> ## Documentation Index > Fetch the complete documentation index at: https://docs.itoflow.ai/llms.txt > Use this file to discover all available pages before exploring further. # Read the full risk run output > Read the complete schema-version-2 analytics document for a finished run. Default application/json gives raw bytes. Accept application/gzip selects stored bytes; Range requests of at most 4 MiB return 206 with Content-Range. Both representations expose exact Content-Length and SHA-256 ETag. Before ready returns 409; invalid ranges 416; unknown, foreign and expired runs share 404. Output remains available 24 hours after completion, including after the engine container stops. Requires itoflow-engine-results. Operation ID: getRiskRunArtifact. ## OpenAPI ````yaml /openapi/itoflow-public.openapi.json get /risk/runs/{run_id}/artifact openapi: 3.1.0 info: description: >- All Itoflow APIs are experimental and may change without notice. Read-only operations marked interactive can be tried from the documentation; the others are reference-only. title: Itoflow Developer API version: 1.0.0 servers: - description: Itoflow API url: https://api.itoflow.ai security: [] tags: - name: Account - name: Billing - name: Brokers - name: Chat - name: Connected MCP servers - name: GitHub - name: Market data - name: Monitors - name: Notifications - name: Portfolios - name: Risk runs - name: Sharing and data - name: Strategies paths: /risk/runs/{run_id}/artifact: get: tags: - Risk runs summary: Read the full risk run output description: >- Read the complete schema-version-2 analytics document for a finished run. Default application/json gives raw bytes. Accept application/gzip selects stored bytes; Range requests of at most 4 MiB return 206 with Content-Range. Both representations expose exact Content-Length and SHA-256 ETag. Before ready returns 409; invalid ranges 416; unknown, foreign and expired runs share 404. Output remains available 24 hours after completion, including after the engine container stops. Requires itoflow-engine-results. Operation ID: getRiskRunArtifact. operationId: getRiskRunArtifact parameters: - in: path name: run_id required: true schema: pattern: ^[0-9a-f]{32}$ type: string responses: '200': content: application/gzip: schema: format: binary type: string application/json: schema: $ref: '#/components/schemas/Gateway_getRiskRunArtifactResponse' description: >- Complete analytics document, or stored gzip representation when Accept selects it headers: Cache-Control: schema: const: no-store type: string Content-Length: schema: type: integer ETag: schema: type: string '206': content: application/gzip: schema: format: binary type: string description: A gzip byte range of at most 4 MiB headers: Content-Length: schema: type: integer Content-Range: schema: type: string ETag: schema: type: string '401': content: application/json: schema: $ref: '#/components/schemas/Gateway_RiskRunError' description: Request failed headers: Cache-Control: schema: const: no-store type: string '403': content: application/json: schema: $ref: '#/components/schemas/Gateway_RiskRunError' description: The itoflow-engine-results flag is off. headers: Cache-Control: schema: const: no-store type: string '404': content: application/json: schema: $ref: '#/components/schemas/Gateway_RiskRunError' description: Request failed headers: Cache-Control: schema: const: no-store type: string '409': content: application/json: schema: $ref: '#/components/schemas/Gateway_RiskRunError' description: Request failed headers: Cache-Control: schema: const: no-store type: string '416': description: Invalid, outside or oversized gzip range '422': content: application/json: schema: $ref: '#/components/schemas/Gateway_RiskRunError' description: Request failed headers: Cache-Control: schema: const: no-store type: string '429': content: application/json: schema: $ref: '#/components/schemas/Gateway_RiskRunError' description: Request failed headers: Cache-Control: schema: const: no-store type: string '503': content: application/json: schema: $ref: '#/components/schemas/Gateway_RiskRunError' description: Request failed headers: Cache-Control: schema: const: no-store type: string security: - bearerAuth: [] components: schemas: Gateway_getRiskRunArtifactResponse: anyOf: - $ref: '#/components/schemas/Gateway_RiskRunArtifact' - oneOf: - additionalProperties: false properties: artifact: additionalProperties: {} propertyNames: type: string type: object status: const: ready type: string required: - artifact - status type: object - additionalProperties: false properties: limit_bytes: exclusiveMinimum: 0 maximum: 9007199254740991 type: integer reason: const: too_large type: string size_bytes: exclusiveMinimum: 0 maximum: 9007199254740991 type: integer status: const: omitted type: string required: - reason - size_bytes - limit_bytes - status type: object - additionalProperties: false properties: status: const: not_ready type: string required: - status type: object - additionalProperties: false properties: status: const: not_found type: string required: - status type: object Gateway_RiskRunError: additionalProperties: false properties: error: additionalProperties: false properties: code: type: string flag: type: string message: type: string required: - code - message type: object required: - error type: object Gateway_RiskRunArtifact: additionalProperties: false properties: artifact_id: type: string as_of: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string books: items: additionalProperties: false properties: comparator_key: type: string coverage_reasons: additionalProperties: type: string propertyNames: type: string type: object covered_weight: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: fraction currency: type: string fund_book_reasons: additionalProperties: type: string propertyNames: type: string type: object fund_books: additionalProperties: items: type: string type: array propertyNames: type: string type: object holdings_date: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string holdings_valid_through: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string key: type: string lookthrough_source: enum: - provider:fmp - provider:eodhd - filing:nport - upload - portfolio - what_if type: string modelled: maximum: 9007199254740991 minimum: 0 type: integer unit: count name: type: string oldest_mark_date: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string portfolio_id: type: string portfolio_value_usd: additionalProperties: false properties: amount: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: currency currency: anyOf: - pattern: ^[A-Z]{3}(?![\s\S]) type: string - type: 'null' required: - amount - currency type: object priced: maximum: 9007199254740991 minimum: 0 type: integer unit: count requested: maximum: 9007199254740991 minimum: 0 type: integer unit: count resolved: maximum: 9007199254740991 minimum: 0 type: integer unit: count role: enum: - subject - benchmark_basket - peer type: string rows: items: additionalProperties: false properties: asset_type: enum: - equity - fund - cash - bond - derivative - balance - direct - other type: string classification_as_of: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string country: type: string currency: type: string cusip: type: string fx_rate_to_usd: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio industry: type: string isin: type: string issuer_id: type: string market_cap: additionalProperties: false properties: amount: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: currency currency: anyOf: - pattern: ^[A-Z]{3}(?![\s\S]) type: string - type: 'null' required: - amount - currency type: object market_value: additionalProperties: false properties: amount: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: currency currency: anyOf: - pattern: ^[A-Z]{3}(?![\s\S]) type: string - type: 'null' required: - amount - currency type: object name: type: string not_listed: type: boolean sector: type: string shares: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: count symbol: type: string unresolved: type: boolean weight: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: fraction required: - symbol - weight type: object type: array source: enum: - provider:fmp - provider:eodhd - filing:nport - upload - portfolio - what_if type: string symbol: type: string total_value: additionalProperties: false properties: amount: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: currency currency: anyOf: - pattern: ^[A-Z]{3}(?![\s\S]) type: string - type: 'null' required: - amount - currency type: object unvalued: items: additionalProperties: false properties: reason: type: string symbol: type: string required: - symbol - reason type: object type: array warnings: items: type: string type: array required: - key - role - symbol - source - holdings_date - covered_weight - rows selectors: - comparator_key - key type: object type: array comparators: items: additionalProperties: false properties: entity: type: string key: type: string role: type: string required: - key - entity - role selectors: - entity - key type: object type: array computed_at: format: date-time pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))T(?:(?:[01]\d|2[0-3]):[0-5]\d:[0-5]\d(?:\.\d+)?(?:Z|([+-](?:[01]\d|2[0-3]):[0-5]\d)))$ type: string entities: additionalProperties: additionalProperties: false properties: key: pattern: ^(?:book|security|factor|bucket|scenario|custom):.+$ type: string kind: enum: - book - security - factor - bucket - scenario - custom type: string name: type: - string - 'null' symbol: type: - string - 'null' required: - key - kind - symbol - name type: object propertyNames: type: string type: object issues: items: additionalProperties: false properties: code: minLength: 1 type: string entity: anyOf: - pattern: ^(?:book|security|factor|bucket|scenario|custom):.+$ type: string - type: 'null' id: minLength: 1 type: string path: type: string reason: minLength: 1 type: string section: anyOf: - enum: - risk - trust - compliance - performance - attribution - factor_pnl - exposures - drivers - changes - risk_change - liquidity - bets - sizing - scenarios - valuation type: string - type: 'null' source_artifact_id: type: - string - 'null' required: - id - code - reason - section - path - entity - source_artifact_id type: object type: array methods: additionalProperties: additionalProperties: false properties: parameters: additionalProperties: $ref: '#/components/schemas/Gateway_RiskAnalyticsParameter' propertyNames: type: string type: object version: type: string required: - version - parameters type: object propertyNames: type: string type: object metric_changes: items: additionalProperties: false properties: baseline: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' baseline_artifact_id: type: - string - 'null' baseline_as_of: anyOf: - format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string - type: 'null' baseline_period_key: type: - string - 'null' comparator_key: type: - string - 'null' currency: anyOf: - pattern: ^[A-Z]{3}(?![\s\S]) type: string - type: 'null' current: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' current_period_key: type: string difference: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' elapsed_calendar_days: anyOf: - maximum: 9007199254740991 minimum: 0 type: integer - type: 'null' entity: anyOf: - pattern: ^(?:book|security|factor|bucket|scenario|custom):.