The Ticker Based Model endpoint is a simplified way to create an Eclipse Model passing in a paired down payload. The endpoint will create both a model and security set from the payload. The model and security set will be created with the same name that is entered for the model. The goal of the endpoint was to have a more simple way to create a model. The arrays Equivalents, Alternatives, TlhSecurities, SecuritySetTlh, TlhSecurityTicker are available but not required for the call.
Validations performed in the endpoint
- Target Percent of Securities
- The total target percent of the securities must equal 100%
- There cannot be any targets set to negative values
- Model Names
- The name will be checked against all existing models to ensure there are no other models with the same name.
- Security Set Names
- The name will be checked against all existing security sets to ensure that there are no other security sets with the same name.
Description of fields in the payload
name(string): The name of the model.description(string, optional): Description of the model.toleranceType(string, optional): Type of tolerance. Option – FixBandtoleranceTypeValue(string, optional): Value of tolerance type.securities(array): Array of securities with their details.ticker(string): Ticker symbol of the security.targetPercent(number): Target percentage of the security.lowerModelTolerancePercent(number): Lower model tolerance percentage.upperModelTolerancePercent(number): Upper model tolerance percentage.minimumTradeAmount(number): Minimum trade amount.minimumInitialBuyDollar(number): Minimum initial buy amount.buyPriority(number): Priority for buying.sellPriority(number): Priority for selling.equivalents(array, optional): Array of equivalent securities with details.ticker(string): Ticker symbol of the equivalent security.equivalentSecurityTicker(string): Ticker symbol of the equivalent security.minTradeAmount(number): Minimum trade amount for the equivalent security.minInitialBuyDollar(number): Minimum initial buy amount for the equivalent security.buyPriority(number): Priority for buying the equivalent security.sellPriority(number): Priority for selling the equivalent security.
alternatives(array, optional): Array of alternative securities with details.ticker(string): Ticker symbol of the alternative security.custodian(string): Custodian of the alternative security.equivalentSecurityTicker(string): Ticker symbol of the equivalent security.relatedType(number): Type of relation. None = 0, Firm = 1relatedTypeId(number): ID of the related type. None then 0, Firm then Eclipse FirmIdtaxableSecurityTicker(string): Ticker symbol of the taxable security.taxableMinTradeAmount(number): Minimum trade amount for the taxable security.taxableMinInitialBuyDollar(number): Minimum initial buy amount for the taxable security.taxDeferredSecurityTicker(string): Ticker symbol of the tax-deferred security.taxDeferredMinTradeAmount(number): Minimum trade amount for the tax-deferred security.taxDeferredMinInitialBuyDollar(number): Minimum initial buy amount for the tax-deferred security.taxExemptSecurityTicker(string): Ticker symbol of the tax-exempt security.taxExemptMinTradeAmount(number): Minimum trade amount for the tax-exempt security.taxExemptMinInitialBuyDollar(number): Minimum initial buy amount for the tax-exempt security.
tlhSecurities(array, optional): Array of securities for tax-loss harvesting.ticker(string): Ticker symbol of the security.custodian(string): Custodian of the security for tax-loss harvesting.- tlhSecurityTicker (string): Ticker symbol of the TLH security.
priority(number): Priority of the security for tax-loss harvesting.isSecuritySetLevel(bool): value describing if the security should be set at the security set level
securitySetTlh(array, optional): Array of securities for security set tax-loss harvesting.ticker(string): Ticker symbol of the security.custodian(string): Custodian of the security for tax-loss harvesting.
tlhSecurityTicker(array, optional): Ticker symbol of the security for tax-loss harvesting.ticker(string): Ticker symbol of the security.custodian(string): Custodian of the security for tax-loss harvesting.- tlhSecurityTicker (string): Ticker symbol of the TLH security.
priority(number): Priority of the security for tax-loss harvesting.
POST api/v2/Model/TickerBasedModel
Example payload
{
"name": "string",
"description": "string",
"toleranceType": 0,
"toleranceTypeValue": 0,
"securities": [
{
"ticker": "string",
"targetPercent": 0,
"lowerModelTolerancePercent": 0,
"upperModelTolerancePercent": 0,
"lowerModelToleranceAmount": 0,
"upperModelToleranceAmount": 0,
"rank": 0,
"minimumTradeAmount": 0,
"minimumInitialBuyDollar": 0,
"buyPriority": 1,
"sellPriority": 1,
"groupEquivalentType": 1,
"groupEquivalent": 0,
"groupEquivalentBuyPriority": 0,
"groupEquivalentSellPriority": 0,
"doNotTlh": true,
"equivalents": [
{
"ticker": "string",
"equivalentSecurityTicker": "string",
"minTradeAmount": 0,
"minInitialBuyDollar": 0,
"buyPriority": 1,
"sellPriority": 1,
"rank": 0,
"doNotTlh": true
}
],
"alternatives": [
{
"ticker": "string",
"custodian": "string",
"equivalentSecurityTicker": "string",
"relatedType": 0,
"relatedTypeId": 0,
"taxableSecurityTicker": "string",
"taxableMinTradeAmount": 0,
"taxableMinInitialBuyDollar": 0,
"taxDeferredSecurityTicker": "string",
"taxDeferredMinTradeAmount": 0,
"taxDeferredMinInitialBuyDollar": 0,
"taxExemptSecurityTicker": "string",
"taxExemptMinTradeAmount": 0,
"taxExemptMinInitialBuyDollar": 0
}
],
"tlhSecurities": [
{
"ticker": "string",
"custodian": "string",
"tlhSecurityTicker": "string",
"priority": 0,
"isSecuritySetLevel": true
}
]
}
],
"securitySetTlh": [
{
"ticker": "string",
"custodian": "string",
"tlhSecurityTicker": "string",
"priority": 0
}
]
}