Accessing series via API call

DataMiner and API
1

Hi all,

fetching OHLC data for individual tickers from portfolio123 using the api kit is easy. However, how can I access the same data for a series like $SP500 or $VIX. I tried both ‘$VIX’ and ‘VIX’ but both are not found. Can anybody tell me out with that?

In addition, is it possible to export a custom aggregate series? If so, what is the approach for that one?

Kind regards,

Florian

2

Hi Florian,

I think the api /data endpoint may do what you want. You may be limited to specifying IBM/MSFT/INTC for tickers - but that data is don’t care anyway.

Try entering a formula for VIX via the endpoint. I haven’t tried it yet, but the below DataMiner config works and I suspect it uses the /data endpoint. I’ll work up a quick test. BTW SP500netAD is an Aggregate Series.

Main:
Operation: Data
On Error: Stop

Default Settings:
PIT Method: Prelim
Start Date: 2025-05-30
End Date: 2025-10-30
Frequency: 1Week
Include Names: true
Tickers: IBM

Formulas:

  • VIX: Close(0,$VIX)
  • SP500: Close(0,$SP500)
  • SP500netAD: Close(0,GetSeries("SP500netAD"))
3

Update: I've successfully retrieved VIX and S&P 500 return data, but weekly updates are the most frequent option available. However, the Aggregate Series isn't functioning as expected and requires further attention.

4

Thanks Walter. I wait for P123 team for another solution / suggestion.