Market Calendar API – Index Rebalancing & Reconstitution Dates is a paid API for AI agents from market-calendar-api.onrender.com, paid per call via x402, $0.02/call, status unknown (last checked 2026-10-29).
Returns scheduled index rebalancing and reconstitution dates for S&P 500, Nasdaq-100, Russell US, and DAX for a given year, including effective-after-close date and first trading day with new weights.
Returns index rebalancing and reconstitution dates (S&P 500, Nasdaq-100, Russell US semi-annual, DAX reviews) for a year: effective-after-close date and first trading day with new weights.
A list of rebalancing/reconstitution events for the requested index and year, each containing the index name, effective-after-close date, and the first trading day on which new weights apply.
GEThttps://market-calendar-api.onrender.com/v1/rebalance?utm_source=zero.xyzChoose this endpoint when you need structured, machine-readable rebalancing and reconstitution calendars for major equity indices (S&P 500, Nasdaq-100, Russell US, DAX) by year. Ideal for quantitative strategies, portfolio rebalancing automation, event-driven trading preparation, or building financial calendars that need to track when index compositions and weights change.
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
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