Parameters for analytics request

withoutPositionData

false

true or false

Run analysis based on only portfolio level data. This is faster, if you do not need position level values.

parameters

Structure to hold more detailed parameters

pfIds

List of longs

List of portfolio ids to analyze

startDate

Start date is defined based on the time periods, if omitted

Date in format yyyy-MM-dd

Start date of the analysis. That is the date since the data is loaded.

endDate

End date is defined based on the time periods, if omitted

Date in format yyyy-MM-dd

End date of the analysis. That is the date till the data is loaded.

includeDrillDownPositions

false

true or false

Whether to load also positions from the portfolios linked to portfolios' securities. Allows drill down, but is quite heavy.

includeOnlyCashAccounts

false

true or false

True = exclude accounts that are marked as non-cash accounts, e.g. accrued fee accounts.

false = include all accounts

paramsSet

List of individual analysis definitions (to be explained in the next section)

Definition of one or many analyses requested.

key

“1”, “2”,…

Any unique string

Key to define an analysis. The key can be used later to reference a result-set of a specific analysis. It is recommended to define a key for each analysis.

timePeriodCodes

E.g. “GIVEN”, “MONTHS-1”, etc.

See the detailed list at Time period codes. Either define “GIVEN” to analyze the whole period or a specific time-period within the given time period.

grouppedByProperties

E.g. [TYPE,SECURITY]

List of types (see the entire list Analytics+ grouping options) to group the analysis by.

groupCode

Allocation group code

Required, if grouppedByProperties == [...,GROUP] or grouppedbyProperties == [...,SECTOR].

includeData

true or false

Whether to include time series data into the result set.

includeChildren

true or false

Whether to include the hierarchy based on the groups into the result set.

calculateContribution

true or false

Whether to calculate contribution figures. Use only if you are interested in those figures.

calculateIrr

true or false

Whether to calculate IRR. Use only if you are interested in IRR figures.

ignoreBrokenPeriods

false

true or false

Whether to exclude values from the analysis where the results do not fully belong to the time period. 

Example: You want to calculate a portfolio TWR for the last 6 months, but the portfolio only existed for the last 3 months. If you set ignoreBrokenPeriods to true, then the result will be null as this configuration will exclude the values which do not fulfill the whole period. If you set ignoreBrokenPeriods to false, then the result will return the TWR.