Index Constituents

/timeseries/index-constituents

Definition

An index constituent is a member of an index. For multi-asset crypto indexes, a constituent is a cryptoasset.

Details

Certain indexes consist of multiple index constituents. Such indexes weight constituents by one or more factors to determine the composition of the index. For instance, market capitalization-weighted indexes weight index constituents by their adjusted free float market capitalization. For each index that utilizes this approach, the index constituent data contains the constituents and their weights.

Index constituents and weights are calculated once an hour, every hour, including on weekends and holidays. Single asset indexes only have a single constituent, so no data will be returned for this endpoint. There are also no constituents for our CMBI Mining Series indexes.

Example

A sample of the constituents for the CMBI10 from our /timeseries/index-constituents API endpoint is shown below.

{
  "data": [
    {
      "time": "2020-05-01T22:00:00.000000000Z",
      "index": "CMBI10",
      "constituents": [
        {
          "asset": "bch",
          "weight": "0.01887429752681492"
        },
        {
          "asset": "bsv",
          "weight": "0.01343767932475944"
        },
        {
          "asset": "btc",
          "weight": "0.747355794635124"
        },
        {
          "asset": "etc",
          "weight": "0.004565578678797349"
        },
        {
          "asset": "eth",
          "weight": "0.1351998514006912"
        },
        {
          "asset": "ltc",
          "weight": "0.01756776057810796"
        },
        {
          "asset": "xlm",
          "weight": "0.008757017272583251"
        },
        {
          "asset": "xmr",
          "weight": "0.006442672327610681"
        },
        {
          "asset": "xrp",
          "weight": "0.03769069726575187"
        },
        {
          "asset": "xtz",
          "weight": "0.01010865098975933"
        }
      ]
    }
  ]
}

• index: The ID of the index. \

• time: The reference rate time in ISO 8601 date-time format. \

• asset: The asset id of the index constituent.\

• weight: The index constituent weight.

Release History

Adjusted Free Float Methodology

• Version 1.0 on July 2020: Methodology launch.

CMBI Multi Asset Series

• Version 1.0 on September 2020: Methodology launch and release of CMBI10, CMBI10E, CMBI10EX, and CMBIBE.

CMBI Momentum Series

• Version 1.0 on June 2020: Methodology launch and release of CMBI10M.

Availability

The last 60 days of history is available through our community API. Community data is available via HTTP API only and is limited to 10 API requests per 6 seconds per IP address. All of our index constituenst data is available through our professional API with higher rate limits.

Index constituents are available for the indexes listed below.

Multi Asset Series

Index Ticker	Index Name	Start Date
CMBI10	CMBI 10	2017-01-03
CMBI10E	CMBI Even	2017-01-03
CMBI10EX	CMBI 10 Excluding Bitcoin	2017-01-03
CMBIBE	CMBI Bitcoin and Ethereum	2015-08-08
CMBI10M	CMBI Momentum	2017-01-09