{ "opencollection": "1.0.0", "info": { "name": "Factset Analytics Datastore About Factset Global Prices API", "version": "1.0.0" }, "request": { "auth": { "type": "basic", "username": "{{username}}", "password": "{{password}}" } }, "items": [ { "info": { "name": "Factset Global Prices", "type": "folder" }, "items": [ { "info": { "name": "Factset Gets end-of-day Open, High, Low, Close for a list of securities.", "type": "http" }, "http": { "method": "GET", "url": "https://api.factset.com/factset-global-prices/v1/prices", "params": [ { "name": "ids", "value": "", "type": "query", "description": "The requested list of security identifiers. Accepted ID types include Market Tickers, SEDOL, ISINs, CUSIPs, or FactSet Permanent Ids.
***ids limit** = 1000 per non-batch request / 2000 per batch request for a single day and 50 per multi-day request*
*Make note, GET Method URL request lines are also limited to a total length of 8192 bytes (8KB). In cases where the service allows for thousands of ids, which may lead to exceeding this request line limit of 8KB, it's advised for any requests with large request lines to be requested through the respective \"POST\" method.
*" }, { "name": "fields", "value": "price,priceOpen,priceHigh,priceLow,volume", "type": "query", "description": "Request available pricing data fields to be included in the response. Default is all fields. All responses will include the _fsymId_, _date_, and _currency_ fields.\n |field|description|\n |||\n |price|Closing Price|\n |priceOpen|Opening Price|\n |priceHigh|High Price|\n |priceLow|Low Price|\n |volume|Volume|\n |turnover|Total Trade Value for the Day|\n |tradeCount|Number of Trades|\n |vwap|Volume Weighted Average Price|\n" }, { "name": "startDate", "value": "2021-08-27", "type": "query", "description": "The start date requested for a given date range in **YYYY-MM-DD** format. The input start date must be before the input end date. Future dates (T+1) are not accepted in this endpoint.\n" }, { "name": "endDate", "value": "2021-08-27", "type": "query", "description": "The end date requested for a given date range in **YYYY-MM-DD** format. The input end date must be after the input start date. Future dates (T+1) are not accepted in this endpoint.\n" }, { "name": "frequency", "value": "", "type": "query", "description": "Controls the display frequency of the data returned.\n * **D** = Daily\n * **AD** = Actual Daily\n * **W** = Weekly, based on the last day of the week of the start date.\n * **M** = Monthly, based on the last trading day of the month.\n * **AM** = Monthly, based on the start date (e.g., if the start date is June 16, data is displayed for June 16, May 16, April 16 etc.).\n * **AQ** = Actual Quarterly\n * **CQ** = Quarterly based on the last trading day of the calendar quarter (March, June, September, or December).\n * **ASA** = Actual Semi-annual\n * **CSA** = Calendar Semi-annual\n * **AY** = Actual Annual, based on the start date.\n * **CY** = Calendar Annual, based on the last trading day of the calendar year.\n \n" }, { "name": "calendar", "value": "FIVEDAY", "type": "query", "description": "Calendar of data returned. SEVENDAY includes weekends." }, { "name": "currency", "value": "USD", "type": "query", "description": "Currency code for adjusting prices. Default is Local. For a list of currency ISO codes, visit [Online Assistant Page 1470](https://oa.apps.factset.com/pages/1470)." }, { "name": "adjust", "value": "", "type": "query", "description": "Controls the split and spinoff adjustments for the prices.\n * **SPLIT** = Split ONLY Adjusted. This is used by default.\n * **SPLIT_SPINOFF** = Splits & Spinoff Adjusted.\n * **UNSPLIT** = No Adjustments.\n" }, { "name": "batch", "value": "", "type": "query", "description": "Enables the ability to asynchronously \"batch\" the request, supporting a long-running request for up to 20 minutes. Upon requesting batch=Y, the service will respond with an HTTP Status Code of 202.