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This documentation page ("Docs") is designed to help you interact with Vinter's services and data. It covers all the information you need as a developer, product manager, or operation specialist throughout your product's lifecycle.
You can find two sections:
This documentation section is dedicated to users of the former Vinter rates and indices. For all new and existing Kaiko Indices, please visit our to access the latest product information and integration guides. Looking to transition? We are actively working to transition Vinter customers to the Kaiko APIs, offering astreamlined experience across our services. If you are interested in getting started with the migration process or have questions about integration, please contact our support team at . Important: We will not deactivate any Vinter services without first communicating directly with affected clients. Our priority is to ensure a seamless transition with no disruption to your services.
Kaiko, the leading cryptocurrency market data provider, has acquired Europe’s largest crypto index provider, Vinter. This strategic acquisition is part of a broader industry consolidation around regulated crypto financial products, and it signals strong growth in assets under management (AUM) for derivatives, ETFs, and ETPs.By integrating Vinter’s expertise and established track record in serving major funds (with over $10bn AUM), Kaiko further strengthens its position as the world’s leading crypto market data and index company. In 2023 alone, over $4bn in futures were settled on Kaiko reference rates. acquisition enables Kaiko to expand its capabilities for asset managers and sell-side players, supporting clients such as Deutsche Börse, Bloomberg, CBOE, Bitstamp, and major regulatory bodies. Vinter’s long-standing partnerships with institutions like 21Shares, Virtune, and Sygnum Bank complement Kaiko’s already established indices for the derivatives ecosystem. You can read more about the acquisition here.
The active single assets endpoint provides information on which reference rates that are currently being calculated by Vinter. It offers information on which markets that contribute with transactions for each reference rate and if the reference rate is based on a conversion of multiple simple reference rates.
For each single asset reference rate Vinter calculates an end-of-day value. This value is the official value for each reference rate and is published at different times, specified by the index methodology. All single asset reference rate calculations are part of a specific reference rates series. Every reference series has a serial number as part of its symbol.
All reference rates also have an hourly frequency. The index values are published every hour. It works in the same way as the daily frequency except the values are considered to be indicative.
Finally, Vinter publishes a 10 second indicative feed for every reference rate. This feed is the median of the last transaction of all contributing markets for the specific reference rate.
Our Leveraged Multi-Assets API allows you to access data on individual leveraged multi-asset indexes. These indexes are designed to magnify exposure to a single asset's price movements.
The VTAXO for crypto assets is a classification framework that organizes digital assets into categories based on their underlying characteristics and use cases.
The taxonomy typically includes categories like Layer1, Smart Contract Platforms, and Metaverse, among others. Each category is defined by specific features such as the asset's intended function, the underlying technology, and its role within the blockchain ecosystem. This framework helps investors, regulators, and market participants better understand and analyze the crypto market. For more detailed information, you can visit the .
The active VTAXO endpoint returns information on all available categories. And meta information related to the categories.
The Leveraged Multi Assets Daily endpoint allows you to access daily data on individual leveraged multi asset indexes.
The VTAXO endpoint returns assets by categories. Same asset can be present in multiple categories.
The active single assets endpoint provides information on which staking yield rates that are currently being calculated by Vinter.
For each yield rate, Vinter calculates an end-of-day value. This value is the official value for each yield rate and is published at different times, specified by the index methodology.
Every yield rate series has a serial number as part of its symbol, whose description can be found below.
Vinter offers both Annual Percentage Rate (APR) values as well Annual Percentage Yield (APY) values. If the yield rate is an APR the symbol will contain apr in its name. If the yield rate is an APY the symbol will contain apy in its name.
Vinter provides Net Asset Value calculation on a daily and hourly basis. For more information please contact [email protected]
The Net Asset Value Daily endpoint provides daily end-of-day NAV. The values are provided in the portfolio currency. The endpoint returns open, high, low close values where the open value refer to a point-in-time calculation of the NAV using Vinter's real-time reference rates at 8 AM London time. The high and the low value also refer to a point-in-time calculation of the NAV using Vinter's real-time reference rates between 8 AM London time the official calculation time of the NAV. The close value is the official end-of-day value.
The Net Asset Value Hourly endpoint provides hourly an hourly NAV. The values are provided in the portfolio currency. The endpoint returns open, high, low close values where the open value refer to a point-in-time calculation of the NAV using Vinter's real-time reference rates at the beginning of the hour The high and the low values also refer to point-in-time calculations of the NAV using Vinter's real-time reference rates within the specific hour. The close value is the last point-in-time calculation of the NAV.
Exchanges offering staking as a service
These staking rates are obtained from exchanges. This tier exists due to the distinctive nature of staking reward rates offered by crypto exchanges, which sets them apart from other providers.
Exchanges and Staking Methods
Kraken sheds light on this issue by categorizing staking methods as "bounded" and "flexible." The flexible method allows for immediate receipt of rewards and assets, while the bounded method requires a waiting period before receiving rewards and assets.
Generally, exchanges offer the flexible method, resulting in a lower APY. However, the bounded method provides staking rates comparable to those other providers offer.
Systematic Computation Method
The distinction between bounded and flexible methods is not always clear, necessitating the creation of a specific tier for exchanges.
The active leveraged assets endpoint returns information on all sinlge leveraged assets indexes.
The active single assets endpoint returns information on all single assets indexes.
The active leveraged assets endpoint returns information on all leveraged multi assets indexes.
Our leveraged indexes offer amplified exposure to single and multi-asset indexes calculated by Vinter. This section outlines the different types of leveraged indexes available, including single assets
Our Leveraged Single Assets API allows you to access data on individual leveraged assets. These indexes are designed to magnify exposure to a single asset's price movements. This endpoint offers current and historical index levels.
Our Leveraged Multi-Assets API allows you to access data on individual leveraged multi-asset indexes. These indexes are designed to magnify exposure to a single asset's price movements. This endpoint offers current and historical index levels.
The multi asset endpoints contain information on all multi asset indexes that Vinter calculates. There are three frequencies of every multi asset index.
For each multi asset index Vinter calculates an end-of-day value. This value is the official value for each index and is published at different times, specified by the index methodology. All multi asset index calculations are based on a specific reference rates series. Every reference series has a serial number as part of its symbol.
All indexes also have an hourly frequency. The index values are published every hour. It works in the same way as the daily frequency, except the values are considered to be indicative.
Finally, Vinter publishes a 10 second indicative feed for every index. This feed is based on our real time single asset feed. These values are also considered indicative.
Each record received from a multi asset endpoint contains the following information:
Index value
Current values
Rebalance values
Current weights
The index value is calculated based on the rebalance weights, rebalance values, and the current values. To derive the index value, you follow these steps:
Divide the current value for each constituent with its rebalance value.
Multiply the ratio from 1 with the constituent's rebalance weight.
Sum the values from 2 across all index constituents.
Multiply the value from 3 with the index rebalance value. The index rebalance value can be found in the rebalance value field.
The current weight field, also called drifted weights, is the ratio of the total index value allocated to a specific asset at the current date. It is calculated as follows.
Divide the current value for each constituent with its rebalance value
Multiply the ratio from 1 with the constituent's rebalance weight.
Sum the values from 2 across all index constituents.
The current weight for a constituent is its value from 1 divided by the value from 3.
Our Leveraged Single Assets API allows you to access data on individual leveraged assets. These indexes are designed to magnify exposure to a single asset's price movements.
The Leveraged Active Single Assets API provides additional information for all leveraged single assets. The endpoint includes information on the API symbol, leverage factor, and underlying asset.
The Leveraged Single Assets Daily endpoint allows you to access daily data on individual leveraged assets.
These sources offer non-aggregated blockchain data, which allows for calculating the Annual Percentage Rate (APR) for each validator.
These data providers offer on-chain data that enable the computation of staking reward rates by leveraging the inherent data available on the blockchain. Vinter can offer a theoretically precise staking reward rate.
When Tier 1 providers offer block-level data, data engineers are responsible for computing the staking reward rates. This task requires a comprehensive understanding of the specific asset and its associated economics. Factors such as slashed validators and penalties must be carefully considered to ensure accurate staking rate calculations.
To determine the suitability of a data provider as Tier 1 for a particular protocol, we must ensure that the provided data enables unbiased staking reward rate computation. Thorough research into the staking economics of the protocol is necessary, along with the ability to retrieve staking risks and costs, including slashing, from the on-chain data provider.
Some potential Tier 1 data providers for multiple protocols, assuming they meet the evaluation criterion, include:
The active net asset value endpoint returns information on all active instruments where Vinter performs Net Asset Value calculations.
The active staking yield endpoint returns information on all staking yield rates.
This page summarises the parameters available to make API requests.
You can use the following parameters when requesting data from the Vinter API endpoints.
symbol: (string) You use the symbol parameter to specify the specific index or reference rate whose value you want to retrieve. This is the internal Vinter symbol. For a complete list of reference rate symbols you can query the endpoint. To receive a complete list internal index symbols you can query theendpoint.
limit: (integer) This parameter is used to specify the number of records you want to retrieve in a single query. The default value is 1 and the maximum value is 2000.
Describe the different staking yields configurations
As with all reference rates, Vinter has different series of staking rates. As of 2023/05/25, the following starking rates series are being calculated.
API Error Messages are returned in a response format to indicate that a requested API operation was not successful. The response includes a "result" field with the value "error"
Sample Error Response
In the example provided, the error message indicates that a "Symbol" is required for the request.
The Error response follow the format:
The Error Header and Messages
Invalid Time:
End time must be accompanied by a start time
start_time: (string) This parameter is used to specify that you want your received values starting from a specific date and time. When you specify this parameter the received values will always contain the start time value and then the following values moving forward in time. The parameter is used together with the limit parameter. This means that you can only receive a maximum of 2000 values and if you do not specify the limit parameter you will only receive the start time value. The parameter can be specified using three different types of ISOXXX formatted strings.
