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feat: Add financial analysis endpoints (Fundamentals, Funds)
Add OpenAPI specifications for fundamental data: - Company fundamentals with financial statements and metrics - Mutual fund and ETF fees, holdings, and analytics 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
This commit is contained in:
Cameron Yick
255
openapi/schemas/fundamentals-schemas.yaml
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255
openapi/schemas/fundamentals-schemas.yaml
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# Tiingo Fundamentals API Schemas
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# Reference these using: $ref: '../schemas/fundamentals-schemas.yaml#/SchemaName'
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FundamentalDefinition: &FundamentalDefinition
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type: object
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description: Definition of a fundamental metric field
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properties:
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dataCode:
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type: string
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description: An identifier representing the fundamentals field the value belongs to (e.g., "peRatio")
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example: "peRatio"
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name:
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type: string
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description: A human-friendly readable name of the field
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example: "Price/Earnings Ratio"
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description:
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type: string
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description: A description of the field
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example: "The price to earnings ratio of the company"
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statementType:
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type: string
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description: Which statement this value belongs to
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enum:
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- balanceSheet
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- incomeStatement
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- cashFlow
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- overview
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example: "overview"
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units:
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type: string
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description: The unit the field value is in. Value is either "$", "%" or blank. If blank, value may either be an integer (like shares outstanding) or a ratio
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enum:
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- "$"
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- "%"
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- ""
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example: ""
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required:
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- dataCode
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- name
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- description
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- statementType
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- units
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DataPoint: &DataPoint
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type: object
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description: A single data point with a code and value
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properties:
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dataCode:
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type: string
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description: An identifier representing the fundamentals field the value belongs to (e.g., "peRatio")
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example: "totalAssets"
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value:
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type: number
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format: float
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description: The value of the field corresponding to the dataCode
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example: 352755000000
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required:
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- dataCode
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- value
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StatementData: &StatementData
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type: object
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description: Statement data broken out by four different statement types
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properties:
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balanceSheet:
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type: array
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description: Balance sheet data (assets, liabilities, equity)
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items:
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$ref: '#/DataPoint'
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incomeStatement:
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type: array
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description: Income statement data (revenue, expenses, income)
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items:
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$ref: '#/DataPoint'
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cashFlow:
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type: array
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description: Cash flow statement data (operating, investing, financing activities)
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items:
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$ref: '#/DataPoint'
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overview:
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type: array
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description: Metrics and ratios that may be a combination of fields from various statements
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items:
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$ref: '#/DataPoint'
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required:
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- balanceSheet
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- incomeStatement
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- cashFlow
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- overview
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FinancialStatement: &FinancialStatement
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type: object
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description: Historical quarterly or annual financial statement
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properties:
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date:
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type: string
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format: date-time
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description: The date the statement data was released to the public
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example: "2023-12-29T00:00:00.000Z"
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quarter:
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type: integer
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format: int32
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description: An integer corresponding to the fiscal quarter reported. A value of "0" means this is an Annual Report. A value of "1" through "4" corresponds to the respective fiscal quarter
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minimum: 0
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maximum: 4
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example: 1
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year:
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type: integer
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format: int32
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description: An integer corresponding to the fiscal year reported
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example: 2024
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statementData:
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$ref: '#/StatementData'
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required:
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- date
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- quarter
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- year
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- statementData
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DailyMetric: &DailyMetric
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type: object
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description: Daily fundamental metrics that rely on price data and update daily
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properties:
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date:
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type: string
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format: date-time
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description: The date the daily data corresponds to
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example: "2023-12-29T00:00:00.000Z"
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marketCap:
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type: number
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format: float
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description: The value of the field corresponding to the market capitalization
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example: 3050000000000
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nullable: true
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enterpriseVal:
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type: number
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format: float
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description: The value of the field corresponding to the enterprise value
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example: 2950000000000
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nullable: true
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peRatio:
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type: number
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format: float
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description: The value of the field corresponding to the price/earnings ratio
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example: 29.45
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nullable: true
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pbRatio:
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type: number
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format: float
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description: The value of the field corresponding to the price/book ratio
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example: 48.32
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nullable: true
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trailingPEG1Y:
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type: number
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format: float
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description: The value of the field corresponding to the trailing 1 year PEG Ratio
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example: 2.15
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nullable: true
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required:
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- date
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additionalProperties: true
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x-note: "New daily metrics are continuously added, so fields will change over time. Use the 'columns' parameter to ensure consistent output."
