openapi: 3.0.0 info: version: 1.8.0 title: FactSet Benchmarks API contact: name: FactSet Research Systems email: api@factset.com description: > FactSet Benchmarks API gives access to Index Constituents, Prices, Returns, and Ratios. For a sample list of identifiers, use the /metrics endpoint. Equity Only - Fixed Income Benchmark support coming soon. servers: - url: https://api.factset.com/content description: Production security: - BasicAuth: [] paths: /factset-benchmarks/v1/constituents: get: tags: - Factset Benchmarks summary: >- Factset Returns the requested Benchmark Constituents and respective Weights, Price and Market Value. operationId: getBenchmarkConstituents description: > Returns the requested Benchmark Constituents and respective Weights, Price and Market Value. You must be authorized for the `ids` requested. Use the helper endpoint **/id-list** for valid identifiers. parameters: - $ref: '#/components/parameters/constituentIds' - $ref: '#/components/parameters/requestedDate' - $ref: '#/components/parameters/currency' - $ref: '#/components/parameters/regionCalendar' responses: '200': description: Benchmark data items content: application/json: schema: $ref: '#/components/schemas/benchmarkConstituentsResponse' examples: Result of Benchmark Constituent id SPY-US: $ref: '#/components/examples/resultofBenchmarkIDSPY-US' '400': $ref: '#/components/responses/400' '401': $ref: '#/components/responses/401' '403': $ref: '#/components/responses/403' '415': $ref: '#/components/responses/415' '500': $ref: '#/components/responses/500' post: tags: - Factset Benchmarks summary: >- Factset Returns the requested Benchmark Constituents and respective Weights, Price and Market Value. description: > Returns the requested Benchmark Constituents and respective Weights, Price and Market Value. You must be authorized for the `ids` requested. Use the helper endpoint **/id-list** for valid identifiers. operationId: getBenchmarkConstituentsForList requestBody: required: true description: Requests Benchmark Constituents for the given identifier and date. content: application/json: schema: $ref: '#/components/schemas/benchmarkConstituentsRequest' responses: '200': description: Benchmark data items content: application/json: schema: $ref: '#/components/schemas/benchmarkConstituentsResponse' examples: Result of Benchmark Constituent SPY-US: $ref: '#/components/examples/resultofBenchmarkIDSPY-US' '400': $ref: '#/components/responses/400' '401': $ref: '#/components/responses/401' '403': $ref: '#/components/responses/403' '415': $ref: '#/components/responses/415' '500': $ref: '#/components/responses/500' /factset-benchmarks/v1/fixed-income-constituents: get: tags: - Factset Benchmarks summary: >- Factset Returns the requested Fixed Income Benchmark Constituents and respective Weights, Price and Market Value. operationId: getFIBenchmarkConstituents description: > Returns the requested Fixed Income Benchmark Constituents and respective Weights, Price and Market Value. You must be authorized for the `ids` requested. parameters: - $ref: '#/components/parameters/fIConstituentIds' - $ref: '#/components/parameters/requestedDate' - $ref: '#/components/parameters/currency' responses: '200': description: Fixed Income Constituent data items content: application/json: schema: $ref: '#/components/schemas/fixedIncomeBenchmarkConstituentsResponse' '400': $ref: '#/components/responses/400' '401': $ref: '#/components/responses/401' '403': $ref: '#/components/responses/403' '415': $ref: '#/components/responses/415' '500': $ref: '#/components/responses/500' post: tags: - Factset Benchmarks summary: >- Factset Returns the requested Benchmark Constituents and respective Weights, Price and Market Value. description: > Returns the requested Fixed Income Benchmark Constituents and respective Weights, Price and Market Value. You must be authorized for the `ids` requested. operationId: getFIBenchmarkConstituentsForList requestBody: required: true description: >- Requests Fixed Income Benchmark Constituents for the given identifier and date. content: application/json: schema: $ref: '#/components/schemas/fixedIncomeBenchmarkConstituentsRequest' responses: '200': description: Fixed Income Constituent data items content: application/json: schema: $ref: '#/components/schemas/fixedIncomeBenchmarkConstituentsResponse' '400': $ref: '#/components/responses/400' '401': $ref: '#/components/responses/401' '403': $ref: '#/components/responses/403' '415': $ref: '#/components/responses/415' '500': $ref: '#/components/responses/500' /factset-benchmarks/v1/index-snapshot: get: summary: >- Factset Index Level Prices, Returns, and related information as of a single date. operationId: getIndexSnapshot tags: - Factset Benchmarks description: > Retrieves Index Level Prices and Returns information as of a specific date. 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. parameters: - $ref: '#/components/parameters/indexIds' - $ref: '#/components/parameters/requestedDate' - $ref: '#/components/parameters/returnType' - $ref: '#/components/parameters/currency' - $ref: '#/components/parameters/calendar' responses: '200': description: >- An array of Index Level Prices and Returns information as of a single date content: application/json: schema: $ref: '#/components/schemas/indexSnapshotResponse' examples: Index Level Prices and Returns snapshot for S&P 500 and Russell 3000 as of 2020-08-06: $ref: '#/components/examples/resultofIndexSnapshotMultiple' '400': $ref: '#/components/responses/400' '401': $ref: '#/components/responses/401' '403': $ref: '#/components/responses/403' '415': $ref: '#/components/responses/415' '500': $ref: '#/components/responses/500' post: summary: >- Factset Retrieves the Index Level Snapshot of Prices and Returns information for a given identifier and single date. operationId: getIndexSnapshotForList tags: - Factset Benchmarks description: > 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. requestBody: required: true description: >- Requests the Index Level Snapshot for a requested list of identifiers and specified date. content: application/json: schema: $ref: '#/components/schemas/indexSnapshotRequest' responses: '200': description: >- An array of Index Level Prices and Returns information as of a single date. content: application/json: schema: $ref: '#/components/schemas/indexSnapshotResponse' examples: Index Level Prices and Returns snapshot for S&P 500 and Russell 3000 as of 2020-08-06: $ref: '#/components/examples/resultofIndexSnapshotMultiple' '400': $ref: '#/components/responses/400' '401': $ref: '#/components/responses/401' '403': $ref: '#/components/responses/403' '415': $ref: '#/components/responses/415' '500': $ref: '#/components/responses/500' /factset-benchmarks/v1/index-history: get: summary: >- Factset Retrieves Index Level Prices and Returns information for a list of identifiers and historical date range. operationId: getIndexHistory tags: - Factset Benchmarks description: > 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. parameters: - $ref: '#/components/parameters/indexIds' - $ref: '#/components/parameters/startDate' - $ref: '#/components/parameters/endDate' - $ref: '#/components/parameters/frequency' - $ref: '#/components/parameters/returnType' - $ref: '#/components/parameters/hedgeType' - $ref: '#/components/parameters/currency' - $ref: '#/components/parameters/calendar' - $ref: '#/components/parameters/impliedDate' responses: '200': description: >- An array of Index Level Prices and Returns information for a requested date range. content: application/json: schema: $ref: '#/components/schemas/indexHistoryResponse' examples: Index Level Prices and Returns snapshot for S&P 500 and Russell 3000 from 2020-08-05 to 2020-08-06: $ref: '#/components/examples/resultofIndexHistoryMultiple' '400': $ref: '#/components/responses/400' '401': $ref: '#/components/responses/401' '403': $ref: '#/components/responses/403' '415': $ref: '#/components/responses/415' '500': $ref: '#/components/responses/500' post: summary: >- Factset Retrieves Index Level Prices and Returns information for a list of identifiers and historical date range. operationId: getIndexHistoryForList tags: - Factset Benchmarks description: > 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. requestBody: required: true description: >- Requests Index Level History Prices and Returns for a list of identifiers and specified date range. content: application/json: schema: $ref: '#/components/schemas/indexHistoryRequest' responses: '200': description: >- An array of Index Level Prices and Returns information for a requested date range. content: application/json: schema: $ref: '#/components/schemas/indexHistoryResponse' examples: Index Level Prices and Returns snapshot for S&P 500 and Russell 3000 from 2020-08-05 to 2020-08-06: $ref: '#/components/examples/resultofIndexHistoryMultiple' '400': $ref: '#/components/responses/400' '401': $ref: '#/components/responses/401' '403': $ref: '#/components/responses/403' '415': $ref: '#/components/responses/415' '500': $ref: '#/components/responses/500' /factset-benchmarks/v1/ratios: get: tags: - Factset Benchmarks summary: Factset Returns the aggregated ratios of a requested benchmark operationId: getBenchmarkRatios description: > Retrieves the index level ratios for a requested benchmark. Ratios supported are expressed through metrics parameter, and include Categories of Profitability, Valuation, Coverage, and Leverage.
