{ "opencollection": "1.0.0", "info": { "name": "Factset Analytics Datastore About History API", "version": "1.0.0" }, "request": { "auth": { "type": "basic", "username": "{{username}}", "password": "{{password}}" } }, "items": [ { "info": { "name": "History", "type": "folder" }, "items": [ { "info": { "name": "Factset Retrieves Index Level Prices and Returns Information for a List of Identifiers and Historical Date Range.", "type": "http" }, "http": { "method": "GET", "url": "https://api.factset.com/factset-benchmarks/v1/index-history", "params": [ { "name": "ids", "value": "", "type": "query", "description": "Benchmark Identifiers. Reference the helper endpoint **/id-list** to get a sample list of valid identifiers.

***ids limit** = 500 per 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, its advised for any requests with large request lines to be requested through the respective \"POST\" method.

*" }, { "name": "startDate", "value": "", "type": "query", "description": "Requested start date expressed in YYYY-MM-DD format." }, { "name": "endDate", "value": "", "type": "query", "description": "Requested End Date for Range expressed in YYYY-MM-DD format." }, { "name": "frequency", "value": "", "type": "query", "description": "Controls the display frequency of the data returned.\n * **D** = 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 * **CQ** = Quarterly based on the last trading day of the calendar quarter (March, June, September, or December).\n * **AY** = Actual Annual, based on the start date.\n * **CY** = Calendar Annual, based on the last trading day of the calendar year.\n" }, { "name": "returnType", "value": "", "type": "query", "description": "The return type adjustment used in returns response items. Adjustment can be made for GROSS and NET dividends that will be included in the return calculation. The service will default to GROSS." }, { "name": "hedgeType", "value": "", "type": "query", "description": "The hedge type adjustment used in returns response items. Adjustment can be made for HEDGED and UNHEDGED values that will be included in the return calculation. The service will default to UNHEDGED." }, { "name": "currency", "value": "", "type": "query", "description": "Currency for response." }, { "name": "calendar", "value": "FIVEDAY", "type": "query", "description": "Calendar of data returned. SEVENDAY includes weekends." }, { "name": "impliedDate", "value": "", "type": "query", "description": "This parameter controls the **date** returned in the date field. The default value is **N**. By default, the date field returns the actual date of the observation. This means it will repeat values for weekends and holidays. If set to **Y**, the date field will return the implied date of the observation, making all the dates unique." } ] }, "docs": "Retrieves Index Level Prices and Returns information as of a date range requested. Simply submit a valid Benchmark ID (you can use the /id-list endpoint for a sample list of ids), and date range to retrieve Index Level Prices, Returns, and related information.\n" }, { "info": { "name": "Factset Retrieves Index Level Prices and Returns Information for a List of Identifiers and Historical Date Range.", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/factset-benchmarks/v1/index-history", "body": { "type": "json", "data": "{}" } }, "docs": "Retrieves Index Level Prices and Returns information as aligned with FactSet's Benchmark Data Feed solution. Simply submit a valid Benchmark ID (you can use the /id-list endpoint for a sample list of ids), and date and retrieve Index Level Prices, Returns, and related information.\n" }, { "info": { "name": "Retrieve Historical Audio Recordings and Related Metadata Within Factset Coverage.", "type": "http" }, "http": { "method": "GET", "url": "https://api.factset.com/docs-distributor/audio/v1/history-files", "params": [ { "name": "_paginationLimit", "value": "", "type": "query", "description": "Specifies the number of results to return per page. [ Min=0 ; Max=500 ]" }, { "name": "_paginationOffset", "value": "", "type": "query", "description": "Specifies the starting point for pagination. This parameter is used to identify the beginning of next set of results." }, { "name": "year", "value": "2021", "type": "query", "description": "Specifies the year for which the historical audio recordings and related metadata are to be retrieved." }, { "name": "trimmed", "value": "true", "type": "query", "description": "Specifies if trimmed/untrimmed historical audio recordings should be returned." } ] }, "docs": "\n* Returns the **untrimmed** historical audio recordings and related metadata dating back from May 10, 2011 to Sep 30, 2022.\n\n* Returns the **trimmed** historical audio recordings and related metadata dating back from May 10, 2011 to Dec 31, 2022.\n\n\n\nQuery parameters can be used to filter and narrow down the results.\n" }, { "info": { "name": "Factset Tick History Service Returns Trade Data and Associated Quotes for a Client Specified Interval and Time Period", "type": "http" }, "http": { "method": "GET", "url": "https://api.factset.com/TickHistory/history", "params": [ { "name": "id", "value": "", "type": "query", "description": "Requested symbol or security. The symbol can be a FactSet exchange symbol, CUSIP, or SEDOL. **NOTE**: Only one identifier can be requested per request.