+$ type: string - type: 'null' history_artifact_ids: items: type: string type: array method_key: type: string metric_path: type: string model_keys: items: type: string type: array precision: additionalProperties: false properties: baseline: anyOf: - enum: - calculation - legacy_rounded - mixed type: string - type: 'null' difference: anyOf: - enum: - calculation - legacy_rounded - mixed type: string - type: 'null' z_score: anyOf: - enum: - calculation - legacy_rounded - mixed type: string - type: 'null' required: - baseline - difference - z_score type: object unit: enum: - fraction - pct - pts - ratio - days - currency - count type: string z_score: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' required: - metric_path - comparator_key - entity - unit - currency - current_period_key - baseline_period_key - baseline_artifact_id - baseline_as_of - elapsed_calendar_days - current - baseline - difference - z_score - method_key - model_keys - precision - history_artifact_ids type: object type: array models: additionalProperties: additionalProperties: false properties: publication_date: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string version: type: string required: - version - publication_date type: object propertyNames: type: string type: object periods: additionalProperties: additionalProperties: false properties: actual_from: anyOf: - format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string - type: 'null' actual_to: anyOf: - format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string - type: 'null' calendar: type: - string - 'null' horizon: type: - string - 'null' kind: enum: - point - interval type: string requested_from: anyOf: - format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string - type: 'null' requested_to: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string timezone: type: string required: - horizon - kind - requested_from - requested_to - actual_from - actual_to - timezone - calendar type: object propertyNames: type: string type: object receipts: additionalProperties: false properties: books: items: additionalProperties: false properties: book_key: type: string covered_weight: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct holdings_date: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string lookthrough_source: enum: - provider:fmp - provider:eodhd - filing:nport - upload - portfolio - what_if type: string modelled: maximum: 9007199254740991 minimum: 0 type: integer unit: count oldest_mark_date: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string portfolio_value_usd: additionalProperties: false properties: amount: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: currency currency: anyOf: - pattern: ^[A-Z]{3}(?![\s\S]) type: string - type: 'null' required: - amount - currency type: object priced: maximum: 9007199254740991 minimum: 0 type: integer unit: count requested: maximum: 9007199254740991 minimum: 0 type: integer unit: count resolved: maximum: 9007199254740991 minimum: 0 type: integer unit: count role: enum: - subject - benchmark_basket - peer type: string rows: maximum: 9007199254740991 minimum: 0 type: integer unit: count source: enum: - provider:fmp - provider:eodhd - filing:nport - upload - portfolio - what_if type: string symbol: type: string total_value: additionalProperties: false properties: amount: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: currency currency: anyOf: - pattern: ^[A-Z]{3}(?![\s\S]) type: string - type: 'null' required: - amount - currency type: object valued_rows: maximum: 9007199254740991 minimum: 0 type: integer unit: count warnings: items: type: string type: array weights: enum: - stated - rebuilt_from_shares type: string required: - book_key - role - symbol - source - holdings_date - rows - covered_weight - requested - resolved - priced - modelled - weights - valued_rows selectors: - book_key type: object type: array factor_model_version: type: - string - 'null' failures: items: additionalProperties: false properties: book: type: string currency: type: string entity: type: string kind: enum: - price - volume - classification - split - history - listing - value - currency - unmodelled - past_unmodelled - model - comparator - fund - config - provider - failed - measure - method - coverage - weights - residual type: string missing: type: string reason: type: string reason_code: type: string section: type: string symbol: type: string symbol_count: maximum: 9007199254740991 minimum: 0 type: integer unit: count symbol_set: enum: - complete - unknown type: string symbols: items: type: string type: array weight: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: fraction required: - reason selectors: - entity type: object type: array sources: items: type: string type: array required: - books - sources - failures - factor_model_version type: object schema_version: const: 2 type: number scope: additionalProperties: false properties: horizons_by_section: additionalProperties: items: type: string type: array propertyNames: enum: - risk - trust - compliance - performance - attribution - factor_pnl - exposures - drivers - changes - risk_change - liquidity - bets - sizing - scenarios - valuation type: string type: object parameters: additionalProperties: $ref: '#/components/schemas/Gateway_RiskAnalyticsParameter' propertyNames: type: string type: object section_keys: items: enum: - risk - trust - compliance - performance - attribution - factor_pnl - exposures - drivers - changes - risk_change - liquidity - bets - sizing - scenarios - valuation type: string type: array required: - section_keys - horizons_by_section - parameters type: object sections: additionalProperties: false properties: attribution: additionalProperties: false properties: context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object data: anyOf: - additionalProperties: false properties: dimension: type: string periods: items: additionalProperties: false properties: active_return: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts allocation: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts buckets: items: additionalProperties: false properties: allocation: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts bucket: type: string comparator_held: type: boolean comparator_return: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct comparator_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: fraction effect: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts selection: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts subject_held: type: boolean subject_return: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct subject_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: fraction required: - bucket - subject_weight - comparator_weight - subject_held - comparator_held - subject_return - comparator_return - allocation - selection - effect selectors: - bucket type: object type: array comparator: additionalProperties: false properties: book_key: type: string holdings_date: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string largest_unpriced: anyOf: - additionalProperties: false properties: entity: type: - string - 'null' gross_share: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: fraction required: - entity - gross_share selectors: - entity type: object - type: 'null' outside: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: fraction rolled_back: type: boolean rolled_days: maximum: 9007199254740991 minimum: 0 type: integer unit: days target_date: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string unpriced_share: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: fraction weights: items: additionalProperties: false properties: entity: type: - string - 'null' weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: fraction required: - entity - weight selectors: - entity type: object type: array required: - book_key - holdings_date - target_date - rolled_days - rolled_back - weights - outside - unpriced_share - largest_unpriced selectors: - book_key type: object comparator_key: type: string comparator_return: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object gap_shape: items: additionalProperties: false properties: breadth: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct bucket: type: - string - 'null' comparator_return: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct contribution: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts median_return: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct names_below: anyOf: - maximum: 9007199254740991 minimum: 0 type: integer unit: count - type: 'null' names_held: maximum: 9007199254740991 minimum: 0 type: integer unit: count reference_gap: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts scope: enum: - book - bucket type: string top_name_count: maximum: 9007199254740991 minimum: 0 type: integer unit: count top_names: items: type: - string - 'null' type: array top_names_share: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - scope - bucket - top_names_share - top_names - top_name_count - contribution - reference_gap - breadth - names_held - names_below - median_return - comparator_return selectors: - bucket type: object type: array holdings: items: additionalProperties: false properties: active_contribution: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts bucket: type: string cash_currency: type: - string - 'null' comparator_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: fraction contribution: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts entity: type: - string - 'null' is_cash: type: boolean listed: type: boolean observation_keys: items: type: string type: array return_value: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct subject_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: fraction required: - entity - bucket - listed - is_cash - cash_currency - subject_weight - comparator_weight - return_value - contribution - active_contribution - observation_keys selectors: - entity - bucket type: object type: array