Indices API

The Indices API provides comprehensive stock market index data including constituent tickers and exposure analysis. Essential for understanding index composition, tracking benchmark changes, and analyzing market structure.

GET/indices/:ticker/components

Retrieves the constituent tickers that make up a specific market index. Returns the index symbol along with an array of component ticker symbols. Essential for understanding index composition, tracking rebalancing changes, and analyzing sector exposure within an index.

Path Parameters

Parameter	Type	Required	Description
ticker	string	Required	Index ticker symbol (e.g., "SPX", "NDX", "DJI")

Examples:

https://api.axionquant.com/indices/SPX/components

https://api.axionquant.com/indices/NDX/components

Response Fields

symbol string

Index ticker symbol

components array of strings

List of constituent ticker symbols that make up the index

Index Components

Request

Sample code

1from axion import Axion
2client = Axion(api_key='axn_123')
3
4components = client.indices.components('SPX')
5print(components)

Response

{
  "symbol": "SPX",
  "components": [
    "AAPL",
    "MSFT",
    "GOOGL",
    "AMZN",
    "NVDA",
    "META",
    "TSLA",
    "BRK.B",
    "JPM",
    "V",
    "JNJ",
    "WMT",
    "MA",
    "PG",
    "UNH",
    "HD",
    "DIS",
    "BAC",
    "NFLX",
    "ADBE"
  ]
}

Indices API

GET/indices/:ticker/exposure

Retrieves all market indices that include a given ticker as a constituent component. This reverse-lookup is useful for understanding which benchmarks track a particular security, analyzing index inclusion, and identifying overlapping index exposures.

Path Parameters

Parameter	Type	Required	Description
ticker	string	Required	Ticker symbol to look up (e.g., "AAPL", "MSFT", "NVDA")

Examples:

https://api.axionquant.com/indices/SPX/exposure

https://api.axionquant.com/indices/NDX/exposure

Response Fields

symbol string

Index ticker symbol that includes the queried ticker

components array of strings

Full list of constituent ticker symbols for that index

Index Exposure

Request

Sample code

1from axion import Axion
2client = Axion(api_key='axn_123')
3
4exposure = client.indices.exposure('AAPL')
5print(exposure)

Response

[
  {
    "symbol": "SPX",
    "components": [
      "AAPL",
      "MSFT",
      "GOOGL",
      "AMZN",
      "NVDA",
      "META",
      "TSLA",
      "BRK.B",
      "JPM",
      "V",
      "JNJ",
      "WMT",
      "MA",
      "PG",
      "UNH",
      "HD",
      "DIS",
      "BAC",
      "NFLX",
      "ADBE"
    ]
  },
  {
    "symbol": "NDX",
    "components": [
      "AAPL",
      "MSFT",
      "GOOGL",
      "AMZN",
      "NVDA",
      "META",
      "TSLA",
      "NFLX",
      "ADBE",
      "INTC"
    ]
  }
]

Indices API

The Indices API provides comprehensive stock market index data including major global indices, sector indices, and specialized thematic indices. This API supports multiple time frame aggregations and is essential for market analysis, benchmark comparison, and portfolio performance measurement.

GET/indices/tickers

Retrieves a comprehensive list of all available market indices. This endpoint supports filtering by exchange, providing essential metadata for each index including its full name, ticker symbol, and exchange classification.

Query Parameters

Parameter	Type	Required	Description
exchange	string	Optional	Filter indices by exchange code. view all values

Examples:

https://api.axionquant.com/indices/tickers

https://api.axionquant.com/indices/tickers?exchange=ASE

Response Fields

id number

Unique identifier for the index

ticker string

Index ticker symbol (e.g., "AXJO", "AEX")

name string

Full name of the index

exchange string

Exchange where the index is calculated/traded

All Index Tickers

Request

Sample code

1from axion import Axion
2client = Axion(api_key='axn_123')
3
4tickers = client.indices.tickers(exchange='ASX')
5print(tickers)

Response

[
  {
    "id": 75,
    "ticker": "AMZIVWAP",
    "name": "Alerian MLP Infrastructure Inde",
    "exchange": "NYS"
  },
  {
    "id": 79,
    "ticker": "AOR-IV",
    "name": "ISHARES CORE 60/40 BALANCED ALL",
    "exchange": "ASE"
  },
  {
    "id": 5,
    "ticker": "AXJO",
    "name": "S&P/ASX 200",
    "exchange": "ASX"
  },
  {
    "id": 6,
    "ticker": "ATX",
    "name": "ATX",
    "exchange": "VIE"
  },
  {
    "id": 8,
    "ticker": "ERAEMEUT",
    "name": "Enhanced RAFI Emerging Markets",
    "exchange": "SNP"
  },
  {
    "id": 9,
    "ticker": "E2HCR",
    "name": "Dow Jones Europe ex-U.K. Health",
    "exchange": "DJI"
  },
  {
    "id": 12,
    "ticker": "FCHI",
    "name": "CAC 40",
    "exchange": "PAR"
  }
]

GET/indices/gainers

Retrieves the top gaining market indices over a specified lookback period. Returns index ticker symbols with their percentage change, sorted from highest gainer to lowest. Useful for identifying which markets are showing relative strength.

Query Parameters

Parameter	Type	Required	Description
days	integer	Optional	Lookback period in days (default: 5)
limit	integer	Optional	Maximum number of results to return (default: 10)

Examples:

https://api.axionquant.com/indices/gainers

https://api.axionquant.com/indices/gainers?days=30&limit=20

Response Fields

ticker string

Index ticker symbol

pctchange number

Percentage change over the lookback period

Index Gainers

Request

Sample code

1from axion import Axion
2client = Axion(api_key='axn_123')
3
4gainers = client.indices.gainers(days=5, limit=10)
5print(gainers)

Response

[
  {
    "ticker": "SPX",
    "pctchange": 1.234
  },
  {
    "ticker": "NDX",
    "pctchange": 1.123
  },
  {
    "ticker": "DJI",
    "pctchange": 0.987
  }
]

GET/indices/losers

Retrieves the top losing market indices over a specified lookback period. Returns index ticker symbols with their percentage change, sorted from most negative to least negative. Useful for identifying which markets are showing relative weakness.

Query Parameters

Parameter	Type	Required	Description
days	integer	Optional	Lookback period in days (default: 5)
limit	integer	Optional	Maximum number of results to return (default: 10)

Examples:

https://api.axionquant.com/indices/losers

https://api.axionquant.com/indices/losers?days=30&limit=20

Response Fields

ticker string

Index ticker symbol

pctchange number

Percentage change over the lookback period

Index Losers

Request

Sample code

1from axion import Axion
2client = Axion(api_key='axn_123')
3
4losers = client.indices.losers(days=5, limit=10)
5print(losers)

Response

[
  {
    "ticker": "VIX",
    "pctchange": -12.345
  },
  {
    "ticker": "RUT",
    "pctchange": -2.345
  },
  {
    "ticker": "GVZ",
    "pctchange": -1.234
  }
]

Indices Components

Indices API

Path Parameters

Examples:

Response Fields

Index Components

Indices API

Path Parameters

Examples:

Response Fields

Index Exposure

Indices API

Query Parameters

Examples:

Response Fields

All Index Tickers

Query Parameters

Examples:

Response Fields

Index Gainers

Query Parameters

Examples:

Response Fields

Index Losers