Endpoint Parameters

  • Request parameters

    Name Type Origin Description
    AccountGroupKey AccountGroupKey Query-String Id of the account containing the historical positions.
    AccountKey AccountKey Query-String Id of the account containing the historical positions.
    ClientKey ClientKey Route Id of the client owning the account
    FieldGroups AccountPerformanceFieldGroup [] Query-String Specifies which data to return. Default is All
    FromDate Date Query-String From date from which the historical positions are requested.
    MockDataId String Query-String Optional Mock Data Parameter
    StandardPeriod AccountPerformanceStandardPeriod Query-String Standard period for account performance.
    ToDate Date Query-String To date till which the historical positions are requested.

  • Response Parameters

    View Response Codes
    Name Type Description
    AccountSummary AccountSummary The account summary consists performance metrics which is based on closed positions for an account over the entire lifespan of the account.
    Allocation Allocation The trades allocation.
    AvailableBenchmarks BenchMark [] The list of available benchmarks.
    BalancePerformance BalancePerformance Balance AccountPerformance metrics.
    BenchMark BenchMark The bench mark.
    BenchmarkPerformance TimeSeries The benchmark performance.
    Currency String The currency in which the data is calculated on.
    From Date The start date is the offset date for all performance metrics that is a part of the 'AccountPerformance'.
    InceptionDay Date The date where the first account deposit have been registred.
    LastTradeDay Date Performance data that is returned is limited to the be data that lies between the first trade day and the last trade day for the account. The last trade day is the last day that one or more trades have been registred.
    Thru Date The end date is the ending date for all returned performance metrics that is a part of the 'AccountPerformance'. The 'ActualThruDate' date is included.
    TimeWeightedPerformance TimeWeightedPerformance Time weighted performance metrics.
    TotalCashBalance Decimal The total cash balance
    TotalCashBalancePerCurrency StringValuePair [] The total cash balance grouped by currency.
    TotalOpenPositionsValue Decimal The total value of client's open positions
    TotalPositionsValuePerCurrency StringValuePair [] The total position value grouped by currency.
    TotalPositionsValuePerProductPerSecurity PositionOnSecurityAndProduct [] The total position value grouped by product.
    TradeActivity TradeActivity The trade activity.

  • Request Example

    Request URL
    GET hist/v3/perf/AbSTLYSoo499JZpp|ckGFw==/?AccountGroupKey=stringValue&AccountKey=01b64edf-da03-4145-bf33-ae21527d4c86&FromDate=2021-05-21&ToDate=2021-05-21&StandardPeriod=AllTime&MockDataId=stringValue&FieldGroups=TimeWeightedPerformance_AccumulatedTimeWeightedTimeSeries

