Holdings Data#

morningstar_data.direct.get_holdings(
investment_ids: List[str],
date: str | None = None,
start_date: str | None = None,
end_date: str | None = None,
) → DataFrame#

Returns holdings for a given investment or set of investments during a specified date or date range. If the date is not specified, the function returns the latest portfolio date by default.

Parameters:

  • investment_ids (list) – An array of investment codes. The investment code format is secid;universe or just secid. For example: [“F00000YOOK;FO”,”FOUSA00CFV;FO”] or [“F00000YOOK”,”FOUSA00CFV”].

  • date (str, optional) – The specific date on which to retrieve data. The format is YYYY-MM-DD. For example, “2020-01-01”. If a date is provided, then the start_date and end_date parameters are ignored. An exception is thrown if start_date or end_date is provided along with date.

  • start_date (str, optional) – The beginning date of a data range for retrieving data. The format is YYYY-MM-DD. For example, “2020-01-01”. An exception is thrown if date is provided along with start_date.

  • end_date (str, optional) – The end date of data range for retrieving data. If no value is provided for end_date, current date will be used. The format is YYYY-MM-DD. For example, “2020-01-01”. An exception is thrown if date is provided along with end_date.

Returns:

A DataFrame object with holdings data. The DataFrame columns include:

  • investmentId

  • masterPortfolioId

  • portfolioDate

  • holdingId

  • bondId

  • name

  • secId

  • isin

  • cusip

  • weight

  • shares

  • marketValue

  • sharesChanged

  • currency

  • ticker

  • detailHoldingType

Return type:

DataFrame

Raises:

ValueErrorException – When investment_ids parameter is invalid, then an error will occur.

Examples

Search holdings of investment “FOUSA00KZH” on “2020-12-31”.

import morningstar_data as md

df = md.direct.get_holdings(investment_ids=["FOUSA00KZH"], date="2020-12-31")
df
Output:

investmentId

masterPortfolioId

…

ticker

detailHoldingType

FOUSA00KZH

6079

…

CBRE

EQUITY

FOUSA00KZH

6079

…

GOOGL

EQUITY

…
morningstar_data.direct.get_holding_dates(
investment_ids: List[str],
) → DataFrame#

Returns all portfolio dates of available holdings for a given investment or set of investments.

Parameters:

investment_ids (list) – An array of investment codes. The investment code format is secid;universe or just secid. For example: [“F00000YOOK;FO”,”FOUSA00CFV;FO”] or [“F00000YOOK”,”FOUSA00CFV”].

Returns:

A DataFrame object with portfolio date data. The DataFrame columns include:

Return type:

DataFrame

  • secId

  • masterPortfolioId

  • date

  • suppression

  • suppressionHoldingNumber

Examples

Search holdings of investment “FOUSA00KZH”.

import morningstar_data as md

df = md.direct.get_holding_dates(investment_ids=["FOUSA06JNH"])
df
Output:

secId

masterPortfolioId

date

suppression

suppressionHoldingNumber

FOUSA06JNH

210311

2021-08-31

False

None

FOUSA06JNH

210311

2021-07-31

False

None

…
morningstar_data.direct.get_lookthrough_holdings(
portfolio_id: str,
) → DataFrame#

Returns look-through holdings for a specified user’s Direct portfolio :param portfolio_id: This is a users Direct portfolio id :type portfolio_id: str

Returns:

A DataFrame object containing fields for each holding. The DataFrame columns include

  • investment_id

  • isin

  • cusip

  • weight

  • market_value

  • security_name

  • currency

  • morningstar_instrument_type_code

  • entity_id

  • morningstar_entity_name

  • primary_performance_id

  • morningstar_instrument_type_name

Return type:

DataFrame

Examples

Retrieve the look-through holdings for a portfolio with id 862a5b39-259f-432e-b7a4-333bacf0f044

import morningstar_data as md

df = md.direct.get_lookthrough_holdings(portfolio_id='7b9cb5db-e3da-414e-8f75-b52b02222b5a')
df
Output:

Errors:

InternalServerError: Raised when the server encounters an error it does not know how to handle.

NetworkExceptionError: Raised when the request fails to reach the server due to a network error.

TimeoutError: Raised when Fund of Fund calculation takes more than 5 minutes.

ResourceNotFoundError: Raised when portfolio_id given does not exist in Direct.

BadRequestException: Raised when portfolio_id is invalid UUID

UnavailableExternally: When importing the package outside analytics lab