Time series

Every instrument carries several kinds of time series: end-of-day prices for listed securities, net asset values for funds, interest rates for cash and fixed-income products, and index factors for custom benchmarks. These are the raw numbers the platform reads when it values holdings and computes performance.

The four series kinds

  • Name
    Price
    Type
    equity / ETF / listed
    Description

    End-of-day closing price from the primary exchange, aligned to the reference currency by the day's FX rate where applicable. Always the authoritative valuation for listed instruments.

  • Name
    NetAssetValue
    Type
    fund / private
    Description

    Unit NAV for open-ended funds; the latest published valuation for private-market vehicles. Lower-frequency than prices — quarterly for most private funds.

  • Name
    InterestRate
    Type
    cash / bond
    Description

    Rate used to accrue interest on a cash balance or compute bond returns. Indexed to reference rates (SOFR, €STR, CIBOR) where the instrument definition specifies.

  • Name
    IndexFactor
    Type
    benchmark / custom
    Description

    Factor used to compute returns on a custom benchmark — the hedge the client's IPS compares performance against.

Data model

Each point on a series shares a common shape:

  • Name
    instrument_id
    Type
    string
    Description

    The instrument the point belongs to.

  • Name
    date
    Type
    date
    Description

    The effective date of the observation (not the ingestion timestamp).

  • Name
    value
    Type
    decimal
    Description

    The observed number — price, NAV, rate, factor. Units are implicit per series kind (interest rates in decimal fractions, prices in the instrument's quote currency).

  • Name
    source
    Type
    enum
    Description

    reference, custodian, manual. Tells consumers whether the point came from a reference-data feed, a custodian statement, or an override.

All four series below share the same query parameters: start, end, and cursor. Windowing is inclusive on both ends.

GET/v3/instruments/{id}/prices

Prices

End-of-day closing prices from the primary exchange, aligned to the reference currency by the day's FX rate where applicable. The authoritative valuation series for listed instruments.

Request

GET
/v3/instruments/{id}/prices
curl https://api.aleta.io/v3/instruments/{instrument_id}/prices \
  -H "Authorization: Bearer {token}"
GET/v3/instruments/{id}/net-asset-values

Net asset values

Unit NAVs for open-ended funds and the latest published valuation for private-market vehicles. Typically lower-frequency than prices — monthly for most liquid funds, quarterly for private ones.

Request

GET
/v3/instruments/{id}/net-asset-values
curl https://api.aleta.io/v3/instruments/{instrument_id}/net-asset-values \
  -H "Authorization: Bearer {token}"
GET/v3/instruments/{id}/interest-rates

Interest rates

Rate used to accrue interest on a cash balance or compute bond returns. Indexed to the reference rate the instrument definition specifies.

Request

GET
/v3/instruments/{id}/interest-rates
curl https://api.aleta.io/v3/instruments/{instrument_id}/interest-rates \
  -H "Authorization: Bearer {token}"
GET/v3/instruments/{id}/index-factors

Index factors

Factors used to compute returns on a custom benchmark — the hedge the client's IPS compares performance against.

Request

GET
/v3/instruments/{id}/index-factors
curl https://api.aleta.io/v3/instruments/{instrument_id}/index-factors \
  -H "Authorization: Bearer {token}"