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.fffZ
YYYY-MM-DD
end_time: (string) This parameter can only be specified together with the start_time parameter. You use this if you do not want values published after the specified end time. If you use the end_time parameter you need to adhere to the following constraints
The end_time and start_time parameters cannot be the same.
The end_time parameter must be greater than the start_time parameter.
The parameter can be specified using three different types of ISOXXX formatted strings.
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.fffZ
YYYY-MM-DD
When you use the start time parameter, you will always receive your values in ascending order starting with oldest value.
NOTE: There are no parameters or API key required for the active_multi_assets and active_single_assets endpoints. Please visit the endpoint's individual page for more information.
Tier 3, exchanges
eth-apy-3-d
Vinter provides the Annual Percentage Yield (APY) and Annual Percentage Rate (APR). Symbols containing "apr" correspond to the staking APR; if they contain "apy" the value is the asset's staking APY.
Each data source/provider is categorized into a three-tier system which accounts for the quality and reliability of the data feed it provides. Each tier is explained more thoroughly in its own subpage.
On-Chain Tier: These sources offer non-aggregated blockchain, which allows calculating the Annual Percentage Rate (APR) for each validator.
Staking Provider Tier: Corporate entities / Decentralized Autonomous Organizations (DAO) that provide validator services:
Exchanges Tier: Some exchanges (like Kraken, Coinbase, and Binance) offer staking as a service. However, the terms differ from the previous category since reward rates are lower and lock-up periods shorter.
Each series is created by selecting one or multiple provider categories. Filtering conditions can also be applied, such as only considering providers who have updated their rates in the last 7 days.
Examples of different data sources.
1
On-chain providers only
ankr; publicnodes
2
Staking Providers only
infstones; everstake
3
Exchanges only
kraken staking; binance staking
1
Tier 1, on-chain data
eth-apr-1-d
2
Tier 2, staking providers
eth-apr-2-d
3
Start time and end time must be different
End time must be greater than start time
Invalid Limit: Limit must be an integer
Invalid Time Format:
Accepted formats are:
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.sssZ
YYYY-MM-DD
Symbol Required: Symbol is required for this request
Invalid Symbol:
Symbol does not exist
Symbol Different Endpoint:
Symbol frequency belongs to a different endpoint
Invalid Frequency:
Frequency must be one of the following:
r for real-time
h for hourly
d for daily
Too Many Requests: Rate limit exceeded
Unauthorized:
You have not specified authorization header
You are not authenticated properly
You do not have access to requested endpoint
{
"result": "error",
"message": "Symbol Required -- Symbol is required for this request",
"data": "",
"params": {}
}Symbol Required -- Symbol is required for this request
<Error Header> -- <Error Message>internal_symbol
string
The internal symbol for the instrument
external_symbol
string
The external symbol for the instrument
full_name
string
The full name of the instrument
ISIN
string
International Securities Identification Number
GET https://www.vinterapi.com/api/v3/active_nav/
symbol
string
The index symbol
GET https://vinterapi.com/api/v3/active_staking_yields/
{
"result": "success",
"message": "Success",
"data": [
{
"symbol": "ada-apr-2-d"
},
{
"symbol": "atom-apr-2-d"
}
],
"params": {
}
}string
Category label
display_name
string
Cateogory display name
description
string
Description for the category
category
symbol
string
The symbol
leverage
number
Leverage Number
underlying_symbol
string
Underlying symbol
symbol
string
The index symbol
contrib
array
Contributing markets, the market symbol is constructed as "base currency"-"quote currency"-"exchange"
symbol
string
The symbol
leverage
number
Leverage Number
underlying_symbol
string
Underlying symbol
The single assets real-time endpoint returns values on a specific single asset index that is calculated on a continuous basis.
The endpoint requires an API key and it requires that the symbol of the index is specified using the symbol parameter. If the limit parameter is not specified the latest value is returned. To ensure chronological ordering of the index values you should sort the values using the timestamp field. The endpoint only returns a maximum of 2000 records.
Example URL
GET https://www.vinterapi.com/api/v3/single_assets_real_time/
This is a sample response for asset btc-usd-p-r
Note: It is important to note that the data available on the single_assets_real_time endpoint is trimmed on a daily basis at 00:50 UTC. This means that the endpoint provides real-time data for a period of 24 hours prior to the current time , and at 00:50 UTC each day, the data is trimmed and only the data from the preceding 24 hours is retained.
Please read the following for detailed information on parameters.
The endpoint requires an API key and it requires that the symbol of the index is specified using the symbol parameter. If the limit parameter is not specified the latest value is returned. To ensure chronological ordering of the index values you should sort the values using the timestamp field. The endpoint only returns a maximum of 2000 records.
Example URL
GET
This is a sample response for asset vnfa-btca-15-r
Please read the following for detailed information on parameters.
The single assets daily endpoint returns values for a specific single asset index that is calculated on a daily basis.
The endpoint requires an API key and it requires that the symbol of the index is specified using the symbol parameter. If the limit parameter is not specified the latest value is returned. To ensure chronological ordering of the index values you should sort the values using the timestamp field. The endpoint only returns a maximum of 2000 records.
Example URL
GET https://www.vinterapi.com/api/v3/single_assets_daily/
This is a sample response for asset btc-usd-p-d
Please read the following for detailed information on parameters.
Corporate entities / Decentralized Autonomous Organizations (DAO) that provide validator services.
Tier 2 providers can be characterized as providers of "Staking as a Service." From these providers, it is reasonable to anticipate the following:
They offer an above-average Annual Percentage Rate (APR).
They use an Investigation required: https://lido.fi/ They fully disclosed their node operators for each chain infrastructure setup resulting in slashing rates below the industry average.
They demonstrate a level of accountability for any actions or faults that may occur.
Typically, we expect the following from providers identified as Tier 2:
Accessibility: Delegating tasks to the provider should be straightforward, whether the delegating party is an institution or an individual.
Responsibility: A specific entity must be held accountable for the service provided. There should be consequences in the event of non-compliance or failure to deliver as promised.
Public Service Offering: Staking services should be the provider's principal offering and should be openly stated.
Financial Stability
The criteria for the selection process are:
An entity must satisfy at least one criterion from each category to be classified as a Tier 2 provider.
Examples of Tier 2:
Examples of Non-Tier 2:
(Failed responsibility criterion)
(Validator for BNB; failed public criterion)
(Undisclosed node operators set)
The VTAXO endpoint returns assets by categories. Same asset can be present in multiple categories.
The endpoint requires an API key. Below Query Parameters section contains information on filters available on the API.
Example URL
GET
This documentation provides information on the Vinter API, covering setup, usage, and understanding of features and endpoints. The content is divided into sections for ease of navigation.
The documentation includes:
API endpoints
Authentication methods
Error handling
Best practices
Code snippets and examples are provided to assist in integration.
For additional support or inquiries, contact your designated support agent.
Vinter reference rates and index values are published between 0 and 5 minutes after the calculation of the index/reference rate.
When you query all Vinter endpoints without and parameters you receive the latest calculated price available at that point in time. This means that if you query the endpoint right after the calculation time you may receive the previous day's index/reference value.
For this reason, it is important to check the timestamp or created_at value to validate the date after fetching data from the API.
The API may undergo incremental changes and any code consuming this API should be developed to accept:
The addition of new API endpoints
The addition of optional parameters to existing API requests
The addition of fields to existing API responses
There are indexes containing one or multiple constituents. These two categories are:
single assets
multi assets
Single asset indexes track the value of a single asset e.g. BTC in USD, whereas multi assets indexes track the value of a portfolio with multiple assets e.g. BTC and XAU. The indexes are offered in three frequencies:
real-time (r)
hourly (h)
daily (d)
The last letter of the index name indicates its frequency. The btc-usd-p-h index is a single asset index with hourly (h) frequency. The vnby-bold1-d index is a multi asset index with daily (d) frequency.
For the daily index series Vinter provides historical time-series. Values prior to the official start date of the index are only approximate values and should not be used for critical analysis. Historical values has a source_id of 0. This makes it easy to separate them from the official values.
The core functionality of the Vinter API is to
get symbols for all active index values.
get current index values and metadata for each index.
By default, the API returns the most recent index value. You can control the number of records returned with the limit parameter. The API returns a maximum of 2000 records. If you are interested in the full history please contact [email protected]
You can use curl to try out the single assets hourly API
In Python you can do this using the request library:
The active endpoint can be accessed without an API key, all other endpoints require an API key. You can request an API key by sending an email to [email protected]
Describe the meaning behind using numbers in reference rates' name.
The value of the serial number of a single asset reference rate signs the computation method used for its calculation.
Daily single assets are computed once a day for multiple different timezones. Each series is identified by a serial number and its suffix is uniquely defined by
Timezone
The single assets hourly endpoint returns values for a specific single asset index that is calculated on an hourly basis.
The endpoint requires an API key and it requires that the symbol of the index is specified using the symbol parameter. If the limit parameter is not specified the latest value is returned. To ensure chronological ordering of the index values you should sort the values using the timestamp field. The endpoint only returns a maximum of 2000 records.
Example URL
The leveraged assets daily endpoint returns values for a specific leveraged asset that is calculated on a daily basis.
The endpoint requires an API key and it requires that the symbol of the index is specified using the symbol parameter. If the limit parameter is not specified the latest value is returned. To ensure chronological ordering of the index values you should sort the values using the timestamp field. The endpoint only returns a maximum of 2000 records.
Example URL
The staking yields daily endpoint returns staking rates for different protocols.