\nOnce a batch request is submitted, use batch status to see if the job has been completed. Once completed, retrieve the results of the request via batch-result. When using Batch, ids limit is increased to 10000 ids per request, though limits on query string via GET method still apply. It's advised to submit large lists of ids via POST method.\nPlease note that the number of unique currencies present in the requested ids is limited to 50 per request.\n" } ] }, "docs": "Gets security prices', Open, High, Low, Close, Volume, VWAP, Trade Count, and Turn Over for a specified list of securities, date range, currency, and adjustment factors.\n" }, { "info": { "name": "Factset Requests end-of-day Open, High, Low, Close for a large list of securities.", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/factset-global-prices/v1/prices", "body": { "type": "json", "data": "{}" } }, "docs": "Gets security prices', Open, High, Low, Close, Volume, VWAP, Trade Count, and Turn Over for a specified list of securities, date range, currency, and adjustment factors." }, { "info": { "name": "Factset Gets Corporate Actions information.", "type": "http" }, "http": { "method": "GET", "url": "https://api.factset.com/factset-global-prices/v1/corporate-actions", "params": [ { "name": "ids", "value": "", "type": "query", "description": "The requested list of security identifiers. Accepted ID types include Market Tickers, SEDOL, ISINs, CUSIPs, or FactSet Permanent Ids.***ids limit** = 1000 per non-batch request / 2000 per batch request for a single day and 50 per multi-day request*
*Make note, GET Method URL request lines are also limited to a total length of 8192 bytes (8KB). In cases where the service allows for thousands of ids, which may lead to exceeding this request line limit of 8KB, it's advised for any requests with large request lines to be requested through the respective \"POST\" method.
*" }, { "name": "eventCategory", "value": "", "type": "query", "description": "Selects the Event Category to include in the response.\n * **CASH_DIVS** = Cash Dividends\n * **STOCK_DIST** = Stock Distributions\n * **SPINOFFS** = Spin Offs\n * **RIGHTS** = Rights Issue\n * **SPLITS** = Splits\n * **ALL** = Returns all Event Types. If left blank the service will default to ALL.\n" }, { "name": "fields", "value": "", "type": "query", "description": "Request available Corporate Actions data fields to be included in the response.\nDefault is all fields. _fsymId_, _effectiveDate_, _eventTypeCode_ and _requestId_ are always included.\n\n |field|description|\n |||\n |fsymId|Factset Regional Security Identifier|\n |eventTypeCode|Character code that denotes the type of event|\n |effectiveDate|The date when security is traded ex-dividend|\n |requestId|Identifier that was used for the request.|\n\n**_startDate and endDate are required parameters. The input startDate must come before the input endDate._**" }, { "info": { "name": "Factset Gets Indicated Annualized Dividend information.", "type": "http" }, "http": { "method": "GET", "url": "https://api.factset.com/factset-global-prices/v1/annualized-dividends", "params": [ { "name": "ids", "value": "", "type": "query", "description": "The requested list of security identifiers. Accepted ID types include Market Tickers, SEDOL, ISINs, CUSIPs, or FactSet Permanent Ids.
***ids limit** = 1000 per non-batch request / 2000 per batch request for a single day and 50 per multi-day request*
*Make note, GET Method URL request lines are also limited to a total length of 8192 bytes (8KB). In cases where the service allows for thousands of ids, which may lead to exceeding this request line limit of 8KB, it's advised for any requests with large request lines to be requested through the respective \"POST\" method.
