The Omega Point Security Search API powers your ability to find specific securities based off various characteristics and values. This search helps facilitate screening securities based on various dimensions:
- Universe membership
Include or exclude securities if they belong to a portfolio, ETF, or watchlist
- Security metadata
Market cap value & average daily volume (ADV)
Sector, country, currency
- Total risk & risk decomposition
- Exposure value to any factor in the risk model
The securitySearch node is built on top of Omega Point’s graphQL implementation. Please read Developer: Getting Started before continuing with this walkthrough.
The securitySearch node requires two inputs:
- filter - configure the search to return results that match your criteria
- on - a security search takes place on one date and returns values for a current or historical date.
And offers three additional parameters:
- sort - results are returned in ascending or descending order on a particular metric (factor exposure, risk, or descriptor values).
- take - limit the number of securities searched for to this number. limit: 200
- skip - paginate through other the results by skipping forward this number of results.
The security search query comes with common operators that can help you specify target values. The operators include the following:
- gt / gte: greater than / greater than or equal to
- lt / lte: less than / less than or equal to
- between: between a [min, max] range
- notBetween: outside a [min, max] range
- eq: equal to
- neq: not equal to
- in: is a member of a provided list
- notIn: is not a member of a provided list
The combination of filter with operator provides a flexible way to create custom queries to find securities.
This query uses the universe filter to limit the search results to names that are not in SPY but are in your portfolio — filtered by securities that have an exposure to size that is less than 1, in the technology sector, and has a market cap greater than 4000,000,000 — and asks to return security risk information.
in: ["Technology Hardware, Storage & Peripherals"]