BDL Emerging Markets Sentiment API details

Overview

The Acuris Equity Signals Emerging Markets API gives you live push of Indicator event messages. These messages are an effective and uncorrelated alpha signal for stocks based on systematically evaluating trade ideas, earnings cycle data, and our insight into contributor and idea performance.

The indicators event includes information like: 

  • Instrument details 
  • Indicator value 
  • Alpha components values 
  • Idea volume 

The API supports a wide set of “as-at” mapping identifiers, allowing you to use the data with confidence in your quantitative models. 

Details
Coverage
Global
Archive size
170,000 ideas
Archive history
Since 2018
Information source
Equities brokers, dealers, IRPs
Content type
Equity Trade Signals
Delivery protocol
REST/HTTPS, PULL
Authentication type
Token authentication
Response format
JSON
Update frequency
Real time publishing
Point in time
Yes

Frequently asked questions

When did Acuris Equity Signals Emerging Markets go live?

Emerging Markets Sentiment went live on January 8, 2021

Q. Which countries are included in Emerging Markets Signal?

The signal covers all 24 countries in the MSCI Emerging Markets Index plus four ‘frontier market’ countries: Argentina, Cyprus, Kazakhstan, and Saudi Arabia.

Why have we chosen HTTP Long Polling and event sourcing as our distribution API?

Previously this was not the case and our first version was an actual push rather than a logical push. Our learning from this was that most clients preferred to have as much control as possible. Long polling with a consistent event numbering achieves this and gives a good tradeoff between latency and simplicity.

You own the checkpoint, giving you the freedom to replay events at any time, bootstrap new systems without depending on us, and removes the need for reconciliation processes. 

You can also upgrade your clients without depending on us to update any configuration – you don’t have to give us access to your systems making them more secure. 

How do we ensure that it goes out to all buy-sides at same time?

Open long poll connections are all treated equally, so when a new event is received it is pushed to all open connections. Whilst there can be small differences on individual messages, on average delays will be equally distributed across clients. 

What is the uptime/availability of your system?

In the last 6 months we had more than four nines availability outside of scheduled maintenance windows (which are always outside trading hours). 

Where is the API hosted?

We run in two DCs in London (Equinix and Digital Realty).