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FundamentalMeta: &FundamentalMeta
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type: object
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description: Company metadata and information about when data was last updated
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properties:
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permaTicker:
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type: string
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description: Permanent Tiingo Ticker mapping to the security. Can be used as a primary key
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example: "AAPL"
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ticker:
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type: string
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description: Ticker related to the asset
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example: "AAPL"
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name:
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type: string
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description: Full-length name of the asset
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example: "Apple Inc."
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isActive:
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type: boolean
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description: Boolean describing whether or not the ticker is still actively traded. If false, this ticker is delisted
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example: true
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isADR:
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type: boolean
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description: Boolean describing whether or not the ticker is an ADR. Value is true if listed ticker is an ADR
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example: false
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sector:
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type: string
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description: Sector information that is derived from sicSector and is meant to approximate GICS
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example: "Technology"
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nullable: true
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industry:
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type: string
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description: Industry information that is derived from sicIndustry and is meant to approximate GICS
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example: "Consumer Electronics"
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nullable: true
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sicCode:
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type: integer
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format: int32
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description: SIC Code that represents company's business activities
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example: 3571
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nullable: true
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sicSector:
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type: string
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description: Sector as determined by the SIC Code
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example: "Industrial and Commercial Machinery and Computer Equipment"
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nullable: true
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sicIndustry:
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type: string
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description: Industry as determined by the SIC Code
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example: "Electronic Computers"
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nullable: true
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reportingCurrency:
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type: string
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description: The currency the company reports their SEC statement filings in
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example: "USD"
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nullable: true
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location:
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type: string
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description: Location/domicile of the company. States are included for U.S. companies, otherwise countries for non-US companies
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example: "California"
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nullable: true
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companyWebsite:
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type: string
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format: uri
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description: The website of the company when available
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example: "https://www.apple.com"
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nullable: true
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secFilingWebsite:
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type: string
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format: uri
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description: A URL to where you can find the company's SEC filings directly on the SEC website
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example: "https://www.sec.gov/cgi-bin/browse-edgar?action=getcompany&CIK=0000320193&type=&dateb=&owner=exclude&count=100"
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nullable: true
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statementLastUpdated:
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type: string
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format: date-time
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description: The timestamp the statement data/endpoint was last updated for the ticker
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example: "2024-01-15T10:30:00.000Z"
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nullable: true
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dailyLastUpdated:
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type: string
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format: date-time
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description: The timestamp the daily data/endpoint was last updated for the ticker
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example: "2024-01-15T08:00:00.000Z"
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nullable: true
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required:
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- permaTicker
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- ticker
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- name
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- isActive
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- isADR
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additionalProperties: true
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x-note: "As new meta data about companies and their fundamentals is added, the endpoint output will change. Use the 'columns' parameter to ensure consistent output."
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235
openapi/schemas/funds-schemas.yaml
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235
openapi/schemas/funds-schemas.yaml
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# Tiingo Mutual Fund and ETF Fees API Schemas
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# Reference: /docs/api_extracted/mutual-fund-etf-fees.md
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OtherShareClass: &OtherShareClass
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type: object
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description: Information about a related share class of the fund
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properties:
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ticker:
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type: string
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description: Ticker related to the fund
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example: "VTSMX"
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name:
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type: string
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description: Full-length name of the fund
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example: "Vanguard Total Stock Market Index Fund"
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shareClass:
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type: string
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description: Share class of the fund as described by the parent fund company
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example: "Investor Shares"
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netExpense:
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type: number
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format: float
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description: The top-level net expense ratio for the fund (expressed as decimal, e.g., 0.0055 = 0.55%)
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example: 0.0055
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required:
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- ticker
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- name
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- shareClass
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- netExpense
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FundOverview: &FundOverview
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type: object
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description: Top-level fund data including description and share classes
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properties:
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ticker:
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type: string
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description: Ticker related to the fund
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example: "VTSAX"
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name:
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type: string
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description: Full-length name of the fund
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example: "Vanguard Total Stock Market Index Fund"
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description:
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type: string
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description: Long-form description of the fund
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example: "Long description of the fund..."
