10

Example rate limit error response:

{
  "code": 429,
  "message": "Too Many Requests - You've exceeded the rate limit for your api account SID. Please try again using truncated exponential backoff."
}

Everysk API is rate-limited to 120 requests per minute as default. This safety limit is set by Everysk to protect the integrity of our system. If you exceed the limit established in your plan, any request you send will return a 429 error: "Too Many Requests". If you require a higher limit, please contact us.

The API will respond to every request with five HTTP headers (three headers being related to rate limit and two being related to request id and duration),providing additional information about the status of the request:

Header	Description
`X-Everysk-Rate-Limit-Allowed`	This header provides the number of requests you are allowed per `1 minute` window.
`X-Everysk-Rate-Limit-Remaining`	This header provides the number of requests you can make before hitting the limit.
`X-Everysk-Rate-Limit-Reset`	This header provides the remaining window before the rate limit resets, in seconds.

Request IDs¶

Each API request has an associated request identifier. You can find this value in the response headers, under X-Everysk-Request-Id. If you need to contact us about a specific request, providing the request identifier will ensure the fastest possible resolution.

Header	Description
`X-Everysk-Request-Id`	This header provides a unique identifier for your request. If you need to contact us about a specific request, providing the request identifier will ensure the fastest possible resolution.
`X-Everysk-Request-Duration`	This header specifies the amount of time that Everysk servers spent processing this request, in milliseconds.

Pagination¶

All top-level API resources have support for bulk fetches via "list" API methods. These list API methods share a common structure, taking at least these two parameters: page_size and page_token.

Everysk utilizes cursor-based pagination via the page_token. The page_token parameter returns objects listed after the named object in reverse chronological order.

Parameter	Description
`page_size` integer	A limit on the number of objects to be returned, between 1 and 100.
`page_token` string	Returns the previous page token.

User Roles¶

Everysk's Enterprise accounts include a governance feature that enables fine-grained access control through Roles and Users. Roles define what a user is allowed to see and do across the platform, and users can be assigned different roles depending on the workspace they are operating in.

Permission Levels¶

The table below describes what each permission level means across all resource types:

Permission	Description
`READ`	View and list resources. Does not allow creating, modifying, or deleting.
`EDIT`	Full write access — create, update, and delete resources. Includes `READ`.
`RUN`	Execute the resource (Workflows, Apps). Does not allow editing or creating new ones.
`DEVELOPER`	Access developer tools on workers and view workflow source code (Workflows only).
`PREVIEW`	Preview the output that would be generated from the resource (Report Templates only).
`VIEW USER`	View audit log entries associated with the authenticated user only.
`VIEW ALL USERS`	View audit log entries for all users in the account.

Roles¶

A role is a named set of permissions. When creating or editing a role, permissions are organized across four categories:

Governance — controls access to role and user management:

Resource	Available Permissions
Roles	`READ` / `EDIT`
Users	`READ` / `EDIT`

Security — controls access to audit and monitoring features:

Resource	Available Permissions
Audit Logs	`VIEW USER` / `VIEW ALL USERS`

Account Scope — global entities that are not tied to a specific workspace:

Resource	Available Permissions
Integrations	`READ` / `EDIT`
Custom Indexes	`READ` / `EDIT`
Private Securities	`READ` / `EDIT`
Apps	`READ` / `RUN` / `EDIT`
Workspaces	`READ` / `EDIT`
For Developer Templates	`READ` / `EDIT`
API	`READ` / `EDIT`
Secrets	`READ` / `EDIT`
OAuth2	`READ` / `EDIT`

Entities — workspace-scoped resources:

Resource	Available Permissions
Workflows	`READ` / `RUN` / `EDIT` / `DEVELOPER`
Report Templates	`READ` / `PREVIEW` / `EDIT`
Reports	`READ` / `EDIT`
Portfolios	`READ` / `EDIT`
Datastores	`READ` / `EDIT`
Files	`READ` / `EDIT`

Users¶

Each user is assigned a Default Role that applies across all workspaces. Additionally, users can be assigned workspace-specific roles via Roles by Workspace, which override the default role when the user operates within that particular workspace.

Field	Description
`Corporate Email`	The user's corporate email address. Cannot be changed after creation.
`First Name`	The user's first name.
`Last Name`	The user's last name.
`Company Name`	The name of the company the user belongs to.
`Default Role`	The role applied to the user across all workspaces where no workspace-specific role is configured.
`Status`	The user's account status (e.g., active or inactive).
`Roles by Workspace`	One or more workspace-role pairs that override the default role for each specified workspace.
`Labels`	Optional key-value metadata tags that can be attached to the user for custom categorization.

To restrict a user's access to specific workspaces only, set a role with no permissions as the Default Role. With this configuration, the user has no platform access by default and must receive a workspace-specific role in order to perform any action.

API Calls¶

When making API calls, all requests must include the workspace query parameter. This is required for security verification to ensure the request is scoped to a workspace the user has access to.

curl https://api.everysk.com/v2/<endpoint>?workspace=<WORKSPACE_NAME> \
  -H "Authorization: Bearer <ACCESS_TOKEN>"

The only exception to this rule is the /workspaces endpoint, which does not require the workspace parameter.

Calculation¶

Endpoints

POST    /calculations/beta
POST    /calculations/bond_pricer
POST    /calculations/days_to_unwind
POST    /calculations/exposure
POST    /calculations/historical_risk_attribution
POST    /calculations/marginal_tracking_error
POST    /calculations/parametric_risk_attribution
POST    /calculations/parametric_stress_test
POST    /calculations/properties
POST    /calculations/sensitivity
POST    /calculations/stress_test
POST    /calculations/risk_attribution
POST    /calculations/volatility_and_correlation_matrix

The Calculation API provides endpoints to perform portfolio stress tests, risk attribution, exposure and sensitivity calculations. Monte Carlo with full revaluation as well as parametric end points are provided.

If you want, you can pass a portfolio id for a calculation instead of parameters.

Beta¶

Calculates the beta of each security in the portfolio relative to a reference index. Beta measures the sensitivity of a security's returns to movements in the benchmark index.

HTTP Request

POST /calculations/beta

HTTP Parameters

Parameter	Description
`portfolio_id` string	optional The ID of an existing portfolio. When provided, the calculation uses the portfolio's securities, date, base currency, and NLV. The `securities` parameter is no longer required.
`securities` array	REQUIRED * An array of objects describing the securities in the portfolio. Each object includes a unique id, symbol, quantity, and label. For more details click here. * Not required if `portfolio_id` is provided.
`date` string date	optional, default is `null` (today) Portfolio date in the format: `YYYYMMDD`.
`base_currency` string	optional, default is `USD` 3-letter ISO 4217 currency code.
`nlv` float	optional, default is `null` (calculated) Net liquidating value (NAV) of the portfolio.
`index_symbol` string	REQUIRED, default is `SPY` The symbol of the reference index used to compute beta (e.g. `SPY`, `IND:SPX`).
`n_days` integer	optional, default is `252` Number of business days of history used when computing beta with daily returns (`weekly` is `False`).
`n_weeks` integer	optional, default is `104` Number of weeks of history used when computing beta with weekly returns (`weekly` is `True`).
`weekly` boolean	optional, default is `False` If `True`, beta is computed using weekly returns; otherwise daily returns are used.
`port_beta` boolean	optional, default is `False` If `True`, also computes the portfolio-level beta in addition to per-security betas.
`inverted_beta` boolean	optional, default is `False` If `True`, returns the inverse of the computed beta values.
`filter` string	optional, default is `null` Filter expression to select a subset of securities for display.

To calculate the beta, run the following:

Curl

curl https://api.everysk.com/v2/calculations/beta \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -d '{
        "securities": [
          {
            "id": "id1",
            "symbol": "AAPL",
            "quantity": 1.0
          }
        ],
        "date": "20250124",
        "base_currency": "USD",
        "index_symbol": "IND:SPX",
        "n_days": 252,
        "n_weeks": 200,
        "weekly": false,
        "port_beta": true
      }' \
  -X POST

The above call returns the following JSON object:

{
  "beta": {
    "results": {
      "beta": {
        "id1": 0.9210
      },
      "port_beta": 0.9210
    }
  },
  "unmapped_tickers": []
}

Bond Pricer¶

Prices fixed income securities using mark-to-market (M2M) spreads provided by the user. The bond pricer applies the supplied credit spreads to discount cashflows and compute clean/dirty prices, yields, and sensitivities.

HTTP Request

POST /calculations/bond_pricer

HTTP Parameters

Parameter	Description
`portfolio_id` string	optional The ID of an existing portfolio. When provided, the calculation uses the portfolio's securities, date, base currency, and NLV. The `securities` parameter is no longer required.
`securities` array	REQUIRED * An array of objects describing the fixed income securities in the portfolio. Each object includes a unique id, symbol, quantity, and label. For more details click here. * Not required if `portfolio_id` is provided.
`date` string date	optional, default is `null` (today) Pricing date in the format: `YYYYMMDD`.
`base_currency` string	optional, default is `USD` 3-letter ISO 4217 currency code.
`nlv` float	optional, default is `null` (calculated) Net liquidating value (NAV) of the portfolio.
`m2m_spreads` object	REQUIRED An object mapping security identifiers to their mark-to-market credit spreads (in basis points or decimal, depending on convention). Used to discount cashflows for pricing.

To price bonds using M2M spreads, run the following:

Curl

curl https://api.everysk.com/v2/calculations/bond_pricer \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -d '{
      "id": "port_123",
      "nlv": 1234,
      "date": "2025-04-07",
      "securities": [
          {
              "instrument_class": "BrazilianFixedIncome",
              "quantity": 1.0,
              "id": "sec_123",
              "symbol": "BRRF:KLBNA2 10405.8775",
              "label": "KLBNA2"
          }
      ],
      "base_currency": "BRL",
      "m2m_spreads": {
          "BRRF:KLBNA2 10405.8775": 0.05
          }
        }' \
  -X POST

The above call returns the following JSON object:

{
  "price": {
    "sec_123": 14439.575582697915
  }
}

Days to Unwind¶

Estimates the number of days required to fully liquidate each position in the portfolio, given its size relative to the average daily trading volume (ADTV) and a target participation rate.

HTTP Request

POST /calculations/days_to_unwind

HTTP Parameters

Parameter	Description
`portfolio_id` string	optional The ID of an existing portfolio. When provided, the calculation uses the portfolio's securities, date, base currency, and NLV. The `securities` parameter is no longer required.
`securities` array	REQUIRED * An array of objects describing the securities in the portfolio. Each object includes a unique id, symbol, quantity, and label. For more details click here. * Not required if `portfolio_id` is provided.
`date` string date	optional, default is `null` (today) Portfolio date in the format: `YYYYMMDD`.
`base_currency` string	optional, default is `USD` 3-letter ISO 4217 currency code.
`nlv` float	optional, default is `null` (calculated) Net liquidating value (NAV) of the portfolio.
`days` array	REQUIRED An array of integer day thresholds used to compute the percentage of the portfolio that can be unwound within each threshold (e.g. `[1, 5, 10, 20]`).
`liquidity_terms` object	optional An object defining ADTV and participation rate parameters per security group. Defaults to `{"default": {"adtv_days": 20, "participation_rate": 0.2}}`. Override by passing custom keys matching security identifiers or instrument classes.
`filter` string	optional, default is `null` Filter expression to select a subset of securities for display.

To calculate the days to unwind, run the following:

Curl

curl https://api.everysk.com/v2/calculations/days_to_unwind \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -d '{
        "securities": [
          {
            "id": "id1",
            "symbol": "AAPL",
            "quantity": 1000.0
          },
          {
            "id": "id2",
            "symbol": "SIE:XETR",
            "quantity": 750.0
          }
        ],
        "days": [1, 5, 10, 20],
        "date": "20210622"
      }' \
  -X POST

The above call returns the following JSON object:

{
  "days_to_unwind": {
    "unmapped_tickers": [],
    "results": {
      "id1": {
        "dtu": 3,
        "adtv": 75000000.0,
        "buckets": [
          {"days": 1, "value": 0.33},
          {"days": 5, "value": 1.0},
          {"days": 10, "value": 1.0},
          {"days": 20, "value": 1.0},
          {"days": -1, "value": 0.0}
        ]
      },
      "id2": {
        "dtu": 1,
        "adtv": 12000000.0,
        "buckets": [
          {"days": 1, "value": 1.0},
          {"days": 5, "value": 1.0},
          {"days": 10, "value": 1.0},
          {"days": 20, "value": 1.0},
          {"days": -1, "value": 0.0}
        ]
      }
    }
  }
}

Exposure¶

Calculates the delta-adjusted notional exposure of each security, converted to the base currency of the portfolio.

To compute the exposures for a portfolio, make an HTTP POST to your calculation resource URI:

HTTP Request

POST /calculations/exposure

HTTP Parameters

Parameter	Description
`portfolio_id` string	optional The ID of an existing portfolio. When provided, the calculation will use the portfolio's securities, date, base currency, and NLV. The `securities` parameter is no longer required.
`securities` array	REQUIRED * An array of objects describing the securities in the portfolio. Each object includes a unique id, symbol, quantity, and label. For more details click here. * Not required if `portfolio_id` is provided.
`date` string date	optional, default is `null` (today) Portfolio date in the format: `YYYYMMDD`. This instructs the API to use the market conditions and security prices prevailing on that date. Historical portfolios will be calculated without look ahead. To run the portfolio using today’s conditions, use `null`.
`base_currency` string	optional, default is `USD` 3-letter ISO 4217 currency code. Portfolios can have their base currency changed via the API. Changing the base currency automatically incorporates currency risks. See supported currencies here.
`nlv` file	optional, default is `null` (calculated) The net liquidating value (NAV) of the portfolio. If not supplied, the API calculates it from all cash securities. Securities traded on margin are assumed to have NLV zero. Providing an NLV reconciles the margin.
`sampling` integer	optional, default is `1` Frequency of historical data sampling. Use `1` for daily, `5` for weekly (non-overlapping). Accepts: `1` or `5`.
`aggregation` string	optional, default is `position` (no aggregation) Aggregates security MCTR’s according to criteria: `custom`, `position`, `country`, `sector`, `gics_sector`, `market_capitalization`, `liquidity`, `implied_rating`, `duration`, `security_type`, `security_type_refined`, `dividend_yield`, `exposure`, `currency`, `fixed_income`, `total_esg`. More info here.
`filter` string	optional, default is `null` (use the whole portfolio) Filter expression to select identifiers that meet criteria. For example: only fixed income securities. Calculations are performed on the whole portfolio but results are displayed only for the filtered subset. More details.

To calculate the exposure, run the following:

Curl

  curl https://api.everysk.com/v2/calculations/exposure \
    -H "Content-Type: application/json" \
    -H "Authorization: Bearer <ACCESS_TOKEN>" \
    -d '{
          "securities": [
            {
              "id": "id1",
              "symbol": "AAPL",
              "quantity": 1000.0
            },
            {
              "id": "id2",
              "symbol": "SIE:XETR",
              "quantity": 750.0
            }
          ]
        }' \
    -X POST

The above call returns the following JSON object:

{
  "exposure": {
    "unmapped_tickers": [],
    "results": [
      {
        "notional": 133980.0,
        "beta_notional": [
          {
            "projection": "IND:SPX",
            "value": 144201.42194706676
          },
          {
            "projection": "residual",
            "value": -10221.42194706676
          }
        ],
        "id": "id1",
        "notional_gross": 133980.0
      },
      {
        "notional": 122421.00149999997,
        "beta_notional": [
          {
            "projection": "IND:SPX",
            "value": 127031.28308587175
          },
          {
            "projection": "residual",
            "value": -4610.28158587178
          }
        ],
        "id": "id2",
        "notional_gross": 122421.00149999997
      }
    ],
    "nlv": 256401.00149999995
  }
}

Historical Risk Attribution¶

Computes historical risk attribution for a portfolio, measuring how each security has historically contributed to overall portfolio risk using observed return time series.

HTTP Request

POST /calculations/historical_risk_attribution

HTTP Parameters

Parameter	Description
`portfolio_id` string	optional The ID of an existing portfolio. When provided, the calculation uses the portfolio's securities, date, base currency, and NLV. The `securities` parameter is no longer required.
`securities` array	REQUIRED * An array of objects describing the securities in the portfolio. Each object includes a unique id, symbol, quantity, and label. For more details click here. * Not required if `portfolio_id` is provided.
`date` string date	optional, default is `null` (today) Portfolio date in the format: `YYYYMMDD`.
`base_currency` string	optional, default is `USD` 3-letter ISO 4217 currency code.
`nlv` float	optional, default is `null` (calculated) Net liquidating value (NAV) of the portfolio.
`start_date` string date	optional Start date for the historical window, in the format: `YYYYMMDD`. When provided together with `end_date`, takes precedence over `historical_days`.
`end_date` string date	optional End date for the historical window, in the format: `YYYYMMDD`. Used together with `start_date`.
`historical_days` integer	optional, default is `252` Number of business days used when `start_date`/`end_date` are not provided.
`exponential_decay` float	optional, default is `0.94` EWMA decay factor. Accepts float values from `0` to `1`.
`volatility_filter` integer	optional, default is `0` Minimum annualized volatility threshold (in percent) below which securities are excluded from the attribution.
`calendar` string	optional, default is `BVMF` Trading calendar used to compute business day offsets. Accepts standard exchange calendar codes (e.g. `BVMF`, `NYSE`).
`projection` array	optional, default is `["IND:SPX"]` Array of securities used as the top-down factor model. Maximum: `15` elements.
`aggregation` string	optional, default is `position` Aggregation model. Accepts: `custom`, `position`, `country`, `sector`, `gics_sector`, `market_capitalization`, `liquidity`, `implied_rating`, `duration`, `security_type`, `security_type_refined`, `dividend_yield`, `exposure`, `currency`, `fixed_income`, `total_esg`.
`filter` string	optional, default is `null` Filter expression to select a subset of securities for display. Calculations are still run on the full portfolio.

