2.2.1 Metrics

Purpose

Returns metrics data for indices.

Endpoint

POST

/data-service/v2/queries/metrics

Parameters

• metrics (list of Metric objects, required):
  List of indices or segments with a list of metrics to be queried. Please refer to the Metric section below for more information.

• includeMetadata (boolean, optional):
  True to include metadata, such as associated data for the indices and metrics. Default is false.

Metric (object)

• indexIds: (list of strings, required)
  The ticker(s) of the index or segment for which we want data. Refer to the 1.6 Indices Catalogue for all available tickers.

• typeIds: (list of strings, required)
  The ticker(s) of the metric we want to query. Refer to the metric list for available options, 1.3 Market Indices and 1.4 Benchmarks.

• valueDates: (list of strings, optional)
  Date(s) of the records to retrieve. Accepted values include specific dates in YYYY-MM-DD format, or "latest" for the most recent data. "latest" would be the default if this parameter is omitted.

• valueDateRange: (object, optional)
  Range of dates for the records to be retrieved, wrapped in an object with from and to parameters.
  Example: "valueDateRange": { "from": "2024-01-01", "to": "2024-10-01" }.

valueDates and valueDateRange should not be used together in the same request.

Example

• Request

  JSON

  {
      "metrics": [
          {
              "valueDates": [
                  "latest"
              ],
              "indexIds": [
                  "INFRBBBC"
              ],
              "typeIds": [
                  "T01414"
              ]
          }
      ],
      "includeMetadata": true
  }

• Response

  JSON

  {
      "data": {
          "results": [
              {
                  "metrics": [
                      {
                          "indexId": "INFRBBBC",
                          "values": [
                              {
                                  "typeId": "T01414",
                                  "valueDate": "2024-10-31",
                                  "reportDate": "2024-10-31",
                                  "value": 1765.5866885492933,
                                  "unitId": 1,
                                  "attributeUnitId": null,
                                  "currencyId": 991
                              }
                          ],
                          "asOfReportDate": "2024-10-31",
                          "asOfValueDate": "2024-10-31"
                      }
                  ],
                  "metricsValueKeys": []
              }
          ]
      },
      "metadata": {
          "indexIds": [
              {
                  "indexName": "Infra300® Debt, VW USD",
                  "externalTicker": "INFRBBBC",
                  "indexDescription": "The Infra300 Debt index represents the monthly performance of the most recent senior debt instruments issued by the constituents of the infra300® unlisted infrastructure equity index.  As of 2024-10-31 the index had a total market capitalisation of USD 103.81 bn. Since inception, a total of 1460 individual instruments have been included in this index."
              }
          ],
          "typeIds": [
              {
                  "description": "Index level reflecting the total returns compounded since inception",
                  "displayName": "Index Price",
                  "externalTicker": "T01414"
              }
          ]
      }
  }