**TRY IT OUT** - Choose One from - BABA-USA,WALMEX-MX,7203-TKS,VOD-LON,NPN-JSE,MABAX,NZF,SPY-USA,AGG-USA,GLD-USA,AOR-USA,MNA-USA,UUP-USA,SP50-SPX,ESX-STX,XAO-ASX,WD-MSX,NG00-USA,GC00-USA,CC00-USA,C00-USA,FC00-USA,ER00-USA,EURUSD-FX1,USDMXN-FX1,AUDJPY-FX1,EURCZK-FX1,USDILS-FX1,USDZAR-FX1,US10YY-TU1,FDS#190621C00145000-USA,FDS#190621P00145000-USA" }, { "name": "req_id", "value": "", "type": "query", "description": "Request Identification String. Can be used by the application to keep track of requests. The id is not used by this service, however, it is included in the XML response." }, { "name": "format", "value": "", "type": "query", "description": "The format of the output file. **TRY IT OUT** Choose from JSON, CSV, CSV_NO_HEADER" }, { "name": "fields", "value": "", "type": "query", "description": "All available fields. This is a comma-seperated list (no spaces). See definitions for details. Default is all fields when left blank." }, { "name": "sd", "value": "", "type": "query", "description": "This is the start date for the Snapshot History. Requests should be made in the format **YYYYMMDD**. Default is current business day. Field can be sd or date. **TRY IT OUT** Cannot use current day." }, { "name": "ed", "value": "", "type": "query", "description": "This is the end date for teh Snapshot History. Requests should be made in the format **YYYYMMDD**. If the period requested is larger than Max. Days requested, results will be limited to the Max Days starting at sd/date. Defautl is sd or date. **TRY IT OUT** Cannot use current day." }, { "name": "st", "value": "", "type": "query", "description": "Requested start time. This is the start time for the snapshot history requested. Requests should be made in a **HHMMSSS** format. Range from 000000 - 235959. **TRY IT OUT** Cannot use current day." }, { "name": "et", "value": "", "type": "query", "description": "Requested end time. This is the end time for the snapshot history requested. Requests should be made in a **HHMMSSS** format. Range from 000000 - 235959. **TRY IT OUT** Cannot use current day." }, { "name": "interval", "value": "", "type": "query", "description": "Requested time interval. This is the interval the data is returned from the service. Possible values from 1 Second (1S) to 1 Hour (1H). A maximum of 10 Tick History Requests and a maximum of 100,000 rows of data may be made in any one-minute period. Additional subsctiption is available to access 20 requests/200,000 rows of data per minute. Contact your FactSet team for details." }, { "name": "include_request", "value": "", "type": "query", "description": "Flag to include request id and key in the CSV output." }, { "name": "dataset", "value": "", "type": "query", "description": "Decides what type of trades to return, default is all trades and quotes, alternatively charting can be selected which will filter out unofficial trades." } ] }, "docs": "When using an HTTP GET request, the seach criteria is sent via the query string in the URL. Please make sure that all requests contain a date within the past trailing year. Fields are added using ampersands, with enumerations seperated by commas.

