{ "opencollection": "1.0.0", "info": { "name": "Factset Analytics Datastore About Time API", "version": "1.0.0" }, "request": { "auth": { "type": "basic", "username": "{{username}}", "password": "{{password}}" } }, "items": [ { "info": { "name": "Time", "type": "folder" }, "items": [ { "info": { "name": "Factset Retrieve Data Items (fql Formulas) for a List of Identifiers or Defined Universe.", "type": "http" }, "http": { "method": "GET", "url": "https://api.factset.com/v1/time-series", "params": [ { "name": "ids", "value": "", "type": "query", "description": "List of entity identifiers. This request value is sent back in the response as the field *requestId*. By default, accepted symbol types include Market Tickers, SEDOLs, ISINs, CUSIPs, or FactSet Permanent Ids. Use the `symbolType` parameter to submit other supported third-party identifier types.\n\nThe `ids` and `universe` parameters provide two different ways to specify the identifiers for which you want data retrieved. Please enter either the `ids` or `universe` parameter.\n" }, { "name": "symbolType", "value": "", "type": "query", "description": "Specify the type of symbols submitted in the `ids` parameter. This is only required when submitting ids that are not supported by default. \n\nAvailable symbol types -\n* DEFAULT - Accepted symbol types include Market Tickers, SEDOLs, ISINs, CUSIPs, or FactSet Permanent Ids.\n\n* BLOOMBERG - Accepted symbol types include Bloomberg Tickers and Bloomberg FIGIs. \n * When submitting Bloomberg symbols, the Bloomberg symbol is translated to a FactSet Permanent Identifier which is then used to retrieve the requested FQL and Screening formulas. The Bloomberg\nsymbol submitted will be returned in the response in the field *requestId*. To see the FactSet Permanent Identifer that the Bloomberg symbol resolved to, use the `fsymId` parameter in addition to the `symbolType` parameter.\n * Bloomberg symbols can not be submitted with other symbol types. \n * Bloomberg Symbol Resolution is not available via Batch Requests.\n\nBloomberg Symbol Resolution is included with the Individual User subscription. Users with a Production User subscription require additional access to submit Bloomberg symbols. If you would like to gain access to Bloomberg Symbol Resolution, please contact your FactSet Account Team or \"Report Issue\" above and our support teams can assist.\n" }, { "name": "universe", "value": "", "type": "query", "description": "Screening expression to limit the universe\n\nPlease enter either the `ids` or `universe` parameter.\n" }, { "name": "universeType", "value": "", "type": "query", "description": "Specify the universe type to calculate the `universe` in.\n\nFind documentation below on how to build a screen for each universe type -\n* Equity Screen - [Online Assistant Page 20606](https://my.apps.factset.com/oa/pages/20606)\n\n* Debt Screen - [Online Assistant Page 20888](https://my.apps.factset.com/oa/pages/20888)\n\n* Fund Screen - [Online Assistant Page 21384](https://my.apps.factset.com/oa/pages/21384)\n\nThis parameter may only be used in conjunction with the `universe` parameter.\n" }, { "name": "formulas", "value": "", "type": "query", "description": "List of FQL formulas" }, { "name": "calendar", "value": "", "type": "query", "description": "Calendar of data returned. The default value is FIVEDAY which displays Monday through Friday, regardless of whether there were trading holidays." }, { "name": "fsymId", "value": "", "type": "query", "description": "Specify **Y** for the `fsymId` parameter to return the **fsymId** (FactSet Default Permanent Identifier) of the `requestId`, in addition to the **requestId** field, in each response object. The default value for the `fsymId` parameter is **N**.\n\nThe **fsymId** field returned is the FactSet Default Permanent Identifier for the `requestId`. For all supported `requestId` symbol types, the `fsymId` parameter will return the Regional Level PermId '-R' which identifies the securitys best regional security data series per currency. Currently, the fsymId parameter only supports equities. Accepted `requestId` symbol types include all FactSet Permanent Identifiers types, CUSIP, SEDOL, ISIN, and Tickers. Further documentation can be found at this [Online Assistant attachment](https://oa.apps.factset.com/cms/oaAttachment/64c3213a-f415-4c27-a336-92c73a72deed/24881).