Using FactSet Market Aggregates, the service combines fundamental, estimates, and pricing content to derive ratios and per share values for global equity market indexes and commercial benchmark vendors. The constituents of the index are fetched on rolling basis over time period requested, and then the metric requested is aggregated up to the index level. To learn more about FMA, visit [OA 15778](https://my.apps.factset.com/oa/pages/15778).
parameters: - $ref: '#/components/parameters/indexIds' - $ref: '#/components/parameters/metrics' - $ref: '#/components/parameters/startDate' - $ref: '#/components/parameters/endDate' - $ref: '#/components/parameters/frequency' - $ref: '#/components/parameters/periodicity' - $ref: '#/components/parameters/currency' responses: '200': description: Benchmark Ratio data items content: application/json: schema: $ref: '#/components/schemas/benchmarkRatiosResponse' examples: All Index Level Ratios for S&P 500 as of latest year end: $ref: '#/components/examples/allRatiosSP50' '400': $ref: '#/components/responses/400' '401': $ref: '#/components/responses/401' '403': $ref: '#/components/responses/403' '415': $ref: '#/components/responses/415' '500': $ref: '#/components/responses/500' post: tags: - Factset Benchmarks summary: Factset Returns the aggregated ratios of a requested benchmark description: > Retrieves the index level ratios for a requested benchmark. Ratios supported are expressed through metrics parameter, and include Categories of Profitability, Valuation, Coverage, and Leverage.Using FactSet Market Aggregates, the service combines FactSet Fundamental, FactSet Estimates, and FactSet Pricing content to derive ratios and per share values for global equity market indexes and commercial benchmark vendors. The constituents of the index are fetched on rolling basis over time period requested, and then the metric requested is aggregated up to the index level. To learn more about FMA, visit [OA 15778](https://my.apps.factset.com/oa/pages/15778).
operationId: getBenchmarkRatiosForList requestBody: required: true description: Requests benchmark ratios for a given id content: application/json: schema: $ref: '#/components/schemas/benchmarkRatiosRequest' examples: Requesting all Index Level Ratios: $ref: '#/components/examples/allRatiosRequest' responses: '200': description: Benchmark Ratio Response Items content: application/json: schema: $ref: '#/components/schemas/benchmarkRatiosResponse' examples: All Index Level Ratios for S&P 500 as of latest year end: $ref: '#/components/examples/allRatiosSP50' '400': $ref: '#/components/responses/400' '401': $ref: '#/components/responses/401' '403': $ref: '#/components/responses/403' '415': $ref: '#/components/responses/415' '500': $ref: '#/components/responses/500' /factset-benchmarks/v1/id-list: get: summary: >- Factset Returns a sample list of Benchmark Identifiers and the benchmark categorization to use in other Benchmark API endpoints. operationId: getBenchmarkIds tags: - Factset Benchmarks description: >- Returns a **sample** list of Benchmark Identifiers to use in other Benchmark API endpoints. This is a supporting API to be use alongside the other Benchmark API endpoints. For example, use the fsymID value returned in this response as the input to your `ids` parameter in the /constituents endpoint to return constituents for that id.*This is not the full list of benchmark ids allowed in this service, but rather a representation of the most commonly requested. For complete assistance with ID lookup or concordance services, please reach out to FactSet Support. *
parameters: - $ref: '#/components/parameters/familyFilter' responses: '200': description: List of sample Benchmark Ids content: application/json: schema: $ref: '#/components/schemas/benchmarkIdListResponse' examples: Result of Benchmark Constituent SPY-US: $ref: '#/components/examples/resultofBenchmarkID-TOPIX' '400': $ref: '#/components/responses/400' '401': $ref: '#/components/responses/401' '403': $ref: '#/components/responses/403' '415': $ref: '#/components/responses/415' '500': $ref: '#/components/responses/500' post: summary: >- Factset Returns a sample list of Benchmark Identifiers and the benchmark categorization to use in other Benchmark API endpoints. operationId: getBenchmarkIdsForList tags: - Factset Benchmarks description: >- Returns a **sample** list of Benchmark Identifiers to use in other Benchmark API endpoints. This is a supporting API to be use alongside the other Benchmark API endpoints. For example, use the fsymID value returned in this response as the input to your `ids` parameter in the /constituents endpoint to return constituents for that id.*This is not the full list of benchmark ids allowed in this service, but rather a representation of the most commonly requested. For complete assistance with ID lookup or concordance services, please reach out to FactSet Support.*
requestBody: required: true description: >- Requests a sample list of identifiers that can be used in other Benchmarks API endpoints. content: application/json: schema: $ref: '#/components/schemas/benchmarkIdListRequest' responses: '200': description: List of sample Benchmark Ids content: application/json: schema: $ref: '#/components/schemas/benchmarkIdListResponse' examples: Result of Benchmark Constituent SPY-US: $ref: '#/components/examples/resultofBenchmarkID-TOPIX' '400': $ref: '#/components/responses/400' '401': $ref: '#/components/responses/401' '403': $ref: '#/components/responses/403' '415': $ref: '#/components/responses/415' '500': $ref: '#/components/responses/500' components: securitySchemes: BasicAuth: type: http scheme: basic parameters: constituentIds: name: ids in: query required: true explode: false schema: type: array items: type: string minItems: 1 maxItems: 1 description: >- Benchmark Identifiers. Reference the helper endpoint **/id-list** to get a sample list of valid identifiers. You must be authorized for the `ids` requested, otherwise you will receive an error.***ids limit** = 1 per request*
fIConstituentIds: name: ids in: query required: true explode: false schema: type: array items: type: string minItems: 1 maxItems: 1 example: LHMN0001 description: >- Fixed Income Benchmark Identifiers. You must be authorized for the `ids` requested, otherwise you will receive an error.***ids limit** = 1 per request*
indexIds: name: ids in: query required: true explode: false schema: type: array items: type: string minItems: 1 maxItems: 500 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.