The endpoint requires an API key, and the protocol's symbol is specified using the symbol parameter. If the limit parameter is not specified, the latest value is returned. To ensure the chronological ordering of the index values, you should sort the values using the timestamp field. The endpoint only returns a maximum of 2000 records.
Example URL
{
"result": "success",
"message": "Success",
"data": [
{
"internal_symbol": "vnfa-aeti-15-d",
"external_symbol": "AETI",
"full_name": "Selected Crypto Assets ETI",
"isin": "DE000A3GZET8"
},
{
"internal_symbol": "vnfa-aeti-15-h",
"external_symbol": "AETI",
"full_name": "Selected Crypto Assets ETI",
"isin": "DE000A3GZET8"
},
{
"internal_symbol": "vnfa-btca-15-d",
"external_symbol": "BTCA",
"full_name": "15 FiCAS Active Crypto ETP",
"isin": "CH0548689600"
},
{
"internal_symbol": "vnfa-btca-15-h",
"external_symbol": "BTCA",
"full_name": "15 FiCAS Active Crypto ETP",
"isin": "CH0548689600"
}
],
"params": {
}
}{
"result": "success",
"message": "Success",
"data": [
{
"category": "oracle",
"display_name": "Oracle",
"description": "Enables external data to interact with blockchain networks, ensuring smart contracts access accurate and timely information from the outside world."
},
{
"category": "layer1",
"display_name": "Layer 1",
"description": "Serves as the foundation for building decentralized applications and executing transactions securely and directly on the blockchain."
},
{
"category": "smartcontractplatform",
"display_name": "Smart Contract Platform",
"description": "Allows for the creation and execution of automated contracts without the need for intermediaries, using blockchain technology."
},
],
"params": {
}
}{
"result": "success",
"message": "Success",
"data": [
{
"symbol": "ada-usd-p-x-1-d",
"leverage": -1.0,
"underlying_symbol": "ada-usd-p-d"
},
{
"symbol": "ada-usd-p-x2-d",
"leverage": 2.0,
"underlying_symbol": "ada-usd-p-d"
},
{
"symbol": "ada-usd-p-x3-d",
"leverage": 3.0,
"underlying_symbol": "ada-usd-p-d"
}
],
"params": {
}
}{
"result": "success",
"message": "Success",
"data": [
{
"symbol": "waves-usd-p-d",
"contrib": [
"waves-usd-p-r"
]
}
],
"params": {
}
}{
"result": "success",
"message": "Success",
"data": [
{
"symbol": "vntr-mc-5-x-1-d",
"leverage": -1.0,
"underlying_symbol": "vntr-mc-5-d"
}
],
"params": {
}
}Non-Exchange Identity: Tier 2 providers should not be exchanges, as their staking rates are based on methods (bounded/flexible), which are often complex and require extensive research to understand fully.
The provider must publicly declare that they offer staking-as-a-ervice.
Transparency
If the provider offers its staking solution via Liquid Staking Derivatives, the identities of the node operators should be disclosed. Moreover, over 75% of these node operators must meet the criteria specified for Tier 2 categorization.
Exchange exclusion
The provider should not engage in offering online trading services.
Accessibility
Delegation can be accomplished with just a few simple clicks.
Accessibility
Comprehensive documentation is available, facilitating a smooth delegation process.
Accessibility
A contact form is available, and 'institutional' staking is actively promoted.
Responsability
The provider conducts operations under a legitimate legal entity, such as a corporation.
Responsability
The provider functions as a Decentralized Autonomous Organization (DAO). Furthermore, its governance token is listed among the top 100 tokens by market capitalization on CoinMarketCap (CMC).
Transparency
curl -H "Authorization: your_secret_api_key" https://www.vinterapi.com/api/v3/single_assets_hourly/?symbol=btc-usd-p-h import requests
url = "https://www.vinterapi.com/api/v3/single_assets_hourly/?symbol=btc-usd-p-h"
headers = {"Authorization": your_secret_api_key}
r = requests.get(url, headers=headers) high
number
The highest real-time value within that hour in U.S. dollar
close
number
The last real-time value within that hour in U.S. dollar
timestamp
integer
Unix timestamp in milliseconds representing the calculation time.
id
integer
The record's id in the source table. A id that equals 0 means that it is not an official value.
created_at
string
ISO formatted datetime representing the calculation time
symbol
string
The index symbol.
open
number
The first real-time value within that hour in U.S. dollar
low
number
symbol*
String
The ticker of the requested index
limit
Integer
The number of records to obtain. If the parameter is not specified the last record will be returned.
start_time
datestring
Received range includes the start time date. The start_time value has to be either a date or a datetime string in ISO8601 format. The formats allowed are therefore:
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.fffZ
YYYY-MM-DD
end_time
datestring
Received range excludes the end_time . The end_time value has to be either a date or a datetime string in ISO8601 format. The formats allowed are therefore:
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.fffZ
YYYY-MM-DD
Authorization*
String
your_secret_api_key
The lowest real-time value within that hour in U.S. dollar
date
string
Date representing the calculation date
id
integer
The record's id in the source table. A id that equals 0 means that it is not an official value.
created_at
string
ISO formatted datetime representing the calculation time
symbol
string
The index symbol.
value
number
The index value
timestamp
integer
symbol*
String
The ticker of the requested index
limit
Integer
The number of records to obtain. If the parameter is not specified the last record will be returned.
start_time
datestring
Received range includes the start time date. The start_time value has to be either a date or a datetime string in ISO8601 format. The formats allowed are therefore:
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.fffZ
YYYY-MM-DD
end_time
datestring
Received range excludes the end_time . The end_time value has to be either a date or a datetime string in ISO8601 format. The formats allowed are therefore:
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.fffZ
YYYY-MM-DD
Authorization*
String
your_secret_api_key
Unix timestamp in milliseconds representing the calculation time.
Publication time
p-d
Europe/London
16:00
VAP 15:00 to 16:00
p-2-d
Europe/London
15:00
VFIX at 15:00
p-3-d
*A 24-hour last observation carried forward (LOCF) is used.
id
integer
The record's id in the source table. A id that equals 0 means that it is not an official value.
created_at
string
ISO formatted datetime representing the calculation time
symbol
string
The index symbol.
value
number
The index value
timestamp
integer
GET https://www.vinterapi.com/api/v3/single_assets_hourly/
This is a sample response for asset btc-usd-p-h
symbol*
String
The ticker of the requested index
limit
Integer
The number of records to obtain. If the parameter is not specified the last record will be returned.
start_time
datestring
Received range includes the start time date. The start_time value has to be either a date or a datetime string in ISO8601 format. The formats allowed are therefore:
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.fffZ
YYYY-MM-DD
end_time
datestring
Received range excludes the end_time . The end_time value has to be either a date or a datetime string in ISO8601 format. The formats allowed are therefore:
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.fffZ
YYYY-MM-DD
Authorization*
String
your_secret_api_key
Please read the following for detailed information on parameters.
id
integer
The record's id in the source table. A id that equals 0 means that it is not an official value.
created_at
string
ISO formatted datetime representing the calculation time
symbol
string
The symbol
value
number
The index value
timestamp
integer
This is a sample response for asset ada-usd-p-x-1-d
symbol*
String
The ticker of the requested index
limit
Integer
The number of records to obtain. If the parameter is not specified the last record will be returned.
start_time
datestring
Received range includes the start time date. The start_time value has to be either a date or a datetime string in ISO8601 format. The formats allowed are therefore:
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.fffZ
YYYY-MM-DD
end_time
datestring
Received range excludes the end_time . The end_time value has to be either a date or a datetime string in ISO8601 format. The formats allowed are therefore:
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.fffZ
YYYY-MM-DD
Authorization*
String
your_secret_api_key
Please read the following for detailed information on parameters.
id
integer
The record's id in the source table. A id that equals 0 means that it is not an official value.
created_at
string
ISO formatted datetime representing the calculation time
symbol
string
The staking yield symbol.
value
number
The yield value in percentage.
timestamp
integer
GET https://www.vinterapi.com/api/v3/staking_yields_daily/
This is a sample response for asset btc-usd-p-d
symbol*
String
The ticker of the requested index
limit
Integer
The number of records to obtain. If the parameter is not specified the last record will be returned.
start_time
datestring
Received range includes the start time date. The start_time value has to be either a date or a datetime string in ISO8601 format. The formats allowed are therefore:
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.fffZ
YYYY-MM-DD
end_time
datestring
Received range excludes the end_time . The end_time value has to be either a date or a datetime string in ISO8601 format. The formats allowed are therefore:
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.fffZ
YYYY-MM-DD
Authorization*
String
your_secret_api_key
Please read the following for detailed information on parameters.
id
integer
The record's id in the source table. A id that equals 0 means that it is not an official value.
created_at
string
ISO formatted datetime representing the calculation time
symbol
string
The index symbol.
value
number
The index value
timestamp
integer
symbol*
String
The ticker of the requested index
limit
Integer
The number of records to obtain. If the parameter is not specified the last record will be returned.
start_time
datestring
Received range includes the start time date. The start_time value has to be either a date or a datetime string in ISO8601 format. The formats allowed are therefore:
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.fffZ
YYYY-MM-DD
end_time
datestring
Received range excludes the end_time . The end_time value has to be either a date or a datetime string in ISO8601 format. The formats allowed are therefore:
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.fffZ
YYYY-MM-DD
Authorization*
String
your_secret_api_key
Unix timestamp in milliseconds representing the calculation time.
symbol
string
The symbol
category
string
Category label
symbol
String
The symbol with which to filter
category
string
The category with which to filter
Authorization*
String
your_secret_api_key
The leveraged assets daily endpoint returns values for a specific leveraged asset that is calculated on a daily basis.