To calculate the historical risk attribution, run the following:

Curl

curl https://api.everysk.com/v2/calculations/historical_risk_attribution \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -d '{
        "securities": [
          {
            "id": "id1",
            "symbol": "AAPL",
            "quantity": 1000.0
          },
          {
            "id": "id2",
            "symbol": "SIE:XETR",
            "quantity": 750.0
          }
        ],
        "date": "20210622",
        "historical_days": 252
      }' \
  -X POST

The above call returns the following JSON object:

{
  "historical_risk_attribution": {
    "results": {
      "port_historical_vol": 12589.36,
      "port_historical_var": -13627.13,
      "port_historical_cvar": -17621.20,
      "port_historical_bvar": -13901.61,
      "port_historical_st_value": -19237.37,
      "port_historical_st_date": "20201006",
      "port_historical_max_drawdown": -45487.00,
      "sec_historical_vols": {
        "id1": 9096.36,
        "id2": 3492.99
      },
      "sec_historical_vars": {
        "id1": -15458.10,
        "id2": 1830.97
      },
      "sec_historical_cvars": {
        "id1": -16652.94,
        "id2": -968.27
      },
      "sec_historical_st_value": {
        "id1": -22827.44,
        "id2": 3590.06
      }
    },
    "unmapped_tickers": []
  }
}

Monte Carlo Risk Attribution¶

The goal of Monte Carlo Risk Attribution is to calculate the contribution to the overall portfolio risk from each security. We use a measure called Marginal Contribution to Total Risk (MCTR) for Monte Carlo Risk Attribution.

To MCTR for a portfolio, make an HTTP POST to your calculation resource URI:

HTTP Request

POST /calculations/risk_attribution

HTTP Parameters

Parameter	Description
`portfolio_id` string	optional It is the ID of and existing portfolio. When passing a portfolio's ID as parameter the calculation will be performed using the given portfolio's securities, date, base currency and nlv. The `securities` parameter is no longer required.
`securities` array	REQUIRED * It is an array of objects to describe the securities in the portfolio. Each object represents a security with a unique id, symbol, quantity and label. For more details click here. * Not required if `portfolio_id` is being provided.
`date` string date	optional, default is `null` (today) Portfolio date in the format: `YYYYMMDD`. The Portfolio Date is important because it instructs the API to use the market conditions and security prices prevailing on that date. Therefore, historical portfolios will be calculated without looking ahead. In order to run the portfolio using the market conditions prevailing today, use `null`.
`base_currency` string	optional, default is `USD` 3-letter ISO 4217 code for currency. Portfolios can have their base currency changed via the API call. By changing the base currency, a new set of currency risks is automatically taken into account. To see all supported currencies click here.
`nlv` float	optional, default is `null` (calculated) The net liquidating value of the portfolio (also called NAV). When not supplied by user, the API will calculate the net liquidating value of all the cash securities. Securities traded on margin are assumed to have NLV zero. Supplying a NLV effectively reconciles the margin.
`horizon` integer	optional, default is `5` Simulates the behavior of each security via their underlying risk factors. It accepts: `1`, `5`, `20` or `60`. For more information click here.
`sampling` integer	optional, default is `1` Sampling represents the frequency that historical prices and rates (spreads) are collected in order to compute the invariant risk factors. In order to sample daily, use 1. In order to sample weekly (non-overlapping), pass 5. It accepts: `1` or `5`. For various combinations between `horizon` and `sampling` click [here].
`aggregation` string	optional, default is `position` Aggregation computes individual security MCTR's and aggregates them according to the supported criteria:`custom`, `position`, `country`, `sector`, `gics_sector`, `market_capitalization`, `liquidity`, `implied_rating`, `duration`, `security_type`, `security_type_refined`, `dividend_yield`, `exposure`, `currency`, `fixed_income`, `total_esg`. For more information click here.
`projection` array	optional, default is `["IND:SPX"]` User supplied array of securities to be used as a top-down factor model. Maximum number of elements in the projection array is `15`.
`volatility_half_life` integer	optional, default is `2` Half life of volatility information in months: `0` (no decay), `2`, `6`, `12`, `24` or `48`.
`correlation_half_life` integer	optional, default is `6` Half life of correlation information in months: `0` (no decay), `2`, `6`, `12`, `24` or `48`.
`risk_measure` string	optional, default is `vol` Specifies the forward looking portfolio risk property being measured by MCTR, such as: `vol`, `var` or `cvar`. `vol`: forward looking annualized volatility of the P&L distribution for the portfolio. `var`: Value-at-Risk of the P&L distribution for the portfolio. `cvar`: Conditional Value-at-Risk of the P&L distribution for the portfolio.
`filter` string	optional, default is `null` (use the whole portfolio) Filter Expression: When present it runs a pre-processing calculation to select identifiers that satisfy certain criteria. It can be used to highlight the properties of a subset of the portfolio, for example: only fixed income securities. Calculations are performed for the whole portfolio and only displayed for the securities that satisfy the filter.

To calculate the MCTR, run the following:

Curl

  curl https://api.everysk.com/v2/calculations/risk_attribution \
    -H "Content-Type: application/json" \
    -H "Authorization: Bearer <ACCESS_TOKEN>" \
    -d '{
          "securities": [
            {
              "id": "id1",
              "symbol": "AAPL",
              "quantity": 1000.0
            },
            {
              "id": "id2",
              "symbol": "SIE:XETR",
              "quantity": 750.0
            }
          ],
          "date": "20210622"
        }' \
    -X POST

The above call returns the following JSON object:

{
  "risk_attribution": {
    "unmapped_tickers": [],
    "results": [
      {
        "id": "id1",
        "mctr": [
          {
            "projection": "IND:SPX",
            "value": 0.0731895836099715
          },
          {
            "projection": "residual",
            "value": 0.048455690761258066
          }
        ]
      },
      {
        "id": "id2",
        "mctr": [
          {
            "projection": "IND:SPX",
            "value": 0.043270012765204605
          },
          {
            "projection": "residual",
            "value": 0.024765489616676867
          }
        ]
      }
    ]
  }
}

Parametric Risk Attribution¶

Calculates the magnitude of a security's reaction to changes in underlying factors, most often in terms of its price response to other factors.

HTTP Request

POST /calculations/parametric_risk_attribution

HTTP Parameters

Parameter	Description
`id` string	REQUIRED A string used to identify the portfolio.
`projection` array	REQUIRED User-supplied array of securities to be used as a top-down factor model. Maximum number of elements is `15`.
`portfolio_id` string	optional The ID of an existing portfolio. When provided, the calculation uses the portfolio's securities, date, base currency, and NLV. The `securities` parameter is no longer required.
`securities` array	REQUIRED * An array of objects describing the securities in the portfolio. Each object includes a unique id, symbol, quantity, and label. For more details click here. * Not required if `portfolio_id` is provided.
`use_cashflow` boolean	optional, default is `True` For fixed income securities: • `True`: maps each cashflow event (interest, principal amortization) to key points in the respective interest rate curve. • `False`: uses Macaulay duration to map bond price to neighboring key points in the respective curve.
`sampling` integer	optional, default is `1` Frequency of historical data sampling. Use `1` for daily, `5` for weekly (non-overlapping). Accepts: `1` or `5`.
`confidence` string	optional, default is `95%` Confidence level for calculating VaR and CVaR. Accepts: `1sigma`, `2sigma`, `3sigma`, `85%`, `90%`, `95%`, `97%`, or `99%`. More details here.
`historical_days` integer	optional, default is `252` Number of business days used to calculate the covariance for the primitive risk factors.
`exponential_decay` float	optional, default is `0.94` Factor used in the exponentially weighted moving average (EWMA). Accepts float values from `0` to `1`.

To calculate the parametric risk, run the following:

Curl

curl https://api.everysk.com/v2/calculations/parametric_risk_attribution \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -d '{
        "projection": ["IND:BVSP"],
        "securities": [
          {
            "id": "id1",
            "symbol": "PETR4:BVMF",
            "quantity": 150.0
          }
        ],
        "base_currency": "BRL",
        "date": "20210711"
      }' \
  -X POST

The above call returns the following JSON object:

{
  "parametric_risk_attribution": {
    "results": {
      "port_parametric_vol": 428.93616533156944,
      "port_parametric_var": -705.5372072762883,
      "port_parametric_cvar": -884.87,
      "sec_parametric_contribution_to_vol": {
        "id1": 428.93616533156944
      },
      "sec_parametric_contribution_to_var": {
        "id1": -705.5372072762883
      },
      "sec_parametric_standalone_vol": {
        "id1": 428.93616533156944
      },
      "sec_parametric_standalone_var": {
        "id1": -705.5372072762883
      },
      "sec_factor_exposure_dixpre": {
        "id1": 0.0
      },
      "sec_parametric_factor_exposure": {
        "id1": [6881.49]
      },
      "sec_parametric_no_sens_factor_exposure": {
        "id1": [6881.49]
      },
      "factor_parametric_correlations": [
        [1.0]
      ],
      "factor_labels": ["IND:BVSP"]
    },
    "unmapped_tickers": []
  }
}

Parametric Stress Test¶

Computes a parametric stress test for the portfolio, estimating portfolio losses under predefined regulatory and factor shock scenarios using a parametric (analytical) approach rather than full Monte Carlo revaluation.

HTTP Request

POST /calculations/parametric_stress_test

HTTP Parameters

Parameter	Description
`portfolio_id` string	optional The ID of an existing portfolio. When provided, the calculation uses the portfolio's securities, date, base currency, and NLV. The `securities` parameter is no longer required.
`securities` array	REQUIRED * An array of objects describing the securities in the portfolio. Each object includes a unique id, symbol, quantity, and label. For more details click here. * Not required if `portfolio_id` is provided.
`date` string date	optional, default is `null` (today) Portfolio date in the format: `YYYYMMDD`.
`base_currency` string	optional, default is `USD` 3-letter ISO 4217 currency code.
`nlv` float	optional, default is `null` (calculated) Net liquidating value (NAV) of the portfolio.
`use_cashflow` boolean	optional, default is `True` For fixed income securities: `True` maps each cashflow event to key points in the interest rate curve; `False` uses Macaulay duration instead.
`factor_model` string	optional, default is `beta` Factor model to use for stress test. Accepts: `beta`.
`st_worst_method` string	optional, default is `by_factor` Method used to compute the worst-case stress test scenario. Accepts: `by_factor`.
`b3_core_method` string	optional, default is `standard` B3 core margin calculation method. Accepts: `standard`.
`historical_days` integer	optional, default is `252` Number of business days used to compute the factor covariance matrix.
`custom_shocks` object	optional, default is `null` An object defining custom shock scenarios to apply on top of the built-in scenarios.
`projection` array	optional, default is `["IND:SPX"]` Array of securities used as the top-down factor model. Maximum: `15` elements.
`filter` string	optional, default is `null` Filter expression to select a subset of securities for display.

To calculate the parametric stress test, run the following:

Curl

curl https://api.everysk.com/v2/calculations/parametric_stress_test \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -d '{
        "securities": [
          {
            "id": "id1",
            "symbol": "PETR4:BVMF",
            "quantity": 150.0
          }
        ],
        "base_currency": "BRL",
        "date": "20210711"
      }' \
  -X POST

The above call returns the following JSON object:

{
  "parametric_stress_test": {
    "results": {
      "port_parametric_st_bear_b3": -531.94,
      "port_parametric_st_bull_b3": 475.35,
      "port_parametric_st_worst_b3": -531.94,
      "port_parametric_st_base_custom": -99.0,
      "sec_parametric_st_bear_b3": {
        "id1": [-531.94]
      },
      "sec_parametric_st_bull_b3": {
        "id1": [475.35]
      },
      "sec_parametric_st_worst_b3": {
        "id1": [-531.94]
      },
      "factor_labels": ["IND:BVSP"],
      "parametric_st_shocks": {
        "bear": [-0.0085, ...],
        "bull": [0.0107, ...],
        "worst": [-0.0085, ...]
      }
    },
    "unmapped_tickers": []
  }
}

Properties¶

Calculates the overall portfolio properties with a single API call. Sensitivities, exposures and risk are aggregated from individual securities to a portfolio level:

HTTP Request

POST /calculations/properties

HTTP Parameters

Parameter	Description
`portfolio_id` string	optional The ID of an existing portfolio. When provided, the calculation will use the portfolio's securities, date, base currency, and NLV. The `securities` parameter is no longer required.
`securities` array	REQUIRED * An array of objects describing the securities in the portfolio. Each object includes a unique id, symbol, quantity, and label. For more details click here. * Not required if `portfolio_id` is provided.
`date` string date	optional, default is `null` (today) Portfolio date in the format: `YYYYMMDD`. This instructs the API to use the market conditions and security prices prevailing on that date. Historical portfolios are calculated without look ahead. To use today’s conditions, pass `null`.
`base_currency` string	optional, default is `USD` 3-letter ISO 4217 currency code. Changing the base currency automatically introduces new currency risks. See supported currencies here.
`nlv` file	optional, default is `null` (calculated) The net liquidating value (NAV) of the portfolio. If not supplied, the API calculates it from all cash securities. Securities traded on margin are assumed to have NLV zero. Providing an NLV reconciles the margin.
`horizon` integer	optional, default is `5` Simulation horizon for risk factor shocks. Accepts: `1`, `5`, `20`, or `60`. More info here.
`sampling` integer	optional, default is `1` Frequency of historical data sampling. Use `1` for daily, `5` for weekly (non-overlapping).
`aggregation` string	optional, default is `position` (no aggregation) Aggregates security MCTR’s by criteria: `custom`, `position`, `country`, `sector`, `gics_sector`, `market_capitalization`, `liquidity`, `implied_rating`, `duration`, `security_type`, `security_type_refined`, `dividend_yield`, `exposure`, `currency`, `fixed_income`, `total_esg`. More info here.
`projection` array	optional, default is `["IND:SPX"]` Array of securities to be used as a top-down factor model. Maximum: 10 elements.
`volatility_half_life` integer	optional, default is `2` Volatility half life in months: `0` (no decay), `2`, `6`, `12`, `24`, or `48`.
`correlation_half_life` integer	optional, default is `6` Correlation half life in months: `0` (no decay), `2`, `6`, `12`, `24`, or `48`.
`confidence` string	optional, default is `95%` Confidence level for CVaR calculation. Accepts: `1sigma`, `2sigma`, `3sigma`, `85%`, `90%`, `95%`, `97%`, or `99%`. More info here.

To calculate the properties, run the following:

Curl

curl https://api.everysk.com/v2/calculations/properties \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -d '{
        "securities": [
          {
            "id": "id1",
            "symbol": "AAPL",
            "quantity": 1000.0
          },
          {
            "id": "id2",
            "symbol": "SIE:XETR",
            "quantity": 750.0
          }
        ],
        "date": "20210622"
      }' \
  -X POST

The above call returns the following JSON object:

{
  "properties": {
    "unmapped_tickers": [],
    "results": [
      {
        "value": 0.04480515690789044,
        "measure": "expected_return"
      },
      {
        "value": 0.18968077675311104,
        "measure": "expected_volatility"
      },
      {
        "value": -0.042711478991844576,
        "measure": "var"
      },
      {
        "value": -0.0528583774329209,
        "measure": "cvar"
      },
      {
        "value": 1.0,
        "measure": "net_exposure"
      },
      {
        "value": 1.0,
        "measure": "gross_exposure"
      },
      {
        "value": 0.0013916717517594335,
        "measure": "liquidity"
      },
      {
        "value": 256401.00149999995,
        "measure": "nlv"
      },
      {
        "value": 0.0,
        "measure": "delta"
      },
      {
        "value": 0.0,
        "measure": "gamma"
      },
      {
        "value": 0.0,
        "measure": "theta"
      },
      {
        "value": 0.0,
        "measure": "vega"
      },
      {
        "value": 0.0,
        "measure": "duration"
      },
      {
        "value": 0.0,
        "measure": "effective_duration"
      },
      {
        "value": 0.0,
        "measure": "macaulay_duration"
      },
      {
        "value": 0.0,
        "measure": "modified_duration"
      },
      {
        "value": 0.0,
        "measure": "cs01"
      },
      {
        "value": 0.0,
        "measure": "dv01"
      },
      ...
    ]
  }
}

Sensitivity¶

Calculates greeks for options and various fixed income sensitivities for fixed income securities. Values can be unitized when “compute_notional” is False, or weighted by the notional exposure of the security when “compute_notional” is True.

HTTP Request

POST /calculations/sensitivity

HTTP Parameters

Parameter	Description
`portfolio_id` string	optional The ID of an existing portfolio. When provided, the calculation will use the portfolio's securities, date, base currency, and NLV. The `securities` parameter is no longer required.
`securities` array	REQUIRED * An array of objects describing the securities in the portfolio. Each object includes a unique id, symbol, quantity, and label. For more details click here. * Not required if `portfolio_id` is provided.
`date` string date	optional, default is `null` (today) Portfolio date in the format: `YYYYMMDD`. This instructs the API to use the market conditions and security prices prevailing on that date. Historical portfolios are calculated without look ahead. To use today’s conditions, pass `null`.
`base_currency` string	optional, default is `USD` 3-letter ISO 4217 currency code. Portfolios can have their base currency changed via the API call. Changing the base currency automatically introduces new currency risks. See supported currencies here.
`sensitivity_type` string	optional, default is `delta` The type of sensitivity. Accepts: `delta`, `gamma`, `theta`, `vega`, `duration`, `effective_duration`, `macaulay_duration`, `modified_duration`, `cs01`, `dv01`, `average_life`, `rolled_average_life`, or `volatility`.
`compute_notional` boolean	optional, default is `False` Determines whether sensitivities should be weighted by notional exposure or unitized. `True`: Weight sensitivities by notional exposure. `False`: Unitize sensitivities.

To calculate the sensitivity, run the following:

Curl

curl https://api.everysk.com/v2/calculations/sensitivity \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -d '{
        "securities": [
          {
            "id": "id1",
            "symbol": "AAPL 20210629 P120 0.905",
            "quantity": 1000.0
          },
          {
            "id": "id2",
            "symbol": "TWTR 20230120 C100.000 4.3",
            "quantity": 750.0
          }
        ],
        "date": "20210622"
      }' \
  -X POST

The above call returns the following JSON object:

{
  "sensitivity": {
    "unmapped_tickers": [],
    "sensitivity_type": "delta",
    "results": {
      "id2": 0.2714842229039089,
      "id1": -0.12767219639181443
    }
  }
}

Stress Test¶

Stress Test calculates the expected behavior of the portfolio under different scenarios, including extreme events. Everysk API calculates the probabilities of extreme events happening and factors those probabilities into the calculations. For example: it takes into account that correlations and volatility tend to increase in periods of market distress, resulting in large price oscillations for securities.