*" }, { "name": "currency", "value": "USD", "type": "query", "description": "Currency code for adjusting prices. Default is Local. For a list of currency ISO codes, visit [Online Assistant Page 1470](https://oa.apps.factset.com/pages/1470)." }, { "name": "batch", "value": "", "type": "query", "description": "Enables the ability to asynchronously \"batch\" the request, supporting a long-running request for up to 20 minutes. Upon requesting batch=Y, the service will respond with an HTTP Status Code of 202.\nOnce a batch request is submitted, use batch status to see if the job has been completed. Once completed, retrieve the results of the request via batch-result. When using Batch, ids limit is increased to 10000 ids per request, though limits on query string via GET method still apply. It's advised to submit large lists of ids via POST method.\nPlease note that the number of unique currencies present in the requested ids is limited to 50 per request.\n" } ] }, "docs": "Gets the Annualized dividend of the latest reported dividend.\nThe annualized dividend calculations does not involve cancelled dividends.\n" }, { "info": { "name": "Factset Gets Indicated Annualized Dividend information.", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/factset-global-prices/v1/annualized-dividends", "body": { "type": "json", "data": "{}" } }, "docs": "Gets the Annualized dividend of the latest reported dividend. The annualized dividend calculations does not involve cancelled dividends." }, { "info": { "name": "Factset Gets Returns for a list of `ids` as of given date range.", "type": "http" }, "http": { "method": "GET", "url": "https://api.factset.com/factset-global-prices/v1/returns", "params": [ { "name": "ids", "value": "", "type": "query", "description": "The requested list of security identifiers. Accepted ID types include Market Tickers, SEDOL, ISINs, CUSIPs, or FactSet Permanent Ids.***ids limit** = 1000 per non-batch request / 2000 per batch request for a single day and 50 per multi-day request*
*Make note, GET Method URL request lines are also limited to a total length of 8192 bytes (8KB). In cases where the service allows for thousands of ids, which may lead to exceeding this request line limit of 8KB, it's advised for any requests with large request lines to be requested through the respective \"POST\" method.
*" }, { "name": "startDate", "value": "2021-08-27", "type": "query", "description": "The start date requested for a given date range in **YYYY-MM-DD** format. The input start date must be before the input end date. Future dates (T+1) are not accepted in this endpoint.\n" }, { "name": "endDate", "value": "2021-08-27", "type": "query", "description": "The end date requested for a given date range in **YYYY-MM-DD** format. The input end date must be after the input start date. Future dates (T+1) are not accepted in this endpoint.\n" }, { "name": "currency", "value": "USD", "type": "query", "description": "Currency code for adjusting prices. Default is Local. For a list of currency ISO codes, visit [Online Assistant Page 1470](https://oa.apps.factset.com/pages/1470)." }, { "name": "frequency", "value": "", "type": "query", "description": "Controls the display frequency of the data returned.\n * **D** = Daily\n * **AD** = Actual Daily\n * **W** = Weekly, based on the last day of the week of the start date.\n * **M** = Monthly, based on the last trading day of the month.\n * **AM** = Monthly, based on the start date (e.g., if the start date is June 16, data is displayed for June 16, May 16, April 16 etc.).\n * **AQ** = Actual Quarterly\n * **CQ** = Quarterly based on the last trading day of the calendar quarter (March, June, September, or December).\n * **ASA** = Actual Semi-annual\n * **CSA** = Calendar Semi-annual\n * **AY** = Actual Annual, based on the start date.\n * **CY** = Calendar Annual, based on the last trading day of the calendar year.\n \n" }, { "name": "dividendAdjust", "value": "", "type": "query", "description": "Controls the dividend reinvestment for the returns calculation.\n * **PRICE** = Price Change - Dividends Excluded.\n * **EXDATE** = Simple Return - Dividends Received on exdate but not reinvested.\n * **PAYDATE** = Simple Return - Dividends Received on paydate but not reinvested.\n * **EXDATE_C** = Compound Return - Dividends reinvested on exdate.\n * **PAYDATE_C** = Compound Return - Dividends reinvested on paydate.\n\n \n" }, { "name": "batch", "value": "", "type": "query", "description": "Enables the ability to asynchronously \"batch\" the request, supporting a long-running request for up to 20 minutes. Upon requesting batch=Y, the service will respond with an HTTP Status Code of 202.\nOnce a batch request is submitted, use batch status to see if the job has been completed. Once completed, retrieve the results of the request via batch-result. When using Batch, ids limit is increased to 10000 ids per request, though limits on query string via GET method still apply. It's advised to submit large lists of ids via POST method.\nPlease note that the number of unique currencies present in the requested ids is limited to 50 per request.\n" } ] }, "docs": "Returns for the requested ids and currency for the given dates. Depending on the input parameters the return data is provided. \n" }, { "info": { "name": "Factset Gets Returns for a list of `ids` as of given date range.", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/factset-global-prices/v1/returns", "body": { "type": "json", "data": "{}" } }, "docs": "Returns for the requested ids and currency for the given dates. Depending on the input parameters the return data is provided." }, { "info": { "name": "Factset Gets Shares Outstanding information for securities.", "type": "http" }, "http": { "method": "GET", "url": "https://api.factset.com/factset-global-prices/v1/security-shares", "params": [ { "name": "ids", "value": "", "type": "query", "description": "The requested list of security identifiers. Accepted ID types include Market Tickers, SEDOL, ISINs, CUSIPs, or FactSet Permanent Ids.***ids limit** = 500 per non-batch request / 1000 per batch request for a single day and 50 per multi-day request*
*Make note, GET Method URL request lines are also limited to a total length of 8192 bytes (8KB). In cases where the service allows for thousands of ids, which may lead to exceeding this request line limit of 8KB, it's advised for any requests with large request lines to be requested through the respective \"POST\" method.
