The Portfolio Query API allows you to make dynamic portfolio query requests without referencing an Addepar view ID. The interface is useful for portfolio integrations that allow end-users to adjust Addepar attribute such as Time Weighted Return.
Analysis View Configuration (In-App)
Resource Overview
The Portfolio Query API returns a resource object described by the below attributes and will appear in successful POST responses. A meta-object will also be returned in the response detailing the columns and groupings used in the query.
| Attribute | Description | Example |
|---|---|---|
total | The total portfolio value for each column attribute. Object.null column values are not included. | { "name": "Total", "columns": { "time_weighted_return": 0.014858065416061494, "value": 4.394550141172772E8} |
children | The grouping level values of the query. Includes a value for each column and grouping attribute. Array of Objects. | { "name": "Cash & Cash Equivalent", "grouping": "asset_class", "columns": { "time_weighted_return": -0.059294573135900364, "value": 1.1442715559999999E7} |
Parameters
Required Parameters:
| Parameter | Description | Example |
|---|---|---|
columns | List of column attribute keys with optional arguments. Array of Objects. Omitted arguments will use default values. See Attributes to discover supported attributes. See Arguments to discover supported attribute arguments. | [{"key": "time_weighted_return"}] |
groupings | List of grouping attribute keys with optional arguments. Array of Objects. Omitted arguments will use default values. See Attributes to discover supported attributes. See Arguments to discover supported attribute arguments. | [{"key": "asset_class"}] |
start_date | The start date of the time period of portfolio data. String. "YYYY-MM-DD" | "2011-12-31" |
end_date | The end date of the time period of portfolio data. String. “YYYY-MM-DD” | "2013-01-15" |
portfolio_type | The type of portfolio. String. Supported Values: - FIRM- GROUP- ENTITY- FIRM_ACCOUNTS- FIRM_UNVERIFIED_ACCOUNTS | "ENTITY" |
portfolio_id or external_ids See below. | The ID of a portfolio configured in Addepar. Number or [Number]. A portfolio can be either an entity (i.e. a client, account, legal entity etc.) or a group of entities. If the portfolio_type is FIRM, the portfolio_id must be 1 | 7[22, 24] |
external_ids | The external ID of a portfolio configured in Addepar. [String]. See External IDs (Beta) to learn more about External IDs. | [{ "external_type_key": "salesforce", "external_id": "example_salesforce_id" }] |
Query Portfolio Data
The Portfolio Query Builder can be used to convert an analysis view table into a Portfolio Query API request body.
Returns portfolio data based on the given query parameters.
POST /v1/portfolio/query
Example:
POST https://examplefirm.addepar.com/api/v1/portfolio/query
{
"data": {
"type": "portfolio_query",
"attributes": {
"columns": [
{"key": "time_weighted_return"}
],
"groupings": [
{"key": "asset_class"}
],
"portfolio_type": "ENTITY",
"portfolio_id": [329263, 259910],
"start_date": "2018-06-30",
"end_date": "2018-09-30"
}
}
}
HTTP/1.1 200
{
"meta":{
"columns":[
{
"key":"time_weighted_return",
"display_name":"TWR (USD)",
"output_type":"Percent",
"currency":"USD"
}
],
"groupings":[
{
"key":"asset_class",
"display_name":"Asset Class"
}
]
},
"data":{
"type":"portfolio_views",
"attributes":{
"total":{
"name":"Total",
"columns":{
"time_weighted_return":0.023992155163590434
},
"children":[
{
"name":"Cash & Cash Equivalent",
"grouping":"asset_class",
"columns":{
"time_weighted_return":-0.002332896014161534
},
"children":[
]
},
{
"name":"Equity",
"grouping":"asset_class",
"columns":{
"time_weighted_return":0.09047133778274707
},
"children":[
]
},
{
"name":"Fixed Income",
"grouping":"asset_class",
"columns":{
"time_weighted_return":5.433985661802421E-4
},
"children":[
]
},
{
"name":"Hedge Fund",
