Glossary

This page explains key concepts to successfully use the Sesame Data API.

Asset

Cash, a liquid investment, loan, derivative or private investment which can be transacted or held. Each asset has a unique ASSET.ID, which can be used as a primary key if maintaining an investment master.

Note: there is no split between securities and cash, or assets and liabilities: all are 'assets'.

Position

An asset held in a currency within an entity on a date. For example, ASSET.ID 900 with market value in USD held in ENTITY.ID 1 on 2026-01-02.

Entity

An entity is an object which contains on or more position. Other than the entities endpoint, all API requests require an entityId in the request. An entity can either be a Portfolio , a Vehicle or a Consolidation. A Portfolio contains a collection of holdings from a single feed. A Vehicle (also referred to as a legal entity) is an aggregation of the positions and transactions of one or more portfolios. A Consolidation is a custom consolidation of selected Portfolios and Vehicles with adjustable weights, allowing for specific combinations of other entities in a way that does not reflect the legal reality.

Each entity has a unique ENTITY.ID, which can be used as a primary key if maintaining an entity mapping table.

Pipeline and Date Publication

After receipt of Position and Transaction data for a date, data flows through the Sesame pipeline before being available in the various endpoints. The pipeline runs data integrity checks, builds consolidations and computes risk. After successful completion, the processed date will have pipeline status of Ready , and data for this date can be requested from an endpoint. You can see this status, as well as when an entity was published in the entities endpoint.