Watchlists are containers for stored lists of securities. To get started using Watchlists, take the following steps:
First, a watchlist must be generated using the mutation.createWatchlist. Once a watchlist is generated, this container has the following properties:
Watchlist{
id
name
alias
}To add a list of securities into watchlists, use mutation.addWatchlistSecurities:
mutation{
addWatchlistSecurities(
watchlistId: "my_wishlist"
securities:{
equities:[{
ticker: "TSLA"
mic: "XNAS"
}]
}
){
name
equities{
id {
ticker
mic
}
addedOn
}
}
}Once a watchlist is populated with securities, securities can be viewed in a watchlist along with the date they were added using the query.watchlist node. Here is an example watchlist with securities returned by the API in the following structure:
{
"data": {
"watchlist": {
"alias": "my_wishlist",
"equities": [
{
"id": {
"ticker": "TSLA"
},
"addedOn": "2019-02-20"
},
{
"id": {
"ticker": "GOOG"
},
"addedOn": "2019-02-07"
}
]
}
}
}
Watchlists as Universes
One way that watchlists are useful is that they can act as a universe - where certain operations can be limited to the names that are provided in the watchlist.
For example, with security search a watchlist can be passed in as a universe filter. This will limit searching for securities based on certain characteristics only to the names inside the watchlist.
Using Watchlists in Optimization
Once a watchlist is saved, the stored securities in that watchlist can be used in conjunction with the Optimization API.
The Optimization API takes in a securities input. This input can be supplied with a watchlist ID that the optimizer can either go long or short with. In the example below, the watchlist is being passed in with the query variable $securities.
Optimization Query With Securities Input
query (
$positionSet: PositionSetInput,
$constraints: OptimizationConstraints!,
$securities: OptimizationSecuritiesInput
) {
model(id: "AXWW4-MH") {
optimization(
objective: {minimizeTotalRisk: true},
positionSet: $positionSet,
constraints: $constraints,
securities: $securities,
on: "2017-06-30"
) {
positions{
dates{
date
equities{
id{
ticker
}
economicExposure
}
}
}
}
}
}
Query Variables With Watchlists
{
"securities": {
"long": {
"id": "my_wishlist",
"type": "WATCHLIST"
},
"short": {
"id": "hedges_list",
"type": "WATCHLIST"
}
},
"constraints": {
"longMarketValue": 1000000,
"shortMarketValue": 1000
},
"positionSet": {
"type": "PORTFOLIO",
"id": "portfolio_alias"
}
}