Specifying a P&L window and other metric options

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For each P&L metric you must specify the Window option to set the start of the window, for example:

"metrics": [
  {"key": "ProfitAndLoss/Total", "op": "Value", "options": {"Window": "YTD"}},
]

Note: For more information on available op operations, see this article.

Allowed values for the Window option

Returns

Extra market data required (in addition to an example valuation date of 2025-09-26)

Daily

P&L since the start of the day (inclusive of midnight)

End of the previous day: 2025-09-25

WTD

P&L since the start of the week (Monday)

End of the previous Sunday: 2025-09-21

MTD

P&L since the start of the month

End of the previous month: 2025-08-31

QTD

P&L since the start of the quarter

End of the previous quarter: 2025-06-30

YTD

P&L since the start of the year

End of the previous year: 2024-12-31

Report

P&L between two dates, supplied using the effectiveFrom and effectiveAt parameters in a valuation request.

N/A

Inception

Only available for ProfitAndLoss/Unrealised metrics. P&L since portfolio inception.

None

By default, the timezone is UTC. To set a different timezone, append the TimeZone option with an IANA timezone country code, for example:

{"key": "ProfitAndLoss/Total", "op": "Value", "options": {"Window": "Daily", "TimeZone": "NZ"}}

To specify an arbitrary point in time, append the StartDateOverrideUTC option. Note this is UTC only (any TimeZone option is ignored), and you must still specify a Window option, for example:

{"key": "ProfitAndLoss/Total", "op": "Value", "options": {"Window": "Daily", "StartDateOverrideUTC": "2023-01-01"}}

By default, each metric reports an absolute amount. You can change this to a percentage of the PV at the start of the window by appending the Type option, for example:

{"key": "ProfitAndLoss/Total", "op": "Value", "options": {"Window": "Daily", "Type": "Percentage"}}

For example, if the starting PV of your holding in a particular instrument is $500 and the total P&L at the end is $100, then specifying the ProfitAndLoss/Total metric as:

  • An absolute amount (the default) reports $100.

  • A percentage reports 20%.