This API call returns 3 main measures for the specific scenario requested, namely:

Conditional value at risk at the left tail of the distribution (CVaR-): The average of the worst (1-confidence) percentile outcomes from the forward looking P&L distribution of the portfolio.
Expected profit and loss (EV): The average of the full forward looking P&L distribution of the portfolio.
Conditional value at risk at the right tail of the distribution (CVaR+): The average of the best (1-confidence) percentile outcomes from the forward looking P&L distribution of the portfolio.

To compute CVaR-, EV, CVaR+ for a portfolio, make an HTTP POST to your calculation resource URI:

HTTP Request

POST /calculations/stress_test

HTTP Parameters

Parameter	Description
`portfolio_id` string	optional It is the ID of an existing portfolio. When passing a portfolio's ID as parameter the calculation will be performed using the given portfolio's securities, date, base currency and nlv. The `securities` parameter is no longer required.
`securities` array	REQUIRED * An array of objects to describe the securities in the portfolio. Each object represents a security with a unique id, symbol, quantity and label. For more details click here. * Not required if `portfolio_id` is provided.
`date` string date	optional, default is `null` (today) Portfolio date in the format: `YYYYMMDD`. The Portfolio Date instructs the API to use the market conditions and security prices prevailing on that date. Historical portfolios will be calculated without look ahead. To run using today’s conditions, use `null`.
`base_currency` string	optional, default is `USD` 3-letter ISO 4217 code for currency. Changing the base currency introduces new currency risks automatically. See all supported currencies here.
`nlv` file	optional, default is `null` (calculated) The net liquidating value (NAV). If not supplied, the API calculates it from all cash securities. Margin-traded securities are assumed to have NLV zero. Supplying an NLV reconciles the margin.
`horizon` integer	optional, default is `5` Simulation horizon. Accepts: `1`, `5`, `20` or `60`. Passing `null` instructs the engine to extend horizons until the shock magnitude is observable. More info here.
`sampling` integer	optional, default is `1` Sampling frequency of historical data. `1` = daily, `5` = weekly (non-overlapping).
`aggregation` string	optional, default is `position` (no aggregation) Aggregates individual security MCTR’s by criteria such as: `custom`, `position`, `country`, `sector`, `gics_sector`, `market_capitalization`, `liquidity`, `implied_rating`, `duration`, `security_type`, `security_type_refined`, `dividend_yield`, `exposure`, `currency`, `fixed_income`, `total_esg`. See Risk Aggregations.
`projection` array	optional, default is `["IND:SPX"]` Array of securities to be used as a top-down factor model. Max: 15.
`volatility_half_life` integer	optional, default is `2` Volatility half life in months: `0`, `2`, `6`, `12`, `24`, or `48`.
`correlation_half_life` integer	optional, default is `6` Correlation half life in months: `0`, `2`, `6`, `12`, `24`, or `48`.
`shock` string	optional, default is `"IND:SPX"` The security used for the stress test.
`magnitude` file	REQUIRED The magnitude of the shock. See more here.
`confidence` string	optional, default is `"95%"` Confidence level for CVaR calculation. Accepts: `1sigma`, `2sigma`, `3sigma`, `85%`, `90%`, `95%`, `97%`, `99%`. Details here.
`filter` string	optional, default is `null` (use the whole portfolio) Filter expression to pre-select identifiers (e.g., only fixed income). Calculations are run on the whole portfolio but only displayed for the filtered subset.

To calculate the CVaR-, EV, CVaR+, run the following:

Curl

curl https://api.everysk.com/v2/calculations/stress_test \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -d '{
        "securities": [
          {
            "id": "id1",
            "symbol": "AAPL",
            "quantity": 1000.0
          },
          {
            "id": "id2",
            "symbol": "SIE:XETR",
            "quantity": 750.0
          }
        ],
        "date": "20210622",
        "projection": ["SPY"],
        "shock": "IND:SPX",
        "magnitude": -0.1
      }' \
  -X POST

The above call returns the following JSON object:

{
  "stress_test": {
    "magnitude": -0.1,
    "extrapolated": false,
    "out_of_range": false,
    "implied_magnitudes": [-0.1],
    "results": [
      {
        "ev": [
          {
            "projection": "SPY",
            "value": -0.05381884985690465
          },
          {
            "projection": "residual",
            "value": -0.00029460954393996727
          }
        ],
        "cvar_neg": [
          {
            "projection": "SPY",
            "value": -0.09483311872511944
          },
          {
            "projection": "residual",
            "value": -0.024535867284700787
          }
        ],
        "cvar_pos": [
          {
            "projection": "SPY",
            "value": -0.009455158729183554
          },
          {
            "projection": "residual",
            "value": 0.029583437854230045
          }
        ],
        "id": "id2"
      },
      {
        "ev": [
          {
            "projection": "SPY",
            "value": -0.08655629290002333
          },
          {
            "projection": "residual",
            "value": -0.0001557620360950901
          }
        ],
        "cvar_neg": [
          {
            "projection": "SPY",
            "value": -0.15251911222218337
          },
          {
            "projection": "residual",
            "value": -0.0412765118097164
          }
        ],
        "cvar_pos": [
          {
            "projection": "SPY",
            "value": -0.015206632816483687
          },
          {
            "projection": "residual",
            "value": 0.061881587296071544
          }
        ],
        "id": "id1"
      }
    ],
    "dynamic_range": [-0.11251559173161693, 0.12721726088932167],
    "unmapped_tickers": [],
    "implied_horizon": 90
  }
}

Tracking Errors¶

Tracking error is the divergence between the price behavior of a position or a portfolio and the price behavior of a benchmark. This is often in the context of a hedge fund, mutual fund, or exchange-traded fund (ETF) that did not work as effectively as intended, creating an unexpected profit or loss.

HTTP Request

POST /calculations/marginal_tracking_error

HTTP Parameters

Parameter	Description
`portfolio1` string	REQUIRED The portfolio to be analyzed.
`portfolio2` string	REQUIRED The portfolio used as a benchmark to calculate deviations or differences.
`weekly` boolean	optional, default is `True` If `True`, the Calculation API uses weekly returns to calculate the tracking error.
`EWMA` boolean	optional, default is `False` If `True`, the exponentially weighted moving average will be applied to volatilities.
`exponential_decay` float	optional, default is `0.94` Weighting factor that determines the rate at which older data enters the `EWMA` calculation. Accepts float values from `0` to `1`. Only used when `EWMA` is `True`.
`nDays` integer	optional, default is `252` Number of historical business days used in the calculation when `weekly` is `False`.
`nWeeks` integer	optional, default is `200` Number of historical weeks used in the calculation when `weekly` is `True`.

To calculate the tracking errors, run the following:

Curl

curl https://api.everysk.com/v2/calculations/marginal_tracking_error \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -d '{
          "securities1": [
            {
              "id": "id1",
              "symbol": "AAPL",
              "quantity": 1000.0
            },
            {
              "id": "id2",
              "symbol": "MSFT",
              "quantity": 500.0
            }
          ],
          "securities2": [
            {
              "id": "id3",
              "symbol": "SPY",
              "quantity": 1000.0
            }
          ],
          "weekly": false
      }' \
  -X POST

The above call returns the following JSON object:

{
  "marginal_tracking_error": {
    "unmapped_tickers": [],
    "results": {
      "mcte": {
        "id1": 0.005884471459323663,
        "id2": 0.006365037307355700
      },
      "te": 0.008751094213396014,
      "corr": 0.8394975109763287
    }
  }
}

Volatility and Correlation Matrix¶

Computes the volatility and correlation matrix for a given set of symbols over a historical period. Returns the pairwise correlation and individual volatilities for the requested securities.

HTTP Request

POST /calculations/volatility_and_correlation_matrix

HTTP Parameters

Parameter	Description
`symbols` array	REQUIRED An array of symbol strings (e.g. `["AAPL", "SIE:XETR"]`) to include in the matrix.
`end_date` string date	REQUIRED End date for the historical window, in the format: `YYYYMMDD`.
`historical_days` integer	REQUIRED Number of business days of historical data to use for the calculation.
`decay` float	optional, default is `0.94` Exponential decay factor (lambda) used in the EWMA computation. Accepts float values from `0` to `1`.
`sampling_len` integer	optional, default is `null` Sampling length used to subsample the historical returns before computing the matrix.

To compute the volatility and correlation matrix, run the following:

Curl

curl https://api.everysk.com/v2/calculations/volatility_and_correlation_matrix \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -d '{
        "symbols": ["AAPL", "SIE:XETR"],
        "end_date": "20210622",
        "historical_days": 252
      }' \
  -X POST

The above call returns the following JSON object:

{
  "volatility_and_correlation_matrix": {
    "results": {
      "corr": [[1.0, 0.307], [0.307, 1.0]],
      "symbols": ["AAPL", "SIE:XETR"],
      "vols": [0.2341, 0.1987]
    },
    "unmapped_tickers": []
  }
}

Custom Index¶

Endpoints

POST      /custom_indexes
GET       /custom_indexes
GET       /custom_indexes/:id
PUT       /custom_indexes/:id
DELETE    /custom_indexes/:id

A custom index is a proprietary vector of date-value tuples. It can represent a proprietary benchmark, a risk factor, a proxy or any other measure. Even when persisted to your account, it is only available to the account. Custom Indexes are not bind to a workspace. All custom indexes must be created as the following pattern: "CUSTOM:[A-Z_][A-Z0-9_]"

The Custom Index Object¶

What a custom index object looks like?

{
  "updated": 1625598288,
  "description": "This is my first custom index",
  "data_type": "PRICE",
  "created": 1625598288,
  "symbol": "CUSTOM:AAPLBRL",
  "tags": ["first", "custom_index", "20210622"],
  "name": "AAPL in BRL",
  "currency": "BRL",
  "data": [
    ["20201209", 554.69],
    ["20190814", 985.45],
    ["20171012", 885.07]
  ],
  "periodicity": "D",
  "base_price": 1.0
}

Property	Description
`symbol` string	Unique identifier for the custom index.
`created` timestamp	Time at which the object was created. Measured in seconds since the Unix epoch.
`updated` timestamp	Time at which the object was updated. Measured in seconds since the Unix epoch.
`name` string	The name of the custom index.
`description` string	An arbitrary string attached to the custom index. Often useful for finding detailed information about the custom index or for filtering a search based on the present hashtags.
`tags` array	Sequence of hashtags used to find the related Custom Index. The more hashtags that are used, the more elements that are filtered out from the search. Labels, dates and any other hashtag can be used.
`data_type` string	The type of data sent through the `data` parameter. It can be: `PRICE`, `RETURN`(Decimal) or `RETURN_100`(Percentual).
`currency` string	3-letter ISO 4217 code for currency. To see all supported currencies click here.
`version` string	Indicates the custom index's current version.
`periodicity` string	The periodicity of the data changes. It can be: `D` (Daily) or `M` (Monthly).
`base_price` float	The base price when `data_type` is set to `RETURN` or `RETURN_100` .
`data` array	The content that will be stored inside the Custom Index.

Create a custom index¶

Creates and then returns the new custom index.

To create a new custom index, run the following:

Curl

curl https://api.everysk.com/v2/custom_indexes \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -d '{
        "symbol": "CUSTOM:AAPLBRL",
        "name": "AAPL-BRL",
        "tags": [
          "first",
          "custom_index",
          "20210622"
        ],
        "description": "This is my first custom index",
        "currency": "BRL",
        "date": "20210622",
        "data": [
          ["20201209", 554.69],
          ["20190814", 985.45],
          ["20171012", 885.07]
        ]
      }' \
  -X POST

The above call returns the following JSON object:

{
  "custom_index": {
    "updated": 1625598288,
    "description": "This is my first custom index",
    "data_type": "PRICE",
    "created": 1625598288,
    "symbol": "CUSTOM:AAPLBRL",
    "tags": ["first", "custom_index", "20210622"],
    "name": "AAPL in BRL",
    "currency": "BRL",
    "data": [
      ["20201209", 554.69],
      ["20190814", 985.45],
      ["20171012", 885.07]
    ],
    "periodicity": "D",
    "base_price": 1.0
  }
}

HTTP Request

POST /custom_indexes

HTTP Parameters

Parameter	Description
`symbol` string	REQUIRED A unique identifier (UID) for a custom index. Every custom index symbol must begins with `CUSTOM` and have no spaces between words.
`name` string	REQUIRED A string to identify a custom index besides the custom index's id. Feel free to use a meaningful name for your custom index.
`description` string	optional, default is `null` Use this field to provide detailed information about your custom index. You also can add hashtags to create groups or categories allowing you to search for them later.
`tags` string	optional, default is `null` Filters the list of custom indexes through the tags added in the description. Do not use hashtags when passing a value to this parameter.
`data_type` string	optional, default is `PRICE` The type of data sent through the `data` parameter. It can be: `PRICE`, `RETURN`(Decimal) or `RETURN_100`(Percentual).
`periodicity` string	optional, default is `D` The periodicity of the data changes. It can be: `D` (Daily) or `M` (Monthly).
`currency` string	optional, default is `USD` 3-letter ISO 4217 code for currency. To see all supported currencies click here.
`base_price` float	optional, default is `1.0` The base price when `data_type` is set to `RETURN` or `RETURN_100`.
`data` array	REQUIRED The content that will be stored inside the Custom Index.

List all custom indexes¶

To list all custom indexes, run the following:

Curl

curl https://api.everysk.com/v2/custom_indexes?query=#20210622 \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -G

The above call returns the following JSON object:

{
  "custom_indexes": [
    {
      "updated": 1625598288,
      "description": "This is my first custom index",
      "data_type": "PRICE",
      "created": 1625598288,
      "symbol": "CUSTOM:APPLBRL",
      "tags": [
        "first",
        "custom_index",
        "20210622"
      ],
      "name": "AAPL in BRL",
      "currency": "USD",
      "periodicity": "D",
      "base_price": 1.0
    },
    ...
  ],
  "next_page_token": null
}

Returns a list of custom indexes you’ve previously created. The custom indexes are returned in sorted order, with the most recent custom index appearing first.

HTTP Request

GET /custom_indexes

HTTP Parameters

Parameter	Description
`query` string	optional, default is `null` Request a list of custom indexes filtering it by `name` or `tag`. When using a `tag` to perform a query, each term must include a hashtag prefix. (e.g: `query`="#april #sample")
`page_size` integer	optional, default is `10` Set the number of objects that will be listed per page.
`page_token` integer	optional, default is `null` The token defines which page will be returned to the user. For further information, please check out our pagination guide.

Retrieve a Custom Index¶

To retrieve a custom index, run the following:

Curl

curl https://api.everysk.com/v2/custom_indexes/CUSTOM:APPLBRL \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -G

The above call returns the following JSON object:

{
  "custom_index": {
    "updated": 1625598288,
    "description": "This is my first custom index",
    "data_type": "PRICE",
    "created": 1625598288,
    "symbol": "CUSTOM:AAPLBRL",
    "tags": ["first", "custom_index", "20210622"],
    "name": "AAPL in BRL",
    "currency": "BRL",
    "data": [
      ["20201209", 554.69],
      ["20190814", 985.45],
      ["20171012", 885.07]
    ],
    "periodicity": "D",
    "base_price": 1.0
  }
}

Retrieves the details of an existing custom index by supplying the custom index's symbol.

HTTP Request

GET /custom_indexes/:id

HTTP Parameters

Parameter	Description
`symbol` string	REQUIRED A unique identifier (UID) for a custom index. A custom index symbol will always look like this: `CUSTOM:APPLBRL`.

Update a custom index¶

Updates a custom index and then returns the updated custom index.

To update a custom index, run the following:

Curl

curl https://api.everysk.com/v2/custom_indexes/CUSTOM:AAPLBRL \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -d '{
        "data": [
            ["20200630", 952.12],
            ["20200731", 953.06],
            ["20200831", 953.25]
        ],
        "description": "My new custom index description",
        "data_type": "PRICE",
        "periodicity": "M"
      }' \
  -X PUT

The above call returns the following JSON object:

{
  "custom_index": {
    "updated": 1625668154,
    "description": "My new custom index description",
    "data_type": "PRICE",
    "created": 1625598288,
    "symbol": "CUSTOM:AAPLBRL",
    "tags": ["first", "custom_index", "20210622"],
    "name": "My New Custom Index",
    "currency": "BRL",
    "data": [
      ["20200630", 952.12],
      ["20200731", 953.06],
      ["20200831", 953.25]
    ],
    "periodicity": "M",
    "base_price": 1.0
  }
}

HTTP Request

PUT /custom_indexes/:symbol

HTTP Parameters

Parameter	Description
`name` string	REQUIRED A string to identify a custom index besides the custom index's id. Feel free to use a meaningful name for your custom index.
`description` string	optional, default is `null` Use this field to provide detailed information about your custom index. You also can add hashtags to create groups or categories allowing you to search for them later.
`tags` string	optional, default is `null` Filters the list of custom indexes through the tags added in the description. Do not use hashtags when passing a value to this parameter.
`data_type` string	optional, default is `PRICE` The type of data sent through the `data` parameter. It can be: `PRICE`, `RETURN`(Decimal) or `RETURN_100`(Percentual).
`periodicity` string	optional, default is `D` The periodicity of the data changes. It can be: `D` (Daily) or `M` (Monthly).
`currency` string	optional, default is `USD` 3-letter ISO 4217 code for currency. To see all supported currencies click here.
`base_price` float	optional, default is `1.0` The base price when `data_type` is set to `RETURN` or `RETURN_100`.
`data` array	REQUIRED The content that will be stored inside the Custom Index.

Delete a custom index¶

To delete a custom index, run the following:

Curl

curl https://api.everysk.com/v2/custom_indexes/CUSTOM:AAPLBRL \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -X DELETE

The above call returns the following JSON object:

{
  "custom_index": {
    "deleted": true,
    "symbol": "CUSTOM:AAPLBRL",
    "name": "AAPL in BRL"
  }
}

Permanently deletes a custom index. It cannot be undone. Returns an object with the custom index's id and an attribute specifying whether the custom index was successfully deleted or not.

HTTP Request

DELETE /custom_indexes/:id

HTTP Parameters

Parameter	Description
`symbol` string	REQUIRED A unique identifier (UID) for a custom index. Every custom index symbol must begins with `CUSTOM` and have no spaces between words.