* requestedDate: name: date in: query required: false schema: type: string description: Date of holding expressed in YYYY-MM-DD format. startDate: name: startDate in: query required: false schema: type: string description: Requested start date expressed in YYYY-MM-DD format. endDate: name: endDate in: query required: false schema: type: string description: Requested End Date for Range expressed in YYYY-MM-DD format. returnType: name: returnType in: query required: false schema: type: string enum: - GROSS - NET default: GROSS 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. hedgeType: name: hedgeType in: query required: false schema: type: string enum: - UNHEDGED - HEDGED default: UNHEDGED 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. impliedDate: name: impliedDate in: query required: false schema: type: string enum: - 'Y' - 'N' default: 'N' 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. calendar: name: calendar in: query schema: type: string enum: - FIVEDAY - SEVENDAY default: FIVEDAY description: Calendar of data returned. SEVENDAY includes weekends. example: FIVEDAY regionCalendar: name: calendar in: query schema: type: string description: >- Calendar of data returned. The default value is FIVEDAY which displays Monday through Friday, regardless of whether there were trading holidays. required: false examples: fiveday: summary: FIVEDAY description: >- Displays Monday through Friday, regardless of whether there were trading holidays. This is the default for `calendar`. value: FIVEDAY sevenday: summary: SEVENDAY description: Displays Monday through Sunday. value: SEVENDAY region: summary: Region Specific description: >- The calendar of a specific region. The example shown here 'NAY' is for the UNITED STATES calendar. You can find the calendar codes for regions on [Online Assistant Page 16610](https://my.apps.factset.com/oa/pages/16610#country). value: NAY currency: name: currency in: query required: false schema: type: string description: Currency for response. frequency: name: frequency in: query schema: type: string enum: - D - W - M - AM - CQ - AY - CY default: D description: | Controls the display frequency of the data returned. * **D** = Daily * **W** = Weekly, based on the last day of the week of the start date. * **M** = Monthly, based on the last trading day of the month. * **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.). * **CQ** = Quarterly based on the last trading day of the calendar quarter (March, June, September, or December). * **AY** = Actual Annual, based on the start date. * **CY** = Calendar Annual, based on the last trading day of the calendar year. examples: Daily: summary: D - Daily frequency display based on trading calendar value: D Weekly: summary: W - Weekly - based on the last day of the week of the start date value: W Monthly: summary: M - Monthly - based on the last trading day of the month. value: M Actual Month: summary: >- AM - Actual Month - based on the startDate (e.g., if the start date is June 16, data is displayed for June 16, May 16, April 16 etc.). value: AM Calendar Quarterly: summary: >- CQ - Calendar Quarterly - based on the last day of the week of the startDate value: CQ Actual Annual: summary: AY - Actual Annual - based on the startDate value: AY Calendar Annual: summary: >- CY - Calendar Annual - based on the last trading day of the calendar year. value: CY periodicity: name: periodicity in: query schema: type: string enum: - LTM - LTMA - STMA - NTMA - '0' - '1' - '2' - QTR default: LTM required: false description: > The calculation periodicity for the aggregated period. **Note** - Not all periodicities are supported for each metric, depending on the type of ratio. LTM is set as default and supported for all metrics. See Metrics Parameter for additional detail on which periodicities are available per metric. |Periodicity| Description| |:|:| |LTM| Last Twelve Months |LTMA| Last Twelve Months using Broker Actuals for Estimated Items |STMA| Second Twelve Month Forward |NTMA| 12 Month Forward |0| Latest Reported Calendar Year |1| Current Unreported Year |2| Following Year |QTR| Quarterly - Reported by companies metrics: name: metrics in: query required: true explode: false description: > Requested List of FactSet Market Aggregates (FMA) or ratios. provided the below complete metrics list. |metric item|Description|category|periodicity |:|:|:|:| |GROSS_MARGIN|Gross Margin|Profitability (%)|NTMA, LTMA, STMA, LTM, QTR, 0, 1, 2 |OPER_INC_SALES|Operating Margin|Profitability (%)|LTM, QTR |NET_MGN|Net Margin|Profitability (%)|NTMA, LTMA, STMA, LTM, QTR, 0, 1, 2 |EBIT_MARGIN|EBIT Margin|Profitability (%)| NTMA, LTMA, STMA, LTM, QTR, 0, 1, 2 |EBITDA_MARGIN|EBITDA Margin|Profitability (%)|NTMA, LTMA, STMA, LTM, QTR, 0, 1, 2 |ROA|Return on Assets|Profitability (%)|LTM |ROE|Return on Equity|Profitability (%)|NTMA, LTMA, LTM, 0, 1, 2 |ROIC|Return on Invested Capital|Profitability (%)| LTM |FCF_MGN|Free Cash Flow Margin|Profitability (%)|LTM, QTR |PE|Price/Earnings|Valuation|NTMA, LTMA, STMA, LTM, QTR, 0, 1, 2 |PEX|Price/Earnings (excl negatives)|Valuation|LTM |PSALES|Price/Sales|Valuation|NTMA, LTMA, STMA, LTM, QTR, 0, 1, 2 |PBK|Price/Book Value|Valuation|NTMA, LTMA, LTM, 0, 1, 2 |PCF|Price/Cash Flow|Valuation|NTMA, LTMA, LTM, 0, 1, 2 |PCFX|Price/Cash Flow (excl negatives)|Valuation|LTM |PFCF|Price/Free Cash Flow|Valuation|NTMA, LTMA, LTM, 0, 1, 2 |EVAL_EBIT|Enterprise Value/EBIT|Valuation|NTMA, LTMA, LTM, 0, 1, 2 |EVAL_EBITDA|Enterprise Value/EBITDA|Valuation|NTMA, LTMA, LTM, 0, 1, 2 |EVAL_SALES|Enterprise Value/Sales|Valuation|NTMA, LTMA, LTM, 0, 1, 2 |NDEBT_EBITDA|Net Debt/EBITDA|Coverage|NTMA, LTMA, LTM, 0, 1, 2 |NDEBT_EBITDA_MIN_CAPEX|Net Debt/(EBITDA-Capex)|Coverage|LTM |DEBT_EBITDA|Total Debt/EBITDA|Coverage|LTM |DEBT_EBIT|Total Debt/EBIT|Coverage|LTM |EBIT_INT_EXP|EBIT/Interest Expense (Int. Coverage)|Coverage|LTM |EBITDA_INT_EXP|EBITDA/Interest Expense|Coverage|LTM |OPER_CF_INT_EXP|CFO/Interest Expense|Coverage|LTM |LTD_EBITDA|LT Debt/EBITDA|Coverage|LTM |NDEBT_FFO|Net Debt/FFO|Coverage|LTM |LTD_FFO|LT Debt/FFO|Coverage|LTM |FCF_DEBT|FCF/Total Debt|Coverage|LTM |OPER_CF_DEBT|CFO/Total Debt|Coverage|LTM |LTD_EQ|LT Debt/Total Equity|Leverage(%)|LTM |LTD_TCAP|LT Debt/Total Capital|Leverage(%)|LTM |LTD_ASSETS|LT Debt/Total Assets|Leverage(%)|LTM |DEBT_ASSETS|Total Debt/Total Assets|Leverage(%)|LTM |DEBT_EQ|Total Debt/Total Equity|Leverage(%)|LTM |NDEBT_TCAP|Net Debt/Total Capital|Leverage(%)|LTM |DEBT_TCAP|Total Debt/Total Capital|Leverage(%)|LTM |***metrics limit** = 38 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.