\n" }, { "name": "displayName", "value": "", "type": "query", "description": "Define display names for the formulas inputted. Enter the list of display names in the same order as the formulas inputted. An additional field **displayName** will be returned in the data object for a formula.\n\nIf the number of display names does not match the number of formulas provided, an error will be returned.\n\nTo define the display name for a subset of the formulas, leave a blank in the position of the formula that won't be renamed. For example - If three formulas are inputted, to define display names only for the first and third formula, enter *displayName=FORMULA_1,,FORMULA_3*. The **displayName** field will still be included in that formula, but will contain the formula as inputted.\n" }, { "name": "flatten", "value": "", "type": "query", "description": "Specify **Y** for `flatten` to return a flat, table-like JSON response model instead of the standard nested JSON response model. This option is provided for easier data processing and visualization. The default value for `flatten` is **N**.\n\nSee the **Time-Series Result Object Flattened** schema for more detail on the response structure for flattened output.\n" }, { "name": "dates", "value": "", "type": "query", "description": "Specify **N** for the `dates` parameter to suppress the **dates** of the response. The default value for the `dates` parameter is **Y**.\n\nIn the non-flattened response model, setting dates to **N** will remove the \"dates\" array from the TIMESERIES objectType, meaning that the results will be returned as an ARRAY objectType.\n\nIn the flattened response mode, setting dates to **N** will remove the \"dates\" attribute from the response objects. The flatten parameter first attempts to flatten the response by dates. Removing the dates can make it easier to align multiple data items when the date definition differs from the desired alignment.\n" }, { "name": "batch", "value": "", "type": "query", "description": "Enables the ability to asynchronously \"batch\" the request, supporting a long-running request up to **20 minutes**. Upon requesting batch=Y, the service will respond back with an HTTP Status Code of 202.\n\nIndividual users are allowed 5 concurrent Batch Requests, while Production users are allowed 10 concurrent Batch Requests.\n*This feature is available to Individual Users subscribed to the Performance Package and Performance Package Plus Performance Tiers and all Production Users. If you are unsure which Performance Tier you are subscribed to or you would like to gain access to the batch capabilities, please contact your FactSet Account Team or \"Report Issue\" above and our support teams can assist.*\n\nOnce a batch request is submitted, use `/batch-status` to see if the job has completed. Once completed, retrieve the results of the request via `/batch-result`. See the endpoints listed under *Batch Processing* for more information.\n" } ] }, "docs": "The `/time-series` endpoint is closely aligned with FactSets powerful data retrieval language **FactSet Query Language (FQL)** which is optimized for time-series analysis. FQL can also perform sophisticated statistical, mathematical, logical, and other complex operations on the data.\n\n This endpoint has a unique **TIMESERIES** data object that pairs the requested data with FactSet provided dates. This helps reduce the need for additional data requests and reduces the work required\nby users.\nThe" }, { "info": { "name": "Factset Retrieve Data Items (fql Formulas) for a List of Identifiers or Defined Universe.", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/v1/time-series", "body": { "type": "json", "data": "{}" } }, "docs": "The `/time-series` endpoint is closely aligned with FactSets powerful data retrieval language **FactSet Query Language (FQL)** which is optimized for time-series analysis. FQL can also perform sophisticated statistical, mathematical, logical, and other complex operations on the data.\n\n This endpoint has a unique **TIMESERIES** data object that pairs the requested data with FactSet provided dates. This helps reduce the need for additional data requests and reduces the work required\nby users.\nThe" }, { "info": { "name": "Factset End-of-day Time Series Data for a Notation.", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/vendor/chartIQ/timeSeries/eod/list", "body": { "type": "json", "data": "{}" } }, "docs": "End-of-day time series data for a notation. The resulting time series is always adjusted for currency changes.

