X-Ray

The Morningstar X-Ray capability enables you to quickly analyze a portfolio's holdings. You define the portfolio individually in the connector options.

The X-Ray Connector aggregates individual holdings data with the help of the Morningstar API. Data returned by the Highcharts Connector shows how a portfolio is diversified by region, sector, and investment style.

How to use X-Ray Connector

You can use the XRayConnector or XRayUSConnector to fetch portfolio data points, holding data points, or benchmark data points. Depending on the request additional breakdown columns might be added to the table.

X-Ray APAC/EMEA API

Available data converters

Currently the following data points are supported in the APAC/EMEA X-Ray converter:

AssetAllocation
GlobalStockSector
HistoricalPerformanceSeries
PerformanceReturn
RegionalExposure
SharpeRatio
ShowBreakdown
StandardDeviation
StyleBox
UnderlyingHolding

In order to fetch a benchmark, you can request for example:

const xRayConnector = new HighchartsConnectors.Morningstar.XRayConnector({
    api: {
        access: {
            token: 'JWT token'
        }
    },
    benchmarkId: 'EUCA000812',
    currencyId: 'GBP',
    dataPoints: [{
        type: 'portfolio',
        dataPoints: [
            'AssetAllocationMorningstarEUR3',
            'GlobalStockSector',
            'RegionalExposure'
        ]
    }, {
        type: 'benchmark',
        dataPoints: [
            'HistoricalPerformanceSeries',
            ['PerformanceReturn', 'M0', 'M1', 'M2', 'M3', 'M6', 'M12'],
            'ShowBreakdown'
        ]
    }],
    holdings: [{
        id: 'F0GBR052QA',
        idType: 'MSID',
        weight: 50
    }, {
        id: 'GB00BWDBJF10',
        idType: 'ISIN',
        weight: 50
    }]
});

How to get data from the `XRayConnector`

await xRayConnector.load();
const data = xRayConnector.dataTables.AssetAllocation;

X-Ray Americas API

Currently the following data points are supported in the Americas X-Ray converter:

CreditQuality
CorrelationMatrix
EquityStyle
FixedIncomeStyle
AssetAllocation
RollingReturns
RiskStatistics
CalendarYearReturn
FundStatistics
Holdings
MPTStatistics
TrailingReturns

Example request:

const americasXRayConnector = new HighchartsConnectors.Morningstar.XRayUSConnector({
    api: {
        access: {
            token: 'JWT token'
        }
    },
    viewId: 'All',
    configId: 'Default',
    requestSettings: {
        outputCurrency: 'USD',
        outputReturnsFrequency: 'MonthEnd',
        assetClassGroupConfigs: {
            assetClassGroupConfig: [
                {
                    id: 'ACG-USBROAD'
                }
            ]
        }
    },
    portfolios: [
        {
            name: 'TestPortfolio1',
            totalValue: 10000,
            currency: 'USD',
            holdings: [
                {
                    securityId: 'F00000VCTT',
                    weight: 20
                },
                {
                    securityId: '0P00002NW8',
                    weight: 10
                },
                {
                    tradingSymbol: 'AAPL',
                    weight: 15
                },
                {
                    isin: 'US09251T1034',
                    weight: 35
                },
                {
                    cusip: '256219106',
                    weight: 20
                }
            ],
            benchmark: {
                type: 'Standard',
                holdings: [
                    {
                        securityId: 'XIUSA04G92',
                        type: 'XI',
                        weight: 100
                    }
                ]
            }
        }
    ]
});

Americas X-Ray API supports multiple portfolios return. Simply add more portfolio objects to portfolios array to utilize multiple X-Ray returns in one API request.

How to get data from the `XRayUSConnector`

await americasXRayConnector.load();
const data = americasXRayConnector.dataTables.EquityStyle;

Morningstar API Reference

For more details, see Morningstar's APAC/EMEA X-Ray API.