* schema: type: array items: type: string example: - PEX - LTD_EQ - DEBT_EQ minItems: 1 maxItems: 38 examples: Single Metric: summary: LTD_EQ value: - LTD_EQ Multiple Metrics: summary: PEX, LTD_EQ, DEBT_EQ value: - PEX - LTD_EQ - DEBT_EQ familyFilter: name: familyFilter in: query required: false description: > Highest Level Filter to search by common Benchmark Families, such as S&P, MSCI, or Russell. This will retrieve all related benchmark ids. For further filtering, use the response items such as the categoryDescription field. Leave blank if you wish to see a full sample list of ids. requested- * **CHINA & HK INDICES** - Major Hong Kong and China Indices, such as Hang Seng Index (HSI-HKX) * **DOW JONES** - Dow Jones Global, Regions, Countries, Titans. * **FACTSET MARKET INDICES** - Regional and Country Indices defined by FactSet * **FTSE** - FTSE Global, UK, Global All Cap, World, Xinhua, European, GWA, JSE, Multinationals, and Style indices * **GLOBAL INDICES** - A mix of major indices across the globe. * **MSCI** - MSCI All Country, Asia Pacific, Thematic & Strategy, Emerging, Developed, US. * **RUSSELL** - US, Global, and Nomura. * **S&P** - US, ASX, Select Industry, BMI, Global, Thematic, Emerging, TSX. * **STOXX** - Total Market, Europe, and Nordic * **TOPIX** - Topix Indices, such as TOPIX 500 (182301) schema: type: string enum: - CHINA_HK_INDICES - DOW_JONES - FACTSET_MARKET_INDICES - FTSE - GLOBAL_INDICES - MSCI - RUSSELL - SP - STOXX - TOPIX schemas: benchmarkConstituentsRequest: type: object title: Benchmark Constituents Request properties: ids: $ref: '#/components/schemas/constituentIds' date: $ref: '#/components/schemas/requestedDate' currency: $ref: '#/components/schemas/currency' calendar: $ref: '#/components/schemas/regionCalendar' required: - ids benchmarkConstituentsResponse: title: Benchmark Constituents Response type: object properties: data: description: > Array of metric objects representing the metrics that can be requested from the estimates APIs. type: array items: $ref: '#/components/schemas/benchmarkConstituent' benchmarkConstituent: title: Benchmark Constituent type: object properties: fsymId: type: string description: Benchmark Id example: SPY-US nullable: true date: description: Date of weight and shares. type: string format: date example: '2020-07-01' nullable: true fsymSecurityId: description: >- FactSet Security Identifier (-S). If Cash or Generic Id holding, response will just pass through generic id (e.g. CASH_USD). type: string example: TKPJVY-S nullable: true fsymRegionalId: description: >- FactSet Regional Identifier (-R). If Cash or Generic Id holding, response will just pass through generic id (e.g. CASH_USD). type: string example: F07Q7W-R nullable: true currency: description: Currency code for prices. type: string example: USD nullable: true weightClose: description: Weight of Security in benchmark (percent). type: number format: double example: 0.085717610340781 nullable: true adjHolding: description: Shares held adjusted. Units in Millions. type: number format: double example: 0.884722 nullable: true unadjHolding: description: Shares held unadjusted. Units in Millions. type: number format: double example: 0.884722 nullable: true price: description: Price of shares held. type: number format: double example: 267.97 nullable: true adjMarketValue: description: Market value adjusted. Market Value represented in Millions. type: number format: double example: 237.07895434 nullable: true requestId: type: string description: Identifier specified in the request example: SPY-US fixedIncomeBenchmarkConstituentsRequest: type: object title: Fixed Income Benchmark Constituents Request properties: ids: $ref: '#/components/schemas/fIConstituentIds' date: $ref: '#/components/schemas/requestedDate' currency: $ref: '#/components/schemas/currency' required: - ids fixedIncomeBenchmarkConstituentsResponse: title: Fixed Income Benchmark Constituents Response type: object properties: data: description: > Array of metric objects representing the metrics that can be requested from the estimates APIs. type: array items: $ref: '#/components/schemas/fixedIncomeBenchmarkConstituent' fixedIncomeBenchmarkConstituent: title: Benchmark Constituent type: object properties: fsymId: type: string description: Benchmark Id example: LHMN0001 nullable: true date: description: Date of weight and shares. type: string format: date example: '2021-04-12' nullable: true fsymSecurityId: description: FactSet Security Identifier (-S). type: string example: FV4SC0-S nullable: true weightClose: description: Weight of Security in benchmark (percent). type: number format: double example: 0.00303380596473456 nullable: true amountOutstanding: description: Amount Outstanding for the Fixed Income Security. type: number format: double example: 700000 nullable: true price: description: Fixed Income Price of security held. type: number format: double example: 106.976 nullable: true adjMarketValue: description: Market value adjusted. Market Value represented in Millions. type: number format: double example: 757.233375 nullable: true requestId: type: string description: Identifier specified in the request example: LHMN0001 indexSnapshotRequest: type: object title: Index Snapshot Request properties: ids: $ref: '#/components/schemas/indexIds' date: $ref: '#/components/schemas/requestedDate' returnType: $ref: '#/components/schemas/returnType' currency: $ref: '#/components/schemas/currency' calendar: $ref: '#/components/schemas/calendar' required: - ids indexSnapshotResponse: title: Index Snapshot Response type: object properties: data: description: | Array of index snapshot response objects. type: array items: $ref: '#/components/schemas/indexSnapshot' indexSnapshot: title: Index Snapshot Object type: object properties: fsymId: type: string description: >- Requested Identifier. Must be a valid Benchmark Identifier recognized by FactSet. example: SP50 nullable: true date: description: >- The respective date for values as of the date requested in YYYY-MM-DD format. type: string format: date example: '2020-07-01' nullable: true name: description: Proper Name of Index. type: string example: S&P 500 nullable: true constituentNumber: description: The total number of constituents as of the date requested. type: integer example: 502 nullable: true currency: description: >- Currency Code used in adjustments. If no Currency was requested, the service will default to the local Calendar. type: string example: USD nullable: true marketValue: description: >- Index Level Market Capitalization as of the date requested expressed in millions. type: number format: double example: 27696158.012077 nullable: true price: description: Index Level Price type: number format: double example: 3349.15600690205 nullable: true priceReturnPercent1D: description: Index Level Price - 1 Day percent change type: number format: double example: 0.642620385795123 nullable: true priceReturnPercentQTD: description: Index Level Price - Quarter-to-Date percent change type: number format: double example: 8.02735451465131 nullable: true priceReturnPercentYTD: description: Index Level Price - Year-to-Date percent change type: number format: double example: 3.66394447660916 nullable: true totalReturnLevel: description: >- Index Level Total Return Amount. (Gross or Net depends on requested returnType) type: number format: double example: 6870.86168040129 nullable: true totalReturnPercent1D: description: >- Index Level Total Return - 1 Day percent change. (Gross or Net depends on requested returnType) type: number format: double example: 0.653957589855003 nullable: true totalReturnPercentQTD: description: >- Index Level Total Return - Quarter-to-Date percent change. (Gross or Net depends on requested returnType) type: number format: double example: 8.17415047623613 nullable: true totalReturnPercentYTD: description: >- Index Level Total Return - Year-to-Date percent change. (Gross or Net depends on requested returnType) type: number format: double example: 4.84152796547426 nullable: true returnType: description: The requested Return Type - GROSS or NET type: string example: GROSS nullable: true requestId: type: string description: Benchmark Identifier specified in the request example: SP50 indexHistoryRequest: type: object title: Index History Request properties: ids: $ref: '#/components/schemas/indexIds' startDate: $ref: '#/components/schemas/startDate' endDate: $ref: '#/components/schemas/endDate' frequency: $ref: '#/components/schemas/frequency' returnType: $ref: '#/components/schemas/returnType' hedgeType: $ref: '#/components/schemas/hedgeType' currency: $ref: '#/components/schemas/currency' calendar: $ref: '#/components/schemas/calendar' impliedDate: $ref: '#/components/schemas/impliedDate' required: - ids indexHistoryResponse: title: Index History Response type: object properties: data: description: | Array of Index History response objects. type: array items: $ref: '#/components/schemas/indexHistory' indexHistory: title: Index History Object type: object properties: fsymId: type: string description: >- Requested Identifier. Must be a valid Benchmark Identifier recognized by FactSet. example: SP50 nullable: true date: description: >- The respective date for values as of the date requested in YYYY-MM-DD format. type: string format: date example: '2020-07-01' nullable: true name: description: Proper Name of Index. type: string example: S&P 500 nullable: true constituentNumber: description: The total number of constituents as of the date requested. type: integer example: 502 nullable: true currency: description: >- Currency Code used in adjustments. If no Currency was requested, the service will default to LOCAL ('LOC'). type: string example: USD nullable: true marketValue: description: >- Index Level Market Capitalization as of the date requested expressed in millions. type: number format: double example: 27696158.012077 nullable: true price: description: Index Level Price type: number format: double example: 3349.15600690205 nullable: true priceReturnPercent: description: Index Level Price Percent Change type: number format: double example: 0.642620385795123 nullable: true totalReturnLevel: description: Index Level Total Return Amount type: number format: double example: 6870.86168040129 nullable: true totalReturnPercent: description: Index Level Total Return Percent Change type: number format: double example: 0.653957589855003 nullable: true returnType: description: The requested Return Type - GROSS or NET type: string example: GROSS nullable: true hedgeType: description: The requested Hedge Type - HEDGED or UNHEDGED type: string example: UNHEDGED nullable: true requestId: type: string description: Benchmark Identifier specified in the request example: SP50 observationDate: description: >- This field will always return the date of the data that was actually returned. type: string example: '2020-07-21' nullable: true benchmarkRatiosRequest: type: object title: Benchamrk Ratios Request properties: ids: $ref: '#/components/schemas/indexIds' startDate: $ref: '#/components/schemas/startDate' endDate: $ref: '#/components/schemas/endDate' periodicity: $ref: '#/components/schemas/periodicity' metrics: $ref: '#/components/schemas/metrics' frequency: $ref: '#/components/schemas/frequency' currency: $ref: '#/components/schemas/currency' required: - ids - metrics benchmarkRatiosResponse: title: Benchmark Ratios Response type: object properties: data: description: | Array of Index History response objects. type: array items: $ref: '#/components/schemas/benchmarkRatios' benchmarkRatios: title: Benchmark Ratios Object type: object properties: fsymId: type: string description: >- Requested Identifier. Must be a valid Benchmark Identifier recognized by FactSet. example: SP50 nullable: true date: description: >- The respective date for values as of the date requested in YYYY-MM-DD format. type: string format: date example: '2020-12-31' nullable: true name: description: Proper Name of Index. type: string example: S&P 500 nullable: true requestId: type: string description: Benchmark Identifier specified in the request. example: SP50 metric: type: string description: Metric requested example: GROSS_MARGIN nullable: true periodicity: type: string description: The periodicity submitted in the request. example: LTM nullable: true currency: type: string description: The currency submitted in the request. example: USD nullable: true value: type: number format: double description: Ratio value based on the metric requested. example: 35.4094680290153 nullable: true benchmarkIdListRequest: type: object title: Benchmark Id List Request properties: familyFilter: $ref: '#/components/schemas/familyFilter' benchmarkIdListResponse: title: Benchmark Id List Response type: object properties: data: description: | Array of Benchmark Ids and their respective categorizations. type: array items: $ref: '#/components/schemas/benchmarkIdList' benchmarkIdList: title: Benchmark Id List Object type: object properties: fsymId: type: string description: Benchmark Id example: '990100' nullable: true name: type: string description: Name of the Benchmark ID example: MSCI World Index nullable: true familyName: type: string description: Name of the Benchmarks