**Try it Out** - references a sandbox environment to simulate live reponses. Available `id` is limited to BABA-USA,WALMEX-MX,7203-TKS,VOD-LON,NPN-JSE,MABAX,NZF,SPY-USA,AGG-USA,GLD-USA,AOR-USA,MNA-USA,UUP-USA,SP50-SPX,ESX-STX,XAO-ASX,WD-MSX,NG00-USA,G" }, { "info": { "name": "Factset Request Returns Data for the First Trade (official and Unofficial) After the Specified Time", "type": "http" }, "http": { "method": "GET", "url": "https://api.factset.com/TickHistory/firsttrade", "params": [ { "name": "id", "value": "", "type": "query", "description": "Requested symbol or security. The symbol can be a FactSet exchange symbol, CUSIP, or SEDOL. **NOTE**: Only one identifier can be requested per request.

**TRY IT OUT** - Choose One from - BABA-USA,WALMEX-MX,7203-TKS,VOD-LON,NPN-JSE,MABAX,NZF,SPY-USA,AGG-USA,GLD-USA,AOR-USA,MNA-USA,UUP-USA,SP50-SPX,ESX-STX,XAO-ASX,WD-MSX,NG00-USA,GC00-USA,CC00-USA,C00-USA,FC00-USA,ER00-USA,EURUSD-FX1,USDMXN-FX1,AUDJPY-FX1,EURCZK-FX1,USDILS-FX1,USDZAR-FX1,US10YY-TU1,FDS#190621C00145000-USA,FDS#190621P00145000-USA" }, { "name": "req_id", "value": "", "type": "query", "description": "Request Identification String. Can be used by the application to keep track of requests. The id is not used by this service, however, it is included in the XML response." }, { "name": "start_date", "value": "", "type": "query", "description": "This is the start date for the Snapshot History. Requests should be made in the format YYYYMMDD Default is current business day. Field can be sd or date. TRY IT OUT Cannot use current day." }, { "name": "start_time", "value": "", "type": "query", "description": "This is the start time for the snapshot history requested. Requests should be made in a **HHMMSSS** format.Range from 000000 - 235959. **TRY IT OUT** Cannot use current day" }, { "name": "format", "value": "", "type": "query", "description": "The format of the output file. TRY IT OUT Choose from JSON, CSV, CSV_NO_HEADER" }, { "name": "include_request", "value": "", "type": "query", "description": "Flag to include request id and key in the CSV output." }, { "name": "dataset", "value": "", "type": "query", "description": "Decides what type of trades to return, default is all trades and quotes, alternatively charting can be selected which will filter out unofficial trades." } ] }, "docs": "Factset Request Returns Data for the First Trade (official and Unofficial) After the Specified Time" }, { "info": { "name": "Factset Request Returns Data for the Last Trade and Associated Quotes Before the Specified Time", "type": "http" }, "http": { "method": "GET", "url": "https://api.factset.com/TickHistory/lasttrade", "params": [ { "name": "id", "value": "", "type": "query", "description": "Requested symbol or security. The symbol can be a FactSet exchange symbol, CUSIP, or SEDOL. **NOTE**: Only one identifier can be requested per request.

**TRY IT OUT** - Choose One from - BABA-USA,WALMEX-MX,7203-TKS,VOD-LON,NPN-JSE,MABAX,NZF,SPY-USA,AGG-USA,GLD-USA,AOR-USA,MNA-USA,UUP-USA,SP50-SPX,ESX-STX,XAO-ASX,WD-MSX,NG00-USA,GC00-USA,CC00-USA,C00-USA,FC00-USA,ER00-USA,EURUSD-FX1,USDMXN-FX1,AUDJPY-FX1,EURCZK-FX1,USDILS-FX1,USDZAR-FX1,US10YY-TU1,FDS#190621C00145000-USA,FDS#190621P00145000-USA" }, { "name": "format", "value": "", "type": "query", "description": "The format of the output file. TRY IT OUT Choose from JSON, CSV, CSV_NO_HEADER" }, { "name": "date", "value": "", "type": "query", "description": "Request should be made in the format **YYYYMMDD**. The initial release only supports requests from completed trading days" }, { "name": "time", "value": "", "type": "query", "description": "Request should be made in the format **HHMMSS**.HH- Hour, MM- Minutes, SSS- Seconds" } ] }, "docs": "Factset Request Returns Data for the Last Trade and Associated Quotes Before the Specified Time" }, { "info": { "name": "Factset Request Returns a Quote at the Specified Time", "type": "http" }, "http": { "method": "GET", "url": "https://api.factset.com/TickHistory/qat", "params": [ { "name": "id", "value": "", "type": "query", "description": "Requested symbol or security. The symbol can be a FactSet exchange symbol, CUSIP, or SEDOL. **NOTE**: Only one identifier can be requested per request.