"grouping":"asset_class",
"columns":{
"time_weighted_return":0.0
},
"children":[
]
},
{
"name":"Private Equity",
"grouping":"asset_class",
"columns":{
"time_weighted_return":-9.164759058766236E-5
},
"children":[
]
},
{
"name":"Alternative",
"grouping":"asset_class",
"columns":{
"time_weighted_return":null
},
"children":[
]
},
{
"name":"Real Assets",
"grouping":"asset_class",
"columns":{
"time_weighted_return":0.0
},
"children":[
]
},
{
"name":"Unknown",
"grouping":"asset_class",
"columns":{
"time_weighted_return":null
},
"children":[
]
}
]
}
}
},
"included":[
]
}
Response Codes:
200 OK: Success400 Bad Request: Improperly formatted query or lacking necessary data permissions403 Forbidden: User lacks API permission or has not granted the appropriate scope
Optional Parameters:
| Parameter | Description | Example |
|---|---|---|
filters | A portfolio query filter may be attached to a portfolio query to filter rows from the result. Array of Objects. To learn more, reference the Filter Object section below. | [{"attribute": "asset_class", "type": "discrete", "operator": "include", "values": ["Equity", "Fixed Income"]} |
hide_previous_holdings | Set to true to exclude holdings not held at end of current period. Boolean. (default: false) | false |
group_by_historical_values | Set to true to include previous values when grouping on a time varying attribute. Boolean. (default: false) | true |
group_by_multiple_attribute_values | Set to true to breakout groupings by each value in an attribute with multiple values. Boolean. (default: false) | false |
look_through_composite_securities | Set to true to look through components of composite securities (eg. funds). Boolean. (default: false) | false |
display_account_fees | Set to true to show account fees. Boolean. (default: false) | false |
Example:
POST https://examplefirm.addepar.com/api/v1/portfolio/query
{
"data":{
"type":"portfolio_query",
"attributes":{
"columns":[
{
"key":"value"
}
],
"groupings":[
"asset_class"
],
"portfolio_type":"FIRM",
"portfolio_id":1,
"start_date":"2020-02-01",
"end_date":"2020-06-01",
"hide_previous_holdings":true,
"group_by_multiple_attribute_values":true
}
}
}
HTTP/1.1 200
{
"meta":{
"columns":[
{
"key":"value",
"display_name":"Value (USD)",
"output_type":"Number",
"currency":"USD"
}
],
"groupings":[
{
"key":"asset_class",
"display_name":"Asset Class"
}
]
},
"data":{
"type":"portfolio_views",
"attributes":{
"total":{
"name":"Total",
"columns":{
"value":4.371024413999725E8
},
"children":[
{
"name":"Cash & Cash Equivalent",
"grouping":"asset_class",
"columns":{
"value":1.1442713893333333E7
},
"children":[
]
},
{
"name":"Equity",
"grouping":"asset_class",
"columns":{
"value":2.5993525600627503E8
},
"children":[
]
},
{
"name":"Fixed Income",
"grouping":"asset_class",
"columns":{
"value":4.555629874790781E7
},
"children":[
]
},
{
"name":"Derivative",
"grouping":"asset_class",
"columns":{
"value":9548725.0
},
"children":[
]
},
{
"name":"Hedge Fund",
"grouping":"asset_class",
"columns":{
"value":4.175902058892848E7
},
"children":[
]
},
{
"name":"Private Equity",
"grouping":"asset_class",
"columns":{
"value":6411993.603527796
},
"children":[
]
},
{
"name":"Alternative",
"grouping":"asset_class",
"columns":{
"value":1.0651418879999999E7
},
"children":[
]
},
{
"name":"Real Assets",
"grouping":"asset_class",
"columns":{
"value":219414.12
},
"children":[
]
},
{
"name":"Unknown",
"grouping":"asset_class",
"columns":{
"value":5.157760056E7
},
"children":[
]
}
]
}
}
},
"included":[
]
}
Note
The below attributes are currently unsupported:
- Allocation Deviation
- Allocation Deviation (%)
- Benchmark
- Benchmark (Rollup)
- Target Allocation
- Benchmark (Rollup)
- Target Allocation Range
Filter Object
Filters are used in Analysis Views to filter data. For example, to see only equities, you can filter by asset class.
Analysis View Filters (In-App)
Note
Date Filters are not currently supported.