The endpoint requires an API key and it requires that the symbol of the index is specified using the symbol parameter. If the limit parameter is not specified the latest value is returned. To ensure chronological ordering of the index values you should sort the values using the timestamp field. The endpoint only returns a maximum of 2000 records.
Example URL
GET
This is a sample response for asset vntr-mcc-30-x-1-d
Please read the following for detailed information on parameters.
The active multi assets endpoint returns information on all multi assets indexes.
You can use this endpoint to retrieve information on your index. You can either pass the short name of the index or its internal API symbol. If you pass neither symbol nor short name, you receive information on all indexes Vinter calculates.
You can use this symbol to retrieve the new constituents before rebalancing. The new constituent will be the dictionary keys in the next_rebalance_weights field. Please see the response field section for more information about the endpoint's response field, and for information about how the endpoint is updated at rebalancing, please see below.
The endpoint can be used to
Find internal API symbols you can use to query other multi-asset endpoints.
Retrieve new constituents and rebalance weights before rebalancing.
The multi assets parameters endpoint returns information on all multi assets indexes parameters.
The endpoint requires an API key and it requires that the symbol of the index is specified using the symbol parameter. If the limit parameter is not specified the latest value is returned. To ensure chronological ordering of the index values you should sort the values using the timestamp field. The endpoint only returns a maximum of 2000 records.
Example URL
The endpoint requires an API key and it requires that the symbol of the index is specified using the symbol parameter. If the limit parameter is not specified the latest value is returned. To ensure chronological ordering of the index values you should sort the values using the timestamp field. The endpoint only returns a maximum of 2000 records.
Example URL
{
"result": "success",
"message": "Success",
"data": [
{
"id": 186196254,
"symbol": "vnfa-btca-15-r",
"created_at": "2024-06-30T09:30:12.359Z",
"open": 188.02,
"low": 187.27,
"high": 189.69,
"close": 189.4,
"timestamp": 1719739812457
}
],
"params": {
"symbol": "vnfa-btca-15-r"
}
}{
"result": "success",
"message": "Success",
"data": [
{
"id": 3140634,
"created_at": "2022-11-17T16:00:12.401Z",
"symbol": "btc-usd-p-d",
"value": 16581.89,
"timestamp": 1668700812400,
"date": "2022-11-17"
}
],
"params": {
"symbol": "btc-usd-p-d"
}
}{
"result": "success",
"message": "Success",
"data": [
{
"id": 1923803,
"created_at": "2022-11-18T11:00:09.744Z",
"symbol": "btc-usd-p-h",
"value": 16761.73,
"timestamp": 1668769209743,
"date": "2022-11-18",
"hour": 11
}
],
"params": {
"symbol": "btc-usd-p-h"
}
}{
"result": "success",
"message": "Success",
"data": [
{
"id": 99500,
"created_at": "2024-06-24T15:00:42.528Z",
"symbol": "ada-usd-p-x-1-d",
"value": 0.002837060160619,
"timestamp": 1719241242269,
"date": "2024-06-24"
}
],
"params": {
"symbol": "ada-usd-p-x-1-d"
}
}{
"result": "success",
"message": "Success",
"data": [
{
"id": 55,
"created_at": "2023-02-20T14:00:00.792Z",
"symbol": "ada-apr-2-d",
"value": 3.65,
"timestamp": 1676901600599,
"date": "2023-02-20"
}
],
"params": {
"symbol": "ada-apr-2-d"
}
}{
"result": "success",
"message": "Success",
"data": [
{
"id": 559465835,
"created_at": "2022-11-18T11:18:44.602Z",
"symbol": "btc-usd-p-r",
"value": 16748.72,
"timestamp": 1668770324600
}
],
"params": {
"symbol": "btc-usd-p-r"
}
}{
"result": "success",
"message": "Success",
"data": [
{
"symbol": "eth",
"category": "layer1"
},
{
"symbol": "eth",
"category": "smartcontractplatform"
},
{
"symbol": "eth",
"category": "metaversechain"
}
],
"params": {
"symbol": "eth"
}
}date
string
Date representing the calculation date
id
integer
The record's id in the source table. A id that equals 0 means that it is not an official value.
created_at
string
ISO formatted datetime representing the calculation time
symbol
string
The symbol
value
number
The index value
timestamp
integer
symbol*
String
The ticker of the requested index
limit
Integer
The number of records to obtain. If the parameter is not specified the last record will be returned.
start_time
datestring
Received range includes the start time date. The start_time value has to be either a date or a datetime string in ISO8601 format. The formats allowed are therefore:
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.fffZ
YYYY-MM-DD
end_time
datestring
Received range excludes the end_time . The end_time value has to be either a date or a datetime string in ISO8601 format. The formats allowed are therefore:
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.fffZ
YYYY-MM-DD
Authorization*
String
your_secret_api_key
Unix timestamp in milliseconds representing the calculation time.
Find the right "suffix" used in the index calculations.
Check the Vinter index API symbol in the relevant index methodology (ex: "vndi-ddv-30-d").
Visit the Active Multi Assets endpoint page.
Click on the www.vinterapi.com link. To arrange the data in a human-readable way in your browser, we recommend using the extension JSONVue.
Look for the Vinter index API symbol, (ex: CTR + F "vndi-ddv-30-d").
Identify the suffix in the field "weights" (ex: from "mkr-usd-p-5-d", we can derive that the suffix is "-p-5-d").
Call for the desired Vinter API symbol (ex: arb-usd-p-d) with your API key. To fix the parameter, please visit the Single Assets Daily endpoint.
If you want to see which reference rate methodology is used for a given index/asset, you just have to identify the suffix and check it against this table.
current_values
current_weights
From a regulatory perspective, the listing date is when the Asset Manager becomes an official index user. The listing date is different from the live date. To get more details, please visit the section #what-is-the-difference-between-the-base-inception-first-value-live-launch-release-listing-date.
Find the time series of the constituents.
Click on the Active Multi Asset endpoint.
Look for the Vinter API symbol (press CTR+F).
Identify all the constituents and their API symbol (for instance the corresponding BTC/USD API symbol is btc-usd-p-5-d).
Find the contributing exchanges for each constituent.
Click on the Active Single Asset endpoint.
Look for the constituent's API symbol (press CTR+F). In "contrib", you will find the real-time time series used to price the selected asset (for ex: btc-usd-p-r). Look for this new symbol to get the exhaustive list of crypto exchanges feeding our calculation engine.
If you need assistance, please reach out to [email protected] and we will be happy to help.
Retrieving indicative rebalancing weights on the 15th of the rebalancing month.
Other index information that is present in the endpoint.
The rebalance weights are updated after the official end-of-day value and before 00:00 UTC on the day of rebalance
Example URL
This endpoint returns information for the current multi assets indexes. Below is a list of the current fields that the endpoint provide
symbol
string
The index symbol
weights
object
Current Index constituents and rebalance weights
previous_rebalance_date
string
Date representing the previous rebalance date
next_rebalance_date
GET https://www.vinterapi.com/api/v3/active_multi_assets/
symbol
String
Filter by symbol
short_name
String
Filter by short_name
The endpoint continuously updates between the calculation date and the rebalancing date for each index.
One day after the calculation date, the next_rebalance_weights field is updated with the new rebalance weights for the index.
After the publication time on the rebalancing day, the next_rebalance_weights field is moved to the weights field. After moving the next_rebalance_weights field to the weights field, the following fields are set to Null.
next_rebalance_date (Is updated 12 - 24 hours after rebalancing)
next_rebalance_weights
next_review_date (Is updated 12 - 24 hours after rebalancing)
previous_review_date (Is updated 12 - 24 hours after rebalancing)
previous_rebalance_date (Is updated 12 - 24 hours after rebalancing)
indicative_rebalance_weights
indicative_rebalance_date
You know that the weights field contains the rebalancing weight for the next rebalance period if all the above fields are Null. Vinter suggests retrieving the new rebalancing weights a couple of days before rebalancing. This is possible since the review and rebalance dates are never the same.
symbol
string
The index symbol
min_volume
number
Minimum daily average volume at review date. The period length is specified in the volume_days field.
min_market_cap
number
Minimum average market cap at review date. The period length is specified in the market_cap_days field.
volume_days
integer
Days used to compute the average volume
market_cap_days
integer
symbol
String
Filter by symbol
id
integer
The record's id in the source table. A id that equals 0 means that it is not an official value.
created_at
string
ISO formatted datetime representing the calculation time
symbol
string
The index symbol.
open
number
The first real-time value within that hour in U.S. dollar
low
number
GET https://www.vinterapi.com/api/v3/nav_hourly
This is a sample response for asset vnfa-btca-15-h
symbol*
String
The ticker of the requested index
limit
Integer
The number of records to obtain. If the parameter is not specified the last record will be returned.
start_time
datestring
Received range includes the start time date. The start_time value has to be either a date or a datetime string in ISO8601 format. The formats allowed are therefore:
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.fffZ
YYYY-MM-DD
end_time
datestring
Received range excludes the end_time . The end_time value has to be either a date or a datetime string in ISO8601 format. The formats allowed are therefore:
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.fffZ
YYYY-MM-DD
Authorization*
String
your_secret_api_key
Please read the following for detailed information on parameters.
id
integer
The record's id in the source table. A id that equals 0 means that it is not an official value.
created_at
string
ISO formatted datetime representing the calculation time
symbol
string
The index or product symbol.
open
number
The first real-time value after 9:00 CET in U.S. dollar
low
number
GET https://www.vinterapi.com/api/v3/nav_daily/
This is a sample response for asset vnfa-btca-15-d
symbol*
String
The ticker of the requested index
limit
Integer
The number of records to obtain. If the parameter is not specified the last record will be returned.
start_time
datestring
Received range includes the start time date. The start_time value has to be either a date or a datetime string in ISO8601 format. The formats allowed are therefore:
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.fffZ
YYYY-MM-DD
end_time
datestring
Received range excludes the end_time . The end_time value has to be either a date or a datetime string in ISO8601 format. The formats allowed are therefore:
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.fffZ
YYYY-MM-DD
Authorization*
String
your_secret_api_key
Please read the following for detailed information on parameters.
