Composite Securities

Composite securities are investments made up of underlying "constituent" securities, such as ETFs, mutual funds, and benchmarks. Use this API to get, create, and delete constituent weights in Addepar. You can also use the Constituent Attributes API to manage attribute values on constituents.


Base route	`/v1/composite_securities`
Endpoints	GET `/v1/composite_securities/:id/:constituentId`
	POST `/v1/composite_securities/import`
	DELETE `/v1/composite_securities/:id/:date`
Produces	JSON
Pagination	Yes
Application permissions required	"API Access: Create, edit, and delete"
OAuth scopes	GET `COMPOSITE_SECURITIES_READ`
	POST and DELETE `COMPOSITE_SECURITIES_WRITE`

🔒 Access requirements

"API Access: Create, edit, and delete" permission is required. Use COMPOSITE_SECURITIES_READ for GET operations and COMPOSITE_SECURITIES_WRITE for POST and DELETE operations.

ℹ️ Addepar currently only supports constituent data for ETFs. This will expand to more investment types over time.

Resource overview

Attribute	Description
`date`	The date of the composite security's constituent weights. String. Required. Example: `"2024-01-01"`
`constituents`	A list of objects forming the composite security's constituents for the specified date. Array. Required. See constituent object below.

Constituent object

Attribute	Description
`entityId`	The constituent security entity, identified by its Entity ID. Number. Required. Example: `199`
`percentage`	The constituent security's weight. Number. Required. Example: `0.42`

Get constituent weight

Returns a constituent's weight data from within a composite security. Only one constituent can be retrieved per request. If you do not provide a start or end date, all weights are returned.

GET /v1/composite_securities/:id/:constituentId

🔑 Authentication

All requests require a base64-encoded API key pair:
Authorization: Basic {base64(key_id:key_secret)}
See Access & Authentication for setup.

Query parameters:

Parameter	Description
`startDate`	The start date for constituent data. String. Optional.
`endDate`	The end date for constituent data. String. Optional.

curl -X GET "https://{firm}.addepar.com/api/v1/composite_securities/58/199?startDate=2024-01-01" \
  -H "Authorization: Basic {credentials}" \
  -H "Addepar-Firm: 1" \
  -H "Accept: application/vnd.api+json"

HTTP/1.1 200

{
  "data": {
    "id": "58",
    "type": "constituent_values",
    "attributes": {
      "values": [
        {
          "2024-01-01": 0.42
        },
        {
          "2024-01-02": 0.45
        }
      ]
    }
  },
  "included": []
}

Response codes:

200 OK -- Success
400 Bad Request -- Invalid query parameters or IDs do not refer to valid entities
404 Not Found -- Composite Security ID or Constituent ID not found

Create constituent weight

Adds new constituent weight data to a composite security on a specific date.

POST /v1/composite_securities/import

curl -X POST "https://{firm}.addepar.com/api/v1/composite_securities/import" \
  -H "Authorization: Basic {credentials}" \
  -H "Addepar-Firm: 1" \
  -H "Content-Type: application/vnd.api+json" \
  -H "Accept: application/vnd.api+json" \
  -d '{
    "data": {
      "type": "composite_security",
      "id": "58",
      "attributes": {
        "date": "2024-01-01",
        "constituents": [
          {
            "entityId": 199,
            "percentage": 0.42
          },
          {
            "entityId": 200,
            "percentage": 0.58
          }
        ]
      }
    }
  }'

HTTP/1.1 201

{
  "data": {
    "id": "58",
    "type": "composite_security",
    "attributes": {
      "date": "2024-01-01",
      "constituents": [
        {
          "entityId": 199,
          "percentage": 0.42
        },
        {
          "entityId": 200,
          "percentage": 0.58
        }
      ]
    }
  },
  "included": []
}

Response codes:

201 Created -- Success
400 Bad Request -- Composite Security ID is found in the constituent list, IDs do not refer to valid entities, or duplicate Constituent ID

Delete constituent weight

Removes all constituent weight data from a composite security on a specific date.

DELETE /v1/composite_securities/:id/:date

curl -X DELETE "https://{firm}.addepar.com/api/v1/composite_securities/58/2024-01-01" \
  -H "Authorization: Basic {credentials}" \
  -H "Addepar-Firm: 1"

HTTP/1.1 204

Response codes:

204 No Content -- Success

📘 Related resources

Constituent Attributes | Benchmarks | Portfolio Query