Filter Parameters
| Parameter | Description | Example |
|---|---|---|
attribute | The instance of the portfolio query attribute to be filtered on. String. | "asset_class" |
type | Specifies the type of filter to be applied, which is based on the output type of the attribute. String. Supported Values: - discrete- number | "discrete" |
operator | Specifies the operation of the filter. String. Supported Values ( discrete):- include- excludeSupported Values ( number):- range- rank | "include" |
values | List of String values to include or exclude. [String] | ["Equity", "Fixed Income"] |
ranges | List of to / from pairs. Required for type: number, operator: range | [{"from": 0.01, "to": 10000}, {"from": -10000, "to": -0.01}] |
rank_order | Returns either the top or bottom results of the rank filter operation. String. Required for type: number, operator: rankSupported Values: - top- bottom | "top" |
rank_value | The # of values to return in the rank filter operation. Number. Required for type: number, operator: rank | 10 |
grouping_attribute | Narrow the data according to the values of aggregated positions. String. Optional for number. | "asset_class" |
unassigned_account_fees | Set to include or exclude unassigned account fees. Boolean. Fees are “unassigned” when the results do not include the asset they’re associated with. Optional for discrete. Default is true for inclusion filters, false for exclusion. | true |
Example:
POST https://examplefirm.addepar.com/api/v1/portfolio/query
{
"data":{
"type":"portfolio_query",
"attributes":{
"columns":[
{
"key":"cost_basis"
}
],
"groupings":[
{
"key":"holding_account"
}
],
"filters":[
{
"attribute":"asset_class",
"type":"discrete",
"operator":"include",
"values":[
"Equity",
"Fixed Income"
]
},
{
"attribute":{
"key":"investment_type"
},
"type":"discrete",
"operator":"exclude",
"values":[
"Hedge Fund"
]
}
],
"portfolio_type":"GROUP",
"portfolio_id":9559,
"start_date":"2018-06-30",
"end_date":"2018-09-30"
}
}
}
HTTP/1.1 200
{
"meta": {
"columns": [
{
"key": "cost_basis",
"display_name": "Original Cost Basis (USD)",
"output_type": "Number",
"currency": "USD"
}
],
"groupings": [
{
"key": "holding_account",
"display_name": "Holding Account"
}
]
},
"data": {
"type": "portfolio_views",
"attributes": {
"total": {
"name": "Total",
"columns": {
"cost_basis": 2.1105883993468016E7
},
"children": [
{
"entity_id": 2260636,
"name": "Adam Smith IRA (786581)",
"grouping": "holding_account",
"columns": {
"cost_basis": 1255000.0
},
"children": [
{
"entity_id": 2260640,
"name": "Pershing (DMA 859658)",
"grouping": "holding_account",
"columns": {
"cost_basis": 690000.0
},
"children": []
},
{
"name": "Directly Owned",
"grouping": "holding_account",
"columns": {
"cost_basis": 565000.0
},
"children": []
}
]
},
{
"entity_id": 259885,
"name": "Manager A",
"grouping": "holding_account",
"columns": {
"cost_basis": 4516070.2846626425
},
"children": [
{
"entity_id": 259825,
"name": "DJIA ETF 90",
"grouping": "holding_account",
"columns": {
"cost_basis": 367853.25000000006
},
"children": []
},
{
"name": "Directly Owned",
"grouping": "holding_account",
"columns": {
"cost_basis": 4148217.034662644
},
"children": []
}
]
},
{
"entity_id": 260654,
"name": "Manager C",
"grouping": "holding_account",
"columns": {
"cost_basis": 3021140.808805371
},
"children": []
},
{
"entity_id": 259875,
"name": "Manager I",
"grouping": "holding_account",
"columns": {
"cost_basis": 679996.67
},
"children": []
},
{
"entity_id": 260737,
"name": "Manager K",
"grouping": "holding_account",
"columns": {
"cost_basis": 1283492.04
},
"children": []
},
{
"entity_id": 260740,
"name": "Manager M",
"grouping": "holding_account",
"columns": {
"cost_basis": 2379993.2
},
"children": []
},
{
"entity_id": 2260638,
"name": "Southern Trust Fixed Income SMA (600551984)",
"grouping": "holding_account",
"columns": {
"cost_basis": 7970190.99
},
"children": []
}
]
}
}
},
"included": []
}
Arguments
Addepar uses arguments or parameters to modify the settings of a calculation. Some examples are Currency and Adjusted Value for the Value attribute.