Datastore¶

Endpoints

POST      /datastores
GET       /datastores
GET       /datastores/:id
PUT       /datastores/:id
DELETE    /datastores/:id

Datastores are fully integrated repositories to manage and persist data. They can record data calculated by Everysk’s servers, proprietary data from the client or both. The most common usage is the storage of securities as rows and related properties as columns, but there are no constraints on the usage. They enable powerful data explorations and trend analysis to be performed.

The datastore object¶

What a datastore object looks like?

{
  "updated": 1625688283,
  "name": "My First Datastore",
  "tags": ["first", "datastore", "20210622"],
  "created": 1625688283,
  "workspace": "main",
  "date": "20210622",
  "data": [
    ["MIC", "SYMBOL", "LATEST SECURITY DATE", "LATEST SECURITY VALUE"],
    ["XKRX", "003550:XKRX", "20210429", 126500.0]
  ],
  "id": "dats_52KiJy2yFvosTtWM5aUJcOs1R",
  "description": "This is my first datastore"
}

Property	Description
`id` string	Unique identifier (UID) for the datastore.
`created` timestamp	Time at which the object was created. Measured in seconds since the Unix epoch.
`updated` timestamp	Time at which the object was updated. Measured in seconds since the Unix epoch.
`name` string	The datastore's name.
`description` string	An arbitrary string attached to the datastore. Often useful for finding detailed information about the datastore or for filtering a search based on the present hashtags.
`tags` array	Sequence of hashtags used to find the related DataStore. The more hashtags that are used, the more elements that are filtered out from the search. Labels, dates and any other hashtag can be used.
`version` string	Indicates the datastore's current version.
`date` string	Datastore date in the format: `YYYYMMDD`. The Datastore Date is important because it instructs the API to use the market conditions and security prices prevailing on that date. In order to run the datastore using the market conditions prevailing today, use null.
`data` array	The content that will be stored inside the Datastore.
`workspace` string	The workspace where the datastore was generated.

Create a datastore¶

To create a new datastore, run the following:

Curl

curl https://api.everysk.com/v2/datastores \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -d '{
        "name": "My First Datastore",
        "tags": [
          "first",
          "datastore",
          "20210622"
        ],
        "description": "This is my second datastore",
        "date": "20210622",
        "data": [
          [
            "MIC",
            "SYMBOL",
            "LATEST SECURITY DATE",
            "LATEST SECURITY VALUE"
          ],
          [
            "XKRX",
            "003550:XKRX",
            "20210429",
            126500.0
          ]
        ],
        "workspace": "main"
      }' \
  -X POST

The above call returns the following JSON object:

{
  "datastore": {
    "updated": 1625688283,
    "name": "My First Datastore",
    "tags": ["first", "datastore", "20210622"],
    "created": 1625688283,
    "workspace": "main",
    "date": "20210622",
    "data": [
      ["MIC", "SYMBOL", "LATEST SECURITY DATE", "LATEST SECURITY VALUE"],
      ["XKRX", "003550:XKRX", "20210429", 126500.0]
    ],
    "id": "dats_52KiJy2yFvosTtWM5aUJcOs1R",
    "description": "This is my first datastore"
  }
}

Creates and then returns the new datastore.

HTTP Request

POST /datastores

HTTP Parameters

Parameter	Description
`name` string	REQUIRED A string to identify a datastore besides the datastore's id. Feel free to use a meaningful name for your datastore.
`description` string	optional, default is `null` Provides detailed information about your datastore. You may add hashtags to create tags allowing you to search for them later.
`tags` string	optional, default is `null` Filters the list of datastores through the tags added in the description. Do not use hashtags when passing a value to this parameter.
`date` string	optional, default is `null` (today) Datastore date in the format: `YYYYMMDD`. The Datastore Date is important because it instructs the API to use the market conditions and security prices prevailing on that date. Therefore, historical datastores will be calculated without look ahead. In order to run the datastore using market conditions prevailing today, use `null`.
`data` array	REQUIRED The content that will be stored inside the Datastore.
`with_data` boolean	optional, default is `True` When True, the the data inside the generated datastore will be returned in the api response.
`workspace` string	optional, default is `main` Determines on which workspace the request will be made.

List all datastores¶

To list all datastores, run the following:

Curl

curl https://api.everysk.com/v2/datastores?query=#20210622&workspace=main \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -G

The above call returns the following JSON object:

{
  "datastores": [
    {
      "updated": 1625507085,
      "name": "My First Datastore",
      "tags": [
        "first",
        "datastore",
        "20210622"
      ],
      "created": 1625507085,
      "workspace": "main",
      "date": "20210622",
      "id": "dats_xSYqUnLuQue8WwE9nEfgg0TVL",
      "description": "This is my first datastore"
    },
    ...
  ],
  "next_page_token": null
}

Returns a list of datastores you’ve previously created. The datastores are returned in sorted order, with the most recent datastore appearing first.

HTTP Request

GET /datastores

HTTP Parameters

Parameter	Description
`query` string	optional, default is `null` Request a list of datastores filtering it by `name` or `tag`. When using a `tag` to perform a query, each term must include a hashtag prefix. (e.g: `query`="#april #sample")
`workspace` string	optional, default is `main` Determines on which workspace the request will be made.
`page_size` integer	optional, default is `10` Set the number of objects that will be listed per page.
`page_token` integer	optional, default is `null` The token defines which page will be returned to the user. For further information, please check out our pagination guide.

Retrieve a datastore¶

To retrieve a datastore, run the following:

Curl

curl https://api.everysk.com/v2/datastores/dats_52KiJy2yFvosTtWM5aUJcOs1R?workspace=main \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -G

The above call returns the following JSON object:

{
  "datastore": {
    "updated": 1625688283,
    "name": "My First Datastore",
    "tags": ["first", "datastore", "20210622"],
    "created": 1625688283,
    "workspace": "main",
    "date": "20210622",
    "data": [
      ["MIC", "SYMBOL", "LATEST SECURITY DATE", "LATEST SECURITY VALUE"],
      ["XKRX", "003550:XKRX", "20210429", 126500.0]
    ],
    "id": "dats_52KiJy2yFvosTtWM5aUJcOs1R",
    "description": "This is my first datastore"
  }
}

Retrieves the details of an existing datastore by supplying the datastore's id.

HTTP Request

GET /datastores/:id

HTTP Parameters

Parameter	Description
`id` string	REQUIRED A unique identifier (UID) for a datastore. A datastore's `id` will always look like this: `dats_52KiJy2yFvosTtWM5aUJcOs1R`.
`workspace` string	optional, default is `main` Determines on which workspace the request will be made.

Update a datastore¶

To update a datastore, run the following:

Curl

curl https://api.everysk.com/v2/datastores/dats_52KiJy2yFvosTtWM5aUJcOs1R \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -d '{
        "name": "My New Datastore Name",
        "description": "My new datastore description",
        "data": [
          [
            "MIC",
            "SYMBOL",
            "LATEST SECURITY DATE",
            "LATEST SECURITY VALUE"
          ],
          [
            "XLIF",
            "CAM:XLIF",
            "20190211",
            17.504
          ]
        ],
        "workspace": "main"
      }' \
  -X PUT

The above call returns the following JSON object:

{
  "datastore": {
    "updated": 1625690528,
    "name": "My New Datastore Name",
    "tags": ["first", "datastore", "20210622"],
    "created": 1625688283,
    "workspace": "main",
    "date": "20210622",
    "data": [
      ["MIC", "SYMBOL", "LATEST SECURITY DATE", "LATEST SECURITY VALUE"],
      ["XLIF", "CAM:XLIF", "20190211", 17.504]
    ],
    "id": "dats_52KiJy2yFvosTtWM5aUJcOs1R",
    "description": "My new datastore description"
  }
}

Updates a datastore and then returns the updated datastore.

HTTP Request

PUT /datastores/:id

HTTP Parameters

Parameter	Description
`id` string	REQUIRED A unique identifier (UID) for a datastore.
`name` string	optional, default is `null` A string to identify a datastore besides the datastore's id. Feel free to use a meaningful name for your datastore.
`description` string	optional, default is `null` Use this field to provide detailed information about your datastore. You also can add hashtags to create groups or categories allowing you to search for them later.
`tags` string	optional, default is `null` Filters the list of datastores through the tags added in the description. Do not use hashtags when passing a value to this parameter.
`data` array	The content that will be stored inside the Datastore.
`workspace` string	optional, default is `main` Determines on which workspace the request will be made.

Delete a datastore¶

To delete a datastore, run the following:

Curl

curl https://api.everysk.com/v2/datastores/dats_52KiJy2yFvosTtWM5aUJcOs1R?workspace=main \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -X DELETE

The above call returns the following JSON object:

{
  "datastore": {
    "deleted": true,
    "id": "dats_52KiJy2yFvosTtWM5aUJcOs1R",
    "name": "My First Datastore"
  }
}

Permanently deletes a datastore. It cannot be undone. Returns an object with the datastore's id and an attribute specifying whether the datastore was successfully deleted or not.

HTTP Request

DELETE /datastores/:id

HTTP Parameters

Parameter	Description
`id` string	REQUIRED The datastore's unique indetifier.
`workspace` string	optional, default is `main` Determines on which workspace the request will be made.

File¶

Endpoints

POST      /files
GET       /files
GET       /files/:id
PUT       /files/:id
DELETE    /files/:id

A file is a collection of data stored in one unit, identified by a filename. It can be a document, picture, data library, application, or other collection of data.

The file object¶

What a file object looks like?

{
  "content_type": "text/csv",
  "url": "/file/40218fbb3b2c49d7b78c5bfc40f66b56",
  "tags": ["first", "file", "20210622"],
  "created": 1628774405,
  "updated": 1628774405,
  "id": "file_F6jkfLDarpyTQAJBjGwx9r2cl",
  "workspace": "main",
  "data": "aGVsbG8gd29ybGQ=",
  "name": "MyFirstFile.csv",
  "description": "This is my first file"
}

Property	Description
`id` string	Unique identifier (UID) for the file.
`content_type` string	A string to identify the file's format.
`created` timestamp	Time at which the object was created. Measured in seconds since the Unix epoch.
`updated` timestamp	Time at which the object was updated. Measured in seconds since the Unix epoch.
`name` string	The file's name.
`description` string	An arbitrary string attached to the report. Often useful for finding detailed information about the file or for filtering a search based on the present hashtags.
`tags` array	Sequence of hashtags used to find the related file. The more hashtags that are used, the more elements that are filtered out from the search. Labels, dates and any other hashtag can be used.
`version` string	Indicates the file's current version.
`date` string	File date in the format: `YYYYMMDD`.
`data` string	The content that will be stored inside the file. It must be in Base64 format.
`workspace` string	The workspace where the file was generated.

Create a file¶

To create a new file, run the following:

Curl

curl https://api.everysk.com/v2/files \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -d '{
        "name": "MyFirstFile.csv",
        "tags": [
          "first",
          "file",
          "20210622"
        ],
        "description": "This is my first stored file",
        "data": "aGVsbG8gd29ybGQ=",
        "content_type": "text/csv",
        "workspace": "main"
      }' \
  -X POST

The above call returns the following JSON object:

{
  "file": {
    "content_type": "text/csv",
    "url": "/file/40218fbb3b2c49d7b78c5bfc40f66b56",
    "tags": ["first", "file", "20210622"],
    "created": 1628774405,
    "updated": 1628774405,
    "id": "file_F6jkfLDarpyTQAJBjGwx9r2cl",
    "workspace": "main",
    "data": "aGVsbG8gd29ybGQ=",
    "name": "MyFirstFile.csv",
    "description": "This is my first stored file"
  }
}

Creates and then returns the new file.

HTTP Request

POST /files

HTTP Parameters

Parameter	Description
`name` string	REQUIRED A string to identify a file besides the file's id. Feel free to use a meaningful name for your file.
`description` string	REQUIRED Provides detailed information about your file. You may add hashtags to create tags allowing you to search for them later.
`tags` string	optional, default is `null` Filters the list of files through the tags added in the description. Do not use hashtags when passing a value to this parameter.
`data` string	REQUIRED The content that will be stored inside the file. It must be in Base64 format.
`with_data` boolean	optional, default is `True` When True, the the data inside the generated file will be returned in the api response.
`content_type` string	REQUIRED A string to identify the file's format. It accepts `image/svg+xml`, `image/bmp`, `image/jpeg`, `image/png`, `image/gif`, `application/xml`, `text/xml`, `application/javascript`, `application/json`, `text/plain`, `text/csv`, `application/csv`, `text/x-comma-separated-values`, `text/comma-separated-values`, `application/vnd.openxmlformats-officedocument.spreadsheetml.sheet`, `application/vnd.ms-excel`, `application/pdf`, `application/zip`, `'application/x-zip-compressed'`, `application/octet-stream`.
`workspace` string	optional, default is `main` Determines on which workspace the request will be made.

List all files¶

To list all files, run the following:

Curl

curl https://api.everysk.com/v2/files?query=#20210622&workspace=main \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -G

The above call returns the following JSON object:

{
  "files": [
    {
      "content_type": "text/csv",
      "name": "MyFirstFile.csv",
      "url": "/file/cd83dc4a00ca489fb4c5b37bee26c86e",
      "workspace": "main",
      "data": "aGVsbG8gd29ybGQ=",
      "description": "My first stored file",
      "created": 1628791473,
      "id": "file_TIi0Fsjab3bbJoyg4cezSGEiY",
      "updated": 1628791473,
      "tags": [
        "first",
        "file",
        "20210622"
      ]
    },
    ...
  ],
  "next_page_token": null
}

Returns a list of files you’ve previously created. The files are returned in sorted order, with the most recent file appearing first.

HTTP Request

GET /files

HTTP Parameters

Parameter	Description
`query` string	optional, default is `null` Request a list of files filtering it by `name` or `tag`. When using a `tag` to perform a query, each term must include a hashtag prefix. (e.g: `query`="#april #sample")
`workspace` string	optional, default is `main` Determines on which workspace the request will be made.
`page_size` integer	optional, default is `10` Set the number of objects that will be listed per page.
`page_token` integer	optional, default is `null` The token defines which page will be returned to the user. For further information, please check out our pagination guide.

Retrieve a file¶

To retrieve a file, run the following:

Curl

curl https://api.everysk.com/v2/files/file_F6jkfLDarpyTQAJBjGwx9r2cl?workspace=main \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -G

The above call returns the following JSON object:

{
  "file": {
    "content_type": "text/csv",
    "url": "/file/40218fbb3b2c49d7b78c5bfc40f66b56",
    "created": 1628774405,
    "tags": ["first", "file", "20210622"],
    "updated": 1628774405,
    "id": "file_F6jkfLDarpyTQAJBjGwx9r2cl",
    "workspace": "main",
    "data": "aGVsbG8gd29ybGQ=",
    "name": "MyFirstFile.csv",
    "description": "This is my first stored file"
  }
}

Retrieves the details of an existing file by supplying the file's id.

HTTP Request

GET /files/:id

HTTP Parameters

Parameter	Description
`id` string	REQUIRED A unique identifier (UID) for a file. A file's `id` will always look like this: `file_F6jkfLDarpyTQAJBjGwx9r2cl`.
`workspace` string	optional, default is `main` Determines on which workspace the request will be made.

Update a file¶

To update a file, run the following:

Curl

curl https://api.everysk.com/v2/files/file_F6jkfLDarpyTQAJBjGwx9r2cl \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -d '{
        "name": "UpdatedFile.csv",
        "description": "My first file was updated",
        "data": "aGVsbG8geW91IGFsbA==",
        "content_type": "text/csv"
      }' \
  -X PUT

The above call returns the following JSON object:

{
  "file": {
    "data": "aGVsbG8geW91IGFsbA==",
    "content_type": "text/csv",
    "name": "UpdatedFile.csv",
    "url": "/file/8c5bdaf066bc4208a06e9808426afdda",
    "workspace": "main",
    "description": "My first file was updated",
    "created": 1628774405,
    "id": "file_F6jkfLDarpyTQAJBjGwx9r2cl",
    "updated": 1628792475,
    "tags": ["first", "file", "20210622"]
  }
}

Updates a file and then returns the updated file.

HTTP Request

PUT /files/:id

HTTP Parameters

Parameter	Description
`name` string	REQUIRED A string to identify a file besides the file's id. Feel free to use a meaningful name for your file.
`description` string	REQUIRED Provides detailed information about your file. You may add hashtags to create tags allowing you to search for them later.
`tags` string	optional, default is `null` Filters the list of files through the tags added in the description. Do not use hashtags when passing a value to this parameter.
`data` string	REQUIRED The content that will be stored inside the file. It must be in Base64 format.
`content_type` string	REQUIRED A string to identify the file's format. It accepts `image/svg+xml`, `image/bmp`, `image/jpeg`, `image/png`, `image/gif`, `application/xml`, `application/javascript`, `application/json`, `application/csv`, `application/vnd.openxmlformats-officedocument.spreadsheetml.sheet`, `application/vnd.ms-excel`, `application/pdf`, `application/octet-stream`, `application/zip`, `text/xml`, `text/plain`, `text/csv`, `text/comma-separated-values`, `text/x-comma-separated-values`.
`workspace` string	optional, default is `main` Determines on which workspace the request will be made.

Delete a file¶

To delete a file, run the following:

Curl

curl https://api.everysk.com/v2/files/file_F6jkfLDarpyTQAJBjGwx9r2cl?workspace=main \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -X DELETE

The above call returns the following JSON object:

{
  "file": {
    "id": "file_F6jkfLDarpyTQAJBjGwx9r2cl",
    "name": "MyFirstFile.csv",
    "deleted": true
  }
}

Permanently deletes a file. It cannot be undone. Returns an object with the file's id and an attribute specifying whether the file was successfully deleted or not.

HTTP Request

DELETE /files/:id

HTTP Parameters

Parameter	Description
`id` string	REQUIRED The file's unique indetifier.
`workspace` string	optional, default is `main` Determines on which workspace the request will be made.

Portfolio¶

Endpoints

POST      /portfolios
GET       /portfolios
GET       /portfolios/:id
PUT       /portfolios/:id
DELETE    /portfolios/:id

A portfolio is a collection of financial investments like stocks, bonds, derivatives, commodities, cash, and cash equivalents. Each security can be traded in a specific local currency. The portfolio has a base currency that is required to reflect each FX risk.

The portfolio object¶

What a portfolio object looks like?

