Alpha Data Platform API

openapi: 3.0.3
info:
  title: State Street Alpha Data Platform API
  description: >-
    The State Street Alpha Data Platform API provides institutional investment managers,
    asset owners, and wealth managers with programmatic access to their portfolio data
    across the front-to-back Alpha investment management platform. The API enables clients
    to retrieve portfolio positions, holdings, investable cash, pledged collateral, securities
    on loan, risk exposures, performance measurement, and transaction history in near real-time.
    Built on Snowflake and Microsoft Azure, the Alpha Data Platform provides intraday visibility
    across geographies, asset classes, and counterparties. Authentication uses OAuth 2.0
    Client Credentials (RFC 6749 Section 4.4.2). All requests require the X-Correlation-ID
    header for request tracing. The API follows REST conventions with JSON as the default
    data format, versioned using Major.Minor.Patch semantics.
  version: 1.0.0
  contact:
    name: State Street API Support
    email: [email protected]
    url: https://developer.statestreet.com
  termsOfService: https://www.statestreet.com/us/en/individual-investor/tools-and-resources/terms-and-conditions
  license:
    name: Proprietary
    url: https://developer.statestreet.com/api-platform-standards
servers:
  - url: https://api.statestreet.com/v1
    description: State Street API Production
tags:
  - name: Portfolios
    description: Portfolio and account management operations
  - name: Positions
    description: Portfolio position and holdings operations
  - name: Transactions
    description: Transaction history and settlement operations
  - name: Performance
    description: Performance measurement and attribution operations
  - name: Risk
    description: Risk analytics and exposure operations
security:
  - OAuth2:
      - portfolio:read
      - positions:read
      - transactions:read
      - performance:read
      - risk:read
paths:
  /portfolios:
    get:
      operationId: listPortfolios
      summary: List Portfolios
      description: >-
        Retrieve a list of portfolios accessible to the authenticated client application.
        Returns portfolio identifiers, names, types, base currencies, and inception dates.
        Supports pagination for large portfolio sets.
      tags:
        - Portfolios
      parameters:
        - name: pageSize
          in: query
          description: Number of portfolios per page (max 100)
          required: false
          schema:
            type: integer
            minimum: 1
            maximum: 100
            default: 25
        - name: pageToken
          in: query
          description: Pagination token from previous response
          required: false
          schema:
            type: string
        - name: portfolioType
          in: query
          description: Filter by portfolio type
          required: false
          schema:
            type: string
            enum:
              - MUTUAL_FUND
              - PENSION
              - INSURANCE
              - ENDOWMENT
              - ALTERNATIVES
              - ETF
              - SEPARATE_ACCOUNT
        - $ref: '#/components/parameters/XCorrelationId'
      responses:
        '200':
          description: List of portfolios
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/PortfolioListResponse'
        '401':
          description: Authentication required
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Error'
        '403':
          description: Insufficient scope
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Error'
        '429':
          description: Rate limit exceeded
          headers:
            Retry-After:
              schema:
                type: integer
              description: Seconds to wait before retrying
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Error'

  /portfolios/{portfolioId}:
    get:
      operationId: getPortfolio
      summary: Get Portfolio
      description: >-
        Retrieve detailed information for a specific portfolio including its current
        market value, base currency, inception date, benchmark assignment, and
        portfolio manager details.
      tags:
        - Portfolios
      parameters:
        - name: portfolioId
          in: path
          description: Unique portfolio identifier
          required: true
          schema:
            type: string
            example: PORT-12345
        - $ref: '#/components/parameters/XCorrelationId'
      responses:
        '200':
          description: Portfolio details
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Portfolio'
        '404':
          description: Portfolio not found
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Error'