Family example: MSCI nullable: true market: type: string description: Market grouping related to the Benchmark Family example: Developed nullable: true categoryDescription: type: string description: Extended name or description of Benchmark Family & Market example: International Indices nullable: true constituentIds: title: Constituent Ids type: array items: type: string minItems: 1 maxItems: 1 description: >- Benchmark Identifiers. Reference the helper endpoint **/id-list** to get a sample list of valid identifiers. You must be authorized for the `ids` requested, otherwise you will receive an error. example: - SP50 fIConstituentIds: title: Fixed Income Constituent Ids type: array items: type: string minItems: 1 maxItems: 1 description: >- Fixed Income Benchmark Identifiers. Reference the helper endpoint **/id-list** to get a sample list of valid identifiers. You must be authorized for the `ids` requested, otherwise you will receive an error. example: - LHMN0001 indexIds: title: Index Ids type: array items: type: string minItems: 1 maxItems: 500 description: >- Benchmark Identifiers. Reference the helper endpoint **/id-list** to get a sample list of valid identifiers. example: - SP50 requestedDate: title: Date type: string description: Date of holding expressed in YYYY-MM-DD format. example: '2020-08-06' startDate: title: Start Date type: string description: Requested start date expressed in YYYY-MM-DD format. example: '2018-12-31' endDate: title: End Date type: string description: Requested end date for Range expressed in YYYY-MM-DD format. example: '2019-12-31' returnType: title: Return Type type: string enum: - GROSS - NET default: GROSS 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. example: GROSS hedgeType: title: Hedge Type type: string enum: - UNHEDGED - HEDGED default: UNHEDGED 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 weill default to UNHEDGED. example: UNHEDGED impliedDate: title: Implied Date type: string enum: - 'Y' - 'N' default: 'N' 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. calendar: title: Calendar type: string enum: - FIVEDAY - SEVENDAY default: FIVEDAY description: Calendar of data returned. SEVENDAY includes weekends. example: FIVEDAY regionCalendar: title: Calendar type: string default: FIVEDAY description: Calendar of data returned. example: FIVEDAY currency: title: Currency type: string description: Currency for response. example: USD frequency: title: Frequency type: string enum: - D - W - M - AM - CQ - AY - CY default: CY description: | Controls the display frequency of the data returned. * **D** = Daily * **W** = Weekly, based on the last day of the week of the start date. * **M** = Monthly, based on the last trading day of the month. * **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.). * **CQ** = Quarterly based on the last trading day of the calendar quarter (March, June, September, or December). * **AY** = Actual Annual, based on the start date. * **CY** = Calendar Annual, based on the last trading day of the calendar year. example: CY metrics: title: Metrics type: array description: > Requested List of FactSet Market Aggregates (FMA) or ratios. provided the below complete metrics list. |metric item|Description|category|periodicity |:|:|:|:| |GROSS_MARGIN|Gross Margin|Profitability (%)|NTMA, LTMA, STMA, LTM, QTR, 0, 1, 2 |OPER_INC_SALES|Operating Margin|Profitability (%)|LTM, QTR |NET_MGN|Net Margin|Profitability (%)|NTMA, LTMA, STMA, LTM, QTR, 0, 1, 2 |EBIT_MARGIN|EBIT Margin|Profitability (%)| NTMA, LTMA, STMA, LTM, QTR, 0, 1, 2 |EBITDA_MARGIN|EBITDA Margin|Profitability (%)|NTMA, LTMA, STMA, LTM, QTR, 0, 1, 2 |ROA|Return on Assets|Profitability (%)|LTM |ROE|Return on Equity|Profitability (%)|NTMA, LTMA, LTM, 0, 1, 2 |ROIC|Return on Invested Capital|Profitability (%)| LTM |FCF_MGN|Free Cash Flow Margin|Profitability (%)|LTM, QTR |PE|Price/Earnings|Valuation|NTMA, LTMA, STMA, LTM, QTR, 0, 1, 2 |PEX|Price/Earnings (excl negatives)|Valuation|LTM |PSALES|Price/Sales|Valuation|NTMA, LTMA, STMA, LTM, QTR, 0, 1, 2 |PBK|Price/Book Value|Valuation|NTMA, LTMA, LTM, 0, 1, 2 |PCF|Price/Cash Flow|Valuation|NTMA, LTMA, LTM, 0, 1, 2 |PCFX|Price/Cash Flow (excl negatives)|Valuation|LTM |PFCF|Price/Free Cash Flow|Valuation|NTMA, LTMA, LTM, 0, 1, 2 |EVAL_EBIT|Enterprise Value/EBIT|Valuation|NTMA, LTMA, LTM, 0, 1, 2 |EVAL_EBITDA|Enterprise Value/EBITDA|Valuation|NTMA, LTMA, LTM, 0, 1, 2 |EVAL_SALES|Enterprise Value/Sales|Valuation|NTMA, LTMA, LTM, 0, 1, 2 |NDEBT_EBITDA|Net Debt/EBITDA|Coverage|NTMA, LTMA, LTM, 0, 1, 2 |NDEBT_EBITDA_MIN_CAPEX|Net Debt/(EBITDA-Capex)|Coverage|LTM |DEBT_EBITDA|Total Debt/EBITDA|Coverage|LTM |DEBT_EBIT|Total Debt/EBIT|Coverage|LTM |EBIT_INT_EXP|EBIT/Interest Expense (Int. Coverage)|Coverage|LTM |EBITDA_INT_EXP|EBITDA/Interest Expense|Coverage|LTM |OPER_CF_INT_EXP|CFO/Interest Expense|Coverage|LTM |LTD_EBITDA|LT Debt/EBITDA|Coverage|LTM |NDEBT_FFO|Net Debt/FFO|Coverage|LTM |LTD_FFO|LT Debt/FFO|Coverage|LTM |FCF_DEBT|FCF/Total Debt|Coverage|LTM |OPER_CF_DEBT|CFO/Total Debt|Coverage|LTM |LTD_EQ|LT Debt/Total Equity|Leverage(%)|LTM |LTD_TCAP|LT Debt/Total Capital|Leverage(%)|LTM |LTD_ASSETS|LT Debt/Total Assets|Leverage(%)|LTM |DEBT_ASSETS|Total Debt/Total Assets|Leverage(%)|LTM |DEBT_EQ|Total Debt/Total Equity|Leverage(%)|LTM |NDEBT_TCAP|Net Debt/Total Capital|Leverage(%)|LTM |DEBT_TCAP|Total Debt/Total Capital|Leverage(%)|LTM items: type: string minItems: 1 maxItems: 38 example: - PE periodicity: title: Periodicity type: string description: > The calculation periodicity for the aggregated period. **Note** - Not all periodicities are supported for each metric, depending on the type of ratio. LTM is set as default and supported for all metrics. See Metrics Parameter for additional detail on which periodicities are available per metric. |Periodicity|Description| |:|:| |LTM|Last Twelve Months |LTMA|Last Twelve Months using Broker Actuals for Estimated Items |STMA| Second Twelve Month Forward |NTMA| 12 Month Forward |0| Latest Reported Calendar Year |1| Current Unreported Year |2| Following Year |QTR| Quarterly - Reported by companies enum: - LTM - LTMA - STMA - NTMA - '0' - '1' - '2' - QTR default: LTM example: LTM familyFilter: title: Family Filter description: > Highest Level Filter to search by common Benchmark Families, such as S&P, MSCI, or Russell. This will retrieve all related benchmark ids. For further filtering, use the response items such as the categoryDescription field. Leave blank if you wish to see a full sample list of ids. requested- * **CHINA & HK INDICES** - Major Hong Kong and China Indices, such as Hang Seng Index (HSI-HKX) * **DOW