FAQ¶
Periodicity¶
Q: What are the available periodicities? Is there support for a Quarter/Annual interval?
A: The currently available periodicities are daily ("D") and monthly ("M"). Other intervals shall be deployed in the next versions.
Data Type & Currency¶
Q: We are using a relative index, which has no price and no currency. In this case, what should we set for data_type and currency?
A: For this example, the index value is considered a "PRICE". The currency parameter must be the same as the portfolio base_currency.
The data_type parameter must be one of the following:
| Value | Description |
|---|---|
"PRICE" |
Price (e.g. 100 → $100) |
"RETURN" |
Return as a raw number (e.g. 0.1 → 10%) |
"RETURN_100" |
Return as a percentage (e.g. 10 → 10%) |
Q: What does base_price stand for?
A: The base_price parameter is used to compute the price of the index when "RETURN" or "RETURN_100" are used. Internally, even return formats need to be converted to prices. This is equivalent to "growth of 100" or "growth of 1000" — any value can be used: 1, 100, 1000.
Custom Symbol¶
Q: Are there any limitations or formats I need to consider when assigning a custom symbol? Can I use special characters?
A: The symbol string must match the following regex:
Q: Is there a length limit?
A: The symbol maximum size is 49 characters, including the "CUSTOM:" prefix.
Q: Is there any chance of collisions between custom symbols we define and those defined by other users?
A: No, there is no collision. Custom indexes are private objects.
Q: How do I add a custom index to a custom symbol "CUSTOM:ABC"?
A: Add the symbol "CUSTOM:ABC" (with a weight %) to the holdings array in the optimize() API.