horizon: type: string money: items: type: string type: array reported_relative: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts residual: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts selection: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts subject: additionalProperties: false properties: book_key: type: string holdings_date: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string largest_unpriced: anyOf: - additionalProperties: false properties: entity: type: - string - 'null' gross_share: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: fraction required: - entity - gross_share selectors: - entity type: object - type: 'null' outside: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: fraction rolled_back: type: boolean rolled_days: maximum: 9007199254740991 minimum: 0 type: integer unit: days target_date: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string unpriced_share: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: fraction weights: items: additionalProperties: false properties: entity: type: - string - 'null' weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: fraction required: - entity - weight selectors: - entity type: object type: array required: - book_key - holdings_date - target_date - rolled_days - rolled_back - weights - outside - unpriced_share - largest_unpriced selectors: - book_key type: object subject_return: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct unclassified_effect: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts required: - context - comparator_key - horizon - subject - comparator - money - subject_return - comparator_return - active_return - reported_relative - residual - allocation - selection - unclassified_effect - holdings - buckets - gap_shape selectors: - comparator_key - horizon - context.period_key type: object type: array price_observations: additionalProperties: additionalProperties: false properties: actual_from: anyOf: - format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string - type: 'null' actual_to: anyOf: - format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string - type: 'null' basis: enum: - observed - held_at_zero - cash_zero - unavailable type: string book_key: type: string entity: type: - string - 'null' period_key: type: string return_value: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - entity - book_key - period_key - actual_from - actual_to - return_value - basis selectors: - entity - book_key type: object keySelector: observation_key propertyNames: type: string type: object required: - dimension - periods - price_observations selectors: - dimension type: object - type: 'null' status: enum: - ok - partial - unavailable type: string required: - status - context - data selectors: - context.period_key type: object bets: additionalProperties: false properties: context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object data: anyOf: - additionalProperties: false properties: blocks: items: additionalProperties: false properties: comparator_key: type: string context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object shares: additionalProperties: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct keySelector: entity propertyNames: type: string type: object required: - context - comparator_key - shares selectors: - comparator_key - context.period_key type: object type: array carriers: items: additionalProperties: false properties: comparator_key: type: string context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object entity: type: string share: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - context - comparator_key - entity - share selectors: - comparator_key - entity - context.period_key type: object type: array incidental_factors: items: type: string type: array intended_factors: items: type: string type: array intended_groups: items: type: string type: array intent: items: additionalProperties: false properties: comparator_key: type: string context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object hedge_benefit: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts hedged_tracking_error: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct incidental_share: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct intended_share: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct tracking_error: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - context - comparator_key - intended_share - incidental_share - tracking_error - hedged_tracking_error - hedge_benefit selectors: - comparator_key - context.period_key type: object type: array style_tilts: items: additionalProperties: false properties: comparator_key: type: string context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object entity: type: string exposure: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio share: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - context - comparator_key - entity - exposure - share selectors: - comparator_key - entity - context.period_key type: object type: array required: - intended_groups - intended_factors - incidental_factors - blocks - intent - style_tilts - carriers type: object - type: 'null' status: enum: - ok - partial - unavailable type: string required: - status - context - data selectors: - context.period_key type: object changes: additionalProperties: false properties: context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object data: anyOf: - additionalProperties: false properties: days_since_new_book: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: days exposure_deltas: anyOf: - items: additionalProperties: false properties: bucket: type: string context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object delta: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts dimension: type: string horizon_days: maximum: 9007199254740991 minimum: 0 type: integer unit: days required: - context - horizon_days - dimension - bucket - delta selectors: - bucket - dimension - context.period_key type: object type: array - type: 'null' holdings_date: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string moves: anyOf: - items: additionalProperties: false properties: after: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct before: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct closed: type: boolean context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object entity: type: - string - 'null' move: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts opened: type: boolean price_drift: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts traded: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts required: - context - entity - before - after - move - traded - price_drift - opened - closed selectors: - entity - context.period_key type: object type: array - type: 'null' previous_holdings_date: anyOf: - format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string - type: 'null' required: - holdings_date - previous_holdings_date - moves - exposure_deltas - days_since_new_book type: object - type: 'null' status: enum: - ok - partial - unavailable type: string required: - status - context - data selectors: - context.period_key type: object compliance: additionalProperties: false properties: context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object data: anyOf: - additionalProperties: false properties: concentration: additionalProperties: false properties: cash_pct: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct illiquid_share: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct largest_issuer_position: anyOf: - additionalProperties: false properties: largest: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct positions: additionalProperties: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct keySelector: issuer propertyNames: type: string type: object securities: additionalProperties: items: type: string type: array propertyNames: type: string type: object trim_to_limit: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts required: - largest - positions - securities - trim_to_limit type: object - type: 'null' weight_in_positions_above_5pct: anyOf: - additionalProperties: false properties: holdings_without_issuer: items: additionalProperties: false properties: entity: type: - string - 'null' weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - entity - weight selectors: - entity type: object type: array lower_bound: type: boolean positions: additionalProperties: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct keySelector: issuer propertyNames: type: string type: object securities: additionalProperties: items: type: string type: array propertyNames: type: string type: object share: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct trim_to_limit: anyOf: - additionalProperties: false properties: issuers_cut_to_5pct: items: type: string type: array points: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts points_from_rest: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts required: - points - issuers_cut_to_5pct - points_from_rest type: object - type: 'null' required: - share - lower_bound - positions - securities - holdings_without_issuer - trim_to_limit type: object - type: 'null' required: - cash_pct - weight_in_positions_above_5pct - largest_issuer_position - illiquid_share type: object rules: items: additionalProperties: false properties: bucket: anyOf: - pattern: >- ^(?:book|security|factor|bucket|scenario|custom):.+$ type: string - type: 'null' comparator_key: type: - string - 'null' coverage: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: fraction currency: anyOf: - pattern: ^[A-Z]{3}(?![\s\S]) type: string - type: 'null' entity: anyOf: - pattern: >- ^(?:book|security|factor|bucket|scenario|custom):.