  /portfolios/{portfolioId}/positions:
    get:
      operationId: listPortfolioPositions
      summary: List Portfolio Positions
      description: >-
        Retrieve current positions for a portfolio as of the specified date or in
        near real-time intraday. Returns security identifiers, quantities, market values,
        cost basis, unrealized gain/loss, and accrued income for each position.
      tags:
        - Positions
      parameters:
        - name: portfolioId
          in: path
          description: Unique portfolio identifier
          required: true
          schema:
            type: string
            example: PORT-12345
        - name: asOfDate
          in: query
          description: As-of date for positions (defaults to latest available)
          required: false
          schema:
            type: string
            format: date
            example: '2026-05-01'
        - name: assetClass
          in: query
          description: Filter by asset class
          required: false
          schema:
            type: string
            enum:
              - EQUITY
              - FIXED_INCOME
              - CASH
              - DERIVATIVES
              - ALTERNATIVES
              - REAL_ESTATE
        - name: pageSize
          in: query
          required: false
          schema:
            type: integer
            minimum: 1
            maximum: 500
            default: 100
        - name: pageToken
          in: query
          required: false
          schema:
            type: string
        - $ref: '#/components/parameters/XCorrelationId'
      responses:
        '200':
          description: Portfolio positions
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/PositionListResponse'
        '404':
          description: Portfolio not found
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Error'

  /portfolios/{portfolioId}/transactions:
    get:
      operationId: listPortfolioTransactions
      summary: List Portfolio Transactions
      description: >-
        Retrieve transaction history for a portfolio over a specified date range.
        Returns trade details, corporate actions, cash movements, income events,
        and settlement status. Supports filtering by transaction type and date range.
      tags:
        - Transactions
      parameters:
        - name: portfolioId
          in: path
          description: Unique portfolio identifier
          required: true
          schema:
            type: string
            example: PORT-12345
        - name: startDate
          in: query
          description: Start date for transaction history
          required: true
          schema:
            type: string
            format: date
            example: '2026-04-01'
        - name: endDate
          in: query
          description: End date for transaction history
          required: true
          schema:
            type: string
            format: date
            example: '2026-04-30'
        - name: transactionType
          in: query
          description: Filter by transaction type
          required: false
          schema:
            type: string
            enum:
              - TRADE
              - CORPORATE_ACTION
              - CASH
              - INCOME
              - TRANSFER
              - FEE
        - name: pageSize
          in: query
          required: false
          schema:
            type: integer
            minimum: 1
            maximum: 500
            default: 100
        - name: pageToken
          in: query
          required: false
          schema:
            type: string
        - $ref: '#/components/parameters/XCorrelationId'
      responses:
        '200':
          description: Portfolio transactions
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/TransactionListResponse'
        '404':
          description: Portfolio not found
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Error'

  /portfolios/{portfolioId}/performance:
    get:
      operationId: getPortfolioPerformance
      summary: Get Portfolio Performance
      description: >-
        Retrieve performance measurement and attribution data for a portfolio over a
        specified period. Returns time-weighted returns, money-weighted returns, and
        benchmark-relative performance. Supports daily and monthly calculation frequencies
        using industry-standard methodologies for all asset types.
      tags:
        - Performance
      parameters:
        - name: portfolioId
          in: path
          description: Unique portfolio identifier
          required: true
          schema:
            type: string
            example: PORT-12345
        - name: startDate
          in: query
          description: Performance measurement start date
          required: true
          schema:
            type: string
            format: date
            example: '2026-01-01'
        - name: endDate
          in: query
          description: Performance measurement end date
          required: true
          schema:
            type: string
            format: date
            example: '2026-04-30'
        - name: frequency
          in: query
          description: Performance calculation frequency
          required: false
          schema:
            type: string
            enum:
              - DAILY
              - MONTHLY
              - QUARTERLY
              - ANNUAL
            default: MONTHLY
        - $ref: '#/components/parameters/XCorrelationId'
      responses:
        '200':
          description: Portfolio performance data
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/PerformanceResponse'
        '404':
          description: Portfolio not found
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Error'

