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get_factors_data

Returns CF Benchmarks factor scores, betas and returns using the same shapes as the REST factors API. Omit both dates for the latest available values, or supply startDate and endDate together for a range of up to 90 days. The range is [startDate, endDate) — endDate is exclusive, so to include a given day set endDate to the following day. Omit asset to cover all assets; returns are global and ignore it. Multi-row responses are ordered by time ascending, then by asset. At most 500 rows per call: a date range over that limit is refused, so narrow it, while an all-assets latest snapshot over it is truncated and flagged with truncated, returnedRows and totalRows fields alongside the data array. A date range covering all assets exceeds the row cap within a day or two, so supply asset when requesting a range. Requires the SCORES, BETAS or RETURNS permission for the requested dataType.

Parameters​

FieldTypeRequiredDescription
dataTypestringYesscores returns factor exposures such as liquidity, size, momentum, growth and value; betas returns the corresponding factor betas; returns returns the daily factor returns, which are global rather than per-asset. One of: scores, betas, returns.
assetstringNoAsset symbol such as BTC or ETH. Omit to cover all assets. Not applicable to dataType returns.
startDatestringNoStart of the range, inclusive, as ISO YYYY-MM-DD. Omit both dates for the latest available values. Must be supplied together with endDate.
endDatestringNoEnd of the range, EXCLUSIVE, as ISO YYYY-MM-DD: the range covers startDate up to but not including endDate, so to include a given day set endDate to the following day. Must be supplied together with startDate. The range cannot exceed 90 days.

Example request​

{
  "method": "tools/call",
  "params": {
    "name": "get_factors_data",
    "arguments": {
      "dataType": "scores"
    }
  }
}