+$ type: string - type: 'null' issue_ids: items: minLength: 1 type: string type: array lower: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unitSource: unit measured: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unitSource: unit metric_path: type: - string - 'null' outcome: enum: - pass - warning - breach - unavailable - not_applicable type: string parameters: additionalProperties: $ref: >- #/components/schemas/Gateway_RiskAnalyticsParameter propertyNames: type: string type: object precision: enum: - calculation - legacy_rounded - mixed type: string rule_key: enum: - relative_weight_sector - relative_weight_country - relative_weight_single_name - relative_weight_custom_group - cash_pct - irs_5pct_bucket_pct - single_issuer_pct - illiquid_days - tracking_error_budget - metric_limit type: string source_artifact_ids: items: minLength: 1 type: string type: array unit: enum: - fraction - pct - pts - ratio - days - currency - count type: string upper: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unitSource: unit warning_lower: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unitSource: unit warning_upper: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unitSource: unit required: - rule_key - metric_path - comparator_key - entity - bucket - parameters - unit - currency - measured - lower - upper - warning_lower - warning_upper - outcome - coverage - issue_ids type: object type: array required: - rules - concentration type: object - type: 'null' status: enum: - ok - partial - unavailable type: string required: - status - context - data selectors: - context.period_key type: object drivers: additionalProperties: false properties: context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object data: anyOf: - additionalProperties: false properties: cleaning: additionalProperties: false properties: days_left: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: count fit_quality: additionalProperties: false properties: by_entity: additionalProperties: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio keySelector: entity propertyNames: type: string type: object lower_decile: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio median: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio upper_decile: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio required: - median - lower_decile - upper_decile - by_entity type: object names_cleaned: maximum: 9007199254740991 minimum: 0 type: integer unit: count regressors_per_name: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: count required: - names_cleaned - regressors_per_name - days_left - fit_quality type: object drivers: items: additionalProperties: false properties: active_weight: additionalProperties: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts keySelector: comparator_key propertyNames: type: string type: object context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object eigenvalue: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio factor_carriers: additionalProperties: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio keySelector: entity propertyNames: type: string type: object factor_fit: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio factor_regressors: maximum: 9007199254740991 minimum: 0 type: integer unit: count fund_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct gross_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct mean_residual_correlation: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio member_weights: additionalProperties: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct keySelector: entity propertyNames: type: string type: object members: items: type: string type: array persistent: type: - boolean - 'null' residual_variance_share: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct seen_by_half: additionalProperties: false properties: first: type: - boolean - 'null' second: type: - boolean - 'null' required: - first - second type: object required: - context - members - member_weights - fund_weight - gross_weight - active_weight - eigenvalue - mean_residual_correlation - residual_variance_share - persistent - seen_by_half - factor_fit - factor_regressors - factor_carriers selectors: - context.period_key type: object type: array eigenvalues: additionalProperties: false properties: above_driver_threshold: items: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio type: array above_edge: items: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio type: array days: maximum: 9007199254740991 minimum: 0 type: integer unit: count days_read_at: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: count driver_threshold: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio names: maximum: 9007199254740991 minimum: 0 type: integer unit: count noise_edge: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio spectrum: items: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio type: array required: - names - days - days_read_at - noise_edge - driver_threshold - above_edge - above_driver_threshold - spectrum type: object missed_risk: items: additionalProperties: false properties: comparator_key: type: string context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object difference: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts model_tracking_error: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct with_drivers_tracking_error: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - context - comparator_key - model_tracking_error - with_drivers_tracking_error - difference selectors: - comparator_key - context.period_key type: object type: array residual_factor_content: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio shared_moves_the_factors_explain: additionalProperties: false properties: count: maximum: 9007199254740991 minimum: 0 type: integer unit: count drivers: items: additionalProperties: false properties: active_weight: additionalProperties: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts keySelector: comparator_key propertyNames: type: string type: object context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object eigenvalue: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio factor_carriers: additionalProperties: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio keySelector: entity propertyNames: type: string type: object factor_fit: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio factor_regressors: maximum: 9007199254740991 minimum: 0 type: integer unit: count fund_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct gross_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct mean_residual_correlation: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio member_weights: additionalProperties: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct keySelector: entity propertyNames: type: string type: object members: items: type: string type: array persistent: type: - boolean - 'null' residual_variance_share: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct seen_by_half: additionalProperties: false properties: first: type: - boolean - 'null' second: type: - boolean - 'null' required: - first - second type: object required: - context - members - member_weights - fund_weight - gross_weight - active_weight - eigenvalue - mean_residual_correlation - residual_variance_share - persistent - seen_by_half - factor_fit - factor_regressors - factor_carriers selectors: - context.period_key type: object type: array required: - count - drivers type: object universe: additionalProperties: false properties: active_weight_below_cut: additionalProperties: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct keySelector: comparator_key propertyNames: type: string type: object names_below_cut: additionalProperties: items: type: string type: array keySelector: comparator_key propertyNames: type: string type: object names_in_panel: maximum: 9007199254740991 minimum: 0 type: integer unit: count names_left_out_for_history: items: type: string type: array names_left_out_for_panel_shape: items: type: string type: array panel_names: items: type: string type: array panel_shape: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio weight_left_out_for_history: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct weight_left_out_for_panel_shape: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - names_in_panel - panel_names - names_left_out_for_history - names_left_out_for_panel_shape - names_below_cut - weight_left_out_for_history - weight_left_out_for_panel_shape - panel_shape - active_weight_below_cut type: object window: additionalProperties: false properties: asked_for_days: maximum: 9007199254740991 minimum: 0 type: integer unit: days end: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string minimum_days_per_name: maximum: 9007199254740991 minimum: 0 type: integer unit: days start: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string trading_days: maximum: 9007199254740991 minimum: 0 type: integer unit: days required: - start - end - trading_days - asked_for_days - minimum_days_per_name type: object required: - window - universe - cleaning - residual_factor_content - eigenvalues - drivers - shared_moves_the_factors_explain - missed_risk type: object - type: 'null' status: enum: - ok - partial - unavailable type: string required: - status - context - data selectors: - context.period_key type: object exposures: additionalProperties: false properties: context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object data: anyOf: - additionalProperties: false properties: dimensions: items: additionalProperties: false properties: buckets: items: additionalProperties: false properties: active_weights: additionalProperties: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts keySelector: comparator_key propertyNames: type: string type: object bucket: type: string comparator_sides: additionalProperties: additionalProperties: false properties: gross_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct long_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct short_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - long_weight - short_weight - gross_weight type: object keySelector: comparator_key propertyNames: type: string type: object comparator_weights: additionalProperties: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct keySelector: comparator_key propertyNames: type: string type: object subject_sides: additionalProperties: false properties: gross_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct long_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct short_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - long_weight - short_weight - gross_weight type: object subject_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - bucket - subject_weight - comparator_weights - active_weights - subject_sides - comparator_sides selectors: - bucket type: object type: array context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object dimension: type: string required: - context - dimension - buckets selectors: - dimension - context.period_key type: object type: array holdings: items: additionalProperties: false properties: asset_type: enum: - equity - fund - cash - bond - derivative - balance - direct - other type: string book_key: type: string classification_as_of: anyOf: - format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string - type: 'null' comparator_key: type: - string - 'null' context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object country: type: - string - 'null' currency: type: - string - 'null' entity: type: string market_cap: additionalProperties: false properties: amount: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: