State Street Baskets API

openapi: 3.2.0
info:
  title: State Street Alpha Data Platform Baskets API
  description: The State Street Alpha Data Platform API provides institutional investment managers, asset owners, and wealth managers with programmatic access to their portfolio data across the front-to-back Alpha investment management platform. The API enables clients to retrieve portfolio positions, holdings, investable cash, pledged collateral, securities on loan, risk exposures, performance measurement, and transaction history in near real-time. Built on Snowflake and Microsoft Azure, the Alpha Data Platform provides intraday visibility across geographies, asset classes, and counterparties. Authentication uses OAuth 2.0 Client Credentials (RFC 6749 Section 4.4.2). All requests require the X-Correlation-ID header for request tracing. The API follows REST conventions with JSON as the default data format, versioned using Major.Minor.Patch semantics.
  version: 1.0.0
  contact:
    name: State Street API Support
    email: api-support@statestreet.com
    url: https://developer.statestreet.com
  termsOfService: https://www.statestreet.com/us/en/individual-investor/tools-and-resources/terms-and-conditions
  license:
    name: Proprietary
    url: https://developer.statestreet.com/api-platform-standards
servers:
- url: https://api.statestreet.com/v1
  description: State Street API Production
security:
- OAuth2:
  - portfolio:read
  - positions:read
  - transactions:read
  - performance:read
  - risk:read
tags:
- name: Baskets
  description: ETF portfolio composition basket operations
paths:
  /funds/{fundId}/baskets:
    get:
      operationId: getFundBasket
      summary: Get ETF Portfolio Basket
      description: Retrieve the current portfolio composition basket for an ETF fund. Returns the in-kind securities list with required quantities for creation/redemption units, as well as any cash component. Baskets are published daily prior to market open.
      tags:
      - Baskets
      parameters:
      - name: fundId
        in: path
        description: Unique fund identifier
        required: true
        schema:
          type: string
          example: ETF-SPDR-SPY
      - name: date
        in: query
        description: Date for which to retrieve the basket composition
        required: false
        schema:
          type: string
          format: date
          example: '2026-05-02'
      - $ref: '#/components/parameters/XCorrelationId'
      responses:
        '200':
          description: ETF portfolio basket composition
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/BasketResponse'
        '404':
          description: Fund or basket not found
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Error'
components:
  parameters:
    XCorrelationId:
      name: X-Correlation-ID
      in: header
      description: Client-provided correlation ID for request tracing
      required: false
      schema:
        type: string
        format: uuid
  schemas:
    Error:
      type: object
      properties:
        code:
          type: string
          example: UNAUTHORIZED
        message:
          type: string
          example: Access token is missing or invalid.
        correlationId:
          type: string
          format: uuid
    BasketResponse:
      type: object
      description: ETF portfolio basket composition
      properties:
        fundId:
          type: string
          example: ETF-SPDR-SPY
        date:
          type: string
          format: date
        cashComponent:
          type: number
          format: double
          description: Cash component per creation unit in base currency
          example: 1250.5
        securities:
          type: array
          description: In-kind securities required per creation/redemption unit
          items:
            type: object
            properties:
              securityId:
                type: string
                example: US0378331005
              securityIdType:
                type: string
                example: ISIN
              securityName:
                type: string
                example: Apple Inc
              ticker:
                type: string
                example: AAPL
              quantity:
                type: number
                format: double
                description: Shares per creation unit
                example: 1250
  securitySchemes:
    OAuth2:
      type: oauth2
      description: OAuth 2.0 Client Credentials flow per RFC 6749 Section 4.4.2. Requires multifactor authentication for all user access.
      flows:
        clientCredentials:
          tokenUrl: https://api.statestreet.com/oauth/token
          scopes:
            portfolio:read: Read portfolio metadata and account information
            positions:read: Read portfolio positions and holdings
            transactions:read: Read transaction history
            performance:read: Read performance measurement and attribution data
            risk:read: Read risk analytics and exposure data