{
  "updated": 1625680032,
  "description": "This is my first portfolio",
  "created": 1625680032,
  "tags": [
    "first",
    "portfolio",
    "20210622"
  ],
  "securities": [
    {
      "status": "OK",
      "cost_price": null,
      "fx_rate": null,
      "unrealized_pl_in_base": null,
      "exchange": "XNAS",
      "symbol": "AAPL",
      "multiplier": null,
      "label": null,
      "currency": "USD",
      "market_price": null,
      "unrealized_pl": null,
      "isin": null,
      "extra_data": null,
      "id": "id1",
      "quantity": 1000.0,
      "name": "Apple Inc"
    },
    ...
  ],
  "date": "20210622",
  "workspace": "main",
  "nlv": null,
  "base_currency": "USD",
  "id": "port_V7xU8dwCMnJIuyUPHJPx2ynuz",
  "name": "My First Portfolio"
}

Property	Description
`id` string	Unique identifier (UID) for the portfolio.
`created` timestamp	Time at which the object was created. Measured in seconds since the Unix epoch.
`updated` timestamp	Time at which the object was updated. Measured in seconds since the Unix epoch.
`name` string	The portfolio's name.
`description` string	An arbitrary string attached to the portfolio. Often useful for finding detailed information about the portfolio or for filtering a search based on the present hashtags.
`tags` array	Sequence of hashtags used to find the related portfolio. The more hashtags that are used, the more elements that are filtered out from the search. Labels, dates and any other hashtag can be used.
`date` string date	Portfolio date in the format: `YYYYMMDD`. The Portfolio Date is important because it instructs the API to use the market conditions and security prices prevailing on that date. In order to run the portfolio using the market conditions prevailing today, use `null`.
`base_currency` string	3-letter ISO 4217 code for currency. Portfolios can have their base currency changed via the API call. To see all supported currencies click here.
`nlv` file	The net liquidating value of the portfolio (also called NAV). When not supplied by user, the API will calculate the net liquidating value of all the cash securities. Securities traded on margin are assumed to have NLV zero. Supplying a NLV effectively reconciles the margin.
`securities` array	It is an array of objects to describe the securities in the portfolio. Each object represents a security with a unique id, symbol, quantity and label. For more details click here.
`workspace` string	The workspace where the portfolio was generated.

Create a portfolio¶

To create a new portfolio, run the following:

Curl

curl https://api.everysk.com/v2/portfolios \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -d '{
        "name": "My First Portfolio",
        "tags": [
          "first",
          "portfolio",
          "20210622"
        ],
        "securities": [
          {
            "id": "id1",
            "symbol": "AAPL",
            "quantity": 1000.0
          },
          {
            "id": "id2",
            "symbol": "SIE:XETR",
            "quantity": 750.0
          }
        ],
        "workspace": "main"
      }' \
  -X POST

The above call returns the following JSON object:

{
  "portfolio": {
    "updated": 1625680032,
    "description": "",
    "created": 1625680032,
    "tags": [
      "first",
      "portfolio",
      "20210622"
    ],
    "securities": [
      {
        "status": "OK",
        "cost_price": null,
        "fx_rate": null,
        "unrealized_pl_in_base": null,
        "exchange": "XNAS",
        "symbol": "AAPL",
        "multiplier": null,
        "label": null,
        "currency": "USD",
        "market_price": null,
        "unrealized_pl": null,
        "isin": null,
        "extra_data": null,
        "id": "id1",
        "quantity": 1000.0,
        "name": "Apple Inc"
      },
      ...
    ],
    "date": "20210622",
    "workspace": "main",
    "nlv": null,
    "base_currency": "USD",
    "id": "port_V7xU8dwCMnJIuyUPHJPx2ynuz",
    "name": "My First Portfolio"
  }
}

Creates and then returns the new portfolio.

HTTP Request

POST /portfolios

HTTP Parameters

Parameter	Description
`name` string	REQUIRED A mnemonic string to identify a portfolio, besides the portfolio's unique id.
`description` string	optional, default is `null` Provides detailed information about your portfolio. You may add hashtags to create tags allowing you to search for them later.
`date` string date	optional, default is `null` (today) Portfolio date in the format: `YYYYMMDD`. The Portfolio Date is important because it instructs the API to use the market conditions and security prices prevailing on that date. Therefore, historical portfolios will be calculated without look ahead. In order to run the portfolio using market conditions prevailing today, use `null`.
`base_currency` string	optional, default is `USD` 3-letter ISO 4217 code for currency. Portfolios can have their base currency changed via the API call. To see all supported currencies click here here.
`nlv` file	optional, default is `null` (calculated) The net liquidating value of the portfolio (also called NAV). When not supplied by user, the API will calculate the net liquidating value of all the cash securities. Securities traded on margin are assumed to have NLV zero. Supplying a NLV effectively reconciles the margin.
`securities` array	REQUIRED It is an array of objects to describe the securities in the portfolio. Each object represents a security, which requires a unique id, symbol, quantity. For more details click here.
`with_securities` boolean	optional, default is `True` When True, the the securities inside the generated portfolio will be returned in the api response.
`workspace` string	optional, default is `main` Determines on which workspace the request will be made.

List all portfolios¶

To list all portfolios, run the following:

Curl

curl https://api.everysk.com/v2/portfolios?query=#20210622&workspace=main \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -G

The above call returns the following JSON object:

{
  "portfolios": [
    {
      "updated": 1625064158,
      "description": "",
      "created": 1625064158,
      "tags": [
        "first",
        "portfolio",
        "20210622"
      ],
      "date": "20210622",
      "workspace": "main",
      "nlv": null,
      "base_currency": "USD",
      "id": "port_EUCUUH8M3GNeopdFvrZ47qGx3",
      "name": "My First Portfolio"
    },
    ...
  ],
  "next_page_token": null
}

Returns a list of portfolios you’ve previously created. The portfolios are returned in sorted order, with the most recent portfolio appearing first.

HTTP Request

GET /portfolios

HTTP Parameters

Parameter	Description
`query` string	optional, default is `null` Request a list of portfolios filtering it by `name` or `tag`. When using a `tag` to perform a query, each term must include a hashtag prefix. (e.g: `query`="#april #sample")
`workspace` string	optional, default is `main` Determines on which workspace the request will be made.
`page_size` integer	optional, default is `10` Set the number of objects that will be listed per page.
`page_token` integer	optional, default is `null` The token defines which page will be returned to the user. For further information, please check out our pagination guide.

Retrieve a portfolio¶

To retrieve a portfolio, run the following:

Curl

curl https://api.everysk.com/v2/portfolios/port_V7xU8dwCMnJIuyUPHJPx2ynuz?workspace=main \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -G

The above call returns the following JSON object:

{
  "portfolio": {
    "updated": 1625680032,
    "description": "",
    "created": 1625680032,
    "tags": [
      "first",
      "portfolio",
      "20210622"
    ],
    "securities": [
      {
        "status": "OK",
        "cost_price": null,
        "fx_rate": null,
        "unrealized_pl_in_base": null,
        "exchange": "XNAS",
        "symbol": "AAPL",
        "multiplier": null,
        "label": null,
        "currency": "USD",
        "market_price": null,
        "unrealized_pl": null,
        "isin": null,
        "extra_data": null,
        "id": "id1",
        "quantity": 1000.0,
        "name": "Apple Inc"
      },
      ...
    ],
    "date": "20210622",
    "workspace": "main",
    "nlv": null,
    "base_currency": "USD",
    "id": "port_V7xU8dwCMnJIuyUPHJPx2ynuz",
    "name": "My First Portfolio"
  }
}

Retrieves the details of an existing portfolio by supplying the portfolio's id.

HTTP Request

GET /portfolios/:id

HTTP Parameters

Parameter	Description
`id` string	REQUIRED A unique identifier (UID) for a portfolio. A portfolio's `id` will always look like this: `port_V7xU8dwCMnJIuyUPHJPx2ynuz`
`workspace` string	optional, default is `main` Determines on which workspace the request will be made.

Update a portfolio¶

To update a portfolio, run the following:

Curl

curl https://api.everysk.com/v2/portfolios/port_V7xU8dwCMnJIuyUPHJPx2ynuz \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -d '{
        "name": "New Portfolio's Name",
        "description": "New Portfolio's Description",
        "securities": [
          {
            "id": "id3",
            "symbol": "NFLX",
            "quantity": 500.0
          }
        ],
        "workspace": "main"
      }' \
  -X PUT

The above call returns the following JSON object:

{
  "portfolio": {
    "updated": 1625680366,
    "description": "New Portfolio's Description",
    "created": 1625680032,
    "tags": ["first", "portfolio", "20210622"],
    "securities": [
      {
        "status": "OK",
        "cost_price": null,
        "fx_rate": null,
        "unrealized_pl_in_base": null,
        "exchange": "XNAS",
        "symbol": "NFLX",
        "multiplier": null,
        "label": null,
        "currency": "USD",
        "market_price": null,
        "unrealized_pl": null,
        "isin": null,
        "extra_data": null,
        "id": "id3",
        "quantity": 500.0,
        "name": "NetFlix Inc"
      }
    ],
    "date": "20210707",
    "workspace": "main",
    "nlv": null,
    "base_currency": "USD",
    "id": "port_V7xU8dwCMnJIuyUPHJPx2ynuz",
    "name": "New Portfolio's Name"
  }
}

Updates a portfolio and then returns the updated portfolio.

HTTP Request

PUT /portfolios/:id

HTTP Parameters

Parameter	Description
`id` string	REQUIRED A unique identifier (UID) for a portfolio.
`name` string	optional, default is `null` A string to identify a portfolio besides the portfolio's id. Feel free to use a meaningful name for your portfolio.
`description` string	optional, default is `null` Use this field to provide detailed information about your portfolio. You also can add hashtags to create groups or categories allowing you to search for them later.
`base_currency` string	optional, default is `null` 3-letter ISO 4217 code for currency. Entering a currency here changes the base currency of the portfolio. To see all supported currencies click here.
`securities` array	It is an array of objects to describe the securities in the portfolio. Each object represents a security with a unique id, symbol, quantity and label. For more details click here.
`workspace` string	optional, default is `main` Determines on which workspace the request will be made.

Delete a portfolio¶

To delete a portfolio, run the following:

Curl

curl https://api.everysk.com/v2/portfolios/port_V7xU8dwCMnJIuyUPHJPx2ynuz?workspace=main \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -X DELETE

The above call returns the following JSON object:

{
  "portfolio": {
    "deleted": true,
    "id": "port_V7xU8dwCMnJIuyUPHJPx2ynuz",
    "name": "My First Portfolio"
  }
}

Permanently deletes a portfolio. It cannot be undone. Returns an object with the portfolio's id and an attribute specifying whether the portfolio was successfully deleted or not.

HTTP Request

DELETE /portfolios/:id

HTTP Parameters

Parameter	Description
`id` string	REQUIRED The portfolio's unique indetifier.
`workspace` string	optional, default is `main` Determines on which workspace the request will be made.

Private Security¶

Endpoints

POST      /private_securities
GET       /private_securities
GET       /private_securities/:id
PUT       /private_securities/:id
DELETE    /private_securities/:id

A private security is a proprietary instrument that is not publicly traded. It allows you to define custom securities with their own pricing data, instrument type, and currency for use in portfolio calculations. Private Securities are not bound to a workspace.

The private security object¶

What a private security object looks like?

{
  "symbol": "PRIV:MYSECURITY",
  "name": "My Private Security",
  "description": "This is my first private security",
  "instrument_type": "EQUITY",
  "currency": "USD",
  "tags": ["first", "private", "20210622"],
  "data": {},
  "created": 1625598288,
  "updated": 1625598288
}

Property	Description
`symbol` string	Unique identifier for the private security.
`created` timestamp	Time at which the object was created. Measured in seconds since the Unix epoch.
`updated` timestamp	Time at which the object was updated. Measured in seconds since the Unix epoch.
`name` string	The name of the private security.
`description` string	An arbitrary string attached to the private security. Often useful for finding detailed information or for filtering a search based on the present hashtags.
`tags` array	Sequence of hashtags used to find the related private security. The more hashtags that are used, the more elements that are filtered out from the search. Labels, dates and any other hashtag can be used.
`instrument_type` string	The type of financial instrument (e.g. `EQUITY`, `FIXED_INCOME`).
`currency` string	3-letter ISO 4217 code for the security's currency.
`data` object	The custom data associated with the private security.
`version` string	Indicates the private security's current version.

Create a private security¶

Creates and then returns the new private security.

To create a new private security, run the following:

Curl

curl https://api.everysk.com/v2/private_securities \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -d '{
        "symbol": "PRIV:MYSECURITY",
        "name": "My Private Security",
        "description": "This is my first private security",
        "type": "EQUITY",
        "currency": "USD",
        "tags": ["first", "private", "20210622"],
        "data": {}
      }' \
  -X POST

The above call returns the following JSON object:

{
  "private_security": {
    "symbol": "PRIV:MYSECURITY",
    "name": "My Private Security",
    "description": "This is my first private security",
    "instrument_type": "EQUITY",
    "currency": "USD",
    "tags": ["first", "private", "20210622"],
    "data": {},
    "created": 1625598288,
    "updated": 1625598288
  }
}

HTTP Request

POST /private_securities

HTTP Parameters

Parameter	Description
`symbol` string	REQUIRED A unique identifier (UID) for the private security.
`name` string	REQUIRED A string to identify the private security besides its symbol.
`description` string	optional, default is `null` Provides detailed information about your private security. You may add hashtags to create tags allowing you to search for them later.
`tags` array	optional, default is `null` Sequence of hashtags used to find the related private security.
`type` string	REQUIRED The type of financial instrument (e.g. `EQUITY`, `FIXED_INCOME`).
`currency` string	optional, default is `USD` 3-letter ISO 4217 code for the security's currency.
`data` object	REQUIRED The custom data associated with the private security.

List all private securities¶

Returns a list of private securities you've previously created. The private securities are returned in sorted order, with the most recent appearing first.

To list all private securities, run the following:

Curl

curl https://api.everysk.com/v2/private_securities?query=#20210622 \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -G

The above call returns the following JSON object:

{
  "private_securities": [
    {
      "symbol": "PRIV:MYSECURITY",
      "name": "My Private Security",
      "description": "This is my first private security",
      "instrument_type": "EQUITY",
      "currency": "USD",
      "tags": ["first", "private", "20210622"],
      "created": 1625598288,
      "updated": 1625598288
    },
    ...
  ],
  "next_page_token": null
}

HTTP Request

GET /private_securities

HTTP Parameters

Parameter	Description
`query` string	optional, default is `null` Request a list of private securities filtering it by `name` or `tag`. When using a `tag` to perform a query, each term must include a hashtag prefix. (e.g: `query`="#april #sample")
`page_size` integer	optional, default is `10` Set the number of objects that will be listed per page.
`page_token` integer	optional, default is `null` The token defines which page will be returned to the user. For further information, please check out our pagination guide.

Retrieve a private security¶

Retrieves the details of an existing private security by supplying its symbol.

To retrieve a private security, run the following:

Curl

curl https://api.everysk.com/v2/private_securities/PRIV:MYSECURITY \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -G

The above call returns the following JSON object:

{
  "private_security": {
    "symbol": "PRIV:MYSECURITY",
    "name": "My Private Security",
    "description": "This is my first private security",
    "instrument_type": "EQUITY",
    "currency": "USD",
    "tags": ["first", "private", "20210622"],
    "data": {},
    "created": 1625598288,
    "updated": 1625598288
  }
}

HTTP Request

GET /private_securities/:id

HTTP Parameters

Parameter	Description
`symbol` string	REQUIRED A unique identifier (UID) for the private security.

Update a private security¶

Updates a private security and then returns the updated object.

To update a private security, run the following:

Curl

curl https://api.everysk.com/v2/private_securities/PRIV:MYSECURITY \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -d '{
        "name": "My Updated Security",
        "description": "Updated description",
        "data": {}
      }' \
  -X PUT

The above call returns the following JSON object:

{
  "private_security": {
    "symbol": "PRIV:MYSECURITY",
    "name": "My Updated Security",
    "description": "Updated description",
    "instrument_type": "EQUITY",
    "currency": "USD",
    "tags": ["first", "private", "20210622"],
    "data": {},
    "created": 1625598288,
    "updated": 1625668154
  }
}

HTTP Request

PUT /private_securities/:id

HTTP Parameters

Parameter	Description
`symbol` string	REQUIRED A unique identifier (UID) for the private security.
`name` string	optional A string to identify the private security besides its symbol.
`description` string	optional Provides detailed information about your private security.
`tags` array	optional Sequence of hashtags used to find the related private security.
`type` string	optional The type of financial instrument.
`currency` string	optional 3-letter ISO 4217 code for the security's currency.
`data` object	optional The custom data associated with the private security.

Delete a private security¶

To delete a private security, run the following:

Curl

curl https://api.everysk.com/v2/private_securities/PRIV:MYSECURITY \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -X DELETE

The above call returns the following JSON object:

{
  "private_security": {
    "deleted": true,
    "symbol": "PRIV:MYSECURITY",
    "name": "My Private Security"
  }
}

Permanently deletes a private security. It cannot be undone. Returns an object with the private security's symbol and an attribute specifying whether it was successfully deleted or not.

HTTP Request

DELETE /private_securities/:id

HTTP Parameters

Parameter	Description
`symbol` string	REQUIRED A unique identifier (UID) for the private security.

Report¶

Endpoints

GET       /reports
GET       /reports/:id
POST      /reports/:id/share
DELETE    /reports/:id

Interactive dashboards that present portfolio analytics information in an intuitive and explorable way. Reports represent a specific portfolio and date so that they can be referenced in the future.

The report object¶

What a report object looks like?