Pagination to a previous page is not supported and `pagination.previous` is always `null`." }, { "info": { "name": "Factset Single Subsample End-of-day Data for a Notation.", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/vendor/chartIQ/timeSeries/eod/subsample/get", "body": { "type": "json", "data": "{}" } }, "docs": "Single subsample end-of-day data for a notation. The sample is always adjusted for currency changes. The subsample may exceed the entitled date range, but will be based only on days that are in the entitled range." }, { "info": { "name": "Factset Subsampled End-of-day Time Series Data for a Notation.", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/vendor/chartIQ/timeSeries/eod/subsample/list", "body": { "type": "json", "data": "{}" } }, "docs": "Subsampled end-of-day time series data for a notation. The resulting time series is always adjusted for currency changes. If a subsample's date range is not entirely within the maximally entitled date range, the subsample is excluded from the response.

Pagination to a previous page is not supported and `pagination.previous` is always `null`." }, { "info": { "name": "Factset Single Subsample Intraday Data for a Notation.", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/vendor/chartIQ/timeSeries/intraday/subsample/get", "body": { "type": "json", "data": "{}" } }, "docs": "Single subsample intraday data for a notation. The subsample may exceed the entitled time range, but will be based only on ticks that are in the entitled range." }, { "info": { "name": "Factset Subsampled Intraday Time Series Data for a Notation.", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/vendor/chartIQ/timeSeries/intraday/subsample/list", "body": { "type": "json", "data": "{}" } }, "docs": "Subsampled intraday time series data for a notation. If a subsample's time range is not entirely within the maximally entitled time range, the subsample is excluded from the response.

Pagination to a previous page is not supported and `pagination.previous` is always `null`." }, { "info": { "name": "Factset End-of-day Time Series Data for a Notation.", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/prices/timeSeries/eod/list", "body": { "type": "json", "data": "{}" } }, "docs": "End-of-day time series data for a notation. The resulting time series is always adjusted for currency changes.

Pagination to a previous page is not supported and `pagination.previous` is always `null`." }, { "info": { "name": "Factset Single Subsample End-of-day Data for a Notation.", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/prices/timeSeries/eod/subsample/get", "body": { "type": "json", "data": "{}" } }, "docs": "Single subsample end-of-day data for a notation. The sample is always adjusted for currency changes. The subsample may exceed the entitled date range, but will be based only on days that are in the entitled range." }, { "info": { "name": "Factset Subsampled End-of-day Time Series Data for a Notation.", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/prices/timeSeries/eod/subsample/list", "body": { "type": "json", "data": "{}" } }, "docs": "Subsampled end-of-day time series data for a notation. The resulting time series is always adjusted for currency changes. If a subsample's date range is not entirely within the maximally entitled date range, the subsample is excluded from the response.

Pagination to a previous page is not supported and `pagination.previous` is always `null`." }, { "info": { "name": "Factset Intraday Time Series Data for a Notation.", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/prices/timeSeries/intraday/list", "body": { "type": "json", "data": "{}" } }, "docs": "Intraday time series data for a notation.

Pagination to a previous page is not supported and `pagination.previous` is always `null`." }, { "info": { "name": "Factset Single Subsample Intraday Data for a Notation.", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/prices/timeSeries/intraday/subsample/get", "body": { "type": "json", "data": "{}" } }, "docs": "Single subsample intraday data for a notation. The subsample may exceed the entitled time range, but will be based only on ticks that are in the entitled range." }, { "info": { "name": "Factset Subsampled Intraday Time Series Data for a Notation.", "type": "http" }, "http": { "method": "POST", "url": "https://api.factset.com/prices/timeSeries/intraday/subsample/list", "body": { "type": "json", "data": "{}" } }, "docs": "Subsampled intraday time series data for a notation. If a subsample's time range is not entirely within the maximally entitled time range, the subsample is excluded from the response.

Pagination to a previous page is not supported and `pagination.previous` is always `null`." } ] } ], "bundled": true }