Financial Analytics
Real-time analytics computed instantly on 400,000+ securities: Funds, ETFs, Stocks, Currencies, Macro data, Yields
Performance Analytics
TPerformance
Cumulative Performance
Calculates the cumulative performance of a security over time, showing total return from a starting point.
Parameters: StartDate, EndDate, Period
Options: OutputFormat (Json/CSV/Xls), Currency
TReturns
Daily Returns
Computes daily percentage returns, showing day-to-day price movements as percentage changes.
Parameters: StartDate, EndDate, Period
Options: OutputFormat, Currency, Obs (number of observations)
TAnnualReturns
Annualized Returns
Calculates annualized return rate, standardizing performance measurement across different time periods.
Parameters: StartDate, EndDate, Period
Options: OutputFormat, Currency, Annualized (true/false)
TMonthlyReturns
Monthly Returns
Aggregates returns on a monthly basis, providing month-over-month performance analysis.
Parameters: StartDate, EndDate, Period
Options: OutputFormat, Currency, Obs
Risk Analytics
TRVolatility
Rolling Volatility
Measures price volatility (standard deviation of returns) over rolling time windows, indicating risk level.
Parameters: Period (rolling window), StartDate, EndDate
Options: Annualized (true/false), OutputFormat, Currency
TAnnualVolatility
Annualized Volatility
Standard deviation of returns annualized (σ), providing yearly risk measurement for comparison purposes.
Parameters: Period, StartDate, EndDate
Options: OutputFormat, Currency, Obs
TMonthlyVolatility
Monthly Volatility
Monthly standard deviation of returns, measuring short-term volatility patterns and risk.
Parameters: Period, StartDate, EndDate
Options: OutputFormat, Currency, Obs
TRVariance
Variance
Statistical variance (σ²) of returns, measuring dispersion of returns around the mean value.
Parameters: Period, StartDate, EndDate
Options: Annualized, OutputFormat, Currency
TRDD
Maximum Drawdown
Maximum peak-to-trough decline, measuring the largest percentage loss from peak to lowest point.
Parameters: Period, StartDate, EndDate
Options: OutputFormat, Currency, Obs
Statistical Analytics
TRCorrelation
Correlation Matrix
Pearson correlation coefficient between securities, measuring linear relationship strength (-1 to +1).
Parameters: Multiple securities, Period, StartDate, EndDate
Options: OutputFormat, Currency, Obs
TRCovariance
Covariance Matrix
Measures how returns of securities move together, indicating directional relationship and portfolio risk.
Parameters: Multiple securities, Period, StartDate, EndDate
Options: Annualized, OutputFormat, Currency
TRSkewness
Distribution Skewness
Measures asymmetry of return distribution. Positive skew = upside bias, negative skew = downside bias.
Parameters: Period, StartDate, EndDate
Options: OutputFormat, Currency, Obs
TRKurtosis
Distribution Kurtosis
Measures tail heaviness of return distribution. High kurtosis = fat tails, indicating extreme event probability.
Parameters: Period, StartDate, EndDate
Options: OutputFormat, Currency, Obs
Data Analytics
TPrices
Enhanced Price Series
Historical price data with advanced filtering options and currency conversion capabilities.
Parameters: StartDate, EndDate, Period
Options: OutputFormat, Currency, Obs, custom filtering
TDes
Detailed Descriptions
Comprehensive metadata and descriptive information for securities including classifications and attributes.
Parameters: Security identifier
Options: OutputFormat, language preferences
TFees
Fee Structure Analysis
Detailed fee analysis for funds including TER, management fees, performance fees, and other costs.
Parameters: Fund identifier
Options: OutputFormat, Currency, fee type filters
TMifid
MiFID II Compliance Data
Regulatory compliance information required under MiFID II including costs, charges, and product classifications.
Parameters: Security identifier
Options: OutputFormat, compliance level
TBreakdowns
Portfolio Breakdowns
Asset allocation and portfolio composition analysis including sector, geography, and asset class breakdowns.
Parameters: Portfolio identifier, breakdown type
Options: OutputFormat, aggregation level
TRels
Security Relationships
Identifies relationships between securities including underlying assets, fund families, and derivative connections.
Parameters: Security identifier, relationship type
Options: OutputFormat, depth level
Technical Analysis
Technical Indicators
RSI, MACD, Bollinger Bands, Moving Averages
Comprehensive suite of technical analysis indicators for market timing and trend analysis. Includes RSI (Relative Strength Index), MACD (Moving Average Convergence Divergence), Bollinger Bands, Simple and Exponential Moving Averages, and custom indicators.
Parameters: Indicator type, Period, StartDate, EndDate
Options: OutputFormat, indicator-specific parameters (e.g., RSI period, MACD fast/slow periods)
Discovery & Search
Find securities before applying analytics. Use these tools to discover the 400,000+ securities available for analysis.
Quick Search
/T-Api/S/{SearchKey}
Search by partial name match. Returns up to 100 securities matching your search term.
Example: Search "Nordea" to find all Nordea funds
Use for: Quick discovery by name
Exact Match
/T-Api/D/{IsinOrFundName}
Get complete information for a specific security using exact ISIN or full name.
Example: LU0229519805 for specific fund
Use for: Detailed security information
Advanced Query
/T-Api/Analytics/v1/Query/
Filter securities by tags: AssetClass, Area, Type, Currency, and more advanced criteria.
Example: Find all EUR equity funds
Use for: Complex filtered searches
How to Use Search with Analytics
- Discover: Use search endpoints to find security codes (e.g., LU0229519805EURXLUX)
- Analyze: Apply analytics functions using the discovered codes
- Compare: Use multiple security codes for correlation and comparison analytics
Pro tip: Save frequently used searches with the Query API's save feature for quick access.