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/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
  }
]

GET/indices/:ticker/quote

Retrieves a comprehensive quote for a specific market index. Returns the latest OHLC values, exponential moving averages (EMA30, EMA60, EMA90, EMA120), 52-week range statistics, year-to-date performance, and volume data for comprehensive market analysis.

Path Parameters

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

Examples:

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

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

Response Fields

latestClose number

Most recent closing price

latestOpen number

Most recent opening price

latestHigh number

Most recent high price

latestLow number

Most recent low price

previousClose number

Previous closing price

week52Range object

52-week high/low range { high: number, low: number }

week52AvgClose number

Average closing price over the trailing 52 weeks

ema30 number

30-period exponential moving average

ema60 number

60-period exponential moving average

ema90 number

90-period exponential moving average

ema120 number

120-period exponential moving average

ytdClosePctChange number

Year-to-date closing price percentage change

volume number

Most recent trading volume

avgVolumeLifetime number

Lifetime average trading volume

Index Quote

Request

Sample code

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

Response

{
  "latestClose": 5890.25,
  "latestOpen": 5875.5,
  "latestHigh": 5902.34,
  "latestLow": 5868.12,
  "previousClose": 5875.5,
  "week52Range": {
    "high": 6240.78,
    "low": 5210.45
  },
  "week52AvgClose": 5720.34,
  "ema30": 5905.67,
  "ema60": 5850.23,
  "ema90": 5800.89,
  "ema120": 5750.45,
  "ytdClosePctChange": 8.234,
  "volume": 0,
  "avgVolumeLifetime": 0
}

Indices Exposure

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

Path Parameters

Examples:

Response Fields

Index Quote