Active Multi Assets
The active multi assets endpoint returns information on all multi assets indexes.
Last updated
The active multi assets endpoint returns information on all multi assets indexes.
Last updated
You can use this endpoint to retrieve information on your index. You can either pass the short name of the index or its internal API symbol. If you pass neither symbol nor short name, you receive information on all indexes Vinter calculates.
You can use this symbol to retrieve the new constituents before rebalancing. The new constituent will be the dictionary keys in the next_rebalance_weights field. Please see the response field section for more information about the endpoint's response field, and for information about how the endpoint is updated at rebalancing, please see below.
The endpoint can be used to
Find internal API symbols you can use to query other multi-asset endpoints.
Retrieve new constituents and rebalance weights before rebalancing.
Retrieving indicative rebalancing weights on the 15th of the rebalancing month.
Other index information that is present in the endpoint.
The rebalance weights are updated after the official end-of-day value and before 00:00 UTC on the day of rebalance Example URL
This endpoint returns information for the current multi assets indexes. Below is a list of the current fields that the endpoint provide
Field | Type | Description |
---|---|---|
symbol | string | The index symbol |
weights | object | Current Index constituents and rebalance weights |
previous_rebalance_date | string | Date representing the previous rebalance date |
next_rebalance_date | string | Date representing the next rebalance date |
previous_review_date | string | Date representing the previous review date |
next_review_date | string | Date representing the next review date |
next_rebalance_weights | object | Upcoming index constituents and rebalance weights |
indicative_rebalance_weights | object | These weights give an indication of the upcoming rebalance weights. |
indicative_rebalance_date | string | Date representing the Indicative rebalance weights calculation date |
short_name | string | The index symbol short name |
long_name | string | The index symbol long name |
bloomberg_ticker | string | The Bloomberg terminal ticker |
eikon_ticker | string | The Eikon (Thomson/Reuters) terminal ticker |
GET
https://www.vinterapi.com/api/v3/active_multi_assets/
Name | Type | Description |
---|---|---|
symbol | String | Filter by symbol |
short_name | String | Filter by short_name |
The endpoint continuously updates between the calculation date and the rebalancing date for each index.
One day after the calculation date, the next_rebalance_weights field is updated with the new rebalance weights for the index.
After the publication time on the rebalancing day, the next_rebalance_weights field is moved to the weights field. After moving the next_rebalance_weights field to the weights field, the following fields are set to Null.
next_rebalance_date (Is updated 12 - 24 hours after rebalancing)
next_rebalance_weights
next_review_date (Is updated 12 - 24 hours after rebalancing)
previous_review_date (Is updated 12 - 24 hours after rebalancing)
previous_rebalance_date (Is updated 12 - 24 hours after rebalancing)
indicative_rebalance_weights
indicative_rebalance_date
You know that the weights field contains the rebalancing weight for the next rebalance period if all the above fields are Null. Vinter suggests retrieving the new rebalancing weights a couple of days before rebalancing. This is possible since the review and rebalance dates are never the same.