  /portfolios/{portfolioId}/risk:
    get:
      operationId: getPortfolioRisk
      summary: Get Portfolio Risk Analytics
      description: >-
        Retrieve risk analytics for a portfolio including value at risk (VaR), tracking
        error, beta, duration, convexity, and factor exposures. The TrueView risk analytics
        engine provides scenario analysis and stress testing capabilities for regulatory
        reporting and investment decision-making.
      tags:
        - Risk
      parameters:
        - name: portfolioId
          in: path
          description: Unique portfolio identifier
          required: true
          schema:
            type: string
            example: PORT-12345
        - name: asOfDate
          in: query
          description: As-of date for risk calculation
          required: false
          schema:
            type: string
            format: date
            example: '2026-05-01'
        - $ref: '#/components/parameters/XCorrelationId'
      responses:
        '200':
          description: Portfolio risk analytics
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/RiskResponse'
        '404':
          description: Portfolio not found
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Error'

components:
  securitySchemes:
    OAuth2:
      type: oauth2
      description: >-
        OAuth 2.0 Client Credentials flow per RFC 6749 Section 4.4.2.
        Requires multifactor authentication for all user access.
      flows:
        clientCredentials:
          tokenUrl: https://api.statestreet.com/oauth/token
          scopes:
            portfolio:read: Read portfolio metadata and account information
            positions:read: Read portfolio positions and holdings
            transactions:read: Read transaction history
            performance:read: Read performance measurement and attribution data
            risk:read: Read risk analytics and exposure data

  parameters:
    XCorrelationId:
      name: X-Correlation-ID
      in: header
      description: Client-provided correlation ID for request tracing
      required: false
      schema:
        type: string
        format: uuid
        example: 550e8400-e29b-41d4-a716-446655440000

  schemas:
    PortfolioListResponse:
      type: object
      description: Paginated list of portfolios
      properties:
        portfolios:
          type: array
          items:
            $ref: '#/components/schemas/Portfolio'
        nextPageToken:
          type: string
          description: Token to retrieve the next page of results
        totalCount:
          type: integer
          description: Total number of portfolios accessible

    Portfolio:
      type: object
      description: A State Street Alpha portfolio
      properties:
        portfolioId:
          type: string
          description: Unique portfolio identifier
          example: PORT-12345
        portfolioName:
          type: string
          description: Human-readable portfolio name
          example: US Large Cap Core Equity
        portfolioType:
          type: string
          description: Type of portfolio
          example: MUTUAL_FUND
        baseCurrency:
          type: string
          description: ISO 4217 currency code for the portfolio base currency
          example: USD
        inceptionDate:
          type: string
          format: date
          description: Portfolio inception date
          example: '2010-01-15'
        totalMarketValue:
          type: number
          format: double
          description: Current total market value in base currency
          example: 1250000000.00
        benchmarkId:
          type: string
          description: Benchmark identifier assigned to the portfolio
          example: SP500
        custodian:
          type: string
          description: Custodian holding the assets
          example: State Street Bank

    PositionListResponse:
      type: object
      description: Paginated list of portfolio positions
      properties:
        portfolioId:
          type: string
          example: PORT-12345
        asOfDate:
          type: string
          format: date
          description: As-of date for the positions
        positions:
          type: array
          items:
            $ref: '#/components/schemas/Position'
        nextPageToken:
          type: string
        totalCount:
          type: integer

    Position:
      type: object
      description: A single portfolio position
      properties:
        securityId:
          type: string
          description: Unique security identifier
          example: US0378331005
        securityIdType:
          type: string
          description: Security identifier type
          enum:
            - ISIN
            - CUSIP
            - SEDOL
            - TICKER
          example: ISIN
        securityName:
          type: string
          description: Security name
          example: Apple Inc
        assetClass:
          type: string
          description: Asset class classification
          example: EQUITY
        quantity:
          type: number
          format: double
          description: Number of shares or units held
          example: 15000
        marketValue:
          type: number
          format: double
          description: Current market value in base currency
          example: 3225000.00
        price:
          type: number
          format: double
          description: Current price per unit
          example: 215.00
        currency:
          type: string
          description: Security local currency
          example: USD
        costBasis:
          type: number
          format: double
          description: Total cost basis
          example: 2700000.00
        unrealizedGainLoss:
          type: number
          format: double
          description: Unrealized gain or loss
          example: 525000.00
        weight:
          type: number
          format: double
          description: Portfolio weight as a decimal
          example: 0.0258