**TRY IT OUT** - Choose One from - BABA-USA,WALMEX-MX,7203-TKS,VOD-LON,NPN-JSE,MABAX,NZF,SPY-USA,AGG-USA,GLD-USA,AOR-USA,MNA-USA,UUP-USA,SP50-SPX,ESX-STX,XAO-ASX,WD-MSX,NG00-USA,GC00-USA,CC00-USA,C00-USA,FC00-USA,ER00-USA,EURUSD-FX1,USDMXN-FX1,AUDJPY-FX1,EURCZK-FX1,USDILS-FX1,USDZAR-FX1,US10YY-TU1,FDS#190621C00145000-USA,FDS#190621P00145000-USA" }, { "name": "date", "value": "", "type": "query", "description": "Request should be made in the format **YYYYMMDD**. The initial release only supports requests from completed trading days" }, { "name": "time", "value": "", "type": "query", "description": "Request should be made in the format **HHMMSSS**.HH- Hour, MM- Minutes, SS- Seconds" }, { "name": "format", "value": "", "type": "query", "description": "The format of the output file. TRY IT OUT Choose from JSON, CSV, CSV_NO_HEADER" } ] }, "docs": "Factset Request Returns a Quote at the Specified Time" }, { "info": { "name": "Factset Request Returns the Before and After Trade Data Along With the Associated Quotes for the Specified Time", "type": "http" }, "http": { "method": "GET", "url": "https://api.factset.com/TickHistory/tradesattime", "params": [ { "name": "id", "value": "", "type": "query", "description": "Requested symbol or security. The symbol can be a FactSet exchange symbol, CUSIP, or SEDOL. **NOTE**: Only one identifier can be requested per request.

**TRY IT OUT** - Choose One from - BABA-USA,WALMEX-MX,7203-TKS,VOD-LON,NPN-JSE,MABAX,NZF,SPY-USA,AGG-USA,GLD-USA,AOR-USA,MNA-USA,UUP-USA,SP50-SPX,ESX-STX,XAO-ASX,WD-MSX,NG00-USA,GC00-USA,CC00-USA,C00-USA,FC00-USA,ER00-USA,EURUSD-FX1,USDMXN-FX1,AUDJPY-FX1,EURCZK-FX1,USDILS-FX1,USDZAR-FX1,US10YY-TU1,FDS#190621C00145000-USA,FDS#190621P00145000-USA" }, { "name": "req_id", "value": "", "type": "query", "description": "Request Identification String. Can be used by the application to keep track of requests. The id is not used by this service, however, it is included in the XML response." }, { "name": "format", "value": "", "type": "query", "description": "The format of the output file. TRY IT OUT Choose from JSON, CSV, CSV_NO_HEADER" }, { "name": "date", "value": "", "type": "query", "description": "Request should be made in the format **YYYYMMDD**. The initial release only supports requests from completed trading days" }, { "name": "time", "value": "", "type": "query", "description": "Request should be made in the format **HHMMSSS**.HH- Hour, MM- Minutes, SS- Seconds" } ] }, "docs": "Factset Request Returns the Before and After Trade Data Along With the Associated Quotes for the Specified Time" }, { "info": { "name": "Factset Isin to Instrument Translation History.", "type": "http" }, "http": { "method": "GET", "url": "https://api.factset.com/instrument/crossReference/history/getByISIN", "params": [ { "name": "isin", "value": "", "type": "query" }, { "name": "_attributes", "value": "", "type": "query", "description": "Limit the attributes returned in the response to the specified set." }, { "name": "_paginationOffset", "value": "", "type": "query", "description": "Non-negative number of entries to skip, or 0 (default)." }, { "name": "_paginationLimit", "value": "", "type": "query", "description": "Non-negative maximum number of entries to return." } ] }, "docs": "Retrieve the complete translation history of a given ISIN to the respective instrument association from the Cross Reference Service. The results are sorted in descending order, starting with the most