The Account History Performance resource provide access to various historical metrics which you can use to measure aggregate performance of a client or account.
Performance is only calculated on days where the market is open, and is calculated during end of day processing.
Note that metrics provided by this resource relating to unrealized PnL and returns already incorporate the following attributes into the calculations:
- Costs to open, maintain, and close the account/client's positions
- Currency Conversion PnL, from each position's currency to the destination account/client currency
- Income generated by corporate actions the client/account
If calculating these PnL and unrealized return fields yourself, consider these attributes to provide an accurate representation.
Endpoints
| Name | Path | Response | Use case |
|---|---|---|---|
Performance Timeseries | /hist/v4/performance/timeseries | Timeseries containing client/account-wide historical performance metrics, such as account/client accumulated return, balances, value, PnL. | Commonly provides data points for to render graphs & charts representing the requesting entity's performance. |
| Performance Summary | /hist/v4/performance/summary | Summarized metrics specifying high level metrics on the client/account's trading habits, top traded instruments, trades per date, amount of win/loss trades, and more. | Commonly used to to showcase a summary of the requesting entity's historical trading metrics. |
As each endpoint belonging to this resource provides a broad set of datasets, FieldGroups filters can be utilized to reduce response body size, to provide only the metrics that will be used. See each endpoint's query parameters in the reference documentation for specific information.
For performance of specific closed trades and positions, see the Client Services resources available.
Example Scenario and Response
As a Client, I want to view my overall performance over time, so I make a request to the "Get account performance" endpoint, defining a date range of the past 9 days. I only want data related to my daily accumulated return, and the combined value of the accounts my client owns.
So I will make a requesting using my ClientKey, and FieldGroups "TimeWeighted_Accumulated" and "Balance_AccountValue" as query parameters. I therefore also expect all values to be returned as converted from specific account currencies in my Client's default currency.
GET /hist/v4/performance/timeseries?ClientKey={YourClientKey}&FromDate=2022-05-08&ToDate=2022-05-17&FieldGroups=TimeWeighted_Accumulated,Balance_AccountValue
200 OK
{
"Balance": {
"AccountBalance": [],
"AccountValue": [
{
"Date": "2022-05-09",
"Value": 584.38769
},
{
"Date": "2022-05-10",
"Value": 587.34533
},
{
"Date": "2022-05-11",
"Value": 604.7866
},
{
"Date": "2022-05-12",
"Value": 604.24778
},
{
"Date": "2022-05-13",
"Value": 602.52531
},
{
"Date": "2022-05-16",
"Value": 609.04489
},
{
"Date": "2022-05-17",
"Value": 627.3202
}
],
"CashTransfer": [],
"MonthlyProfitLoss": [],
"SecurityTransfer": [],
"YearlyProfitLoss": []
},
"Benchmark": [],
"TimeWeighted": {
"Accumulated": [
{
"Date": "2022-05-09",
"Value": -0.040722987711162964
},
{
"Date": "2022-05-10",
"Value": -0.03586799827319934
},
{
"Date": "2022-05-11",
"Value": -0.007238015707818947
},
{
"Date": "2022-05-12",
"Value": -0.00812249299679379
},
{
"Date": "2022-05-13",
"Value": -0.010949941116649212
},
{
"Date": "2022-05-16",
"Value": -0.000247999014176013
},
{
"Date": "2022-05-17",
"Value": 0.02975106680367567
}
],
"MonthlyReturn": [],
"YearlyReturn": []
}
}
I also want to access some of the summary key metrics of my most active account in a longer, 100 day period. Specifically, the data provided by the field groups "TradeSummary
GET /hist/v4/performance/timeseries?ClientKey={ClientKey}&FromDate=2022-05-08&ToDate=2022-05-17&FieldGroups=TradeSummary
200 OK
{
"From": "2022-02-09",
"InceptionDay": "2015-03-03",
"LastTradeDay": "2022-05-19",
"Thru": "2022-05-19",
"TotalCashBalance": 0,
"TotalOpenPositionsValue": 0,
"TradeSummary": {
"Allocation": {
"TradesPerAssetType": {
"ClosedTradesAllocations": [
{
"AssetClassType": "Equity",
"ReturnAttribution": -1,
"TradeCount": 10,
"TradePercent": 1
}
]
},
"TradesPerInstrument": {
"ClosedTradesAllocations": [
{
"AssetType": "CfdOnStock",
"InstrumentDescription": "Japan 225",
"InstrumentSymbol": "JP225.I",
"InstrumentUic": 1405,
"ReturnAttribution": -0.011337362455153436,
"TradeCount": 4,
"TradePercent": 0.4
},
{
"AssetType": "Stock",
"InstrumentDescription": "Land Securities Group Plc REIT",
"InstrumentSymbol": "LAND:xlon",
"InstrumentUic": 858,
"ReturnAttribution": -1,
"TradeCount": 3,
"TradePercent": 0.3
},
{
"AssetType": "StockIndexOption",
"InstrumentDescription": "Twitter Inc. Mar2022 39 C",
"InstrumentSymbol": "TWTR/25H22C39:xcbf",
"InstrumentUic": 27239889,
"ReturnAttribution": 0,
"TradeCount": 1,
"TradePercent": 0.1
},
{
"AssetType": "StockIndexOption",
"InstrumentDescription": "Twitter Inc. Mar2022 38.5 P",
"InstrumentSymbol": "TWTR/25H22P38.5:xcbf",
"InstrumentUic": 27885341,
"ReturnAttribution": 0,
"TradeCount": 1,
"TradePercent": 0.1
},
{
"AssetType": "CfdOnStock",
"InstrumentDescription": "AbbVie Inc.",
"InstrumentSymbol": "ABBV:xnys",
"InstrumentUic": 1706153,
"ReturnAttribution": 0.3863967678025021,
"TradeCount": 1,
"TradePercent": 0.1
}
]
}
},
"AverageTradeDurationInMinutes": 24219,
"AverageTradesPerWeek": 0.7070707070707071,
"NumberOfDaysTraded": 2635,
"NumberOfLongTrades": 10,
"NumberOfShortTrades": 0,
"TopTradedInstruments": [
"JP225.I",
"LAND:xlon",
"TWTR/25H22C39:xcbf",
"TWTR/25H22P38.5:xcbf",
"ABBV:xnys"
],
"TradeActivity": {
"TradesPerDay": [
{
"Date": "2022-03-25",
"TradeCount": 4
},
{
"Date": "2022-04-04",
"TradeCount": 1
},
{
"Date": "2022-04-05",
"TradeCount": 1
},
{
"Date": "2022-04-19",
"TradeCount": 1
},
{
"Date": "2022-05-04",
"TradeCount": 2
},
{
"Date": "2022-05-05",
"TradeCount": 1
}
]
},
"TradedInstruments": [
"Stock",
"CfdOnStock",
"StockIndexOption"
],
"TradesTotalCount": 10,
"TradesWonCount": 3
}
}