Skip to main content

Get latest factor scores (for all assets)

GET 

/api/v1/factor-scores

Retrieves the most recent factor scores for all available assets. This endpoint returns the snapshot of factor scores such as liquidity, momentum, size, and value, as of the latest available computation time.

Responses

successful operation

Schema

    serverTime date-time
    error stringnullable

    description of error in natural language, absent in case of successful operation

    payload

    object[]

    nullable

    The response data

  • Array [

  • asset string

    Asset ID

    time int64

    Timestamp of the factor scores

    broadCapConstituent boolean

    Whether the asset is a Broad Cap constituent

    liquidityFactorScore double
    liquidityFactorScoreAll double
    sizeFactorScore double
    sizeFactorScoreAll double
    downsideBetaFactorScore double
    downsideBetaFactorScoreAll double
    momentumFactorScore double
    momentumFactorScoreAll double
    growthFactorScore double
    growthFactorScoreAll double
    valueFactorScore double
    valueFactorScoreAll double
  • ]

Loading...