*" }, { "name": "startDate", "value": "2021-08-27", "type": "query", "description": "The start date requested for a given date range in **YYYY-MM-DD** format. The input start date must be before the input end date. Future dates (T+1) are not accepted in this endpoint.\n" }, { "name": "endDate", "value": "2021-08-27", "type": "query", "description": "The end date requested for a given date range in **YYYY-MM-DD** format. The input end date must be after the input start date. Future dates (T+1) are not accepted in this endpoint.\n" }, { "name": "frequency", "value": "", "type": "query", "description": "Controls the display frequency of the data returned.\n * **D** = Daily\n * **AD** = Actual Daily\n * **W** = Weekly, based on the last day of the week of the start date.\n * **M** = Monthly, based on the last trading day of the month.\n * **AM** = Monthly, based on the start date (e.g., if the start date is June 16, data is displayed for June 16, May 16, April 16 etc.).\n * **AQ** = Actual Quarterly\n * **CQ** = Quarterly based on the last trading day of the calendar quarter (March, June, September, or December).\n * **ASA** = Actual Semi-annual\n * **CSA** = Calendar Semi-annual\n * **AY** = Actual Annual, based on the start date.\n * **CY** = Calendar Annual, based on the last trading day of the calendar year.\n \n" }, { "name": "calendar", "value": "FIVEDAY", "type": "query", "description": "Calendar of data returned. SEVENDAY includes weekends." }, { "name": "batch", "value": "", "type": "query", "description": "Enables the ability to asynchronously \"batch\" the request, supporting a long-running request for up to 20 minutes. Upon requesting batch=Y, the service will respond with an HTTP Status Code of 202.\nOnce a batch request is submitted, use batch status to see if the job has been completed. Once completed, retrieve the results of the request via batch-result. When using Batch, ids limit is increased to 10000 ids per request, though limits on query string via GET method still apply. It's advised to submit large lists of ids via POST method.\nPlease note that the number of unique currencies present in the requested ids is limited to 50 per request.\n" } ] }, "docs": "Returns security level shares outstanding data for the given ids and dates. At this time, all values returned are split adjusted." }, { "info": { "name": "Factset Gets Shares Outstanding information for securities.", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/factset-global-prices/v1/security-shares", "body": { "type": "json", "data": "{}" } }, "docs": "Returns security level shares outstanding data for the given ids and dates. At this time, all values returned are split adjusted." }, { "info": { "name": "Factset Returns the status for a Batch Request", "type": "http" }, "http": { "method": "GET", "url": "https://api.factset.com/factset-global-prices/v1/batch-status", "params": [ { "name": "id", "value": "", "type": "query", "description": "Batch Request identifier." } ] }, "docs": "Return the status for the underlying batch request that is specified by the id." }, { "info": { "name": "Factset Returns the response for a Batch Request", "type": "http" }, "http": { "method": "GET", "url": "https://api.factset.com/factset-global-prices/v1/batch-result", "params": [ { "name": "id", "value": "", "type": "query", "description": "Batch Request identifier." } ] }, "docs": "Returns the response data for the underlying batch request that is specified by the id.\n\nBy default, this endpoint will return data as JSON. If you wish to receive your data in CSV format, you can edit the header to have the \"accept\" parameter as \"text/csv\" instead of \"application/json\".\n" } ] } ], "bundled": true }