API Reference

Index membership changes

get
https://api.ortex.com/api/v11/enterprise/bulk/indices/changes/

API Enterprise

The announced additions to and deletions from an index, with their effective and announcement dates, the review they belong to and the reason. Omit index for every index your key is entitled to.

Poll it incrementally with since: feed back the largest updatedAt you have stored. A since pull also returns changes withdrawn from the history, with withdrawn true, so you can delete them.

Available Data Points:

  • Index / Action: The index identifier, and add, delete or initial (a member on the first date of the history).
  • Effective Date / Announced Date: When the change applied, and when it was announced.
  • Announced Date Precision: day, month or year: an announcement known only to a month or year is given as its first day.
  • Review / Reason: The review the change belongs to, and why it was made.
  • Name / Ticker At Event: The member's name and ticker when the change was made.
  • Member Key: The member's stable key (family:slug), the same on every date and endpoint.
  • ISIN / SEDOL: The member's identifiers as the sources evidence them; null when unknown.
  • ORTEX Ids: ortexTid, ortexSid and ortexCid on every row, null at each level the member is not linked to ORTEX.
  • Link Status: listing, security, company or unlinked; with the link's confidence.
  • Confidence: How well the sources agree on the change: high, medium or low. Low rows are served.
  • Source Types: The kinds of source the change was reconciled from, each once: indexProvider (the index provider's own notices and lists); regulatoryNews (regulatory news announcements); actuarialNotes (published actuarial and academic records of index changes); press (press reports); fundHoldings (holdings of funds that track the index); listSnapshot (archived public snapshots of the constituent list); vendorData (a commercial reference-data feed); ortex (ORTEX's own records); derived (derived by ORTEX from the other sources (a change implied by another, or set by hand)); other (any other source).
  • Updated At: When ORTEX last changed the row.
  • Withdrawn: True on a change since withdrawn from the history; such rows are served only to a since pull.

Dates

An effective date is the first trading day on which the change applies: an addition's first day in the index, a deletion's first day out. Membership on a date D is every member whose period started on or before D and had not ended on D.

Unlinked members

The history reaches back to the index's launch, before many former members had an ORTEX id. Such a member is served with its names, ticker, ISIN and SEDOL where known, null ORTEX ids and linkStatus unlinked. Join it across dates and endpoints on memberKey.

Access

Each index is licensed separately. Your key reads the indices it is entitled to, as listed with entitled true by /api/v11/enterprise/reference/indices/membership_coverage/. Naming an index you are not entitled to returns 403 addOnRequired; the multi-index feed leaves such indices out.

Licensed per index: The TEST key is not entitled to any index history, so it returns 403 addOnRequired for a named index and no rows from the feed. Use a key entitled to the index (see the membership coverage endpoint).

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Query Params
string

The ORTEX index identifier, e.g. UK100 (FTSE 100) or UK250 (FTSE 250). Matching ignores case. Only indices listed by GET /api/v11/enterprise/reference/indices/membership_coverage/ have a membership history; any other identifier returns 404 indexNotFound. An index your key is not entitled to returns 403 addOnRequired. Omit it for every index your key is entitled to; the others are left out rather than refused.

date

Inclusive earliest date (the effective date, or the announcement date with date_basis=announced). Format: YYYY-MM-DD. Omit it to start at the beginning of the history.

date

Inclusive latest date (the effective date, or the announcement date with date_basis=announced) (defaults to today). Format: YYYY-MM-DD.

date-time

Return only rows whose own timestamp is after this instant, for incremental pulls: updatedAt on snapshot endpoints, publishedAt on content feeds. ISO 8601; a value with no timezone offset is read as UTC. Feed back the largest such timestamp you have already stored. On a snapshot endpoint, when since is supplied and date is not, the response spans every date rather than the default day, so a restated figure for an earlier date reaches you. A value that is not a timestamp returns 400 invalidSince.

string
enum

Only changes of this kind: add (joined the index), delete (left it) or initial (a member on the first date of the history, which is not an announced change). Omit it for all three. Any other value returns 400 invalidSelection.

Allowed:
string
enum
Defaults to effective

Which date from_date and to_date filter on: effective (default), the first trading day the change applies, or announced, the day it was announced. A change with no known announcement date falls outside every announced window. Any other value returns 400 invalidSelection.

Allowed:
integer

Page number within the paginated result set. Must be >= 1. Defaults to 1.

integer

Number of rows per page. The default and the maximum allowed depend on the API tier; a value above the tier maximum is rejected with 400 invalidPageSize.

string
enum
Defaults to json

Response format. "json" (default) or "csv".

Allowed:
Headers
string
enum
Defaults to application/json

Generated from available response content types

Allowed:
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Updated about 13 hours ago

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Updated about 13 hours ago

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