    TransactionListResponse:
      type: object
      description: Paginated list of transactions
      properties:
        portfolioId:
          type: string
          example: PORT-12345
        startDate:
          type: string
          format: date
        endDate:
          type: string
          format: date
        transactions:
          type: array
          items:
            $ref: '#/components/schemas/Transaction'
        nextPageToken:
          type: string
        totalCount:
          type: integer

    Transaction:
      type: object
      description: A portfolio transaction
      properties:
        transactionId:
          type: string
          description: Unique transaction identifier
          example: TXN-20260415-78901
        transactionType:
          type: string
          description: Transaction type
          example: TRADE
        tradeDate:
          type: string
          format: date
          description: Trade execution date
          example: '2026-04-15'
        settlementDate:
          type: string
          format: date
          description: Expected or actual settlement date
          example: '2026-04-17'
        settlementStatus:
          type: string
          description: Settlement status
          enum:
            - PENDING
            - SETTLED
            - FAILED
          example: SETTLED
        securityId:
          type: string
          description: Security identifier
          example: US0378331005
        securityName:
          type: string
          description: Security name
          example: Apple Inc
        quantity:
          type: number
          format: double
          description: Transaction quantity (positive for buy, negative for sell)
          example: 500
        price:
          type: number
          format: double
          description: Transaction price per unit
          example: 213.50
        netAmount:
          type: number
          format: double
          description: Net transaction amount after commissions and fees
          example: 106750.00
        currency:
          type: string
          description: Transaction currency
          example: USD

    PerformanceResponse:
      type: object
      description: Portfolio performance measurement data
      properties:
        portfolioId:
          type: string
          example: PORT-12345
        startDate:
          type: string
          format: date
        endDate:
          type: string
          format: date
        frequency:
          type: string
          example: MONTHLY
        portfolioReturn:
          type: number
          format: double
          description: Portfolio time-weighted return for the period (decimal)
          example: 0.0743
        benchmarkReturn:
          type: number
          format: double
          description: Benchmark return for the period (decimal)
          example: 0.0681
        activeReturn:
          type: number
          format: double
          description: Active return vs benchmark (decimal)
          example: 0.0062
        periods:
          type: array
          description: Performance data by period
          items:
            type: object
            properties:
              periodStart:
                type: string
                format: date
              periodEnd:
                type: string
                format: date
              portfolioReturn:
                type: number
                format: double
              benchmarkReturn:
                type: number
                format: double

    RiskResponse:
      type: object
      description: Portfolio risk analytics
      properties:
        portfolioId:
          type: string
          example: PORT-12345
        asOfDate:
          type: string
          format: date
        valueAtRisk95:
          type: number
          format: double
          description: 95% confidence level 1-day Value at Risk (decimal)
          example: 0.0142
        valueAtRisk99:
          type: number
          format: double
          description: 99% confidence level 1-day Value at Risk (decimal)
          example: 0.0218
        trackingError:
          type: number
          format: double
          description: Annualized tracking error vs benchmark (decimal)
          example: 0.0315
        beta:
          type: number
          format: double
          description: Portfolio beta relative to benchmark
          example: 1.02
        modifiedDuration:
          type: number
          format: double
          description: Portfolio modified duration (for fixed income)
          example: 5.43
        exposures:
          type: object
          description: Factor exposure breakdown
          properties:
            marketExposure:
              type: number
              format: double
            creditExposure:
              type: number
              format: double
            currencyExposure:
              type: number
              format: double

    Error:
      type: object
      description: Error response
      properties:
        code:
          type: string
          description: Error code
          example: UNAUTHORIZED
        message:
          type: string
          description: Human-readable error message
          example: Access token is missing or invalid.
        correlationId:
          type: string
          description: Request correlation ID for support reference
          format: uuid