API Enterprise

ORTEX's forecast of the constituent changes in upcoming index reviews and corporate actions: one row per security per review, for the indices you name, as of a forecast date.

For each review of each requested index (reviews announced up to 30 days before date onward), the latest forecast on or before date is returned.

Available Data Points:

• Index Name / Event: The index under review and the review's description.
• Rank Date: The provider's ranking cut-off: the date whose closing prices decide the review. Null for corporate-action events, which have none, and when it is not known.
• Announcement / Trade / Effective Date: The review calendar.
• Preliminary Announcement W1 / W2, Final Announcement: Provider-specific interim dates: the two Russell preliminary lists, the FTSE final announcement. Null where the provider has none.
• As Of Date: The forecast date the row's figures are as of.
• Calculated At: When the forecast row was produced — the moment its figures became knowable.
• Company / Ticker / ISIN: The security the forecast is about.
• ORTEX Tid / Sid / Cid: The public ORTEX trading-item, security and company ids of that listing, for joining these rows to other ORTEX datasets.
• Market Cap USD: The company's latest market cap.
• Action: The forecast action, e.g. an addition or a deletion.
• Conviction Level / Conviction Probability: How confident the forecast is.
• Impact USD / Impact Shares / Impact ADV: The forecast index-tracker trade.
• Rank / Rank Cutoff: Where the security sits in the provider's ranking and the rank its line is at: the entry rank of an addition, the exit rank of a deletion. Null where the index selects on a band rather than a rank, and on rows without a ranking.
• Move To Line Pct / Crossing Probability: The price move, in per cent, that would put the security on the line by the rank date (positive is a rise), and the chance of that move at its recent volatility. Null when the change is not decided by price.
• Band Hit Rate / Band N: How often forecasts for this index in the same probability band, read the same number of sessions before the announcement, have come true since 2018, and over how many forecasts. Null below 20 forecasts.

Forecast dates

date defaults to today, which returns the latest forecast. It accepts dates from 2022-01-01 to today; the overview's available_as_of_dates lists the forecast dates held for each review.

One row per security

The review's fields repeat on each of its securities' rows, so the response paginates by security and is available as CSV. Group by index_name and effective_date to rebuild one review.

Try it out! You can test the API with the trial key TEST. Simply include it in your request headers; either here, or add the header "Ortex-Api-Key": "TEST" to your http request.

Trial key restrictions: Trial keys may be limited to a specific date range and set of regions. Requests outside the allowed regions or entirely outside the allowed date range are rejected; a date window that partially overlaps the allowed range is trimmed to it, reported in meta.restriction.

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