{
  "updated": 1624633602,
  "name": "My First Report",
  "relative_url": "/report/f46906305657494f9e6bd25e0dcae769",
  "tags": ["first", "report", "20210622"],
  "url": "https://app.everysk.com/report/f46906304787494f9e6bd25e0dcae769",
  "absolute_url": "https://app.everysk.com/report/f46906304787494f9e6bd25e0dcae769",
  "created": 1624633585,
  "workspace": "preview",
  "id": "repo_KqbStPc7x2m5GW1GWKZCVlzPM",
  "authorization": "PRIVATE",
  "description": "This is my first report."
}

Property	Description
`id` string	Unique identifier (UID) for the report.
`created` timestamp	Time at which the object was created, measured in seconds since the Unix epoch.
`updated` timestamp	Time at which the object was last updated, measured in seconds since the Unix epoch.
`name` string	The report's name.
`description` string	An arbitrary string attached to the report. Useful for adding details or enabling searches based on hashtags.
`tags` array	Sequence of hashtags associated with the report. Multiple hashtags improve filtering (labels, dates, or other terms can be used).
`version` string	Indicates the report's current version.
`date` string	Report date in the format `YYYYMMDD`. The Report Date instructs the API to use the market conditions and security prices prevailing on that date. To run the report using today’s conditions, use `null`.
`data` array	The content stored inside the report.
`authorization` string	Indicates whether the report is public or private.
`url` string	The web address where the report can be accessed.
`absolute_url` string	The absolute web address where the report can be accessed.
`relative_url` string	The relative endpoint where the report can be accessed.
`workspace` string	The workspace in which the report was generated.

List all reports¶

To list all reports, run the following:

Curl

curl https://api.everysk.com/v2/reports?query=#20210622&workspace=main \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -G

The above call returns the following JSON object:

{
  "reports": [
    {
      "updated": 1624633522,
      "name": "My Second Report",
      "relative_url": "/report/6870426745114f7cb17595be77bea64c",
      "tags": ["second", "report", "20210622"],
      "url": "https://app.everysk.com/report/6870426745114f7cb17595be77bea64c",
      "absolute_url": "https://app.everysk.com/report/6870426745114f7cb17595be77bea64c",
      "created": 1624633522,
      "workspace": "main",
      "id": "repo_N2wZOHGo5pbmhVwQT3UX2ifk4",
      "authorization": "PRIVATE",
      "description": ""
    },
    {
      "updated": 1624633602,
      "name": "My First Report",
      "relative_url": "/report/f46906305657494f9e6bd25e0dcae769",
      "tags": ["first", "report", "20210622"],
      "url": "https://app.everysk.com/report/f46906304787494f9e6bd25e0dcae769",
      "absolute_url": "https://app.everysk.com/report/f46906304787494f9e6bd25e0dcae769",
      "created": 1624633585,
      "workspace": "main",
      "id": "repo_KqbStPc7x2m5GW1GWKZCVlzPM",
      "authorization": "PRIVATE",
      "description": ""
    }
  ],
  "next_page_token": null
}

Returns a list of reports you’ve previously generated. The reports are returned in sorted order, with the most recent report appearing first.

HTTP Request

GET /reports

HTTP Parameters

Parameter	Description
`query` string	optional, default is `null` Request a list of reports filtering it by `name` or `tag`. When using a `tag` to perform a query, each term must include a hashtag prefix. (e.g: `query`="#april #sample")
`workspace` string	optional, default is `main` Determines on which workspace the request will be made.
`page_size` int	optional, default is `10` Set the number of objects that will be listed per page.
`page_token` int	optional, default is `null` The token defines which page will be returned to the user. For further information, please check out our pagination guide.

Retrieve a report¶

To retrieve a report, run the following:

Curl

curl https://api.everysk.com/v2/reports/repo_N2wZOHGo5pbmhVwQT3UX2ifk4?workspace=main \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -G

The above call returns the following JSON object:

{
  "report": {
    "updated": 1624633522,
    "name": "My First Report",
    "relative_url": "/report/6870426745114f7cb17595be77bea64c",
    "tags": ["first", "report", "20210622"],
    "url": "https://app.everysk.com/report/6870426745114f7cb17595be77bea64c",
    "absolute_url": "https://app.everysk.com/report/6870426745114f7cb17595be77bea64c",
    "created": 1624633522,
    "workspace": "main",
    "widgets": [
      {
        "absolute_url": "https://app.everysk.com/widget/5a4b6fc49767400c9f1cdddd4cc31050",
        "id": "5a4b6fc49767400c9f1cdddd4cc31050",
        "relative_url": "/widget/5a4b6fc49767400c9f1cdddd4cc31050",
        "name": "Portfolio Property"
      }
    ],
    "id": "repo_N2wZOHGo5pbmhVwQT3UX2ifk4",
    "authorization": "PRIVATE",
    "description": "This is my first report!"
  }
}

Retrieves the details of an existing report by supplying the report's id.

HTTP Request

GET /reports/:id

HTTP Parameters

Parameter	Description
`id` string	REQUIRED A unique identifier (UID) for a report. A report's `id` will always look like this: `repo_N2wZOHGo5pbmhVwQT3UX2ifk4`.
`workspace` string	optional, default is `main` Determines on which workspace the request will be made.

To share a report, run the following:

Curl

curl https://api.everysk.com/v2/reports/repo_N2wZOHGo5pbmhVwQT3UX2ifk4/share \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -X POST

The above call returns the following JSON object:

{
  "report": {
    "id": "repo_N2wZOHGo5pbmhVwQT3UX2ifk4",
    "name": "My First Report",
    "description": "This is my first report",
    "tags": ["first", "report", "20210622"],
    "created": 1624633585,
    "updated": 1624633602,
    "workspace": "main",
    "authorization": "PRIVATE",
    "url": "https://app.everysk.com/report/6870426745114f7cb17595be77bea64c/light",
    "absolute_url": "https://app.everysk.com/report/6870426745114f7cb17595be77bea64c/light",
    "relative_url": "/report/6870426745114f7cb17595be77bea64c/light",
    "shared_url": "https://app.everysk.com/report/shared_TVRSaVltTXhZMkptTVRBeE5ETTNPV0V6TWpKbE1qaGpOVFEzTnpFMk9HRTZiV0U2LjE1NzQ4NjM2NjYuMDAwMDAwMzYwMC4yQnlFWFFsQUlnbjZmcTU0bjBRcUZWS2NxallDM3FnM3NXTTdOWmtNc2dz/light",
    "url_token": "shared_TVRSaVltTXhZMkptTVRBeE5ETTNPV0V6TWpKbE1qaGpOVFEzTnpFMk9HRTZiV0U2LjE1NzQ4NjM2NjYuMDAwMDAwMzYwMC4yQnlFWFFsQUlnbjZmcTU0bjBRcUZWS2NxallDM3FnM3NXTTdOWmtNc2dz",
    "expires_after": 3600,
    "widgets": null,
    "date": "20210622",
    "date_time": "20210622 12:00:00",
    "link_uid": null
  }
}

Generates a url address where the report can be accessed.

HTTP Request

POST /reports/:id/share

HTTP Parameters

Parameter	Description
`id` string	REQUIRED A unique identifier (UID) for a report.
`expires_after` string	optional, default is `1 hour` Remaning time for the url address to expire.
`skin_theme` string	optional, default is `Light` Sets the report's color theme. It accepts: `Dark` or `Light`.
`workspace` string	optional, default is `main` Determines on which workspace the request will be made.

Delete a report¶

To delete a report, run the following:

Curl

curl https://api.everysk.com/v2/reports/repo_N2wZOHGo5pbmhVwQT3UX2ifk4?workspace=main \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -X DELETE

The above call returns the following JSON object:

{
  "report": {
    "deleted": true,
    "id": "repo_N2wZOHGo5pbmhVwQT3UX2ifk4"
  }
}

Permanently deletes a report. It cannot be undone. Returns an object with the report's id and an attribute specifying whether the report was successfully deleted or not.

HTTP Request

DELETE /reports/:id

HTTP Parameters

Parameter	Description
`id` string	REQUIRED A unique identifier (UID) for a report.
`workspace` string	optional, default is `main` Determines on which workspace the request will be made.

Report Template¶

Endpoints

GET       /report_templates
GET       /report_templates/:id
DELETE    /report_templates/:id

A report template is a set of reporting widgets that are able to calculate, visualize and aggregate analytics based on a portfolio and/or datastores.

The report template object¶

What a report object looks like?

{
  "status": "OK",
  "updated": 1624633635,
  "name": "My First Report Template",
  "tags": ["first", "new", "report_template"],
  "created": 1624633635,
  "workspace": "main",
  "id": "rtpl_UHAo64xdlah3iR9lZgB6LFwAb",
  "categories": [],
  "description": "Design a custom report using Everysk's library of widgets and analytics. #blank #new #report"
}

Property	Description
`id` string	Unique identifier (UID) for the report template.
`created` timestamp	Time at which the object was created. Measured in seconds since the Unix epoch.
`updated` timestamp	Time at which the object was updated. Measured in seconds since the Unix epoch.
`name` string	The report template's name.
`description` string	An arbitrary string attached to the report template. Often useful for finding detailed information about the report template or for filtering a search based on the present hashtags.
`tags` array	Sequence of hashtags used to find the related report template. The more hashtags that are used, the more elements that are filtered out from the search. Labels, dates and any other hashtag can be used.
`authorization` string	Indicates whether the report template is public or not.
`categories` array	The report template category.
`workspace` string	The workspace where the report template was generated.

List all Report Templates¶

Returns a list of report templates you’ve previously generated. The report templates are returned in sorted order, with the most recent report template appearing first.

To list all report templates, run the following:

Curl

    curl https://api.everysk.com/v2/report_templates?query=#first&workspace=main \
      -H "Content-Type: application/json" \
      -H "Authorization: Bearer <ACCESS_TOKEN>" \
      -G

The above call returns the following JSON object:

{
  "report_templates": [
    {
      "status": "OK",
      "updated": 1632329105,
      "name": "First Report Template",
      "tags": ["first", "new", "report_template"],
      "created": 1630348524,
      "workspace": "main",
      "id": "rtpl_oobGe082N8U4PPhLrU60xNOLT",
      "categories": [],
      "description": "Design a custom report using Everysk's library of widgets and analytics. #blank #new #report"
    },
    {
      "status": "OK",
      "updated": 1627663323,
      "name": "Second Report Template",
      "tags": ["blank", "new", "report"],
      "created": 1627593196,
      "workspace": "main",
      "id": "rtpl_oZbdHf786RRZIGN3WJQSY2M88",
      "categories": [],
      "description": "Design a custom report using Everysk's library of widgets and analytics. #blank #new #report"
    }
  ],
  "next_page_token": null
}

HTTP Request

GET /report_templates

HTTP Parameters

Parameter	Description
`query` string	optional, default is `null` Request a list of report templates filtering it by `name` or `tag`. When using a `tag` to perform a query, each term must include a hashtag prefix. (e.g: `query`="#april #sample")
`page_size` int	optional, default is `10` Set the number of objects that will be listed per page.
`page_token` int	optional, default is `null` The token defines which page will be returned to the user. For further information, please check out our pagination guide.
`workspace` string	optional, default is `main` Determines on which workspace the request will be made.

Retrieve a report template¶

Retrieves the details of an existing report template by supplying the report template's id.

To retrieve a report template, run the following:

Curl

  curl https://api.everysk.com/v2/report_templates/rtpl_UHAo64xdlah3iR9lZgB6LFwAb?workspace=main \
    -H "Content-Type: application/json" \
    -H "Authorization: Bearer <ACCESS_TOKEN>" \
    -G

The above call returns the following JSON object:

{
  "report_template": {
    "status": "OK",
    "updated": 1624633635,
    "layout": [
      ...
    ],
    "description": "Design a custom report using Everysk's library of widgets and analytics. #blank #new #report",
    "created": 1624633635,
    "tags": [
      "first",
      "new",
      "report_template"
    ],
    "workspace": "main",
    "global_parameters": {
      "advanced_settings": {
        "confidence": {
          "variant": "select",
          "select": {
            "value": "95%",
            "label": "95%"
          }
        },
        "correlation_half_life": {
          "variant": "select",
          "select": {
            "value": 6,
            "label": "6-months"
          }
        }
        ...
      }
    },
    "id": "rtpl_UHAo64xdlah3iR9lZgB6LFwAb",
    "categories": [],
    "name": "First Report Template"
  }
}

HTTP Request

GET /report_templates/:id

HTTP Parameters

Parameter	Description
`id` string	REQUIRED A unique identifier (UID) for a report template. A report template's `id` will always look like this: `rtpl_UHAo64xdlah3iR9lZgB6LFwAb`.
`workspace` string	optional, default is `main` Determines on which workspace the request will be made.

Delete a report template¶

To delete a report template, run the following:

Curl

curl https://api.everysk.com/v2/report_templates/rtpl_UHAo64xdlah3iR9lZgB6LFwAb?workspace=main \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -X DELETE

The above call returns the following JSON object:

{
  "report_template": {
    "deleted": true,
    "id": "rtpl_UHAo64xdlah3iR9lZgB6LFwAb",
    "name": "First Report Template"
  }
}

Permanently deletes a report template. It cannot be undone. Returns an object with the report template's id and an attribute specifying whether the report was successfully deleted or not.

HTTP Request

DELETE /report_templates/:id

HTTP Parameters

Parameter	Description
`id` string	REQUIRED A unique identifier (UID) for a report.
`workspace` string	optional, default is `main` Determines on which workspace the request will be made.

Worker Execution¶

Endpoints

GET       /workflows/:id/worker_executions

A worker execution is a record of an individual worker's run within a workflow execution, capturing its status, result, and timing details.

The worker execution object¶

What a worker execution object looks like?

{
  "id": "wkex_3bNhXpQrLo7TmK2sJfGvWe1cA",
  "status": "COMPLETED",
  "worker_id": "wrkr_aVFPQTerHF2JaO0hILbp959v7",
  "worker_name": "Starter",
  "worker_type": "STARTER",
  "workflow_execution_id": "wfex_T1eYymTSIptJ4Hyt1Z6p4uGOe",
  "workflow_id": "wrkf_P95OLO61oGM5NwFn3W4iMl7rs",
  "workflow_name": "File Generator Workflow",
  "trigger": "API",
  "created": 1632835285,
  "updated": 1632835287,
  "started": 1632835286,
  "duration": 1.54,
  "cpu_time": 1.17,
  "result": {},
  "input_params": {}
}

Property	Description
`id` string	Unique identifier (UID) for the worker execution.
`status` string	The current status of the worker execution. It can be `RUNNING`, `COMPLETED` or `ERROR`.
`worker_id` string	The unique identifier of the worker that was executed.
`worker_name` string	The name of the worker that was executed.
`worker_type` string	The type of worker. It can be `STARTER`, `BASIC` or `ENDER`.
`workflow_execution_id` string	The unique identifier of the parent workflow execution.
`workflow_id` string	The unique identifier of the workflow.
`workflow_name` string	The name of the workflow.
`trigger` string	The type of trigger that initiated the workflow execution.
`created` timestamp	Time at which the worker execution was created. Measured in seconds since the Unix epoch.
`updated` timestamp	Time at which the worker execution was last updated. Measured in seconds since the Unix epoch.
`started` timestamp	Time at which the worker execution was started. Measured in seconds since the Unix epoch.
`duration` number	Total wall-clock time in seconds for the worker execution.
`cpu_time` number	Total CPU time in seconds consumed by the worker execution.
`result` object	The output data produced by the worker after execution.
`input_params` object	The input parameters passed to the worker.
`version` string	Indicates the worker execution's current version.

List worker executions¶

Returns all worker executions grouped by a workflow execution.

To list worker executions for a workflow, run the following:

Curl

curl "https://api.everysk.com/v2/workflows/wrkf_P95OLO61oGM5NwFn3W4iMl7rs/worker_executions?workflow_execution_id=wfex_T1eYymTSIptJ4Hyt1Z6p4uGOe" \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -G

The above call returns the following JSON object:

{
  "worker_executions": [
    {
      "worker_id": "wrkr_aVFPQTerHF2JaO0hILbp959v7",
      "worker_name": "Starter",
      "is_parallel_execution": false,
      "execution": {
        "id": "wkex_3bNhXpQrLo7TmK2sJfGvWe1cA",
        "worker_id": "wrkr_aVFPQTerHF2JaO0hILbp959v7",
        "worker_name": "Starter",
        "worker_type": "STARTER",
        "status": "COMPLETED",
        "created": 1632835285,
        "started": 1632835286,
        "ended": 1632835287,
        "duration": 1.54,
        "parallel_index": -1
      }
    },
    ...
  ],
  "parallel_index_max": -1
}

HTTP Request

GET /workflows/:id/worker_executions

HTTP Parameters

Parameter	Description
`id` string	REQUIRED A unique identifier (UID) for the workflow.
`workflow_execution_id` string	optional, default is `null` Filter worker executions by a specific workflow execution id.
`with_result` boolean	optional, default is `False` When True, the result data of each worker execution will be included.

Retrieve a worker execution¶

Retrieves the details of a specific worker execution by supplying the worker execution's id.

To retrieve a worker execution, run the following:

Curl

curl "https://api.everysk.com/v2/workflows/wrkf_P95OLO61oGM5NwFn3W4iMl7rs/worker_executions?worker_execution_id=wkex_3bNhXpQrLo7TmK2sJfGvWe1cA" \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -G

The above call returns the following JSON object:

{
  "worker_execution": {
    "id": "wkex_3bNhXpQrLo7TmK2sJfGvWe1cA",
    "status": "COMPLETED",
    "worker_id": "wrkr_aVFPQTerHF2JaO0hILbp959v7",
    "worker_name": "Starter",
    "worker_type": "STARTER",
    "workflow_execution_id": "wfex_T1eYymTSIptJ4Hyt1Z6p4uGOe",
    "workflow_id": "wrkf_P95OLO61oGM5NwFn3W4iMl7rs",
    "workflow_name": "File Generator Workflow",
    "trigger": "API",
    "created": 1632835285,
    "updated": 1632835287,
    "started": 1632835286,
    "duration": 1.54,
    "cpu_time": 1.17,
    "result": {},
    "input_params": {}
  }
}

HTTP Request

GET /workflows/:id/worker_executions

HTTP Parameters

Parameter	Description
`id` string	REQUIRED A unique identifier (UID) for the workflow.
`worker_execution_id` string	REQUIRED A unique identifier (UID) for the worker execution.
`with_result` boolean	optional, default is `True` When True, the result data of the worker execution is included.

Worker Template¶

Endpoints

GET       /worker_templates
GET       /worker_templates/:id

A worker template is a reusable definition of a digital worker, including its source code, form inputs, form outputs, and runtime configuration. Worker templates are used to instantiate workers within workflows.

The worker template object¶

What a worker template object looks like?

