POST/shorts.v1alpha1.MarketService/GetIndexSeries

GetIndexSeries

Benchmark index levels — the series a strategy's return is measured against.

Parameters

Connect-Protocol-VersionheaderRequired

number [1]

Define the version of the Connect protocol

Connect-Timeout-Msheader

number

Define the timeout, in ms

Request Body

application/json

object

fromstring

Explicit range, YYYY-MM-DD. (proto string)

indexCodestring

e.g. "XJO", "XJT". Case-insensitive. (proto string)

maxPointsinteger <int32>

Cap on returned points, 0 for no cap. Thinning keeps the first and last session; `downsampled` reports whether it happened. (proto int32)

periodstring

Lookback window: 1D, 1W, 1M, 3M, 6M, 1Y, 2Y, 5Y, 10Y or MAX. Ignored when `from` is set. Defaults to 1Y. (proto string)

tostring

(proto string)

Responses

200Success

application/json

object

downsampledboolean

(proto bool)

indexobject

(proto shorts.v1alpha1.IndexDefinition)

codestring

Stable Shorted code, e.g. "XJO". (proto string)

currencystring

Always "AUD" today; stated rather than assumed. (proto string)

earliestDatestring

YYYY-MM-DD, first session held. (proto string)

latestDatestring

YYYY-MM-DD, most recent session held. (proto string)

namestring

"S&P/ASX 200". (proto string)

observationsinteger <int32>

(proto int32)

returnTypestring

"price" or "total". This is the field that decides whether a comparison is honest: a price-return benchmark excludes dividends and therefore understates the market by roughly the yield — measured on our own data, XJO returned 24.2% over a window in which XJT (the same index, dividends reinvested) returned 37.6%. A strategy measured against the price series looks 13 points better than it is. (proto string)

pointsarray

Oldest first. (proto shorts.v1alpha1.IndexPoint)

Array Items:

object

One session of an index.

totalObservationsinteger <int32>

Sessions in the window before thinning. (proto int32)

defaultError

application/json

object

Error type returned by Connect: https://connectrpc.com/docs/go/errors/#http-representation

codestring [canceled, unknown, invalid_argument, deadline_exceeded, not_found, already_exists, permission_denied, resource_exhausted, failed_precondition, aborted, out_of_range, unimplemented, internal, unavailable, data_loss, unauthenticated]

The status code, which should be an enum value of [google.rpc.Code][google.rpc.Code].

detailsarray

A list of messages that carry the error details. There is no limit on the number of messages.

Array Items:

object

Contains an arbitrary serialized message along with a @type that describes the type of the serialized message, with an additional debug field for ConnectRPC error details.

messagestring

A developer-facing error message, which should be in English. Any user-facing error message should be localized and sent in the [google.rpc.Status.details][google.rpc.Status.details] field, or localized by the client.

curl -X POST "https://api.shorted.com.au/shorts.v1alpha1.MarketService/GetIndexSeries" \
  -H "Content-Type: application/json" \
  -d '{
  "from": "string",
  "indexCode": "string",
  "maxPoints": 0,
  "period": "string",
  "to": "string"
}'

curl -X POST "https://api.shorted.com.au/shorts.v1alpha1.MarketService/GetIndexSeries" \
  -H "Content-Type: application/json" \
  -d '{
  "from": "string",
  "indexCode": "string",
  "maxPoints": 0,
  "period": "string",
  "to": "string"
}'