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Factor V2

OMNI Datastream Factor V2 provides allocator-grade factor analysis with daily recomputation and intraday snapshots.

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Key Improvements over V1

FeatureV1V2
Recompute frequencyWeeklyDaily
Factor count6384+
Intraday snapshotsNot available1-minute and 5-minute
Portfolio drill-downSecurity-level onlySecurity + portfolio + model portfolio
OrthogonalizationBasicFull topological sort

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Endpoints

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Daily Factor Returns

curl "https://api.secapi.ai/v1/factors/returns?lookback=30" \
  -H "x-api-key: $OMNI_DATASTREAM_API_KEY"

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Intraday Factor Snapshots

curl "https://api.secapi.ai/v1/factors/returns/intraday" \
  -H "x-api-key: $OMNI_DATASTREAM_API_KEY"

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Live Factor Dashboard (One Call)

curl "https://api.secapi.ai/v1/factors/dashboard" \
  -H "x-api-key: $OMNI_DATASTREAM_API_KEY"
Returns: intraday returns, regime context, rotation signals, and spotlight factors.

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Stock-Level Factor Loadings

curl "https://api.secapi.ai/v1/stocks/AAPL/loadings" \
  -H "x-api-key: $OMNI_DATASTREAM_API_KEY"

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Portfolio Factor Exposures

curl -X POST "https://api.secapi.ai/v1/portfolio/analyze" \
  -H "x-api-key: $OMNI_DATASTREAM_API_KEY" \
  -H "Content-Type: application/json" \
  -d '{"holdings": [{"ticker": "AAPL", "weight": 0.3}, {"ticker": "MSFT", "weight": 0.3}, {"ticker": "GOOGL", "weight": 0.4}]}'

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Factor Catalog

Access the full 84-factor catalog with methodology: 
curl "https://api.secapi.ai/v1/factors/catalog" \
  -H "x-api-key: $OMNI_DATASTREAM_API_KEY"
Each factor includes: name, family, proxy ETF, orthogonalization method, and methodology summary.

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Regime-Conditioned Performance

See how factors perform in different macro regimes: 
curl "https://api.secapi.ai/v1/factors/regime-performance" \
  -H "x-api-key: $OMNI_DATASTREAM_API_KEY"