JONES** - Dow Jones Global, Regions, Countries, Titans. * **FACTSET MARKET INDICES** - Regional and Country Indices defined by FactSet * **FTSE** - FTSE Global, UK, Global All Cap, World, Xinhua, European, GWA, JSE, Multinationals, and Style indices * **GLOBAL INDICES** - A mix of major indices across the globe. * **MSCI** - MSCI All Country, Asia Pacific, Thematic & Strategy, Emerging, Developed, US. * **RUSSELL** - US, Global, and Nomura. * **S&P** - US, ASX, Select Industry, BMI, Global, Thematic, Emerging, TSX. * **STOXX** - Total Market, Europe, and Nordic * **TOPIX** - Topix Indices, such as TOPIX 500 (182301) type: string enum: - CHINA_HK_INDICES - DOW_JONES - FACTSET_MARKET_INDICES - FTSE - GLOBAL_INDICES - MSCI - RUSSELL - SP - STOXX - TOPIX example: MSCI errorResponse: type: object title: Error Response properties: status: description: status type: string example: Bad Request timestamp: description: timestamp in YYYY-MM-DD HH:MM:SS.SSS type: string example: '2019-11-01 11:09:41.918' format: date-time path: description: The Endpoint path {package}/version/{endpoint} type: string example: /factset-benchmarks/v1/{endpoint} message: description: The plain text error message type: string example: Validation Error subErrors: description: subErrors related to the error message. Null if not applicable. type: object properties: object: description: the operation ID type: string field: description: Parameter Field Name type: string message: description: Error message type: string rejectedValue: description: Rejected Values in an Array type: array items: type: string responses: '400': description: >- Bad Request. This can occur for several reasons. Please review the "message" for more details. content: application/json: schema: $ref: '#/components/schemas/errorResponse' examples: Bad Request - Date Format: $ref: '#/components/examples/badRequestDateFormat' Bad Request - Missing Required Parameter: $ref: '#/components/examples/badRequestRequiredParameter' Bad Request - Future Date: $ref: '#/components/examples/badRequestFutureDate' Bad Request - Invalid Parameter: $ref: '#/components/examples/badRequestInvalidParameters' Bad Request - More Than One Benchmark Identifier: $ref: '#/components/examples/badRequestMoreThanOneBenchmarkIdentifier' Bad Request - Malformed JSON: $ref: '#/components/examples/badRequestMalformedJSON' Bad Request - Read Timeout: $ref: '#/components/examples/badRequestReadTimeout' '401': description: >- Unauthenticated USERNAME-SERIAL. Ensure you are logged in and have successfully generated an API KEY for the IP range you are connecting from. For more help, select the **Report Issue** in the top right corner of this Developer Portal specification card and choose Connectivity 401 or 403 Responses. content: application/json: schema: $ref: '#/components/schemas/errorResponse' examples: Bad Request - Date Format: $ref: '#/components/examples/unauthenticated' '403': description: >- The USERNAME-SERIAL attempted to request the endpoint is not authorized to access. The request was a legal request, but the server is refusing to respond. Please reach out to FactSet Account Team for assistance with authorization. content: application/json: schema: $ref: '#/components/schemas/errorResponse' examples: Bad Request - forbidden: $ref: '#/components/examples/forbidden' '415': description: >- Unsupported Media Type. This error may be returned when the caller sends a resource in a format that is not accepted by the server. This can be fixed by ensuring that Content-Type header is set to the correct value. In this instance, "application/json" would be the appropriate value. content: application/json: schema: $ref: '#/components/schemas/errorResponse' examples: Bad Request - Unsupported Media Type: $ref: '#/components/examples/unsupportedMediaType' '500': description: Internal Server Error. content: application/json: schema: $ref: '#/components/schemas/errorResponse' examples: Internal Server Error - Not Writable: $ref: '#/components/examples/notWritable' Internal Server Error - General Exception: $ref: '#/components/examples/generalException' examples: resultofBenchmarkIDSPY-US: summary: >- Result of Benchmark Constituent Id SPY-US (only first 10 records for example purpose). description: > This is the list of all constituents that make up the SPDR S&P 500 ETF (SPY-US) as of 2020-07-01. The ETF is used as a proxy for S&P 500 Benchmark. To limit the response size of specification file, only first 10 items are shown. value: data: - adjHolding: 0.89521 adjMarketValue: 304.908526 currency: USD date: '2021-03-08' fsymId: SPY-US fsymRegionalId: F07Q7W-R fsymSecurityId: TKPJVY-S price: 340.6 requestId: SPY-US unadjHolding: 0.89521 weightClose: 0.092687242574555 - adjHolding: 15.456894 adjMarketValue: 1168.69575534 currency: USD date: '2021-03-08' fsymId: SPY-US fsymRegionalId: MKC1SV-R fsymSecurityId: K6TLGQ-S price: 75.61 requestId: SPY-US unadjHolding: 15.456894 weightClose: 0.355264539145919 - adjHolding: 3.212757 adjMarketValue: 277.35731181 currency: USD date: '2021-03-08' fsymId: SPY-US fsymRegionalId: RFPMVX-R fsymSecurityId: C8QZP6-S price: 86.33 requestId: SPY-US unadjHolding: 3.212757 weightClose: 0.084312120677006 - adjHolding: 1.164754 adjMarketValue: 156.34492942 currency: USD date: '2021-03-08' fsymId: SPY-US fsymRegionalId: JWH12W-R fsymSecurityId: TLPSG8-S price: 134.23 requestId: SPY-US unadjHolding: 1.164754 weightClose: 0.047526320724968 - adjHolding: 6.780214 adjMarketValue: 178.18402392 currency: USD date: '2021-03-08' fsymId: SPY-US fsymRegionalId: LY653H-R fsymSecurityId: Q0KPX4-S price: 26.28 requestId: SPY-US unadjHolding: 6.780214 weightClose: 0.0541650509569 - adjHolding: 5.847468 adjMarketValue: 261.14792088 currency: USD date: '2021-03-08' fsymId: SPY-US fsymRegionalId: FS32CR-R fsymSecurityId: D1QS87-S price: 44.66 requestId: SPY-US unadjHolding: 5.847468 weightClose: 0.079384728948003 - adjHolding: 0.874856 adjMarketValue: 256.8139788 currency: USD date: '2021-03-08' fsymId: SPY-US fsymRegionalId: CN7T72-R fsymSecurityId: C0SZHB-S price: 293.55 requestId: SPY-US unadjHolding: 0.874856 weightClose: 0.078067280905002 - adjHolding: 3.484578 adjMarketValue: 242.178171 currency: USD date: '2021-03-08' fsymId: SPY-US fsymRegionalId: X0N4MP-R fsymSecurityId: D506QF-S price: 69.5 requestId: SPY-US unadjHolding: 3.484578 weightClose: 0.073618232904839 - adjHolding: 0.90688 adjMarketValue: 539.5210496 currency: USD date: '2021-03-08' fsymId: SPY-US fsymRegionalId: V9977J-R fsymSecurityId: JPYYTB-S price: 594.92 requestId: SPY-US unadjHolding: 0.90688 weightClose: 0.164005641476728 - adjHolding: 2.505859 