Get historical returns

GET 
/api/v1/factor-returns/history

Returns a list of historical returns within a specified time range. The start and end dates are optional; if not provided, the endpoint defaults to the full history window available for all covered assets.

Request

Query Parameters

start_date string

Optional ISO8601 extended-date (YYYY-MM-DD) representing the start of the query period (inclusive).

end_date string

Optional ISO8601 extended-date (YYYY-MM-DD) representing the end of the query period (exclusive).

Responses

200

successful operation

application/json

Schema

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 [

time int64

Timestamp (represented as millis since epoch) indicating the effective time of the Returns

liquidityFactorReturn double

sizeFactorReturn double

downsideBetaFactorReturn double

momentumFactorReturn double

growthFactorReturn double

valueFactorReturn double

]

Example (from schema)

{
  "serverTime": "2025-10-06T09:05:32.573Z",
  "error": "string",
  "payload": [
    {
      "time": 0,
      "liquidityFactorReturn": 0,
      "sizeFactorReturn": 0,
      "downsideBetaFactorReturn": 0,
      "momentumFactorReturn": 0,
      "growthFactorReturn": 0,
      "valueFactorReturn": 0
    }
  ]
}

Loading...