/api/v1/indices/{id}/correlationGETPearson correlation matrix of daily returns across a composite index's sub-indices, through the current time. Same body as the public correlation route.
Authorization
bearerAuth *Bearer <token>
Session token from the app, or an API key (the
ak_ prefix), sent as a Bearer token or an ?api_key= query parameter.. Token in: headerResponse
200 · Correlation matrix
labels?string[]
Tickers of the sub-indices, in the same order as the rows and columns of
matrix. Empty for an index that has no sub-indices.matrix?number,null[][]
Row-major NxN matrix; diagonal is 1.0, cells with insufficient overlap are null.
days?integer
Number of dates on which every sub-index has a daily return, which is the sample the correlations are computed over. Below 5 no correlations are produced and
matrix comes back empty.