{
  "id": "wtpl_Lm5nOpQrSt6UvWx7YzAb8CdEf",
  "name": "My Worker Template",
  "description": "This is my first worker template",
  "category": "ANALYTICS",
  "visible": true,
  "type": "BASIC",
  "script_runtime": "python3.11",
  "script_entry_point": "main",
  "run_locally": false,
  "container_status": "SUCCESS",
  "tags": ["first", "worker", "20210622"],
  "created": 1625598288,
  "updated": 1625598288
}

Property	Description
`id` string	Unique identifier (UID) for the worker template.
`created` timestamp	Time at which the object was created. Measured in seconds since the Unix epoch.
`updated` timestamp	Time at which the object was updated. Measured in seconds since the Unix epoch.
`name` string	The name of the worker template.
`description` string	An arbitrary string attached to the worker template. Often useful for finding detailed information about the worker template or for filtering a search based on the present hashtags.
`tags` array	Sequence of hashtags used to find the related worker template. The more hashtags that are used, the more elements that are filtered out from the search. Labels, dates and any other hashtag can be used.
`category` string	The category this worker template belongs to.
`version` string	Indicates the worker template's current version.
`visible` boolean	Whether the worker template is visible to users in the workflow editor.
`type` string	The worker type (e.g. `BASIC`).
`script_runtime` string	The runtime environment used to execute the worker's script (e.g. `python3.11`).
`script_entry_point` string	The entry point function called when the worker executes.
`run_locally` boolean	Whether the worker runs in the local environment rather than a container.
`container_status` string	The deployment status of the worker container. It can be `PENDING`, `SUCCESS` or `ERROR`.

List all worker templates¶

Returns a list of worker templates. The worker templates are returned in sorted order, with the most recent appearing first.

To list all worker templates, run the following:

Curl

curl https://api.everysk.com/v2/worker_templates?query=#analytics \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -G

The above call returns the following JSON object:

{
  "worker_templates": [
    {
      "id": "wtpl_Lm5nOpQrSt6UvWx7YzAb8CdEf",
      "name": "My Worker Template",
      "description": "This is my first worker template",
      "category": "ANALYTICS",
      "visible": true,
      "type": "BASIC",
      "script_runtime": "python3.11",
      "script_entry_point": "main",
      "run_locally": false,
      "container_status": "SUCCESS",
      "tags": ["first", "worker", "20210622"],
      "created": 1625598288,
      "updated": 1625598288
    },
    ...
  ],
  "next_page_token": null
}

HTTP Request

GET /worker_templates

HTTP Parameters

Parameter	Description
`query` string	optional, default is `null` Request a list of worker templates filtering it by `name` or `tag`. When using a `tag` to perform a query, each term must include a hashtag prefix. (e.g: `query`="#april #sample")
`page_size` integer	optional, default is `10` Set the number of objects that will be listed per page.
`page_token` integer	optional, default is `null` The token defines which page will be returned to the user. For further information, please check out our pagination guide.

Retrieve a worker template¶

Retrieves the details of an existing worker template by supplying its id.

To retrieve a worker template, run the following:

Curl

curl https://api.everysk.com/v2/worker_templates/wtpl_Lm5nOpQrSt6UvWx7YzAb8CdEf \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -G

The above call returns the following JSON object:

{
  "worker_template": {
    "id": "wtpl_Lm5nOpQrSt6UvWx7YzAb8CdEf",
    "name": "My Worker Template",
    "description": "This is my first worker template",
    "category": "ANALYTICS",
    "visible": true,
    "type": "BASIC",
    "form_inputs": [],
    "script_runtime": "python3.11",
    "script_entry_point": "main",
    "container_status": "SUCCESS",
    "tags": ["first", "worker", "20210622"],
    "created": 1625598288,
    "updated": 1625598288
  }
}

HTTP Request

GET /worker_templates/:id

HTTP Parameters

Parameter	Description
`id` string	REQUIRED A unique identifier (UID) for a worker template. A worker template's `id` will always look like this: `wtpl_Lm5nOpQrSt6...`.

Workflow¶

Endpoints

GET       /workflows
GET       /workflows/:id
POST      /workflows/:id/run
DELETE    /workflows/:id

A workflow is a collection of digital workers linked together to perform tasks in an automated fashion. Workflows can incorporate portfolios, datastores, report templates, API, and email distributions, as well as standard and custom digital workers.

The workflow object¶

What a workflow object looks like?

{
  "status": "OK",
  "updated": 1624633670,
  "description": "This is my first workflow. #first #new #workflow",
  "tags": ["first", "new", "workflow"],
  "trigger_enabled": true,
  "gui": {
    "offset_x": 0,
    "zoom": 75,
    "offset_y": 0
  },
  "created": 1624633670,
  "starter_worker_id": "wrkr_aVFPQTerHF2JaO0hILbp959v7",
  "workspace": "main",
  "trigger_type": "MANUAL",
  "trigger_config": {},
  "id": "wrkf_8fRueOt4JlXV9k5o9HZDMWfw7",
  "name": "My First Workflow"
}

Property	Description
`id` string	Unique identifier (UID) for the workflow.
`created` timestamp	Time at which the object was created. Measured in seconds since the Unix epoch.
`updated` timestamp	Time at which the object was updated. Measured in seconds since the Unix epoch.
`name` string	The workflow's name.
`description` string	An arbitrary string attached to the workflow. Often useful for finding detailed information about the workflow or for filtering a search based on the present hashtags.
`tags` array	Sequence of hashtags used to find the related workflow. The more hashtags that are used, the more elements that are filtered out from the search. Labels, dates and any other hashtag can be used.
`version` string	Indicates the workflow's current version.
`trigger_type` string	The type of the workflow's trigger. It can be `Manual`, `API`, `Time-Based` or `Integration File Received`.
`trigger_config` object	Parameters used to activate the workflow's trigger.
`workspace` string	The workspace where the workflow was generated.

List all workflows¶

To list all workflows, run the following:

Curl

    curl https://api.everysk.com/v2/workflows?query=#20210622&workspace=main \
      -H "Content-Type: application/json" \
      -H "Authorization: Bearer <ACCESS_TOKEN>" \
      -G

The above call returns the following JSON object:

{
  "workflows": [
    {
      "status": "OK",
      "updated": 1624633670,
      "description": "This is my first workflow. #first #new #workflow",
      "tags": [
        "first",
        "new",
        "workflow"
      ],
      "trigger_enabled": true,
      "gui": {
        "offset_x": 0,
        "zoom": 75,
        "offset_y": 0
      },
      "created": 1624633670,
      "starter_worker_id": "wrkr_aVFPQTerHF2JaO0hILbp959v7",
      "workspace": "main",
      "trigger_type": "MANUAL",
      "trigger_config": {},
      "id": "wrkf_8fRueOt4JlXV9k5o9HZDMWfw7",
      "name": "My First Workflow"
    },
    ...
  ],
  "next_page_token": null
}

Returns a list of workflows you’ve previously created. The workflows are returned in sorted order, with the most recent workflow appearing first.

HTTP Request

GET /workflows

HTTP Parameters

Parameter	Description
`query` string	optional, default is `null` Request a list of workflows filtering it by `name` or `tag`. When using a `tag` to perform a query, each term must include a hashtag prefix. (e.g: `query`="#april #sample")
`workspace` string	optional, default is `main` Determines on which workspace the request will be made.
`page_size` integer	optional, default is `10` Set the number of objects that will be listed per page.
`page_token` integer	optional, default is `null` The token defines which page will be returned to the user. For further information, please check out our pagination guide.

Retrieve a workflow¶

Retrieves the details of an existing workflow by supplying the workflow's id.

To retrieve a workflow, run the following:

Curl

curl https://api.everysk.com/v2/workflows/wrkf_uylMWijKauV4B4Te7UJg9cNIv?workspace=main \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -G

The above call returns the following JSON object:

{
  "workflow": {
    "status": "OK",
    "updated": 1624309266,
    "description": "This is my first workflow. #first #new #workflow",
    "tags": [
      "first",
      "new",
      "workflow"
    ],
    "trigger_enabled": true,
    "workers": [
      ...
    ],
    "created": 1624309074,
    "starter_worker_id": "wrkr_jcQBp4Hj2MX3l9xsk8wgAByi7",
    "workspace": "main",
    "id": "wrkf_uylMWijKauV4B4Te7UJg9cNIv",
    "trigger_type": "MANUAL",
    "trigger_config": {},
    "gui": {
      "offset_x": 0,
      "zoom": 75,
      "offset_y": 0
    },
    "name": "My First Workflow"
  }
}

HTTP Request

GET /workflows/:id

HTTP Parameters

Parameter	Description
`id` string	REQUIRED A unique identifier (UID) for a workflow. A workflow's `id` will always look like this: `wrkf_uylMWijKauV4B4Te7UJg9cNIv`.
`workspace` string	optional, default is `main` Determines on which workspace the request will be made.

Run a workflow¶

Runs a specific workflow through the api. On this example we are running a workflow that contains a File Generator worker.

To run a workflow, run the following:

Curl

  curl https://api.everysk.com/v2/workflows/wrkf_P95OLO61oGM5NwFn3W4iMl7rs/run \
    -H "Content-Type: application/json" \
    -H "Authorization: Bearer <ACCESS_TOKEN>" \
    -d '{
          "parameters": {
            "file": {
              "name": "SimpleTextFile.txt",
              "content_type": "text/plain",
              "data": "SGVsbG8gV29ybGQ="
            }
          },
          "workspace": "main"
        }' \
    -X POST

The above call returns the following JSON object:

{
  "workflow_execution": {
    "id": "wfex_T1eYymTSIptJ4Hyt1Z6p4uGOe",
    "status": "OK",
    "run_status": "RUNNING",
    "workflow_id": "wrkf_P95OLO61oGM5NwFn3W4iMl7rs",
    "workflow_name": "File Generator Workflow",
    "trigger": "API",
    "workspace": "main",
    "started_worker_id": "wrkr_Sut4ZTaePs4PkdjDliVWYseGD",
    "ender_worker_id": "wrkr_aVFPQTerHF2JaO0hILbp959v7",
    "ender_worker_execution_id": null,
    "created": 1632835285,
    "updated": 1632835285,
    "started": 1632835285,
    "duration": null,
    "real_execution_time": null,
    "total_execution_time": null,
    "resume": null
  },
  "result": null
}

HTTP Request

POST /workflows/:id/run

HTTP Parameters

Parameter	Description
`id` string	REQUIRED The workflow's unique indetifier.
`workspace` string	optional, default is `main` Determines on which workspace the request will be made.
`parameters` object	REQUIRED Object sent to be used inside the workflow that will be started through the API. Usually this object contains information and data required by the workers inside the workflow in order to execute properly. If the workers inside the target workflow do not require external inputs you can pass a empty object as parameter. In Python it must be used as `kwargs`.

Delete a workflow¶

Permanently deletes a workflow. It cannot be undone. Returns an object with the workflow's id and an attribute specifying whether the workflow was successfully deleted or not.

To delete a workflow, run the following:

Curl

    curl https://api.everysk.com/v2/workflows/wrkf_uylMWijKauV4B4Te7UJg9cNIv?workspace=main \
      -H "Content-Type: application/json" \
      -H "Authorization: Bearer <ACCESS_TOKEN>" \
      -X DELETE

The above call returns the following JSON object:

{
  "workflow": {
    "deleted": true,
    "id": "wrkf_uylMWijKauV4B4Te7UJg9cNIv",
    "name": "My First Workflow"
  }
}

HTTP Request

DELETE /workflows/:id

HTTP Parameters

Parameter	Description
`id` string	REQUIRED The workflow's unique indetifier.
`workspace` string	optional, default is `main` Determines on which workspace the request will be made.

Workflow Execution¶

Endpoints

GET       /workflows/:id/workflow_executions

A workflow execution is a record of a workflow run, capturing its status, trigger type, and timing details.

The workflow execution object¶

What a workflow execution object looks like?

{
  "id": "wfex_T1eYymTSIptJ4Hyt1Z6p4uGOe",
  "status": "COMPLETED",
  "run_status": "SUCCEEDED",
  "workflow_id": "wrkf_P95OLO61oGM5NwFn3W4iMl7rs",
  "workflow_name": "File Generator Workflow",
  "trigger": "API",
  "workspace": "main",
  "created": 1632835285,
  "updated": 1632835286,
  "started": 1632835286,
  "duration": 42.23,
  "real_execution_time": 36.29,
  "total_execution_time": 11.45,
  "resume": null
}

Property	Description
`id` string	Unique identifier (UID) for the workflow execution.
`status` string	The current status of the workflow execution. It can be `RUNNING`, `COMPLETED`, `ERROR` or `KILLED`.
`run_status` string	The run result of the workflow execution. It can be `SUCCEEDED`, `FAILED` or `KILLED`.
`workflow_id` string	The unique identifier of the workflow that was executed.
`workflow_name` string	The name of the workflow that was executed.
`trigger` string	The type of trigger that started the execution. It can be `MANUAL`, `API`, `TIME_BASED` or `FILE_RECEIVED`.
`workspace` string	The workspace where the execution took place.
`created` timestamp	Time at which the execution was created. Measured in seconds since the Unix epoch.
`updated` timestamp	Time at which the execution was last updated. Measured in seconds since the Unix epoch.
`started` timestamp	Time at which the execution was started. Measured in seconds since the Unix epoch.
`duration` number	Total wall-clock time in seconds from start to finish.
`real_execution_time` number	Actual computation time in seconds.
`total_execution_time` number	Sum of worker execution times in seconds.
`resume` object	Execution resume data, included when `with_resume=True`.
`version` string	Indicates the workflow execution's current version.

List workflow executions¶

Returns a list of executions for a specific workflow. The executions are returned in sorted order, with the most recent execution appearing first.

To list all executions of a workflow, run the following:

Curl

curl https://api.everysk.com/v2/workflows/wrkf_P95OLO61oGM5NwFn3W4iMl7rs/workflow_executions \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -G

The above call returns the following JSON object:

{
  "workflow_executions": [
    {
      "id": "wfex_T1eYymTSIptJ4Hyt1Z6p4uGOe",
      "status": "COMPLETED",
      "run_status": "SUCCEEDED",
      "workflow_id": "wrkf_P95OLO61oGM5NwFn3W4iMl7rs",
      "workflow_name": "File Generator Workflow",
      "trigger": "API",
      "workspace": "main",
      "created": 1632835285,
      "updated": 1632835286,
      "started": 1632835286,
      "duration": 42.23,
      "real_execution_time": 36.29,
      "total_execution_time": 11.45,
      "resume": null
    },
    ...
  ],
  "next_page_token": null
}

HTTP Request

GET /workflows/:id/workflow_executions

HTTP Parameters

Parameter	Description
`id` string	REQUIRED A unique identifier (UID) for the workflow.
`workflow_execution_id` string	optional, default is `null` Retrieve a specific workflow execution by its id.
`worker_id` string	optional, default is `null` Filter executions that involve a specific worker.
`with_resume` boolean	optional, default is `False` When True, the execution resume data will be included in the response.
`page_size` integer	optional, default is `10` Set the number of objects that will be listed per page.
`page_token` integer	optional, default is `null` The token defines which page will be returned to the user. For further information, please check out our pagination guide.

Retrieve a workflow execution¶

Retrieves the details of a specific workflow execution by supplying the execution's id.

To retrieve a workflow execution, run the following:

Curl

curl "https://api.everysk.com/v2/workflows/wrkf_P95OLO61oGM5NwFn3W4iMl7rs/workflow_executions?workflow_execution_id=wfex_T1eYymTSIptJ4Hyt1Z6p4uGOe" \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -G

The above call returns the following JSON object:

{
  "workflow_execution": {
    "id": "wfex_T1eYymTSIptJ4Hyt1Z6p4uGOe",
    "status": "COMPLETED",
    "run_status": "SUCCEEDED",
    "workflow_id": "wrkf_P95OLO61oGM5NwFn3W4iMl7rs",
    "workflow_name": "File Generator Workflow",
    "trigger": "API",
    "workspace": "main",
    "created": 1632835285,
    "updated": 1632835286,
    "started": 1632835286,
    "duration": 42.23,
    "real_execution_time": 36.29,
    "total_execution_time": 11.45,
    "resume": null
  }
}

HTTP Request

GET /workflows/:id/workflow_executions

HTTP Parameters

Parameter	Description
`id` string	REQUIRED A unique identifier (UID) for the workflow.
`workflow_execution_id` string	REQUIRED A unique identifier (UID) for the workflow execution.

Workspace¶

Endpoints

GET       /workspaces
GET       /workspaces/:id
POST      /workspaces
PUT       /workspaces/:id
DELETE    /workspaces/:id

A workspace is a grouping of all entities used inside the Everysk platform. Inside a workspace you have access to portfolios, datastores, reports, custom indexes, files, workflows and report templates.

The workspace object¶

What a workspace object looks like?

{
  "updated": 1625775417,
  "description": "This is my first workspace",
  "name": "sandbox",
  "created": 1625775417
}

Property	Description
`name` string	A unique identifier (UID) for the workspace.
`created` timestamp	Time at which the workspace was created. Measured in seconds since the Unix epoch.
`updated` timestamp	Time at which the workspace was updated. Measured in seconds since the Unix epoch.
`description` string	An arbitrary string attached to the report. Often useful for finding detailed information about the report or for filtering a search based on the present hashtags.
`version` string	Indicates the workspace's current version.

Creating a workspace¶

To create a new workspace, run the following:

Curl

curl https://api.everysk.com/v2/workspaces \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -d '{
        "name": "sandbox",
        "description": "This is my first workspace"
      }' \
  -X POST

The above call returns the following JSON object:

{
  "workspace": {
    "updated": 1625775417,
    "description": "This is my first workspace",
    "name": "sandbox",
    "created": 1625775417
  }
}

Creates and then returns the new workspace.

HTTP Request

POST /workspaces

HTTP Parameters

Parameter	Description
`name` string	REQUIRED A unique identifier (UID) for the workspace. Every workspace name must have no spaces between the words.
`description` string	optional, default is `null` Provides detailed information about your workspace. You may add hashtags to create tags allowing you to search for them later.

List all workspaces¶

To list all workspaces, run the following:

Curl

curl https://api.everysk.com/v2/workspaces \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -G

The above call returns the following JSON object:

{
  "workspaces": [
    {
      "updated": 1625775417,
      "description": "This is my first workspace",
      "name": "sandbox",
      "created": 1625775417
    }
  ],
  "next_page_token": null
}

Returns a list of workspaces you’ve previously created. The workspaces are returned in sorted order, with the most recent workspace appearing first.