currency currency: anyOf: - pattern: ^[A-Z]{3}(?![\s\S]) type: string - type: 'null' required: - amount - currency type: object sector: type: - string - 'null' weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - context - book_key - comparator_key - entity - weight - asset_type - sector - country - currency - market_cap - classification_as_of selectors: - comparator_key - entity - book_key - context.period_key type: object type: array overlap: items: additionalProperties: false properties: active_share: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct comparator_key: type: string comparator_names: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: count context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object fund_names: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: count names_in_common: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: count weight_in_common: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - context - comparator_key - active_share - weight_in_common - names_in_common - fund_names - comparator_names selectors: - comparator_key - context.period_key type: object type: array positions: items: additionalProperties: false properties: comparisons: items: additionalProperties: false properties: active_positions_eligible: type: boolean active_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts comparator_key: type: string comparator_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object required: - context - comparator_key - comparator_weight - active_weight - active_positions_eligible selectors: - comparator_key - context.period_key type: object type: array context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object is_cash: type: boolean label: type: string native_part: type: string position: type: - string - 'null' subject_present: type: boolean subject_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct top_holdings_eligible: type: boolean required: - context - position - native_part - label - is_cash - subject_weight - subject_present - top_holdings_eligible - comparisons selectors: - position - context.period_key type: object type: array required: - dimensions - holdings - overlap type: object - type: 'null' status: enum: - ok - partial - unavailable type: string required: - status - context - data selectors: - context.period_key type: object factor_pnl: additionalProperties: false properties: context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object data: anyOf: - additionalProperties: false properties: periods: items: additionalProperties: false properties: blocks: additionalProperties: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts keySelector: entity propertyNames: type: string type: object comparator_key: type: string context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object coverage: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct covered_gap: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts ends_on: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts factor_total: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts factors: additionalProperties: additionalProperties: false properties: active_exposure: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio block: type: string contribution: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts factor_return: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - block - active_exposure - factor_return - contribution type: object keySelector: entity propertyNames: type: string type: object gap_source: enum: - attribution - own_roll type: string horizon: type: string loadings_date: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string realised_gap: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts reported_gap: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts stock_selection: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts uncovered_names: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts unexplained: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts unpriced_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct weight_roll_days: maximum: 9007199254740991 minimum: 0 type: integer unit: days window: additionalProperties: false properties: base: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string end: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string factor_return_days: maximum: 9007199254740991 minimum: 0 type: integer unit: days required: - base - end - factor_return_days type: object required: - context - comparator_key - horizon - window - loadings_date - realised_gap - reported_gap - factor_total - uncovered_names - covered_gap - stock_selection - unexplained - ends_on - gap_source - blocks - weight_roll_days - unpriced_weight - coverage - factors selectors: - comparator_key - horizon - context.period_key type: object type: array required: - periods type: object - type: 'null' status: enum: - ok - partial - unavailable type: string required: - status - context - data selectors: - context.period_key type: object liquidity: additionalProperties: false properties: context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object data: anyOf: - additionalProperties: false properties: aum_scenarios: items: additionalProperties: false properties: fund_size: additionalProperties: false properties: amount: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: currency currency: anyOf: - pattern: ^[A-Z]{3}(?![\s\S]) type: string - type: 'null' required: - amount - currency type: object key: type: string profile: additionalProperties: false properties: covered_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct days_to_sell_95pct: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: days sellable_within: items: additionalProperties: false properties: horizon_days: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: days share: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - horizon_days - share type: object type: array weighted_days: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: days required: - weighted_days - days_to_sell_95pct - covered_weight - sellable_within type: object required: - key - fund_size - profile selectors: - key type: object type: array book: additionalProperties: false properties: covered_weight: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct days_to_sell_95pct: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: days sellable_within: items: additionalProperties: false properties: horizon_days: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: days share: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - horizon_days - share type: object type: array weighted_days: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: days required: - weighted_days - days_to_sell_95pct - covered_weight - sellable_within type: object capacity: additionalProperties: false properties: fund_size: additionalProperties: false properties: amount: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: currency currency: anyOf: - pattern: ^[A-Z]{3}(?![\s\S]) type: string - type: 'null' required: - amount - currency type: object horizon_days: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: days sellable_share: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - fund_size - sellable_share - horizon_days type: object covered_weight: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct holdings: items: additionalProperties: false properties: average_daily_value: additionalProperties: false properties: amount: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: currency currency: anyOf: - pattern: ^[A-Z]{3}(?![\s\S]) type: string - type: 'null' required: - amount - currency type: object days_to_sell: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: days entity: type: string last_traded: anyOf: - format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string - type: 'null' observations: anyOf: - maximum: 9007199254740991 minimum: 0 type: integer unit: count - type: 'null' position_value: additionalProperties: false properties: amount: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: currency currency: anyOf: - pattern: ^[A-Z]{3}(?![\s\S]) type: string - type: 'null' required: - amount - currency type: object weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - entity - weight - position_value - average_daily_value - observations - last_traded - days_to_sell selectors: - entity type: object type: array participation: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct window: additionalProperties: false properties: end: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string month_rule: enum: - rounded_gregorian_days - latest_trading_observations type: string months: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: count start: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string trading_days: anyOf: - maximum: 9007199254740991 minimum: 0 type: integer unit: days - type: 'null' required: - start - end - months - trading_days - month_rule type: object required: - window - participation - covered_weight - book - capacity - aum_scenarios - holdings type: object - type: 'null' status: enum: - ok - partial - unavailable type: string required: - status - context - data selectors: - context.period_key type: object performance: additionalProperties: false properties: context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object data: anyOf: - additionalProperties: false properties: comparators: items: additionalProperties: false properties: comparator_key: type: string horizon: type: string observation: additionalProperties: false properties: context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object value: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - context - value selectors: - context.period_key type: object relative: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts required: - comparator_key - horizon - observation - relative selectors: - comparator_key - horizon type: object type: array inception: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string last_close: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string peers: items: additionalProperties: false properties: context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object count: maximum: 9007199254740991 minimum: 0 type: integer unit: count horizon: type: string population: items: additionalProperties: false properties: comparator_key: type: - string - 'null' entity: type: string required: - comparator_key - entity selectors: - comparator_key - entity type: object type: array quartile: anyOf: - maximum: 9007199254740991 minimum: 0 type: integer unit: count - type: 'null' rank: maximum: 9007199254740991 minimum: 0 type: integer unit: count