Liquidity

You can now query the liquidity of portfolios and economic groups: how much of the market value can be converted into cash in each time range. This view helps you plan redemptions and analyze liquidity risk.

The Read Portfolio Liquidity and Read Economic Group Liquidity endpoints return the market value grouped into fixed day ranges (ranges): 0 to 1, 2 to 30, 31 to 180, 181 to 360, 361 to 720 and 721+ days, plus one range for securities whose liquidity is unavailable. Each range has minDays, maxDays and marketValue. In the 721+ range, maxDays is null; in the unavailable range, both limits are null.

For the breakdown by position, List Position Liquidity and List Economic Group Position Liquidity return each position's daysToLiquidity (null when liquidity is unavailable), with the usual security and broker filters.

All four endpoints accept the referenceDate parameter. Short positions are left out of both the aggregated calculation and the position listing.

Learn more in Liquidity.