GET api/TSCalc/GetTSCalc?sec={sec}&bk={bk}&dt={dt}&cn={cn}&cv={cv}&p={p}&t={t}&os={os}

Time Series calculation for a given security vs benchmark.

Request Information

URI Parameters

Name	Type	Additional information
sec	string	Required
bk	string	Required
dt	integer	Required
cn	string	Required
cv	integer	Required
p	string	Required
t	string	Required
os	integer	Default value is 1

Body Parameters

None.

Response Information

Resource Description

Collection of TSCalc

Name	Type	Additional information
calcID	string	None.
beta	decimal number	None.
momentum	decimal number	None.
volatility	decimal number	None.
sharpeRatio	decimal number	None.
treynorRatio	decimal number	None.
informationRatio	decimal number	None.
sortinoRatio	decimal number	None.
r2	decimal number	None.
alpha	decimal number	None.
upCapture	decimal number	None.
downCapture	decimal number	None.
trackingError	decimal number	None.
annualizedReturn	decimal number	None.
standardDeviation	decimal number	None.
riskFreeRate	decimal number	None.
calcTime	string	None.
calcError	string	None.
dataSpan	integer	None.
dataLoss	integer	None.

Response Formats

application/json, text/json

Sample:

[
  {
    "calcID": "sample string 1",
    "beta": 2.1,
    "momentum": 3.1,
    "volatility": 4.1,
    "sharpeRatio": 5.1,
    "treynorRatio": 6.1,
    "informationRatio": 7.1,
    "sortinoRatio": 8.1,
    "r2": 9.1,
    "alpha": 10.1,
    "upCapture": 11.1,
    "downCapture": 12.1,
    "trackingError": 13.1,
    "annualizedReturn": 14.1,
    "standardDeviation": 15.1,
    "riskFreeRate": 16.1,
    "calcTime": "sample string 17",
    "calcError": "sample string 18",
    "dataSpan": 19,
    "dataLoss": 20
  },
  {
    "calcID": "sample string 1",
    "beta": 2.1,
    "momentum": 3.1,
    "volatility": 4.1,
    "sharpeRatio": 5.1,
    "treynorRatio": 6.1,
    "informationRatio": 7.1,
    "sortinoRatio": 8.1,
    "r2": 9.1,
    "alpha": 10.1,
    "upCapture": 11.1,
    "downCapture": 12.1,
    "trackingError": 13.1,
    "annualizedReturn": 14.1,
    "standardDeviation": 15.1,
    "riskFreeRate": 16.1,
    "calcTime": "sample string 17",
    "calcError": "sample string 18",
    "dataSpan": 19,
    "dataLoss": 20
  }
]

application/xml, text/xml

Sample:

<ArrayOfTSCalc xmlns:i="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://schemas.datacontract.org/2004/07/BondEdge.Equity">
  <TSCalc>
    <alpha>10.1</alpha>
    <annualizedReturn>14.1</annualizedReturn>
    <beta>2.1</beta>
    <calcError>sample string 18</calcError>
    <calcID>sample string 1</calcID>
    <calcTime>sample string 17</calcTime>
    <dataLoss>20</dataLoss>
    <dataSpan>19</dataSpan>
    <downCapture>12.1</downCapture>
    <informationRatio>7.1</informationRatio>
    <momentum>3.1</momentum>
    <r2>9.1</r2>
    <riskFreeRate>16.1</riskFreeRate>
    <sharpeRatio>5.1</sharpeRatio>
    <sortinoRatio>8.1</sortinoRatio>
    <standardDeviation>15.1</standardDeviation>
    <trackingError>13.1</trackingError>
    <treynorRatio>6.1</treynorRatio>
    <upCapture>11.1</upCapture>
    <volatility>4.1</volatility>
  </TSCalc>
  <TSCalc>
    <alpha>10.1</alpha>
    <annualizedReturn>14.1</annualizedReturn>
    <beta>2.1</beta>
    <calcError>sample string 18</calcError>
    <calcID>sample string 1</calcID>
    <calcTime>sample string 17</calcTime>
    <dataLoss>20</dataLoss>
    <dataSpan>19</dataSpan>
    <downCapture>12.1</downCapture>
    <informationRatio>7.1</informationRatio>
    <momentum>3.1</momentum>
    <r2>9.1</r2>
    <riskFreeRate>16.1</riskFreeRate>
    <sharpeRatio>5.1</sharpeRatio>
    <sortinoRatio>8.1</sortinoRatio>
    <standardDeviation>15.1</standardDeviation>
    <trackingError>13.1</trackingError>
    <treynorRatio>6.1</treynorRatio>
    <upCapture>11.1</upCapture>
    <volatility>4.1</volatility>
  </TSCalc>
</ArrayOfTSCalc>