  • Response Example

    Response body
    {
  "AccountSummary": {
    "AverageTradeDurationInMinutes": 34260.0,
    "AverageTradesPerWeek": 48.2325728770595,
    "NumberOfDaysTraded": 1589.0,
    "NumberOfLongTrades": 5434.0,
    "NumberOfShortTrades": 5263.0,
    "TopTradedInstruments": [
      "DAX.I",
      "DJI.I",
      "EURUSD",
      "GBPUSD",
      "NAS100.I",
      "NOKSEK",
      "EURNOK",
      "SP500.I"
    ],
    "TotalReturnFraction": -0.9999963956455,
    "TradedInstruments": [
      "FxSpot",
      "Stock",
      "FxVanillaOption",
      "ContractFutures"
    ],
    "TradesTotalCount": 10697.0,
    "TradesWonCount": 6499.0,
    "WinFraction": 0.61
  },
  "Allocation": {
    "TradesPerAssetType": {
      "ClosedTradesAllocations": [
        {
          "AssetClassType": "Equity",
          "ReturnAttribution": 1.0,
          "TradeCount": 168,
          "TradePercent": 0.38009049773755654
        },
        {
          "AssetClassType": "Currency",
          "ReturnAttribution": 0.249937016456527,
          "TradeCount": 112,
          "TradePercent": 0.25339366515837103
        },
        {
          "AssetClassType": "Commodity",
          "ReturnAttribution": 0.56287894500095625,
          "TradeCount": 105,
          "TradePercent": 0.23755656108597284
        },
        {
          "AssetClassType": "Fixed Income",
          "ReturnAttribution": -0.013150856136249162,
          "TradeCount": 57,
          "TradePercent": 0.12895927601809956
        }
      ]
    },
    "TradesPerInstrument": {
      "ClosedTradesAllocations": [
        {
          "AssetType": "ContractFutures",
          "InstrumentDescription": "30-Year U.S. Treasury Bond - Sep 2016",
          "InstrumentSymbol": "ZBU6",
          "InstrumentUic": 3626018,
          "ReturnAttribution": -0.15987101005684304,
          "TradeCount": 40,
          "TradePercent": 0.090497737556561084
        },
        {
          "AssetType": "FxSpot",
          "InstrumentDescription": "British Pound/US Dollar",
          "InstrumentSymbol": "GBPUSD",
          "InstrumentUic": 31,
          "ReturnAttribution": 0.14685155225185834,
          "TradeCount": 37,
          "TradePercent": 0.083710407239819
        }
      ]
    }
  },
  "BalancePerformance": {
    "AccountBalanceTimeSeries": [
      {
        "Date": "2016-03-28",
        "Value": 0.0
      },
      {
        "Date": "2016-03-29",
        "Value": 0.0
      }
    ],
    "AccountValueTimeSeries": [
      {
        "Date": "2016-03-28",
        "Value": 0.0
      },
      {
        "Date": "2016-03-29",
        "Value": 0.0
      }
    ],
    "MonthlyProfitLossTimeSeries": [
      {
        "Date": "2015-11-30",
        "Value": 0.0
      },
      {
        "Date": "2015-12-31",
        "Value": 0.0
      }
    ],
    "SecurityTransferTimeSeries": [
      {
        "Date": "2016-03-28",
        "Value": 0.0
      },
      {
        "Date": "2016-03-29",
        "Value": 0.0
      }
    ],
    "YearlyProfitLossTimeSeries": [
      {
        "Date": "2015-12-31",
        "Value": 0.0
      },
      {
        "Date": "2016-12-31",
        "Value": 0.0
      },
      {
        "Date": "2017-12-31",
        "Value": 0.0
      }
    ]
  },
  "From": "2016-03-28",
  "InceptionDay": "2015-11-24",
  "LastTradeDay": "2017-03-27",
  "Thru": "2017-03-27",
  "TimeWeightedPerformance": {
    "AccumulatedTimeWeightedTimeSeries": [
      {
        "Date": "2016-03-25",
        "Value": 0.0
      }
    ],
    "MonthlyReturnTimeSeries": [
      {
        "Date": "2016-03-25",
        "Value": 0.0
      }
    ],
    "PerformanceFraction": -1.0,
    "PerformanceKeyFigures": {
      "ClosedTradesCount": 0,
      "DrawdownReport": {
        "Drawdowns": [
          {
            "DaysCount": 3,
            "DepthInPercent": 1.0,
            "FromDate": "2016-08-05",
            "ThruDate": "2016-08-08"
          }
        ],
        "MaxDaysInDrawdownFromTop10Drawdowns": 3
      },
      "LosingDaysFraction": 0.03,
      "MaxDrawDownFraction": 1.0,
      "ReturnFraction": -1.0,
      "SampledStandardDeviation": 0.0618018874919214,
      "SharpeRatio": -0.952069751000777,
      "SortinoRatio": -0.0591710418985739
    },
    "YearlyReturnTimeSeries": [
      {
        "Date": "2016-03-25",
        "Value": 0.0
      }
    ]
  },
  "TotalCashBalance": 20226.02,
  "TotalCashBalancePerCurrency": [
    {
      "StringValue": "CAD",
      "Value": -491.707122366824
    }
  ],
  "TotalOpenPositionsValue": 29571.057,
  "TotalPositionsValuePerCurrency": [
    {
      "StringValue": "CAD",
      "Value": -491.707122366824
    }
  ],
  "TotalPositionsValuePerProductPerSecurity": [
    {
      "Description": "Abengoa SA - Warrants",
      "ProductName": "Shares",
      "Symbol": "LOCK - 1496:xxxx",
      "Value": 0.0
    }
  ]
}