Adjusted Value (In-App)
Example:
POST https://examplefirm.addepar.com/api/v1/portfolio/query
{
"data":{
"type":"portfolio_query",
"attributes":{
"columns":[
{
"key":"value",
"arguments":{
"adjusted":true
}
}
],
"groupings":[
"asset_class"
],
"portfolio_type":"FIRM",
"portfolio_id":1,
"start_date":"2020-02-01",
"end_date":"2020-06-01"
}
}
}
HTTP/1.1 200
{
"meta":{
"columns":[
{
"key":"value",
"display_name":"Adjusted Value (USD)",
"output_type":"Number",
"currency":"USD"
}
],
"groupings":[
{
"key":"asset_class",
"display_name":"Asset Class"
}
]
},
"data":{
"type":"portfolio_views",
"attributes":{
"total":{
"name":"Total",
"columns":{
"value":4.5070496789997244E8
},
"children":[
{
"name":"Cash & Cash Equivalent",
"grouping":"asset_class",
"columns":{
"value":1.1442713893333333E7
},
"children":[
]
},
{
"name":"Equity",
"grouping":"asset_class",
"columns":{
"value":2.63985255006275E8
},
"children":[
]
},
{
"name":"U.S. Equity",
"grouping":"asset_class",
"columns":{
"value":0.0
},
"children":[
]
},
{
"name":"Fixed Income",
"grouping":"asset_class",
"columns":{
"value":4.555629874790781E7
},
"children":[
]
},
{
"name":"Derivative",
"grouping":"asset_class",
"columns":{
"value":9548725.0
},
"children":[
]
},
{
"name":"Hedge Fund",
"grouping":"asset_class",
"columns":{
"value":4.114859252892848E7
},
"children":[
]
},
{
"name":"Private Equity",
"grouping":"asset_class",
"columns":{
"value":5802100.663527796
},
"children":[
]
},
{
"name":"Alternative",
"grouping":"asset_class",
"columns":{
"value":2.1890773380000003E7
},
"children":[
]
},
{
"name":"Real Assets",
"grouping":"asset_class",
"columns":{
"value":219414.12
},
"children":[
]
},
{
"name":"Unknown",
"grouping":"asset_class",
"columns":{
"value":5.111109456E7
},
"children":[
]
}
]
}
}
},
"included":[
]
}
Time Arguments
Configuration options that are available for single time_point or multiple time period, time-dependent attributes, such as TWR.
Time Point Argument Parameters:
Time-Point Arguments (In-App)
| Parameter | Description | Example |
|---|---|---|
| current (default) | Current Time Point. | "time_point": "current" |
| P later (<rounding_type>) | Future Time Point. | "time_point": "P2M later (exact)" |
| inception | Inception Time Point. | "time_point": "inception" |
| Not supported | Performance Time Point. | N/A |
| P ago (<rounding_type>) | Relative Time Point. | "time_point": "P1Q ago (ceiling)" |
| starting | Starting Time Point. | "time_point": "starting" |
| <date:YYYY-MM-DD> | Static Time Point. | "time_point": "2019-12-31" |
| P inception (<rounding_type>) | Time Point From Inception. | "time_point": "P3Y inception (floor)" |
Interval & Rounding Legend:
Rounding Values (In-App)
Intervals (In-App)
interval values
- D (Days)
- K (Weekdays)
- W (Weeks)
- M (Months)
- Q (Quarters)
- Y (Years)
If omitted, uses defaults.
rounding_types values
- floor (Start)
- exact (Exact)
- ceiling (End)
Example:
POST https://examplefirm.addepar.com/api/v1/portfolio/query
{
"data":{
"type":"portfolio_query",
"attributes":{
"columns":[
{
"key":"value",
"arguments":{
"adjusted":true,
"time_point":"2019-12-31"
}
}
],
"groupings":[
{
"key":"asset_class"
}
],
"portfolio_type":"firm",
"portfolio_id":1,
"start_date":"2018-06-30",
"end_date":"2020-07-01"
}
}
}
HTTP/1.1 200
{
"meta":{
"columns":[
{
"key":"value",
"display_name":"Adjusted Value (12/31/2019, USD)",
"output_type":"Number",
"currency":"USD"
}
],
"groupings":[
{
"key":"asset_class",
"display_name":"Asset Class"
}
]
},
"data":{
"type":"portfolio_views",
"attributes":{
"total":{
"name":"Total",
"columns":{
"value":4.519257871178911E8
},
"children":[
{
"name":"Cash & Cash Equivalent",
"grouping":"asset_class",
"columns":{
"value":1.212095901E7
},
"children":[
]
},
{
"name":"Equity",
"grouping":"asset_class",
"columns":{
"value":2.6726534756527504E8
},
"children":[
]
},
{
"name":"U.S. Equity",