Europe/London
16:00
VAP 12:00 to 16:00
p-4-d
America/New_York
16:00
VFIX at 16:00
p-5-d
Europe/London
16:00
VFIX at 16:00
p-6-d
Europe/London
20:00
VAP 19:00 to 20:00
p-7-d
Europe/London
16:30
VAP 15:30 to 16:30
p-8-d
America/New_York
16:00
VAP 15:00 to 16:00
p-9-d
Europe/London
16:30
VFIX at 16:30
p-10-d
Europe/London
16:00
VFIX at 16:00 with 24H LOCF*
Unix timestamp in milliseconds representing the calculation time.
date
string
Date representing the calculation date
hour
integer
A integer of the Hour representing the calculation hour
Unix timestamp in milliseconds representing the calculation time.
date
string
Date representing the calculation date
Unix timestamp in milliseconds representing the calculation time.
date
string
Date representing the calculation date
{
"result": "success",
"message": "Success",
"data": [
{
"id": 24,
"created_at": "2024-09-02T16:06:52.470Z",
"symbol": "vntr-mcc-30-x-1-d",
"value": 99.2465254750369,
"timestamp": 1725293211864,
"date": "2024-09-02"
}
],
"params": {
"symbol": "vntr-mcc-30-x-1-d"
}
}{
"result": "success",
"message": "Success",
"data": [
{
"symbol": "vntw-defii-10-d",
"weights": {
"bnb-usd-p-5-d": 0.09816399033743,
"eth-usd-p-5-d": 0.36862252314521,
"sol-usd-p-5-d": 0.02272202349228,
"uni-usd-p-5-d": 0.25227939059158,
"aave-usd-p-5-d": 0.06461348583879,
"avax-usd-p-5-d": 0.01049146302509,
"link-usd-p-5-d": 0.18310712356963
},
"previous_rebalance_date": "2022-10-31",
"next_rebalance_date": "2023-01-31",
"previous_review_date": "2022-10-24",
"next_review_date": "2023-01-24",
"next_rebalance_weights": {
"bnb-usd-p-5-d": 0.09816399033743,
"eth-usd-p-5-d": 0.36862252314521,
"sol-usd-p-5-d": 0.02272202349228,
"uni-usd-p-5-d": 0.25227939059158,
"aave-usd-p-5-d": 0.06461348583879,
"avax-usd-p-5-d": 0.01049146302509,
"link-usd-p-5-d": 0.18310712356963
},
"indicative_rebalance_weights": {
"bnb-usd-p-5-d": 0.09816399033743,
"eth-usd-p-5-d": 0.36862252314521,
"sol-usd-p-5-d": 0.02272202349228,
"uni-usd-p-5-d": 0.25227939059158,
"aave-usd-p-5-d": 0.06461348583879,
"avax-usd-p-5-d": 0.01049146302509,
"link-usd-p-5-d": 0.18310712356963
},
"indicative_rebalance_date": "2022-12-25",
"short_name": "DEFII",
"long_name": "Vinter 21Shares DeFi 10 Infrastructure Index",
"bloomberg_ticker": null,
"eikon_ticker": null
},
],
"params": {
}
}{
"result": "success",
"message": "Success",
"data": [
{
"symbol": "vntr-smc-10-d",
"min_volume": 20000000.0,
"min_market_cap": 500000000.0,
"volume_days": 1,
"market_cap_days": 1,
"price_days": 90,
"ranking_window": 1,
"constituent_number": 10,
"max_rank": 30,
"min_rank": 21,
"cap": 1.0,
"floor": 0.0,
"rebalance_frequency": "quarterly",
"business_days_offsets": 5,
"launch_date": "2023-07-05"
},
{
"symbol": "vntr-mmc-10-d",
"min_volume": 20000000.0,
"min_market_cap": 500000000.0,
"volume_days": 1,
"market_cap_days": 1,
"price_days": 90,
"ranking_window": 1,
"constituent_number": 10,
"max_rank": 20,
"min_rank": 11,
"cap": 1.0,
"floor": 0.0,
"rebalance_frequency": "quarterly",
"business_days_offsets": 5,
"launch_date": "2023-07-05"
},
],
"params": {
}
}{
"result": "success",
"message": "Success",
"data": [
{
"id": 49104,
"symbol": "vnfa-btca-15-h",
"created_at": "2023-03-01T08:00:00.000Z",
"open": 100.72,
"low": 100.61,
"high": 100.97,
"close": 100.83,
"timestamp": 1677657600000,
"date": "2023-03-01",
"hour": 8
}
],
"params": {
"symbol": "vnfa-btca-15-h"
}
}{
"result": "success",
"message": "Success",
"data": [
{
"id": 2068,
"symbol": "vnfa-btca-15-d",
"created_at": "2023-02-28T00:00:00.000Z",
"open": 99.45,
"low": 98.23,
"high": 100.04,
"close": 98.63,
"timestamp": 1677542400000,
"date": "2023-02-28",
"updated_at": "2023-02-28T00:00:00.000Z"
}
],
"params": {
"symbol": "vnfa-btca-15-d"
}
}string
Date representing the next rebalance date
previous_review_date
string
Date representing the previous review date
next_review_date
string
Date representing the next review date
next_rebalance_weights
object
Upcoming index constituents and rebalance weights
indicative_rebalance_weights
object
These weights give an indication of the upcoming rebalance weights.
indicative_rebalance_date
string
Date representing the Indicative rebalance weights calculation date
short_name
string
The index symbol short name
long_name
string
The index symbol long name
bloomberg_ticker
string
The Bloomberg terminal ticker
eikon_ticker
string
The Eikon (Thomson/Reuters) terminal ticker
Days used to compute the average market cap
price_days
integer
Minimum amount of price data points
ranking_window
integer
Number of days used for the market cap based on ranking of constituents
constituent_number
integer
Number of constituents
max_rank
integer
Max rank of constituents
min_rank
integer
Min rank of constituents
cap
number
Max weight of constituents
floor
number
Min weight of constituents
rebalance_frequency
string
Rebalance frequency of the index
business_days_offsets
integer
Number of days between Review date and Rebalance date
launch_date
string
Date representing the Index launch date
The lowest real-time value within that hour in U.S. dollar
high
number
The highest real-time value within that hour in U.S. dollar
close
number
The last real-time value within that hour in U.S. dollar
timestamp
integer
Unix timestamp in milliseconds representing the calculation time.
date
string
Date representing the calculation date
hour
Integer
A integer of the Hour representing the calculation hour
The lowest real-time value between 9:00 CET and 17:30 CET in U.S. dollar if the user updates the last value, this value might be updated
high
number
The highest real-time value between 9:00 CET and 17:30 CET in U.S. dollar if the user updates the last value, this value might be updated
close
number
The value calculated at 17:30 CET this value is the daily settlement price in U.S. dollar if the user updates the last value, this value will be updated
timestamp
integer
Unix timestamp in milliseconds representing the calculation time.
date
string
Date representing the calculation date
updated_at
string
ISO formatted datetime representing the update of nav
The multi assets real-time endpoint returns values on a specific multi asset index that is calculated on a continuous basis.
The endpoint requires an API key and it requires that the symbol of the index is specified using the symbol parameter. If the limit parameter is not specified the latest value is returned. To ensure chronological ordering of the index values you should sort the values using the timestamp field. The endpoint only returns a maximum of 2000 records.
Example URL
GET https://www.vinterapi.com/api/v3/multi_assets_real_time
This is a sample response for asset vntr-eq-5-r
Note: It is important to note that the data available on the multi_assets_real_time endpoint is trimmed on a daily basis at 00:40 UTC. This means that the endpoint provides real-time data for a period of 24 hours prior to the current time , and at 00:40 UTC each day, the data is trimmed and only the data from the preceding 24 hours is retained.
Please read the following for detailed information on parameters.
The multi assets hourly endpoint returns values for a specific multi asset index that is calculated on an hourly basis.
The endpoint requires an API key and it requires that the symbol of the index is specified using the symbol parameter. If the limit parameter is not specified the latest value is returned. To ensure chronological ordering of the index values you should sort the values using the timestamp field. The endpoint only returns a maximum of 2000 records.
Example URL
rebalance_values
array
A array of Objects of rebalance values
rebalance_weights
object
Object of rebalance weights
current_weights
object
Object of current weights
current_values
array
A array of Objects of current values
id
integer
The record's id in the source table. A id that equals 0 means that it is not an official value.
created_at
string
ISO formatted datetime representing the calculation time
value
number
The index value
symbol
string
The index symbol.
timestamp
integer
symbol*
String
The ticker of the requested index
limit
Integer
The number of records to obtain. If the parameter is not specified the last record will be returned.
start_time
datestring
Received range includes the start time date. The start_time value has to be either a date or a datetime string in ISO8601 format. The formats allowed are therefore:
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.fffZ
YYYY-MM-DD
end_time
datestring
Received range excludes the end_time . The end_time value has to be either a date or a datetime string in ISO8601 format. The formats allowed are therefore:
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.fffZ
YYYY-MM-DD
Authorization*
String
your_secret_api_key
Unix timestamp in milliseconds representing the calculation time.
id
integer
The record's id in the source table. A id that equals 0 means that it is not an official value.
created_at
string
ISO formatted datetime representing the calculation time
value
number
The index value
symbol
string
The index symbol.
timestamp
integer
GET https://www.vinterapi.com/api/v3/multi_assets_hourly/
This is a sample response for asset vntr-eq-5-h
symbol*
String
The ticker of the requested index
limit
Integer
The number of records to obtain. If the parameter is not specified the last record will be returned.
start_time
datestring
Received range includes the start time date. The start_time value has to be either a date or a datetime string in ISO8601 format. The formats allowed are therefore:
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.fffZ
YYYY-MM-DD
end_time
datestring
Received range excludes the end_time . The end_time value has to be either a date or a datetime string in ISO8601 format. The formats allowed are therefore:
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.fffZ
YYYY-MM-DD
Authorization*
String
your_secret_api_key
Please read the following for detailed information on parameters.