HTTP Request

GET /workspaces

HTTP Parameters

Parameter	Description
`query` string	optional, default is `null` Request a list of workspaces filtering it by `name`.
`page_size` integer	optional, default is `10` Set the number of objects that will be listed per page.
`page_token` integer	optional, default is `null` The token defines which page will be returned to the user. For further information, please check out our pagination guide.

Retrieve a workspace¶

To retrieve a workspace, run the following:

Curl

curl https://api.everysk.com/v2/workspaces/sandbox \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -G

The above call returns the following JSON object:

{
  "workspace": {
    "updated": 1625775417,
    "description": "This is my first workspace",
    "name": "sandbox",
    "created": 1625775417
  }
}

Retrieves the details of an existing workspace by supplying the workspace's id.

HTTP Request

GET /workspaces/:id

HTTP Parameters

Parameter	Description
`name` string	REQUIRED A unique identifier for the workspace. Every workspace name must have no spaces between the words.

Update a workspace¶

To update a workspace, run the following:

Curl

curl https://api.everysk.com/v2/workspaces/sandbox \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -d '{
        "name": "sandbox",
        "description": "My new workspace description"
      }' \
  -X PUT

The above call returns the following JSON object:

{
  "workspace": {
    "updated": 1625775417,
    "description": "This is my new workspace description",
    "name": "new_workspace_name",
    "created": 1625775417
  }
}

Updates a workspace and then returns the updated workspace.

HTTP Request

PUT /workspaces/:id

HTTP Parameters

Parameter	Description
`name` string	REQUIRED A unique identifier (UID) for the workspace. Every workspace name must have no spaces between the words. The workspace name can't be changed.
`description` string	optional, default is `null` Use this field to provide detailed information about your workspace.

Delete a workspace¶

To delete a workspace, run the following:

Curl

curl https://api.everysk.com/v2/workspaces/sandbox \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -X DELETE

The above call returns the following JSON object:

{
  "workspace": {
    "deleted": true,
    "name": "sandbox"
  }
}

Permanently deletes a workspace. It cannot be undone. Returns an object with the workpaces's id and an attribute specifying whether the workspace was successfully deleted or not.

Warning: Deleting a workspace does not delete it's objects!

HTTP Request

DELETE /workspaces/:id

HTTP Parameters

Parameter	Description
`name` string	REQUIRED A unique identifier (UID) for the workspace.

User App¶

Endpoints

GET       /user_apps
GET       /user_apps/:id
POST      /user_apps
PUT       /user_apps/:id
DELETE    /user_apps/:id

A user app is a custom application deployed within the Everysk platform. User apps are not bound to a workspace.

The user app object¶

What a user app object looks like?

{
  "id": "uapp_Kj3mNpQxLo7TrW2sJfGvBe4cD",
  "name": "My First App",
  "description": "This is my first user app",
  "tags": ["first", "app", "20210622"],
  "data": {},
  "env_vars": {},
  "created": 1625598288,
  "updated": 1625598288
}

Property	Description
`id` string	Unique identifier (UID) for the user app.
`created` timestamp	Time at which the object was created. Measured in seconds since the Unix epoch.
`updated` timestamp	Time at which the object was updated. Measured in seconds since the Unix epoch.
`name` string	The name of the user app.
`description` string	An arbitrary string attached to the user app. Often useful for finding detailed information about the app or for filtering a search based on the present hashtags.
`tags` array	Sequence of hashtags used to find the related user app. The more hashtags that are used, the more elements that are filtered out from the search. Labels, dates and any other hashtag can be used.
`data` object	The application data and configuration.
`env_vars` object	Environment variables available to the user app at runtime.
`version` string	Indicates the user app's current version.

List all user apps¶

Returns a list of user apps you've previously created. The user apps are returned in sorted order, with the most recent appearing first.

To list all user apps, run the following:

Curl

curl https://api.everysk.com/v2/user_apps?query=#20210622 \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -G

The above call returns the following JSON object:

{
  "user_apps": [
    {
      "id": "uapp_Kj3mNpQxLo7TrW2sJfGvBe4cD",
      "name": "My First App",
      "description": "This is my first user app",
      "tags": ["first", "app", "20210622"],
      "created": 1625598288,
      "updated": 1625598288
    },
    ...
  ],
  "next_page_token": null
}

HTTP Request

GET /user_apps

HTTP Parameters

Parameter	Description
`query` string	optional, default is `null` Request a list of user apps filtering it by `name` or `tag`. When using a `tag` to perform a query, each term must include a hashtag prefix. (e.g: `query`="#april #sample")
`page_size` integer	optional, default is `10` Set the number of objects that will be listed per page.
`page_token` integer	optional, default is `null` The token defines which page will be returned to the user. For further information, please check out our pagination guide.

Retrieve a user app¶

Retrieves the details of an existing user app by supplying its id.

To retrieve a user app, run the following:

Curl

curl https://api.everysk.com/v2/user_apps/uapp_Kj3mNpQxLo7TrW2sJfGvBe4cD \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -G

The above call returns the following JSON object:

{
  "user_app": {
    "id": "uapp_Kj3mNpQxLo7TrW2sJfGvBe4cD",
    "name": "My First App",
    "description": "This is my first user app",
    "tags": ["first", "app", "20210622"],
    "data": {},
    "env_vars": {},
    "created": 1625598288,
    "updated": 1625598288
  }
}

HTTP Request

GET /user_apps/:id

HTTP Parameters

Parameter	Description
`id` string	REQUIRED A unique identifier (UID) for a user app. A user app's `id` will always look like this: `uapp_Kj3mNpQx...`.

Audit Log¶

Endpoints

GET       /audit_logs

An audit log is an immutable record of user and API activity within the Everysk platform, capturing the action performed, the entity involved, and timing details.

The audit log object¶

What an audit log object looks like?

{
  "id": "alog_Xy9pRvMsKo4NwL1tBcJeZf2qG",
  "action": "Portfolio Created",
  "entity_name": "My Portfolio",
  "entity_id": "port_uylMWijKauV4B4Te7UJg9cNIv",
  "user_id": "5203996760342528",
  "created": 1625598288
}

Property	Description
`id` string	Unique identifier (UID) for the audit log entry.
`action` string	A description of the action that was performed.
`entity_name` string	The name of the entity that was affected by the action.
`entity_id` string	The unique identifier of the entity that was affected.
`user_id` string	The unique identifier of the user who performed the action.
`created` timestamp	Time at which the audit log entry was created. Measured in seconds since the Unix epoch.
`version` string	Indicates the audit log entry's current version.

List audit logs¶

Returns a list of audit log entries. The entries are returned in sorted order, with the most recent appearing first.

To list audit logs, run the following:

Curl

curl https://api.everysk.com/v2/audit_logs?query=Portfolio \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer <ACCESS_TOKEN>" \
  -G

The above call returns the following JSON object:

{
  "audit_logs": [
    {
      "id": "alog_Xy9pRvMsKo4NwL1tBcJeZf2qG",
      "action": "Portfolio Created",
      "entity_name": "My Portfolio",
      "entity_id": "port_uylMWijKauV4B4Te7UJg9cNIv",
      "user_id": "5203996760342528",
      "created": 1625598288
    },
    ...
  ],
  "next_page_token": null
}

HTTP Request

GET /audit_logs

HTTP Parameters

Parameter	Description
`query` string	optional, default is `null` Request a list of audit logs filtering it by action or entity name.
`page_size` integer	optional, default is `10` Set the number of objects that will be listed per page.
`page_token` integer	optional, default is `null` The token defines which page will be returned to the user. For further information, please check out our pagination guide.

Parameter Details¶

Securities¶

Example of long/short global stocks portfolio with user defined label (JSON):

[
  {
    "id": "0f82eb",
    "symbol": "GMEXICOB:XMEX",
    "quantity": 125000.0,
    "label": "AB"
  },
  {
    "id": "76ac8d",
    "symbol": "CNCO",
    "quantity": 150000.0,
    "label": "DL"
  },
  {
    "id": "47e7ba",
    "symbol": "SIE:XETR",
    "quantity": 10000.0,
    "label": "DL"
  },
  {
    "id": "86f551",
    "symbol": "BN:XPAR",
    "quantity": 4000.0,
    "label": "AB"
  },
  {
    "id": "1b9b11",
    "symbol": "BMW:XETR",
    "quantity": 2000.0,
    "label": "AB"
  },
  {
    "id": "a089b0",
    "symbol": "AAPL",
    "quantity": -1000.0,
    "label": "AB"
  },
  {
    "id": "bc1413",
    "symbol": "FB",
    "quantity": -2400.0,
    "label": "DL"
  }
]

The parameter securities is an array of objects representing each security in the portfolio. Each object in the array has the following attributes:

Attribute	Description
`id` string	REQUIRED A unique identifier (UID) for a security.
`symbol` string	REQUIRED Security symbol: Please refer to our symbology.
`quantity` file	REQUIRED Numbers of shares or contracts. Positive quantities are longs and negative are shorts. For fixed income securities, mutual funds, swaps, cash and margin the amounts are defined in the security's currency.
`label` string	optional, default is `"" (no aggregation label)` Aggregation label defined by the user. It is utilized when `aggregation` is set to `"aggregation_label"`.
`cost_price` float	optional, default is `null` Unit price of the security.
`market_price` float	optional, default is `null` Current market price in local currency.
`currency` string	optional, default is `null` 3-letter ISO 4217 code for currency. The currency of the security. To see all supported currencies click here.
`fx_rate` float	optional, default is `null` The price of the domestic currency stated in terms of another currency.
`multiplier` float	optional, default is `null` The securitie's multiplier.
`unrealized_pl` float	optional, default is `null` The current profit or loss on an open security.
`unrealized_pl_in_base` float	optional, default is `null` The current profit or loss on an open security based on the portfolio base currency.
`isin` string	optional, default is `null` A 12-digit alphanumeric code that uniquely identifies a specific security. The numbers are allocated by a country's respective national numbering agency (NNA).
`status` string	optional, default is `OK` It can be `"OK"`, `"ERROR"` or `"UNHEALTHY"`.
`exchange` string	optional, default is `null` The stock exchange where the security is traded.
`name` string	optional, default is `null` The security full name in the market.
`extra_data` object	optional, default is `null` An object sent by the user in order to give more details to the API.

Maximum securities length:

250 securities (with or without a supplied nlv).
3000 securities (nlv is not optional and needs to be supplied).

Magnitude¶

The parameter magnitude is an instantaneous shock as a decimal number: -10% = -0.10.

Certain rates/spreads can also be shocked and the magnitude of the shock is an absolute widening or tightening of the rate/spread. For example:

Shock	Magnitude	Current level	New level
`IND:SPX`	-1%	2821	2792
`IND:LIBOR3M`	-1%	1.77	0.77

In the table above, the shock in SPX is a percent change, whereas the libor shock is an absolute shift.

For a list of rates and spreads that are shocked in absolute terms please click here.

Confidence¶

The parameter confidence can be one of: 1sigma, 2sigma, 3sigma, 85%, 90% or 95%. For example: 1sigma represents the left tail outside a one-sigma move from the mean of the profit and loss distribution (PL). It would represent roughly the worst/best 16% (=68%+16%) forecasted outcomes. Conversely, 95% explicitly represents the worst/best 5% forecasted outcomes.

The table below clarifies:

Confidence	Probability
`1sigma`	One sigma dispersion around the mean (approx. 68.27%) + one tail Tail measure* ≅ `15.86%`
`2sigma`	Two sigma dispersion around the mean (approx. 95.45%) + one tail Tail measure* ≅ `2.27%`
`3sigma`	Three sigma dispersion around the mean (approx. 99.73%) + one tail Tail measure* ≅ `0.13%`
`85%`	Explicit 85% Tail measure* = `15%`
`90%`	Explicit 90% Tail measure* = `10%`
`95%`	Explicit 95% Tail measure* = `5%`
`97%`	Explicit 95% Tail measure* = `3%`
`99%`	Explicit 95% Tail measure* = `1%`

* Tail measure = (1-confidence)

Use Drift¶

By default our simulations are zero-centered. This flag specifies that the dispersion of simulations should be around the average of the historical risk factors instead.

In the calculation of the averages, volatility_half_life and correlation_half_life are taken into account.

Forecasts¶

Example of forecast (JSON):

[
  {
    "symbol": "NFLX",
    "years": 1.0,
    "targets": [160, 260, 400, 480],
    "probabilities": [0.55, 0.15, 0.15, 0.15]
  },
  {
    "symbol": "SPY",
    "years": 0.5,
    "targets": [270, 260, 200],
    "probabilities": [0.5, 0.4, 0.1]
  }
]

User-supplied forecasts can represent outcomes that are difficult to be captured by the covariance matrix, for example: a takeover situation, a pharmaceutical company clearing a drug trial or even a large correction not captured with the historical data.

The parameter forecasts is an array of objects representing the price forecast for a security in the portfolio. Each object in the array has the following attributes:

Attribute	Description
`years` file	REQUIRED Timeframe for the forecast to materialize in years.
`targets` array	REQUIRED Target prices at a horizon represented by attribute `years`. Can contain any number of targets.
`probabilities` array	REQUIRED Probabilities associated to each element inside the attribute targets.

The arrays targets and probabilities have to be of same size and probabilities need to sum to 1.0.

Volatility Surface¶

Example of volatility surface (JSON):

[
  {
    "symbol": "IBM",
    "time_to_expiration": [0.12, 0.25],
    "moneyness": [0.97, 1, 1.03, 1.05],
    "volatilities": [
      [0.36, 0.16, 0.33, 0.26],
      [0.19, 0.2, 0.17, 0.16]
    ]
  }
]

Surfaces are parameterized in years to expiration and moneyness. When supplied, the surface is used to price any options on the underlying. When omitted, an implied volatility is calculated with Black and Scholes.

The parameter volatility_surface is an array of objects representing the implied volatilities for underlying securities in the portfolio. Each object in the array has the following attributes:

Attribute	Description
`time_to_expiration` array	REQUIRED Various times to expiration (as a fraction of a year).
`moneyness` array	REQUIRED Various moneyness.
`volatilities` 2d array	REQUIRED Implied volatilities, with `times_to_expiration` rows and `moneyness` columns.

Filter Expression¶

Example using logical operator 'and'. Retrieve identifiers for positions that are long and also denominated in a currency different than the base currency of the portfolio:

"exposure('long') and currency('foreign securities')"

Example using logical operator 'or'. Retrieve any shorts or illiquid positions:

"exposure('short') or liquidity('>300%')"

Example using logical operator 'not'. Retrieve all positions that are not long options:

"not(type('equity option long delta'))"

Example using logical operators combined:

"currency('foreign securities') and (not(exposure('short') or liquidity('>300%')))"

Filters are powerful constructs to return the unique identifiers of certain positions in the portfolio, satisfying a specific criteria. When used, they isolate the behavior of a unique group, compared to the whole. For example: how illiquid securities might react to an oil shock.

The parameter filter supports the following expressions:

Filter Function	Description
`years` file	REQUIRED Extracts the unique identifiers according to different currency related buckets: `'foreign securities'`, `'domestic securities'`.
`targets` array	REQUIRED Extracts the unique identifiers that represent long exposures (including long calls and short puts) and short exposures (including long puts and short calls): `'long'`, `'short'`.
`probabilities` array	REQUIRED Extracts the identifiers of securities from a specific type: `'equity option long delta'`, `'equity option short delta'`, `'future option long delta'`, `'future option short delta'`, `'foreign equity long'`, `'foreign equity short'`, `'us equity long'`, `'us equity short'`, `'fx forward'`, `'fx option long delta'`, `'fx option short delta'`.
`liquidity` array	REQUIRED Extracts the identifiers of securities satisfying certain liquidity criteria: `'0-5%'`, `'5-25%'`, `'25-50%'`, `'50-100%'`, `'100-300%'`, `'>300%'`.

Liquidity above is expressed as the proportion of the 20-day average trading volume required to unwind a position in full, taking into account a 20% participation rate. Thus, ">300%" means that will take at least 3 days to unwind the position(s) in full.

Simple filters above can be combined into complex filters using logical expressions, namely: or, and and not. Please see various examples in the right panel.

Filters that do not satisfy all the conditions return an empty dictionary, therefore the whole portfolio is used.

Sampling Combinations¶

Sampling	Horizon	Explanation
1	1	One-day ahead forecasts with daily sampling
5	5	Week-ahead forecasts with weekly (non-overlapping) sampling
1	5	Week-ahead forecasts with daily (overlapping) sampling

Rest API

Versioning¶

Authentication Using OAuth2¶

A few things to keep in mind¶

Authentication Using API Key¶

Errors¶

Rate limiting¶

Request IDs¶

Pagination¶

User Roles¶

Permission Levels¶

Roles¶

Users¶

API Calls¶

Calculation¶

Beta¶

Bond Pricer¶

Days to Unwind¶

Exposure¶

Historical Risk Attribution¶

Monte Carlo Risk Attribution¶

Parametric Risk Attribution¶

Parametric Stress Test¶

Properties¶

Sensitivity¶

Stress Test¶

Tracking Errors¶

Volatility and Correlation Matrix¶

Custom Index¶

The Custom Index Object¶

Create a custom index¶

List all custom indexes¶

Retrieve a Custom Index¶

Update a custom index¶

Delete a custom index¶

Datastore¶

The datastore object¶

Create a datastore¶

List all datastores¶

Retrieve a datastore¶

Update a datastore¶

Delete a datastore¶

File¶

The file object¶

Create a file¶

List all files¶

Retrieve a file¶

Update a file¶

Delete a file¶

Portfolio¶

The portfolio object¶

Create a portfolio¶

List all portfolios¶

Retrieve a portfolio¶

Update a portfolio¶

Delete a portfolio¶

Private Security¶

The private security object¶

Create a private security¶

List all private securities¶

Retrieve a private security¶

Update a private security¶

Delete a private security¶

Report¶

The report object¶

List all reports¶

Retrieve a report¶

Share a report¶

Delete a report¶

Report Template¶

The report template object¶

List all Report Templates¶

Retrieve a report template¶

Delete a report template¶

Worker Execution¶

The worker execution object¶

List worker executions¶

Retrieve a worker execution¶

Worker Template¶

The worker template object¶