Seven US stock indexes: the S&P 500, S&P MidCap 400 and S&P SmallCap 600, the Nasdaq-100, the Russell 1000 and Russell 2000, and the Dow Jones Industrial Average.
Every constituent list is a full-replication tracking fund's own disclosed holdings, taken either from an SEC Form N-PORT filing or from the holdings file the fund publishes daily, and every response names the fund and the date it came from. A list is published only once a fund's filing reaches us whole: a filing that arrived narrowed is stored but never published, because a partial list would read as an index that had shrunk. Rows that could not be matched to a company we track keep the fund's own name and carry isLinked: false rather than being dropped.
Each endpoint accepts an index by slug or by name, so sp-500, S%26P%20500 and SPX all address the same list. A spelling that could name two indexes, such as russell, returns 404 rather than resolving to one of them.
/v1/indexes
Returns every covered index with the state of the list published for it. constituentCount is 0 and asOfDate null while no complete list is held. forecastable is false only for the Dow, which publishes no quantitative entry rule.
Parameters: none.
curl "https://api.equibles.com/v1/indexes" \
-H "Authorization: Bearer eq_your_api_key"import requests
r = requests.get(
"https://api.equibles.com/v1/indexes",
headers={"Authorization": "Bearer eq_your_api_key"},
)
print(r.json())const res = await fetch("https://api.equibles.com/v1/indexes", {
headers: { Authorization: "Bearer eq_your_api_key" },
});
console.log(await res.json());Response (trimmed to two of the seven indexes):
{
"data": [
{
"slug": "sp-500",
"name": "S&P 500",
"provider": "S&P Dow Jones Indices",
"forecastable": true,
"constituentCount": 504,
"asOfDate": "2026-08-19",
"source": "Held by iShares Core S&P 500 ETF (IVV) daily basket on 19 Aug 2026",
"isDaily": true
},
{
"slug": "sp-400",
"name": "S&P MidCap 400",
"provider": "S&P Dow Jones Indices",
"forecastable": true,
"constituentCount": 400,
"asOfDate": "2026-08-19",
"source": "Held by iShares Core S&P Mid-Cap ETF (IJH) daily basket on 19 Aug 2026",
"isDaily": true
}
]
}
/v1/indexes/
Returns one index's current constituent list, heaviest first. weight is the company's share of the index as a fraction, so 0.0721 is 7.21%. fundShares and fundValueUsd size the tracking fund's position, never the company's shares outstanding or market value. The provenance fields travel with every page, because a constituent list without its source and date is a claim we cannot support.
Parameters: index (path: slug or name); limit (default 100, max 500) and offset for paging.
curl "https://api.equibles.com/v1/indexes/sp-500?limit=3" \
-H "Authorization: Bearer eq_your_api_key"import requests
r = requests.get(
"https://api.equibles.com/v1/indexes/sp-500?limit=3",
headers={"Authorization": "Bearer eq_your_api_key"},
)
print(r.json())const res = await fetch("https://api.equibles.com/v1/indexes/sp-500?limit=3", {
headers: { Authorization: "Bearer eq_your_api_key" },
});
console.log(await res.json());Response:
{
"slug": "sp-500",
"name": "S&P 500",
"asOfDate": "2026-08-19",
"source": "As held by iShares Core S&P 500 ETF (IVV) daily basket on 19 Aug 2026, from the holdings file the fund publishes on its own site (retrieved 20 Aug 2026).",
"isDaily": true,
"constituentCount": 504,
"unlinkedCount": 2,
"data": [
{
"rank": 1,
"ticker": "NVDA",
"name": "Nvidia Corp",
"isLinked": true,
"weight": 0.07947375,
"fundShares": 327009346.0000,
"fundValueUsd": 71144153315.76
},
{
"rank": 2,
"ticker": "AAPL",
"name": "Apple Inc.",
"isLinked": true,
"weight": 0.07018269,
"fundShares": 198298398.0000,
"fundValueUsd": 62826881438.34
},
{
"rank": 3,
"ticker": "MSFT",
"name": "Microsoft Corp",
"isLinked": true,
"weight": 0.05426025,
"fundShares": 100293740.0000,
"fundValueUsd": 48573261219.40
}
],
"meta": {
"limit": 3,
"offset": 0,
"count": 3,
"hasMore": true,
"total": 504
}
}
/v1/indexes/
Returns the companies that joined or left an index, newest first. Each change is dated to a window, previousAsOfDate to observedAsOfDate, rather than to an announcement: a daily holdings file dates a change to a day, a quarterly filing only to a quarter. sourceCount says how many tracking funds reported it, because several funds track one index and their records for the same company and direction over overlapping windows are collapsed into one event.