The multi assets daily endpoint returns values for a specific multi asset index that is calculated on a daily basis.
The endpoint requires an API key and it requires that the symbol of the index is specified using the symbol parameter. If the limit parameter is not specified the latest value is returned. To ensure chronological ordering of the index values you should sort the values using the timestmp field. The endpoint only returns a maximum of 2000 records.
Example URL
GET https://www.vinterapi.com/api/v3/multi_assets_daily/
This is a sample response for asset vntr-eq-5-d
Please read the following for detailed information on parameters.
{
"result": "success",
"message": "Success",
"data": [
{
"id": 61446159,
"created_at": "2022-11-18T11:02:19.635Z",
"symbol": "vntr-eq-5-r",
"value": 1924.05,
"rebalance_values": [
{
"value": 0.4032,
"symbol": "ada-usd-p-d",
"datetime": "2022-10-31T16:00:06.384Z",
"timestamp": 1667232006383
},
{
"value": 324.33,
"symbol": "bnb-usd-p-d",
"datetime": "2022-10-31T16:00:11.707Z",
"timestamp": 1667232011706
},
{
"value": 20363.48,
"symbol": "btc-usd-p-d",
"datetime": "2022-10-31T16:00:07.907Z",
"timestamp": 1667232007905
},
{
"value": 1565.25,
"symbol": "eth-usd-p-d",
"datetime": "2022-10-31T16:00:04.531Z",
"timestamp": 1667232002445
},
{
"value": 0.452628,
"symbol": "xrp-usd-p-d",
"datetime": "2022-10-31T16:00:07.781Z",
"timestamp": 1667232007780
},
{
"value": 2341.2,
"symbol": "vntr-eq-5-d",
"datetime": "2022-10-31T16:00:21.381Z",
"timestamp": 1667232021379
}
],
"timestamp": 1668769339634,
"current_values": [
{
"value": 0.3311,
"symbol": "ada-usd-p-r",
"datetime": "2022-11-18T11:02:10.578434Z",
"timestamp": 1668769330578
},
{
"value": 272.34,
"symbol": "bnb-usd-p-r",
"datetime": "2022-11-18T11:02:09.648000Z",
"timestamp": 1668769329647
},
{
"value": 16754.2,
"symbol": "btc-usd-p-r",
"datetime": "2022-11-18T11:02:12.410437Z",
"timestamp": 1668769332410
},
{
"value": 1218.55,
"symbol": "eth-usd-p-r",
"datetime": "2022-11-18T11:02:11.717187Z",
"timestamp": 1668769331717
},
{
"value": 0.383365,
"symbol": "xrp-usd-p-r",
"datetime": "2022-11-18T11:02:11.603424Z",
"timestamp": 1668769331603
}
],
"rebalance_weights": {
"ada-usd-p-r": 0.2,
"bnb-usd-p-r": 0.2,
"btc-usd-p-r": 0.2,
"eth-usd-p-r": 0.2,
"xrp-usd-p-r": 0.2
},
"current_weights": {
"ada-usd-p-r": 0.1998436153,
"bnb-usd-p-r": 0.2043506068,
"btc-usd-p-r": 0.2002273122,
"eth-usd-p-r": 0.1894572644,
"xrp-usd-p-r": 0.2061212013
}
}
],
"params": {
"symbol": "vntr-eq-5-r"
}
}import requests
url = "https://www.vinterapi.com/api/v3/multi_assets_real_time/?symbol=vntr-eq-5-r"
headers = {"Authorization": your_secret_api_key}
r = requests.get(url, headers=headers)
resp = r.json()
# Filter Fields
INDEX_FIELDS = [
"id",
"created_at",
"value",
"symbol",
"timestamp"
]
filtered_data = []
# Filter just the fields mentioned in INDEX_FIELDS
for index in resp["data"]:
# Add it to dict
filtered_data.append({k: index[k] for k in INDEX_FIELDS})
print(filtered_data){
"result": "success",
"message": "Success",
"data": [
{
"id": 167943,
"created_at": "2022-11-18T10:00:31.546Z",
"symbol": "vntr-eq-5-h",
"value": 1916.04,
"rebalance_values": [
{
"value": 0.4032,
"symbol": "ada-usd-p-d",
"datetime": "2022-10-31T16:00:06.384Z",
"timestamp": 1667232006383
},
{
"value": 324.33,
"symbol": "bnb-usd-p-d",
"datetime": "2022-10-31T16:00:11.707Z",
"timestamp": 1667232011706
},
{
"value": 20363.48,
"symbol": "btc-usd-p-d",
"datetime": "2022-10-31T16:00:07.907Z",
"timestamp": 1667232007905
},
{
"value": 1565.25,
"symbol": "eth-usd-p-d",
"datetime": "2022-10-31T16:00:04.531Z",
"timestamp": 1667232002445
},
{
"value": 0.452628,
"symbol": "xrp-usd-p-d",
"datetime": "2022-10-31T16:00:07.781Z",
"timestamp": 1667232007780
},
{
"value": 2341.2,
"symbol": "vntr-eq-5-d",
"datetime": "2022-10-31T16:00:21.381Z",
"timestamp": 1667232021379
}
],
"timestamp": 1668765631545,
"date": "2022-11-18",
"rebalance_weights": {
"ada-usd-p-h": 0.2,
"bnb-usd-p-h": 0.2,
"btc-usd-p-h": 0.2,
"eth-usd-p-h": 0.2,
"xrp-usd-p-h": 0.2
},
"current_weights": {
"ada-usd-p-h": 0.1986187064,
"bnb-usd-p-h": 0.2046175635,
"btc-usd-p-h": 0.2007775648,
"eth-usd-p-h": 0.1894596455,
"xrp-usd-p-h": 0.2065265197
},
"current_values": [
{
"value": 0.3277,
"symbol": "ada-usd-p-h",
"datetime": "2022-11-18T10:00:03.496486Z",
"timestamp": 1668765603496
},
{
"value": 271.56,
"symbol": "bnb-usd-p-h",
"datetime": "2022-11-18T10:00:31.458464Z",
"timestamp": 1668765631458
},
{
"value": 16730.27,
"symbol": "btc-usd-p-h",
"datetime": "2022-11-18T10:00:04.510639Z",
"timestamp": 1668765604510
},
{
"value": 1213.49,
"symbol": "eth-usd-p-h",
"datetime": "2022-11-18T10:00:04.911595Z",
"timestamp": 1668765604911
},
{
"value": 0.382519,
"symbol": "xrp-usd-p-h",
"datetime": "2022-11-18T10:00:06.238735Z",
"timestamp": 1668765606238
}
],
"hour": 10
}
],
"params": {
"symbol": "vntr-eq-5-h"
}
}import requests
url = "https://www.vinterapi.com/api/v3/multi_assets_hourly/?symbol=vntr-eq-5-h"
headers = {"Authorization": your_secret_api_key}
r = requests.get(url, headers=headers)
resp = r.json()
# Filter Fields
INDEX_FIELDS = [
"id",
"created_at",
"value",
"symbol",
"timestamp",
"date"
]
filtered_data = []
# Filter just the fields mentioned in INDEX_FIELDS
for index in resp["data"]:
# Add it to dict
filtered_data.append({k: index[k] for k in INDEX_FIELDS})
print(filtered_data)string
The index symbol.
timestamp
integer
Unix timestamp in milliseconds representing the calculation time.
date
string
Date representing the calculation date
rebalance_values
array
A array of Objects of rebalance values
rebalance_weights
object
Object of rebalance weights
current_weights
object
Object of current weights
current_values
array
A array of Objects of current values
id
integer
The record's id in the source table. A id that equals 0 means that it is not an official value.
created_at
string
ISO formatted datetime representing the calculation time
value
number
The index value
symbol
symbol*
String
The ticker of the requested index
limit
Integer
The number of records to obtain. If the parameter is not specified the last record will be returned.
start_time
datestring
Received range includes the start time date. The start_time value has to be either a date or a datetime string in ISO8601 format. The formats allowed are therefore:
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.fffZ
YYYY-MM-DD
end_time
datestring
Received range excludes the end_time . The end_time value has to be either a date or a datetime string in ISO8601 format. The formats allowed are therefore:
YYYY-MM-DDTHH:MM:SSZ
YYYY-MM-DDTHH:MM:SS.fffZ
YYYY-MM-DD
Authorization*
String
your_secret_api_key
Unix timestamp in milliseconds representing the calculation time.
