How do I retrieve a time-variant property as a time-series?

Providing you have suitable access control permissions, you can retrieve a time-variant property as a time-series for certain types of entity. See how to retrieve properties normally.

Note: A time-variant property is one whose property type has a lifeTime of TimeVariant. It can be single- or multi-value.

For example, imagine you have a Person/Manager/Address property attached to a particular person with different values effective during the following time periods:

To retrieve all the historical values of this property you would normally need to make three requests, one during each of the time periods. Instead, you can make one request and receive a time-series containing all the values together. More information on this scenario.

You can currently retrieve a property as a time series for the following types of entity:

• Instruments
• Legal entities
• Persons
• Portfolios
• Portfolio groups

Using the LUSID REST API

To retrieve a time-variant Person/Manager/Address property for a particular person as a time-series:

1. Obtain an API access token.
2. Call the GetPersonPropertyTimeSeries API for your LUSID domain, passing in your API access token and the 3-stage key of the property to retrieve, for example:

    curl -X GET "https://<your-domain>.lusid.com/api/persons/Traders/TraderId/Trader5/properties/time-series?propertyKey=Person%2FManager%2FAddress"
      -H "Authorization: Bearer <your-API-access-token>"

   The response is as follows (for clarity, shown as Pandas output from the equivalent method in the LUSID Python SDK):

   

   Note there are two values for each of 1 Main Street and 2 High Street, with a status of superseded and prevailing respectively. This is because each address was originally attached to the person without an effective until date. So for example 1 Main Street was initially upserted effective 1 January 2019 until the end of time; when 2 High Street was subsequently upserted effective 1 January 2020, LUSID automatically reset the effective until date of 1 Main Street to 1 January 2020.

   To retrieve just the prevailing values for each time period, specify a filter of status eq 'Prevailing', for example:

   curl -X GET "https://<your-domain>.lusid.com/api/persons/Traders/TraderId/Trader5/properties/time-series?propertyKey=Person%2FManager%2FAddress&filter=status%20eq%20%27Prevailing%27"
   -H "Authorization: Bearer <your-API-access-token>"

   

Using the LUSID web app

Coming soon.