Parameters: index (path: slug or name); limit (default 25, max 500) and offset for paging.
curl "https://api.equibles.com/v1/indexes/nasdaq-100/changes?limit=3" \
-H "Authorization: Bearer eq_your_api_key"import requests
r = requests.get(
"https://api.equibles.com/v1/indexes/nasdaq-100/changes?limit=3",
headers={"Authorization": "Bearer eq_your_api_key"},
)
print(r.json())const res = await fetch("https://api.equibles.com/v1/indexes/nasdaq-100/changes?limit=3", {
headers: { Authorization: "Bearer eq_your_api_key" },
});
console.log(await res.json());Response:
{
"data": [
{
"direction": "Added",
"name": "Walmart Inc.",
"ticker": "WMT",
"isLinked": true,
"observedAsOfDate": "2026-03-31",
"previousAsOfDate": "2025-12-31",
"weight": 0.03438842,
"sourceCount": 1
},
{
"direction": "Removed",
"name": "AstraZeneca PLC",
"ticker": null,
"isLinked": false,
"observedAsOfDate": "2026-03-31",
"previousAsOfDate": "2025-12-31",
"weight": 0.00295849,
"sourceCount": 1
},
{
"direction": "Added",
"name": "Western Digital Corp",
"ticker": "WDC",
"isLinked": true,
"observedAsOfDate": "2025-12-31",
"previousAsOfDate": "2025-09-30",
"weight": 0.00324727,
"sourceCount": 1
}
],
"meta": {
"limit": 3,
"offset": 0,
"count": 3,
"hasMore": true
}
}
/v1/indexes/
Applies an index's own published entry rules to every company we track, with a rule-by-rule scorecard behind each company.
kind settles how the answer should be read. Screen means an S&P Dow Jones Indices committee makes the final decision. The S&P 500 supplements that screen with a versioned probability model: probabilityHorizonDays gives the fixed horizon, probabilityModelVersion identifies the calculation, probabilitySource and probabilitySourceUrl identify its empirical turnover calibration, and each eligible join candidate and current-member exit row carries probability as a fraction from zero to one. Other S&P indexes remain raw screens. Projection means a published ranking decides membership, so eligibility is scored and then the ranking is applied.
A rule outcome of NotEvaluated is a fact about the company, a figure we could not read, and it blocks an entry verdict. NotApplied is a fact about us, a rule we run for nobody, disclosed and excluded from the verdict. unmeasuredMemberCount counts members in that state. They stay out of deterministic departure buckets because missing data is not evidence of an exit; the S&P 500 probability model still gives them the common historical exit baseline. For a projection the ranking is built without them.
Each bucket's count is public. Candidate identities, directions, ranks, values, and rule evidence require a Plus or Pro plan; Free responses set candidatesLocked to true and return empty rows. The Dow returns 404: it publishes no quantitative entry rule, so there is nothing to apply. Snapshots are written once per trading day from settled closes and never revised.
Parameters: index (path: slug or name; the Dow returns 404).
curl "https://api.equibles.com/v1/indexes/sp-500/forecast" \
-H "Authorization: Bearer eq_your_api_key"import requests
r = requests.get(
"https://api.equibles.com/v1/indexes/sp-500/forecast",
headers={"Authorization": "Bearer eq_your_api_key"},
)
print(r.json())const res = await fetch("https://api.equibles.com/v1/indexes/sp-500/forecast", {
headers: { Authorization: "Bearer eq_your_api_key" },
});
console.log(await res.json());Free responses keep the aggregate counts and probability calibration metadata, set candidatesLocked to true, provide the pricing upgradeUrl, and return empty bucket rows.
Plus and Pro responses set candidatesLocked to false, return upgradeUrl as null, and populate each bucket's rows with the candidate and its rule scorecard. On an S&P 500 probability snapshot, rows are ordered by probability from highest to lowest and the full stored current-member exit distribution is returned. No response example is shown before a production probability snapshot exists.