"grouping":"asset_class",
"columns":{
"value":0.0
},
"children":[
]
},
{
"name":"Fixed Income",
"grouping":"asset_class",
"columns":{
"value":4.367422731923816E7
},
"children":[
]
},
{
"name":"Derivative",
"grouping":"asset_class",
"columns":{
"value":8647625.0
},
"children":[
]
},
{
"name":"Hedge Fund",
"grouping":"asset_class",
"columns":{
"value":4.114859252892848E7
},
"children":[
]
},
{
"name":"Private Equity",
"grouping":"asset_class",
"columns":{
"value":5857038.349449425
},
"children":[
]
},
{
"name":"Alternative",
"grouping":"asset_class",
"columns":{
"value":2.189076738E7
},
"children":[
]
},
{
"name":"Real Assets",
"grouping":"asset_class",
"columns":{
"value":210135.405
},
"children":[
]
},
{
"name":"Unknown",
"grouping":"asset_class",
"columns":{
"value":5.111109456E7
},
"children":[
]
}
]
}
}
},
"included":[
]
}
Time Period Argument Parameters:
Time Period (In-App)
| Parameter | Description | Example |
|---|---|---|
| current (default) | Current Time Period. | "period": "current" |
| <time_point> to <time_point> | Custom Time Period. | "period": "P2M ago (exact) to 2020-06-30" |
| inception to start | Inception to Current Start Date. | "period": "inception to start" |
| relative P | Relative Time Period. | "period": "relative P5Y" |
| since inception | Since Inception Time Period. | "period": "since inception" |
| <date:YYYY-MM-DD> to <date:YYYY-MM-DD> | Static Time Period. | "period": "2019-12-31 to 2020-03-31" |
| trailing P | Trailing Time Period. | "period": "trailing P5Y" |
Interval & Rounding Legend:
interval values
- D (Days)
- K (Weekdays)
- W (Weeks)
- M (Months)
- Q (Quarters)
- Y (Years)
If omitted, uses defaults.
rounding_types values
- floor (Start)
- exact (Exact)
- ceiling (End)
time_point values
- Any formulation of time point arguments above.
Example:
POST https://examplefirm.addepar.com/api/v1/portfolio/query
{
"data":{
"type":"portfolio_query",
"attributes":{
"columns":[
{
"key":"time_weighted_return",
"arguments":{
"period":"trailing P5Y"
}
}
],
"groupings":[
{
"key":"asset_class"
}
],
"portfolio_type":"FIRM",
"portfolio_id":1,
"start_date":"2018-06-30",
"end_date":"2018-09-30"
}
}
}
HTTP/1.1 200
{
"meta":{
"columns":[
{
"key":"time_weighted_return",
"display_name":"5 Yr. TWR (USD)",
"output_type":"Percent",
"currency":"USD"
}
],
"groupings":[
{
"key":"asset_class",
"display_name":"Asset Class"
}
]
},
"data":{
"type":"portfolio_views",
"attributes":{
"total":{
"name":"Total",
"columns":{
"time_weighted_return":0.6001516639410265
},
"children":[
{
"name":"Cash & Cash Equivalent",
"grouping":"asset_class",
"columns":{
"time_weighted_return":-0.09253003508289892
},
"children":[
]
},
{
"name":"Equity",
"grouping":"asset_class",
"columns":{
"time_weighted_return":0.09482032818914576
},
"children":[
]
},
{
"name":"U.S. Equity",
"grouping":"asset_class",
"columns":{
"time_weighted_return":0.010000000000000009
},
"children":[
]
},
{
"name":"Fixed Income",
"grouping":"asset_class",
"columns":{
"time_weighted_return":-0.035795553494806676
},
"children":[
]
},
{
"name":"Derivative",
"grouping":"asset_class",
"columns":{
"time_weighted_return":2.325451087920276
},
"children":[
]
},
{
"name":"Hedge Fund",
"grouping":"asset_class",
"columns":{
"time_weighted_return":-0.16028249805399108
},
"children":[
]
},
{
"name":"Private Equity",
"grouping":"asset_class",
"columns":{
"time_weighted_return":0.1584577889571086
},
"children":[
]
},
{
"name":"Alternative",
"grouping":"asset_class",
"columns":{
"time_weighted_return":1.8333800108804938
},
"children":[
]
},
{
"name":"Real Assets",
"grouping":"asset_class",
"columns":{
"time_weighted_return":-0.23312214337687043
},
"children":[
]
},
{
"name":"Unknown",
"grouping":"asset_class",
"columns":{
"time_weighted_return":745.1347086793872
},
"children":[
]
}
]
}
}
},
"included":[
]
}
Updated 10 months ago
What's Next
| API Explorer: Portfolio Query |