returns: additionalProperties: additionalProperties: false properties: context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object value: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - context - value selectors: - context.period_key type: object keySelector: comparator_key propertyNames: type: string type: object subject_return: additionalProperties: false properties: context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object value: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - context - value selectors: - context.period_key type: object required: - context - horizon - rank - count - quartile - subject_return - returns - population selectors: - horizon - context.period_key type: object type: array quarters: items: additionalProperties: false properties: comparator: additionalProperties: false properties: context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object value: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - context - value selectors: - context.period_key type: object comparator_key: type: string context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object quarter_end: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string relative: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts subject: additionalProperties: false properties: context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object value: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - context - value selectors: - context.period_key type: object required: - context - comparator_key - quarter_end - subject - comparator - relative selectors: - comparator_key - context.period_key type: object type: array subject: items: additionalProperties: false properties: horizon: type: string observation: additionalProperties: false properties: context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object value: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - context - value selectors: - context.period_key type: object required: - horizon - observation selectors: - horizon type: object type: array required: - inception - last_close - subject - comparators - quarters - peers type: object - type: 'null' status: enum: - ok - partial - unavailable type: string required: - status - context - data selectors: - context.period_key type: object risk: additionalProperties: false properties: context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object data: anyOf: - additionalProperties: false properties: active: items: additionalProperties: false properties: beta: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio comparator_key: type: string context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object realised_beta: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio realised_beta_window_days: maximum: 9007199254740991 minimum: 0 type: integer unit: days tracking_error: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - context - comparator_key - tracking_error - beta - realised_beta - realised_beta_window_days selectors: - comparator_key - context.period_key type: object type: array factor_contributions: items: additionalProperties: false properties: comparator_key: type: - string - 'null' context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object entity: type: string marginal: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio risk_share: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - context - comparator_key - entity - risk_share - marginal selectors: - comparator_key - entity - context.period_key type: object type: array headline: additionalProperties: false properties: cash_weight: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object exposures: additionalProperties: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio keySelector: entity propertyNames: type: string type: object factor_risk: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct modelled_weight: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct specific_risk: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct total_risk: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - context - total_risk - factor_risk - specific_risk - modelled_weight - cash_weight - exposures selectors: - context.period_key type: object holding_contributions: items: additionalProperties: false properties: comparator_key: type: - string - 'null' context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object entity: type: string marginal: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio risk_share: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - context - comparator_key - entity - risk_share - marginal selectors: - comparator_key - entity - context.period_key type: object type: array modelled_names: maximum: 9007199254740991 minimum: 0 type: integer unit: count tracking_error_history: items: additionalProperties: false properties: as_of: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string comparator_key: type: string context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object model: type: - string - 'null' precision: enum: - calculation - legacy_rounded - mixed type: string source_artifact_id: type: - string - 'null' value: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - context - comparator_key - as_of - source_artifact_id - model - value - precision selectors: - comparator_key - context.period_key type: object type: array required: - modelled_names - headline - active - factor_contributions - holding_contributions - tracking_error_history type: object - type: 'null' status: enum: - ok - partial - unavailable type: string required: - status - context - data selectors: - context.period_key type: object risk_change: additionalProperties: false properties: context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object data: anyOf: - additionalProperties: false properties: comparators: items: additionalProperties: false properties: change: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts comparator_key: type: string context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object movers: items: additionalProperties: false properties: comparator_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: fraction context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object drifted_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: fraction effect: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts entity: type: string fund_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: fraction marginal: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts traded: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: fraction weight_now: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: fraction required: - context - entity - drifted_weight - weight_now - fund_weight - comparator_weight - traded - marginal - effect selectors: - entity - context.period_key type: object type: array price_drift: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts risk_model: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts steps_total: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts tracking_error_drifted: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct tracking_error_end: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct tracking_error_start: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct tracking_error_traded: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct traded_names: maximum: 9007199254740991 minimum: 0 type: integer unit: count trades: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts required: - context - comparator_key - tracking_error_start - tracking_error_drifted - tracking_error_traded - tracking_error_end - price_drift - trades - risk_model - steps_total - change - traded_names - movers selectors: - comparator_key - context.period_key type: object type: array model_versions: additionalProperties: false properties: end: type: string start: type: string required: - start - end type: object window: additionalProperties: false properties: end: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string start: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string required: - start - end type: object required: - window - model_versions - comparators type: object - type: 'null' status: enum: - ok - partial - unavailable type: string required: - status - context - data selectors: - context.period_key type: object scenarios: additionalProperties: false properties: context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object data: anyOf: - additionalProperties: false properties: price_observations: additionalProperties: additionalProperties: false properties: actual_from: anyOf: - format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string - type: 'null' actual_to: anyOf: - format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string - type: 'null' basis: enum: - observed - held_at_zero - cash_zero - unavailable type: string book_key: type: string entity: type: - string - 'null' period_key: type: string return_value: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - entity - book_key - period_key - actual_from - actual_to - return_value - basis selectors: - entity - book_key type: object keySelector: observation_key propertyNames: type: string type: object replays: items: additionalProperties: false properties: books: items: additionalProperties: false properties: book_key: type: string comparator_key: type: - string - 'null' context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object coverage: additionalProperties: false properties: covered_gross_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: fraction share: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: fraction total_gross_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: fraction required: - covered_gross_weight - total_gross_weight - share type: object observation_keys: items: type: string type: array return_value: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - context - book_key - comparator_key - return_value - coverage - observation_keys selectors: - comparator_key - book_key - context.period_key type: object type: array context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object drawn_from: type: - string - 'null' end: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string entity: type: string fund: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct origin: type: string outcomes: items: additionalProperties: false properties: comparator: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct comparator_key: type: string context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object difference: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts fund: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - context - comparator_key - fund - comparator - difference selectors: - comparator_key - context.period_key type: object type: array start: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string required: - context - entity - origin - start - end - drawn_from - fund - outcomes - books selectors: - entity - context.period_key type: object type: array shocks: items: additionalProperties: false properties: benchmark: type: - string - 'null' bet_against: items: type: string type: array comparator_keys: items: type: string type: array context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object entity: type: string factors: additionalProperties: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct keySelector: entity propertyNames: type: string type: object fund: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct modelled_fund: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct origin: type: string outcomes: items: additionalProperties: false properties: comparator: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct comparator_key: type: string context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object difference: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts fund: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct modelled_comparator: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - context - comparator_key - fund - comparator - difference - modelled_comparator selectors: - comparator_key - context.period_key type: object type: array required: - context - entity - origin - factors - comparator_keys - bet_against - benchmark - fund - modelled_fund - outcomes selectors: - entity - context.period_key type: object type: array worst: items: additionalProperties: false properties: blocks: additionalProperties: additionalProperties: false properties: points: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts share: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - points - share type: object keySelector: entity propertyNames: type: string type: object comparator_key: type: string context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object scenario: type: string required: - context - comparator_key - scenario - blocks selectors: - comparator_key - context.period_key type: object type: array required: - shocks - replays - worst - price_observations type: object - type: 'null' status: enum: - ok - partial - unavailable type: string required: - status - context - data selectors: - context.period_key type: object sizing: additionalProperties: false properties: context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object data: anyOf: - additionalProperties: false properties: concentration: additionalProperties: false properties: comparators: items: additionalProperties: false properties: active_names: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: count comparator_key: type: string context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object effective_bets: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: count effective_names: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: count top_names_risk_share: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - context - comparator_key - effective_bets - effective_names - active_names - top_names_risk_share selectors: - comparator_key - context.period_key type: object type: array effective_names_fund: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: count modelled_books: items: additionalProperties: false properties: book_key: type: string comparator_key: type: - string - 'null' context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object modelled_names: maximum: 9007199254740991 minimum: 0 type: integer unit: count modelled_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - context - book_key - comparator_key - modelled_names - modelled_weight selectors: - comparator_key - book_key - context.period_key type: object type: array top_names_count: maximum: 9007199254740991 minimum: 0 type: integer unit: count required: - effective_names_fund - comparators - top_names_count - modelled_books type: object holdings: items: additionalProperties: false properties: active_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts comparator_key: type: string context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object entity: type: string risk_against_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts risk_share: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct specific_volatility: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct weight_share: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - context - comparator_key - entity - active_weight - specific_volatility - risk_share - weight_share - risk_against_weight selectors: - comparator_key - entity - context.period_key type: object type: array required: - concentration - holdings type: object - type: 'null' status: enum: - ok - partial - unavailable type: string required: - status - context - data selectors: - context.period_key type: object trust: additionalProperties: false properties: context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object data: anyOf: - additionalProperties: false properties: comparators: items: additionalProperties: false properties: bias: anyOf: - additionalProperties: false properties: assessment: enum: - below - within - above type: string band_high: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio band_low: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object count: maximum: 9007199254740991 minimum: 0 type: integer unit: count from_date: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string statistic: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio to_date: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string required: - context - statistic - band_low - band_high - count - assessment - from_date - to_date selectors: - context.period_key type: object - type: 'null' comparator_key: type: string context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object ex_ante: anyOf: - additionalProperties: false properties: assessment: enum: - below - within - above type: string band_high: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio band_low: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object forecast: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct realised: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct statistic: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio window_days: maximum: 9007199254740991 minimum: 0 type: integer unit: days required: - context - window_days - forecast - realised - statistic - band_low - band_high - assessment selectors: - context.period_key type: object - type: 'null' forecast_now_pct: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct path: anyOf: - additionalProperties: false properties: band_high: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio band_low: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object count: maximum: 9007199254740991 minimum: 0 type: integer unit: count reverts: type: boolean statistic: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio required: - context - statistic - band_low - band_high - count - reverts selectors: - context.period_key type: object - type: 'null' points: items: additionalProperties: false properties: context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object date: format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string forecast: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct realised: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct realised_tracking_error: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct realised_tracking_error_context: anyOf: - additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object - type: 'null' rolled: type: boolean standardised: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio standardised_by_path: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio stretch_tracking_error: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct trading_days: maximum: 9007199254740991 minimum: 0 type: integer unit: days until: anyOf: - format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string - type: 'null' required: - context - date - forecast - rolled - until - trading_days - realised - stretch_tracking_error - realised_tracking_error - realised_tracking_error_context - standardised - standardised_by_path selectors: - date - context.period_key type: object type: array realised_now: items: additionalProperties: false properties: context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object value: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct window_days: maximum: 9007199254740991 minimum: 0 type: integer unit: days required: - context - window_days - value selectors: - context.period_key type: object type: array required: - context - comparator_key - bias - path - forecast_now_pct - realised_now - ex_ante - points selectors: - comparator_key - context.period_key type: object type: array minimum_points: maximum: 9007199254740991 minimum: 0 type: integer unit: count required: - minimum_points - comparators type: object - type: 'null' status: enum: - ok - partial - unavailable type: string required: - status - context - data selectors: - context.period_key type: object valuation: additionalProperties: false properties: context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object data: anyOf: - additionalProperties: false properties: books: items: additionalProperties: false properties: book_key: type: string comparator_key: type: - string - 'null' context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object earnings_coverage: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct earnings_yield: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct holdings: items: additionalProperties: false properties: currency: type: - string - 'null' current_year_earnings_yield: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct dividend_yield: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct ebitda_yield: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct enterprise_value_ratio: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio entity: type: string ev_to_ebitda: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio forward_earnings_yield: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct forward_pe: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio input_dates: additionalProperties: false properties: fiscal: anyOf: - format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string - type: 'null' price: anyOf: - format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string - type: 'null' snapshot: anyOf: - format: date pattern: >- ^(?:(?:\d\d[2468][048]|\d\d[13579][26]|\d\d0[48]|[02468][048]00|[13579][26]00)-02-29|\d{4}-(?:(?:0[13578]|1[02])-(?:0[1-9]|[12]\d|3[01])|(?:0[469]|11)-(?:0[1-9]|[12]\d|30)|(?:02)-(?:0[1-9]|1\d|2[0-8])))$ type: string - type: 'null' required: - snapshot - fiscal - price type: object market_cap: additionalProperties: false properties: amount: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: currency currency: anyOf: - pattern: ^[A-Z]{3}(?![\s\S]) type: string - type: 'null' required: - amount - currency type: object net_debt_ratio: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio price_to_sales: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio sales_yield: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct trailing_earnings_yield: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct trailing_pe: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - entity - weight - currency - market_cap - trailing_pe - forward_pe - price_to_sales - ev_to_ebitda - trailing_earnings_yield - forward_earnings_yield - current_year_earnings_yield - sales_yield - dividend_yield - ebitda_yield - enterprise_value_ratio - net_debt_ratio - input_dates selectors: - entity type: object type: array measures: additionalProperties: false properties: dividend_yield: additionalProperties: false properties: coverage: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct reason: type: - string - 'null' value: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - value - coverage - reason type: object ev_ebitda: additionalProperties: false properties: coverage: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct reason: type: - string - 'null' value: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio required: - value - coverage - reason type: object expected_eps_growth: additionalProperties: false properties: coverage: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct reason: type: - string - 'null' value: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - value - coverage - reason type: object forward_pe: additionalProperties: false properties: coverage: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct reason: type: - string - 'null' value: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio required: - value - coverage - reason type: object net_debt_ebitda: additionalProperties: false properties: coverage: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct reason: type: - string - 'null' value: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio required: - value - coverage - reason type: object price_to_sales: additionalProperties: false properties: coverage: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct reason: type: - string - 'null' value: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio required: - value - coverage - reason type: object trailing_pe: additionalProperties: false properties: coverage: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct reason: type: - string - 'null' value: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio required: - value - coverage - reason type: object required: - forward_pe - trailing_pe - ev_ebitda - price_to_sales - dividend_yield - expected_eps_growth - net_debt_ebitda type: object net_dividend_yield: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct net_exposure: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct short_measures: anyOf: - additionalProperties: false properties: dividend_yield: additionalProperties: false properties: coverage: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct reason: type: - string - 'null' value: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - value - coverage - reason type: object ev_ebitda: additionalProperties: false properties: coverage: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct reason: type: - string - 'null' value: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio required: - value - coverage - reason type: object expected_eps_growth: additionalProperties: false properties: coverage: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct reason: type: - string - 'null' value: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - value - coverage - reason type: object forward_pe: additionalProperties: false properties: coverage: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct reason: type: - string - 'null' value: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio required: - value - coverage - reason type: object net_debt_ebitda: additionalProperties: false properties: coverage: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct reason: type: - string - 'null' value: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio required: - value - coverage - reason type: object price_to_sales: additionalProperties: false properties: coverage: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct reason: type: - string - 'null' value: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio required: - value - coverage - reason type: object trailing_pe: additionalProperties: false properties: coverage: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct reason: type: - string - 'null' value: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio required: - value - coverage - reason type: object required: - forward_pe - trailing_pe - ev_ebitda - price_to_sales - dividend_yield - expected_eps_growth - net_debt_ebitda type: object - type: 'null' required: - context - book_key - comparator_key - earnings_yield - earnings_coverage - net_dividend_yield - net_exposure - measures - short_measures - holdings selectors: - comparator_key - book_key - context.period_key type: object type: array comparisons: items: additionalProperties: false properties: comparator_key: type: string context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object differences: additionalProperties: false properties: dividend_yield: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts expected_eps_growth: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts net_debt_ebitda: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio required: - dividend_yield - expected_eps_growth - net_debt_ebitda type: object premiums: additionalProperties: false properties: ev_ebitda: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct forward_pe: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct price_to_sales: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct trailing_pe: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - forward_pe - trailing_pe - ev_ebitda - price_to_sales type: object required: - context - comparator_key - premiums - differences selectors: - comparator_key - context.period_key type: object type: array coverage_floor: anyOf: - pattern: ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct earnings_basis: enum: - forward - trailing type: string exposure_effects: items: additionalProperties: false properties: comparator_key: type: string context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object names: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts sectors: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts required: - context - comparator_key - sectors - names selectors: - comparator_key - context.period_key type: object type: array names: items: additionalProperties: false properties: comparator_key: type: string context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object contribution: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts earnings_yield: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct entity: type: string pe: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct required: - context - comparator_key - entity - weight - earnings_yield - pe - contribution selectors: - comparator_key - entity - context.period_key type: object type: array sector_comparisons: items: additionalProperties: false properties: bucket: type: string comparator_key: type: string comparator_multiple: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object premium: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct subject_multiple: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: ratio required: - context - comparator_key - bucket - subject_multiple - comparator_multiple - premium selectors: - comparator_key - bucket - context.period_key type: object type: array sectors: items: additionalProperties: false properties: bucket: type: string comparator_held: type: boolean comparator_key: type: string comparator_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct comparator_yield: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct context: additionalProperties: false properties: book_keys: items: type: string type: array method_key: type: string model_keys: items: type: string type: array period_key: type: - string - 'null' required: - period_key - book_keys - model_keys - method_key type: object effect: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts names_effect: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts subject_held: type: boolean subject_weight: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct subject_yield: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pct weights_effect: anyOf: - pattern: >- ^-?(?:0|[1-9][0-9]*)(?:\.[0-9]+)?(?![\s\S]) type: string - type: 'null' unit: pts required: - context - comparator_key - bucket - subject_weight - comparator_weight - subject_yield - comparator_yield - subject_held - comparator_held - weights_effect - names_effect - effect selectors: - comparator_key - bucket - context.period_key type: object type: array required: - earnings_basis - coverage_floor - books - sectors - names - exposure_effects - comparisons - sector_comparisons type: object - type: 'null' status: enum: - ok - partial - unavailable type: string required: - status - context - data selectors: - context.period_key type: object type: object status: enum: - ok - partial type: string subject: type: string required: - schema_version - artifact_id - as_of - computed_at - status - subject - comparators - entities - scope - periods - models - methods - books - receipts - sections - metric_changes - issues type: object Gateway_RiskAnalyticsParameter: anyOf: - type: string - maximum: 9007199254740991 minimum: -9007199254740991 type: integer - type: boolean - type: 'null' - items: $ref: '#/components/schemas/Gateway_RiskAnalyticsParameter' type: array - additionalProperties: $ref: '#/components/schemas/Gateway_RiskAnalyticsParameter' propertyNames: type: string type: object securitySchemes: bearerAuth: bearerFormat: JWT description: Itoflow access token issued for the Itoflow API. scheme: bearer type: http ```` This documentation is built and hosted on [Mintlify](https://mintlify.com), a developer documentation platform.