date
string
Date representing the calculation date
hour
integer
A integer of the Hour representing the calculation hour
rebalance_values
array
A array of Objects of rebalance values
rebalance_weights
object
Object of rebalance weights
current_weights
object
Object of current weights
current_values
array
A array of Objects of current values
{
"result": "success",
"message": "Success",
"data": [
{
"id": 93029,
"created_at": "2022-11-17T16:00:15.665Z",
"symbol": "vntr-eq-5-d",
"value": 1891.71,
"rebalance_values": [
{
"value": 0.4032,
"symbol": "ada-usd-p-d",
"datetime": "2022-10-31T16:00:06.384Z",
"timestamp": 1667232006383
},
{
"value": 324.33,
"symbol": "bnb-usd-p-d",
"datetime": "2022-10-31T16:00:11.707Z",
"timestamp": 1667232011706
},
{
"value": 20363.48,
"symbol": "btc-usd-p-d",
"datetime": "2022-10-31T16:00:07.907Z",
"timestamp": 1667232007905
},
{
"value": 1565.25,
"symbol": "eth-usd-p-d",
"datetime": "2022-10-31T16:00:04.531Z",
"timestamp": 1667232002445
},
{
"value": 0.452628,
"symbol": "xrp-usd-p-d",
"datetime": "2022-10-31T16:00:07.781Z",
"timestamp": 1667232007780
},
{
"value": 2341.2,
"symbol": "vntr-eq-5-d",
"datetime": "2022-10-31T16:00:21.381Z",
"timestamp": 1667232021379
}
],
"timestamp": 1668700815663,
"date": "2022-11-17",
"rebalance_weights": {
"ada-usd-p-d": 0.2,
"bnb-usd-p-d": 0.2,
"btc-usd-p-d": 0.2,
"eth-usd-p-d": 0.2,
"xrp-usd-p-d": 0.2
},
"current_weights": {
"ada-usd-p-d": 0.198165331,
"bnb-usd-p-d": 0.2039067008,
"btc-usd-p-d": 0.2015564524,
"eth-usd-p-d": 0.1900732396,
"xrp-usd-p-d": 0.2062982762
},
"current_values": [
{
"value": 0.3228,
"symbol": "ada-usd-p-d",
"datetime": "2022-11-17T16:00:10.220161Z",
"timestamp": 1668700810220
},
{
"value": 267.18,
"symbol": "bnb-usd-p-d",
"datetime": "2022-11-17T16:00:14.764984Z",
"timestamp": 1668700814764
},
{
"value": 16581.89,
"symbol": "btc-usd-p-d",
"datetime": "2022-11-17T16:00:12.401236Z",
"timestamp": 1668700812401
},
{
"value": 1201.96,
"symbol": "eth-usd-p-d",
"datetime": "2022-11-17T16:00:06.714292Z",
"timestamp": 1668700806714
},
{
"value": 0.377244,
"symbol": "xrp-usd-p-d",
"datetime": "2022-11-17T16:00:12.103156Z",
"timestamp": 1668700812103
}
]
}
],
"params": {
"symbol": "vntr-eq-5-d"
}
}import requests
url = "https://www.vinterapi.com/api/v3/multi_assets_daily/?symbol=vntr-eq-5-d"
headers = {"Authorization": your_secret_api_key}
r = requests.get(url, headers=headers)
resp = r.json()
# Filter Fields
INDEX_FIELDS = [
"id",
"created_at",
"value",
"symbol",
"timestamp",
"date"
]
filtered_data = []
# Filter just the fields mentioned in INDEX_FIELDS
for index in resp["data"]:
# Add it to dict
filtered_data.append({k: index[k] for k in INDEX_FIELDS})
print(filtered_data)
Polygon.io
Stakingrewards.com
Blockchain protocols (such as Cardano, Ethereum, Solana, Polkadot)
Staking providers (such Everstake, Kraken, Coinbase)
ACTIV Financial Systems, Inc.
baha GmbH
Bloomberg Finance LP
FactSet Research Systems Inc.
Fidessa Trading (UK) Limited
FIS Financial Systems (France) SAS
ICE Data Services Europe Ltd.
Infront AS
Iress Data Ltd
Morningstar Real-Time Data Ltd.
Refintiv Limited
Royal Bank of Canada; RBC Europe Ltd
SIX Financial Information Ltd
You can find the price in your contract, if it is not specified you can request a quote from [email protected]
Solana (SOL)
Binance (BNB)
Tezos (XTZ)
Cardano (ADA)
Ethereum (ETH)
Tron (TRX)
Avalanche (AVAX)
Kava (KAVA)
Near Protocol (NEAR)
You stake parts of the holdings and guarantee to the investor you are passing on a predefined fraction of the staking rewards.
The ETP always outperforms the index thanks to the utilization rate.
Benefits
Provides clear visibility on what you do with investors’ assets.
Capitalizes on a first-mover advantage as the world's first total return staking ETP on the listing venue of your choice.
Uses of a regulated benchmark which is standard practice in the Asset Management industry.
Uses a competitive index that adapts to market conditions and provides reliable pricing data.
Drawbacks
Requires setting up a liquidity model to mitigate share redemptions and lock-up periods.
Tracking a price return single asset index
Description
You stake parts of your holdings but do not guarantee it is always passing on the staking rewards.
You use a benchmark to provide proof it is reinvesting staking rewards in the ETP.
Benefits
Uses of a regulated benchmark which is standard practice in the Asset Management industry. Market makers are used to seeing Vinter’s prices which will increase your approval odds among institutional investors.
Uses a competitive index that adapts to market conditions and provides reliable pricing data.
Shows in a transparent way that staking rewards are reinvested in the ETP.
Keeps some flexibility to stake or unstake holdings dynamically.
Drawbacks
Does not provide clear visibility on what you do with staking rewards.
Does not enjoy the same first-mover advantage as a total return index.
Not tracking any benchmark (risky)
Description
You stake parts of its holdings but do not guarantee to investors it is always passing on the staking rewards.
Benefits
Avoids selecting a benchmark.
Keeps some flexibility to stake or unstake holdings dynamically.
Drawbacks
Does not provide clear visibility on what you do with staking rewards.
Does not enjoy the same first-mover advantage as a total return index.
Increases the risk of eroding confidence due to the pricing source.
Adds a risk that the financial regulator does not have the same interpretation of the regulation as you do, i.e. that a single asset ETP requires a benchmark.
Your staking provider(s): You can select the staking providers of your choice.
Getting our data: Vinter calculates daily staking yields, index values, and asset prices can be fetched daily from our API.
Mitigating product-related aspects: (1) In certain cases, you will have to pay out an anticipated/reference yield while the actual yield is not yet received. (2) The yields you will get will be sometimes higher, sometimes lower than the staking yield calculated in the index, but overall the theoretical and practical yields will tend to be the same value. (3) The lock-up period impacts the redemption of shares.
Solutions to mitigate those aspects: (1) Setting a "comfortable" utilization rate. (2) Designing a liquidity model that enables meeting any redemption and continuously building a sufficient buffer. (3) Introducing a rule in the methodology stating that you are not staking for definite periods.
From our standpoint
The following formula is used to calculate the daily updated weight per asset:
= the quantity or daily updated weight. It increases every day by . The index is not taking compounding into consideration.
= the yield. It is extracted at 9:00 a.m. London time from the data staking providers' API or website. The yield per asset is then calculated by taking the median of the readily available yield estimates after going through Vinter's data validation and incident management process.
= the utilization rate. It is set so that the asset manager can (1) meet any share redemption (2) handle epochs/lock-up periods, and (3) promise a yield that can be paid out.
The staking yields can vary from one provider to another depending on several factors such as the provider's fees, nature, operating costs, reputation as a validator, etc ... Staking data providers can be classified into 3 tiers.
On-chain data providers (for ex: Cardano's public nodes)
Staking-as-a-Service providers (for ex: Everstake, Lido)
Crypto exchange (for ex: Binance, Kraken, Coinbase)
How can you fix the utilization rate?
You can seamlessly calibrate the utilization rate using the following rules of thumb.
Lock-up period: the longer, the lower the .
Staking reward: the more volatile, the lower the .
Redemption mechanism: depending on the time required to meet a redemption, the UR will be in the low or high baselines.
Investor demand: staking products are increasingly appealing to investors who have long investment horizons. The longer the historical and expected longevity of/demand for an asset, the higher .
Liquidity: the more working capital an asset manager can allocate to a product, the higher the .
Your staking provider: the more performant, the lower the .
read point number 6. of the eligibility criteria.
In essence, point number 6. is the rule that automatically enables Vinter to adapt to the asset universe in a rule-based fashion.
To get more details, please check the section #how-do-vinter-index-methodologies-work
From a product perspective, the best practice is to implement the new weights as soon as the closing prices are known, i.e. published by Vinter, to reduce the tracking error and trading spreads.
There is no rule in the methodology stating when the trading to implement the new weights should happen at the product level. In any case, the new weights need to be implemented before the end of the rebalancing day (00:00 UTC). The new constituents and new weights will be needed to represent the "opening" index values on the first day after rebalancing. For instance, if the closing time is at 5:00 pm CET, then you have 8 hours to implement the new weights: between 5:00 pm CET (15:00 UTC) and 00:00 UTC.
Note: In the Vinter's deliveries, the "current weights" will not be equal to the "rebalancing weights" at rebalancing. Current weights represent the previous rebalancing weights which have been drifting since the last rebalancing.
At Rebal: Vinter will rebalance the index at closing.
Prices of the current constituents can be fetched via the Multi Assets Daily endpoint.
Prices of the new/entering constituents will have to be fetched one by one via the Single Assets Daily endpoint.
After Rebal.: Prices of all the constituents will be published after closing as usual. You can fetch those via the Multi Assets Daily endpoint.
Note: The next_rebalance_weights field in the Active Multi Assets endpoint becomes the weights field after rebalance, and the next_rebalance_weights field is set to empty.
At Rebal: Vinter will rebalance the index at closing.
Prices of the current constituents can be found in the daily "end_of_day" file.
Prices of the new/entering constituents can be found in the "closing_prices_new_assets" file.
After Rebal.: Prices of all the constituents will be published after closing as usual. Closing prices will be sent daily via the "end_of_day" files.
At Rebal: Vinter will rebalance the index at closing.