recent." }, { "info": { "name": "Factset Wkn to Instrument Translation History.", "type": "http" }, "http": { "method": "GET", "url": "https://api.factset.com/instrument/crossReference/history/getByWKN", "params": [ { "name": "wkn", "value": "", "type": "query" }, { "name": "_attributes", "value": "", "type": "query", "description": "Limit the attributes returned in the response to the specified set." }, { "name": "_paginationOffset", "value": "", "type": "query", "description": "Non-negative number of entries to skip, or 0 (default)." }, { "name": "_paginationLimit", "value": "", "type": "query", "description": "Non-negative maximum number of entries to return." } ] }, "docs": "Retrieve the complete translation history of a given WKN to the respective instrument association from the Cross Reference Service. The results are sorted in descending order, starting with the most recent." }, { "info": { "name": "Current and historical trade recommendations and target prices for a stock.", "type": "http" }, "http": { "method": "GET", "url": "https://api.factset.com/stock/recommendation/aggregate/history/list", "params": [ { "name": "identifier", "value": "", "type": "query" }, { "name": "identifierType", "value": "", "type": "query" }, { "name": "snapshots", "value": "", "type": "query" }, { "name": "_attributes", "value": "", "type": "query", "description": "Limit the attributes returned in the response to the specified set." } ] }, "docs": "Current and historical trade recommendations and target prices for a stock." }, { "info": { "name": "Factset Return Historical Coupon Information for a Fixed Income Security.", "type": "http" }, "http": { "method": "GET", "url": "https://api.factset.com/factset-terms-and-conditions/v1/coupon-history", "params": [ { "name": "ids", "value": "30231GBJ,88579EAA", "type": "query", "description": "List of Fixed Income Security identifiers. Supported symbol types include CUSIP, SEDOL, ISIN, and FactSet Security Permanent Identifier (-S).\n\n**ID LIMIT = 250** *per request*.\n" } ] }, "docs": "Returns historical Coupon information for the Fixed Income security.\n" }, { "info": { "name": "Factset Return Historical Coupon Information for a List of Fixed Income Securities.", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/factset-terms-and-conditions/v1/coupon-history", "body": { "type": "json", "data": "{}" } }, "docs": "Returns historical Coupon information for a list of Fixed Income securities.\n" }, { "info": { "name": "Factset Return Convertible History Data for a List of Fixed Income Securities.", "type": "http" }, "http": { "method": "GET", "url": "https://api.factset.com/factset-terms-and-conditions/v1/convertible-history", "params": [ { "name": "ids", "value": "30231GBJ,88579EAA", "type": "query", "description": "List of Fixed Income Security identifiers. Supported symbol types include CUSIP, SEDOL, ISIN, and FactSet Security Permanent Identifier (-S).\n\n**ID LIMIT = 250** *per request*.\n" } ] }, "docs": "Returns Convertible History data for the Fixed Income security, including - * Convertibles Price * Convertibles Effective Date\n" }, { "info": { "name": "Factset Return Convertible History Data for a Large List of Fixed Income Securities.", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/factset-terms-and-conditions/v1/convertible-history", "body": { "type": "json", "data": "{}" } }, "docs": "Returns Convertible History data for a list of Fixed Income securities.\n" } ] } ], "bundled": true }