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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"
                }
            ]
        }
    }

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