MerQube Legacy Equity Security API

Equity securities (legacy non secapi)

Operations 4

GET /security/equity_legacy/{secname}/metrics Get the metrics defined for a security #
GET /security/equity_legacy/{secname}/metrics/{name} Get a metrics definition for a security #
GET /security/equity_legacy/{secname}/metrics/{name}/data Get the metrics timeseries of a MerQube security #
GET /security/equity_legacy/{secname}/stats Returns stats associated with a specific MerQube security #

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OpenAPI Specification

merqube-legacy-equity-security-api-openapi.yml Raw ↑
openapi: 3.2.0
info:
  title: Merqube Legacy Equity Security API
  version: 4.40.0
  contact:
    email: support@merqube.com
    name: API Support
    url: https://www.merqube.com/contact
  description: 'Operations tagged legacy_equity_security across 2 of this provider''s published API definitions: merqube-api-openapi.json, merqube-api-raw.yaml. Each path carries the servers of the definition it was published in.'
servers:
- description: Production server
  url: https://api.merqube.com
- description: Testing server for next generation features
  url: https://api.staging.merqube.com
tags:
- description: Equity securities (legacy non secapi)
  name: legacy_equity_security
paths:
  /security/equity_legacy/{secname}/metrics:
    get:
      description: Get the metrics defined for a security
      operationId: security_metrics_defs
      parameters:
      - $ref: '#/components/parameters/secnameParam'
      responses:
        '200':
          content:
            application/json:
              schema:
                properties:
                  results:
                    items:
                      $ref: '#/components/schemas/MetricsDef'
                    type: array
                type: object
          description: 200 response
        '403':
          description: not authorized
        '404':
          description: security does not exist
      summary: Get the metrics defined for a security
      tags:
      - legacy_equity_security
    servers:
    - description: Production server
      url: https://api.merqube.com
    - description: Testing server for next generation features
      url: https://api.staging.merqube.com
  /security/equity_legacy/{secname}/metrics/{name}:
    get:
      description: Get a metrics definition for a security
      operationId: security_metrics_def
      parameters:
      - $ref: '#/components/parameters/secnameParam'
      - description: name of metric
        in: path
        name: name
        required: true
        schema:
          type: string
      responses:
        '200':
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/MetricsDef'
          description: 200 response
        '403':
          description: not authorized
        '404':
          description: security does not exist
      summary: Get a metrics definition for a security
      tags:
      - legacy_equity_security
    servers:
    - description: Production server
      url: https://api.merqube.com
    - description: Testing server for next generation features
      url: https://api.staging.merqube.com
  /security/equity_legacy/{secname}/metrics/{name}/data:
    get:
      description: Get the metrics timeseries of a MerQube security
      operationId: security_metrics
      parameters:
      - description: name of the security for which the data is requested
        in: path
        name: secname
        required: true
        schema:
          type: string
      - description: name of metric
        in: path
        name: name
        required: true
        schema:
          type: string
      - $ref: '#/components/parameters/startDateParam'
      - $ref: '#/components/parameters/endDateParam'
      responses:
        '200':
          content:
            application/json:
              schema:
                properties:
                  results:
                    items:
                      $ref: '#/components/schemas/Metrics'
                    type: array
                type: object
          description: 200 response
        '400':
          description: bad metric requested
        '404':
          description: security does not exist
      summary: Get the metrics timeseries of a MerQube security
      tags:
      - legacy_equity_security
    servers:
    - description: Production server
      url: https://api.merqube.com
    - description: Testing server for next generation features
      url: https://api.staging.merqube.com
  /security/equity_legacy/{secname}/stats:
    get:
      description: Returns stats associated with a specific MerQube security
      operationId: secstats
      parameters:
      - $ref: '#/components/parameters/secnameParam'
      - $ref: '#/components/parameters/startDateParam'
      - $ref: '#/components/parameters/endDateParam'
      - description: 'Metric to compute stats on (default: total_return)'
        in: query
        name: metric
        required: false
        schema:
          type: string
      - $ref: '#/components/parameters/formatParam'
      responses:
        '200':
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Stats'
          description: 200 response
        '403':
          description: not authorized to see this namespace
        '404':
          description: index does not exist
      summary: Returns stats associated with a specific MerQube security
      tags:
      - legacy_equity_security
    servers:
    - description: Production server
      url: https://api.merqube.com
    - description: Testing server for next generation features
      url: https://api.staging.merqube.com
components:
  parameters:
    endDateParam:
      description: End date for the results/computation
      in: query
      name: end_date
      required: false
      schema:
        $ref: '#/components/schemas/MerqTimestamp'
    secnameParam:
      description: name of the security for which the data is requested
      in: path
      name: secname
      required: true
      schema:
        type: string
    startDateParam:
      description: Start date for the results/computation
      in: query
      name: start_date
      required: false
      schema:
        $ref: '#/components/schemas/MerqTimestamp'
    formatParam:
      description: choose csv (Default json)
      in: query
      name: format
      required: false
      schema:
        enum:
        - csv
        type: string
  schemas:
    Stats:
      properties:
        annual_volatility:
          example: 3.717606464173326
          type: number
        annualized_return:
          example: 6.665050717276233
          type: number
        cumulative_return:
          example: 2.7597506251556547
          type: number
        end_date:
          $ref: '#/components/schemas/MerqTimestamp'
        id:
          example: YTD
          type: string
        max_drawdown:
          example: -1.3877029296510448
          type: number
        sharpe_ratio:
          example: 1.759543308780235
          type: number
        start_date:
          $ref: '#/components/schemas/MerqTimestamp'
    MetricsArr:
      items:
        properties:
          id:
            example: price_return
            type: string
          value:
            example: 1000.0000000000002
            type: number
        type: object
      type: array
    Metrics:
      properties:
        metrics:
          $ref: '#/components/schemas/MetricsArr'
        ts:
          description: iso8601 format
          format: date-time
          type: string
      type: object
    MetricsDef:
      properties:
        name:
          example: daily_return
          type: string
        type:
          example: double
          type: string
      type: object
    MerqTimestamp:
      anyOf:
      - format: date-time
        type: string
      - format: date
        type: string
      - pattern: ^[0-9]{4}-[0-9]{2}-[0-9]{2}(?:[ T][0-9]{2}:[0-9]{2}:[0-9]{2})?(?:[.][0-9]{1,6})?$
        type: string
      example:
      - '2021-01-01'
      - '2021-01-01T01:01:01'
      - 2021-01-01T01:01:01.zzzzz
x-refined-from:
- merqube-api-openapi.json
- merqube-api-raw.yaml
x-internal: true