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shareClass:
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type: string
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description: Share class of the fund as described by the parent fund company
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example: "Admiral Shares"
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netExpense:
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type: number
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format: float
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description: The top-level net expense ratio for the fund (expressed as decimal, e.g., 0.0035 = 0.35%)
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example: 0.0035
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otherShareClasses:
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type: array
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description: An array of objects representing related share classes of the given fund
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items:
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$ref: '#/OtherShareClass'
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required:
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- ticker
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- name
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- description
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- shareClass
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- netExpense
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- otherShareClasses
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CustomFee: &CustomFee
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type: object
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description: Custom fee charged by the fund (e.g., check processing fee)
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properties:
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label:
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type: string
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description: Label related to the custom fee
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example: "Check Processing Fee"
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value:
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type: number
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format: float
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description: Value of the custom fee field
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example: 0.0000
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units:
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type: string
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description: '"$" if the value is in dollars or "%" if the value is in percentage terms'
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enum:
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- "$"
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- "%"
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example: "$"
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parentFee:
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type: string
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description: The parent fee the custom fee belongs under
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example: "shareholderFee"
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required:
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- label
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- value
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- units
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- parentFee
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FundMetrics: &FundMetrics
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type: object
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description: Detailed current and historical fee data for a mutual fund or ETF
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properties:
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prospectusDate:
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allOf:
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- $ref: './common.yaml#/Date'
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description: The prospectus date when the corresponding fund expense data was published
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example: "2024-01-15"
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netExpense:
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type: number
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format: float
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description: Fund's net expense ratio, or the net expenses related to the fund (expressed as decimal)
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example: 0.0035
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grossExpense:
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type: number
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format: float
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description: Fund's gross expense ratio, or the expenses related to running the fund (expressed as decimal)
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example: 0.0040
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managementFee:
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type: number
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format: float
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description: Fund's management fee, or the fees paid to the manager and/or advisors (expressed as decimal)
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example: 0.0025
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12b1:
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type: number
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format: float
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description: Fund's fee related to marketing expenses (expressed as decimal)
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example: 0.0000
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non12b1:
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type: number
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format: float
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description: Fund's fee related to distribution and similar non-12b-1 fees (expressed as decimal)
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example: 0.0000
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otherExpenses:
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type: number
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format: float
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description: Fund's other expenses, or expenses related to legal, administrative, custodial, etc. (expressed as decimal)
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example: 0.0015
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acquiredFundFees:
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type: number
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format: float
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description: Fund's acquired fund fees, or expenses related to underlying businesses or funds (expressed as decimal)
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example: 0.0000
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feeWaiver:
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type: number
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format: float
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description: Fund's fee waiver, or discount on fees (expressed as decimal)
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example: 0.0005
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exchangeFeeUSD:
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type: number
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format: float
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description: Fund's exchange fee if charged in USD, or expenses related to exchanging or transferring funds to another fund in the fund's family
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example: 0.0000
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exchangeFeePercent:
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type: number
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format: float
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description: Fund's exchange fee if charged as a percentage, or expenses related to exchanging or transferring funds to another fund in the fund's family (expressed as decimal)
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example: 0.0000
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frontLoad:
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type: number
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format: float
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description: Fund's front load fee, or the upfront fee charged when investing in the fund (expressed as decimal)
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example: 0.0000
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backLoad:
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type: number
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format: float
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description: Fund's back load fee, or the back-end fee charged when redeeming from the fund (expressed as decimal)
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example: 0.0000
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dividendLoad:
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type: number
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format: float
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description: Dividend load fee, or charges on reinvested dividends (expressed as decimal)
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example: 0.0000
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shareholderFee:
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type: number
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format: float
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description: Fund's shareholder fees, or the potential fees when buying/selling a fund (expressed as decimal)
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example: 0.0000
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accountFeeUSD:
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type: number
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format: float
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description: Fund's account fees if charged in USD, or the fee required to maintain your account in USD
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example: 0.0000
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accountFeePercent:
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type: number
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format: float
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description: Fund's account fees if charged as a percentage, or the fee required to maintain your account in percentage terms (expressed as decimal)
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example: 0.0000
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redemptionFeeUSD:
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type: number
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format: float
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description: Fund's redemption fees if charged in USD, or the fee charged if funds are redeemed early (as defined by the fund company)
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example: 0.0000
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redemptionFeePercent:
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type: number
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format: float
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description: Fund's redemption fees as a percentage, or the fee charged if funds are redeemed early (as defined by the fund company) (expressed as decimal)
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example: 0.0000
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portfolioTurnover:
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type: number
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format: float
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description: Portfolio turnover (expressed as decimal)
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example: 0.05
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miscFees:
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type: number
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format: float
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description: Fund's miscellaneous fees (expressed as decimal)
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example: 0.0000
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customFees:
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type: array
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description: Fund's custom fees. Array of custom fee objects
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items:
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$ref: '#/CustomFee'
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required:
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- prospectusDate
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- netExpense
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- grossExpense
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- managementFee
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- 12b1
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- non12b1
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- otherExpenses
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- acquiredFundFees
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- feeWaiver
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- exchangeFeeUSD
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- exchangeFeePercent
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- frontLoad
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- backLoad
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- dividendLoad
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- shareholderFee
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- accountFeeUSD
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- accountFeePercent
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- redemptionFeeUSD
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- redemptionFeePercent
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- portfolioTurnover
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- miscFees
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- customFees
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