Prices of the current constituents will be uploaded on the server in the "end_of_day" folder.
Prices of the new/entering constituents will be uploaded on the server under the file name "closing_prices_new_assets".
After Rebal.: Prices of all the constituents will be published after closing as usual. Closing prices will be uploaded daily on the server in the "end_of_day" folder.
= Outstanding Shares
= Today’s Daily Performance Fee
You can find the precise calculation in the "Documentation" tab of the Portfolio Composition File (PCF). You can find a Demo file in the section #what-are-the-demo-files-you-send
On February 22, 2021, Kraken experienced a significant number of anomalous trades as its liquidation engine forcibly closed positions of traders with margin positions. Vinter’s index values were unaffected during this incident.
On April 22, 2021, someone placed a large trade on the Coinbase BTC-USD market. The large-sized sell order caused price slippage, which resulted in the price of BTC dropping from USD 53,200 to below USD 51,400 in 5 minutes. Vinter's BTC reference rate and indexes selecting bitcoin were unaffected during this flash crash as it naturally factors out large sell trade on Coinbase.
The landscape of crypto is also changing at a fast pace, introducing new themes, applications, and innovations such as DeFi, NFTs, ProofOfStake, and Web 3 to mention a few. The rise of those new crypto assets has created a need for monitoring the expansion of specific segments within the crypto markets. Basket indexes (also called multi-asset indexes) address this need by offering comprehensive benchmarks, enabling investors to gauge the health and performance of selected crypto ecosystems, including specific sectors through thematic indexes.
determining the constituents' weighting: assets get a weight proportional to their importance according to specified criteria, such as market capitalization or other relevant factors.
Following the launch of the index, the index provider assumes the responsibility of ongoing monitoring and maintenance, as price fluctuations may lead to changes in constituents and weightings, necessitating updates or rebalancing according to the methodology, which dictates the frequency (commonly monthly, quarterly, or annually). During a rebalancing, the index provider will reevaluate and potentially replace constituents while adjusting their weights.
Email Delivery: If using the API isn't feasible, we can deliver essential index data via email. Keep in mind that this option may involve more manual work.
To begin, send a request to [email protected] indicating your preferred integration option. We're here to assist you!
If you are curious to understand how a rebalancing is carried out, check the following sections:
Launching: aligning on marketing/launch/distribution activities, releasing your product.
To get a more detailed and visual overview, please visit our step-by-step flow chart.
General Construction Parameters: describes the overall mechanics behind different index construction sections.
Universe: introduces the Vinter taxonomy, though it can be disregarded if it is not referred to in an index.
Selection: specifies when is the Review Date (the date at which Vinter will calculate the new weights to be set up at rebalancing) and what actions the index committee will take in specific cases.
Weighting: sets out the general rules followed by indexes to allocate a weight to each selected constituent.
Rebalancing: introduces the rebalancing calendar, the source of truth for upcoming rebalancing.
Eligible assets: refers to the eligibility criteria listed on the Vinter Compliance webpage. Any crypto asset must satisfy those criteria to be able to be selected in an index. The eligible asset universe per client is a dynamic list of crypto assets that automatically expands or scales down without the need to update the index methodology. Any change to the asset universe between two Review Dates will not affect the index as indexes typically select new constituents at the Review Date. By default, the asset universe evolves with
the status of a given crypto asset in the relevant jurisdiction: see section #what-is-the-difference-between-deemed-and-alleged
the list of the supported assets by a client's provider (crypto exchanges, market maker, staking provider, custodian, listing venue): see section #how-do-you-ensure-the-index-selects-assets-that-are-supported
Calculation: explains how the index value is calculated.
Constituent Pricing: introduces the asset pricing methodologies executed by Vinter. To find out the relevant asset pricing methodology linked to an index, see section #how-do-i-find-the-asset-pricing-for-a-specific-crypto-asset
Market Capitalization: clarifies how market caps are extracted.
Index Provider: states the responsibilities and actions performed by Vinter.
Document Versions: records the changes brought to the document over time.
launch date = release date = the day when the index is publicly unveiled. The index can be launched on two different dates:
Pre-listing date (also called soft launch): On this day, a joint announcement is released to publicly announce the creation of the new index, though no investment product is disclosed. Vinter publishes the methodology on its website.
Listing date: On this day, an investment product tracking the index is listed on a given trading venue. Simultaneously, the index is published on Vinter's methodology webpage.
Click on the eligibility criteria link;
Go through all the points and read point #6. of the eligibility criteria. There, it states that Vinter will only select assets that are supported by the industry, i.e. any of the client's providers.
Vinter offers asset pricing that distinguishes it from public sources like Coinmarketcap/CoinGecko. By employing the median over average prices, Vinter minimizes the impact of outlier prices, ensuring a more precise representation of the fair market value. Additionally, Vinter utilizes a time-weighted approach called partitioning, enabling the capture of fair market prices at multiple intervals and effectively eliminating market manipulation at closing hours.
To ensure the precision and reliability of these rates, it is essential to carry out a comprehensive exchange selection process, diligently evaluate liquidity, and prioritize USD pairing. For an exchange to be selected, it must satisfy a list of 11 carefully calibrated criteria around liquidity, AML/KYC processes, market manipulation, pricing, longevity in the sector, etc …
For additional precisions, we invite you to visit #why-does-crypto-need-indexes
The crypto assets are benchmark constituents of the index used by the issuer. The exposure is thus indirect.
Market events (link)
Forks: When two blockchain protocols are created from one, Vinter has a clear and transparent process to pick which crypto asset will be included as an eligible constituent. Please read the section if you want to know more.
Extraordinary events: When such an event occurs, an index committee will be proactive in suggesting, structuring, and executing solution paths to ensure continuity and compliance of its indexes. Asset managers can be expected to be consulted before any solution is implemented.
Yearly Review (link): Benchmark methodologies and statements undergo annual reviews, taking into account feedback from index users (typically asset managers) and other market participants. Note that Yearly Review ≠ Review Date.
Exchange Minimum Eligibility Criteria (link): Vinter is its own data provider when it comes to producing reference rates and pricing the assets included in its indexes. To do so, it aggregates the trades from a curated list of crypto exchanges satisfying a battle-tested list of criteria. This ensures increased accuracy and robustness no matter the market conditions. To request the list of the exchanges used to price certain crypto assets, please reach out to [email protected].
Constituent Minimum Eligibility Criteria (link): Vinter only selects crypto assets satisfying a specific list of criteria. Those criteria can become more restrictive or permissive if the methodology specifies it.
Implications
There can be some disagreement between public financial regulatory authorities regarding the status of some crypto assets. As a consequence, Vinter only factors in its methodologies the jurisdiction(s) where the product is listed. For the exclusion of a crypto asset to be effective, due to not satisfying either the #4 or #5 eligibility criteria, two conditions need to be fulfilled at the Review Date:
The index must be tracked by a product that is listed in a country over which the given public financial authority has jurisdiction.
We have a public link/document/source supporting that the given crypto asset fails the criteria.
Disseminating index values to Refinitiv, daily;
Disseminating index values to Bloomberg, daily;
Calculating the Net Asset Value of your portfolio;
Producing monthly tearsheet and composition reports;
Providing the index committee decision report available at each review date;
Backtesting index strategies on an ad-hoc basis;
Registering your index for an ISIN (International Securities Identification Numbering),
and many more ...
Please reach out to [email protected] if you want to request any service from Vinter.
Thought leadership piece.
FAQ on the ETP/strategy.
Blog post.
Whitepaper.
Cross-post on x.com and linkedin.com.
Podcast.
Joint press release.
Webinar.
Social events (breakfast, conference, lunch, summit, after-work, etc ...).
In instances of a joint press release, we're here to support you by pitching the exclusivity of your news to prominent media outlets like Coindesk, Blockworks, ETF Stream, ETF Express, Di Digital, and Financial Times. Our goal is to secure exclusive coverage for your news, ensuring that these reputable media sources get the first scoop before others.
End-of-Day (example): A spreadsheet containing the final values of the index and the prices of the individual crypto assets at the close of the trading day. This file provides a snapshot of the day's performance and is commonly used by professionals to analyze and track the index's progress.. This file is sent daily.
Closing Prices of New Assets (example): A spreadsheet containing the prices of the individual crypto assets at the close of the rebalancing day for the assets that are entering the index. This file is sent at rebalancing.
Net Asset Value (example): A document summarizing the total value of a product's underlying crypto assets after accounting for expenses and liabilities. Professionals use this report to quickly assess the performance discrepancy between the index and the product. This file is sent daily.
Portfolio Composition File (example): A document detailing the specific crypto assets held within the product, along with their respective proportions. A net asset value (NAV) report is also included and provides a concise overview of the product's total value after accounting for fees and obligations. These documents offer professionals a concise snapshot of the product's holdings and financial performance. This file is sent daily.
Rebalance Weights (example): A record outlining the adjusted proportions assigned to each crypto asset within the index before a rebalancing process. It provides a quick snapshot of the updated composition and is used by professionals to maintain the index's desired characteristics. This file is sent the next business day after the review date.
historical returns
Sharpe ratio
Sortino ratio
worst drawdown events in days and % loss
volatility
index turnover
estimated trading costs
weight per asset before and after rebalancing
evolution of the constituent ranking in terms of weight
correlation matrix
asset contribution to overall performance
We follow the following file naming convention: composition_report_defi-mc-5-d_2020-05-01_2022-05-01.html
the dates in the file names are in the format yyyy-mm-dd and display the first and last date at which the strategy was calculated.
"mc" means marketcap
"mc-sqrt" means square root of market cap
"mcc" means market cap capped
"-5-d" means that the index can contain up to 5 assets
If you need more precisions or assistance on a specific metric/graph, feel free to contact [email protected].