adjMarketValue: 855.62555555 currency: USD date: '2021-03-08' fsymId: SPY-US fsymRegionalId: KC6WDM-R fsymSecurityId: BV8916-S price: 341.45 requestId: SPY-US unadjHolding: 2.505859 weightClose: 0.260096280220945 resultofBenchmarkID-TOPIX: summary: The list of Benchmark Ids under the family TOPIX description: >- Result of requesting a sample list of using familyFilter set to TOPIX. Each fsymId represents a unique Benchmark Id that can be used in other benchmark endpoints. value: data: - fsymId: '180511' name: Tokyo Stock Exchange 2nd Section familyName: TOPIX market: TOPIX Indices categoryDescription: TOPIX Indices - fsymId: '152470' name: Tokyo Stock Exchange Mothers familyName: TOPIX market: TOPIX Indices categoryDescription: TOPIX Indices - fsymId: '152471' name: Tokyo Stock Exchange REIT familyName: TOPIX market: TOPIX Indices categoryDescription: TOPIX Indices - fsymId: '180460' name: TOPIX familyName: TOPIX market: TOPIX Indices categoryDescription: TOPIX Indices - fsymId: '182297' name: TOPIX 100 familyName: TOPIX market: TOPIX Indices categoryDescription: TOPIX Indices - fsymId: '152469' name: TOPIX 1000 familyName: TOPIX market: TOPIX Indices categoryDescription: TOPIX Indices - fsymId: '182301' name: TOPIX 500 familyName: TOPIX market: TOPIX Indices categoryDescription: TOPIX Indices - fsymId: '182295' name: TOPIX Core 30 familyName: TOPIX market: TOPIX Indices categoryDescription: TOPIX Indices - fsymId: '182296' name: TOPIX Large 70 familyName: TOPIX market: TOPIX Indices categoryDescription: TOPIX Indices - fsymId: '180710' name: TOPIX Large Cap familyName: TOPIX market: TOPIX Indices categoryDescription: TOPIX Indices - fsymId: '182300' name: TOPIX Mid 400 familyName: TOPIX market: TOPIX Indices categoryDescription: TOPIX Indices - fsymId: '180711' name: TOPIX Mid Cap familyName: TOPIX market: TOPIX Indices categoryDescription: TOPIX Indices - fsymId: '182302' name: TOPIX Small familyName: TOPIX market: TOPIX Indices categoryDescription: TOPIX Indices - fsymId: '180712' name: TOPIX Small Cap familyName: TOPIX market: TOPIX Indices categoryDescription: TOPIX Indices resultofIndexSnapshotMultiple: summary: Index Snapshot of Prices and Returns for Two Companies as of 2020-08-06 description: The Price and Returns of S&P 500 and Russell 3000 as of 2020-08-06 value: data: - constituentNumber: 505 currency: LOCAL date: '2020-08-06' fsymId: SP50 marketValue: 27696158.012077 name: S&P 500 price: 3349.15600690205 priceReturnPercent1D: 0.642620385795123 priceReturnPercentQTD: 8.02735451465131 priceReturnPercentYTD: 3.66394447660916 requestId: SP50 returnType: GROSS totalReturnLevel: 6870.86168040129 totalReturnPercent1D: 0.653957589855003 totalReturnPercentQTD: 8.17415047623613 totalReturnPercentYTD: 4.84152796547426 - constituentNumber: 3000 currency: LOCAL date: '2020-08-06' fsymId: R.3000 marketValue: 32954409.7735481 name: Russell 3000 price: 3596.989378 priceReturnPercent1D: 0.502392266457519 priceReturnPercentQTD: 8.22378331718046 priceReturnPercentYTD: 3.47683663855225 requestId: R.3000 returnType: GROSS totalReturnLevel: 10597.086657 totalReturnPercent1D: 0.513265793869122 totalReturnPercentQTD: 8.35826463942657 totalReturnPercentYTD: 4.59191053652597 resultofIndexHistoryMultiple: summary: Index History Prices and Returns for Two Companies over two days description: >- The Price and Returns history for the S&P 500 and Russell 3000 from 2020-08-05 to 2020-08-06 value: data: - currency: LOCAL date: '2020-08-05' fsymId: SP50 marketValue: 27519313.2948137 name: S&P 500 price: 3327.77107160334 priceReturnPercent: 0.643080929116979 requestId: SP50 returnType: GROSS hedgeType: UNHEDGED totalReturnLevel: 6826.22108948631 totalReturnPercent: 0.643080929117001 observationDate: '2020-08-05' - currency: LOCAL date: '2020-08-06' fsymId: SP50 marketValue: 27696158.012077 name: S&P 500 price: 3349.15600690205 priceReturnPercent: 0.642620385795123 requestId: SP50 returnType: GROSS hedgeType: UNHEDGED totalReturnLevel: 6870.86168040129 totalReturnPercent: 0.653957589855003 observationDate: '2020-08-06' - currency: LOCAL date: '2020-08-05' fsymId: R.3000 marketValue: 32788760.7030179 name: Russell 3000 price: 3579.008715 priceReturnPercent: 0.751585489130235 requestId: R.3000 returnType: GROSS hedgeType: UNHEDGED totalReturnLevel: 10542.973182 totalReturnPercent: 0.751900743100942 observationDate: '2020-08-05' - currency: LOCAL date: '2020-08-06' fsymId: R.3000 marketValue: 32954409.7735481 name: Russell 3000 price: 3596.989378 priceReturnPercent: 0.502392266457519 requestId: R.3000 returnType: GROSS hedgeType: UNHEDGED totalReturnLevel: 10597.086657 totalReturnPercent: 0.513265793869122 observationDate: '2020-08-06' allRatiosRequest: summary: >- Requesting all available index level ratios for S&P 500 on LTM basis as of latest calendar year end description: > Requesting all available index level ratios for S&P 500 on LTM basis as of latest calendar year end value: ids: - SP50 periodicity: LTM metrics: - GROSS_MARGIN - OPER_INC_SALES - NET_MGN - EBIT_MARGIN - EBITDA_MARGIN - ROA - ROE - ROIC - FCF_MGN - PE - PEX - PSALES - PBK - PCF - PCFX - PFCF - EVAL_EBIT - EVAL_EBITDA - EVAL_SALES - NDEBT_EBITDA - NDEBT_EBITDA_MIN_CAPEX - DEBT_EBITDA - DEBT_EBIT - EBIT_INT_EXP - EBITDA_INT_EXP - OPER_CF_INT_EXP - LTD_EBITDA - NDEBT_FFO - LTD_FFO - FCF_DEBT - OPER_CF_DEBT - LTD_EQ - LTD_TCAP - LTD_ASSETS - DEBT_ASSETS - DEBT_EQ - NDEBT_TCAP - DEBT_TCAP frequency: CY allRatiosSP50: summary: Result of Fetching all avialable Index Level LTM Ratios for the S&P 500 description: > The response of requesting all available Index Level Ratios on a Last Twelve-Month basis as of latest calendar year end. value: - currency: USD date: '2019-12-31' fsymId: SP50 metric: GROSS_MARGIN name: S&P 500 periodicity: LTM requestId: SP50 value: 31.9792508103446 - currency: USD date: '2019-12-31' fsymId: SP50 metric: OPER_INC_SALES name: S&P 500 periodicity: LTM requestId: SP50 value: 14.1443835805019 - currency: USD date: '2019-12-31' fsymId: SP50 metric: NET_MGN name: S&P 500 periodicity: LTM requestId: SP50 value: 10.6712678960164 - currency: USD date: '2019-12-31' fsymId: SP50 metric: EBIT_MARGIN name: S&P 500 periodicity: LTM requestId: SP50 value: 13.9233219620531 - currency: USD date: '2019-12-31' fsymId: SP50 metric: EBITDA_MARGIN name: S&P 500 periodicity: LTM requestId: SP50 value: 20.2564469882192 - currency: USD date: '2019-12-31' fsymId: SP50 metric: ROA name: S&P 500 periodicity: LTM requestId: SP50 value: 3.57523339824615 - currency: USD date: '2019-12-31' fsymId: SP50 metric: ROE name: S&P 500 periodicity: LTM requestId: SP50 value: 16.4002812973854 - currency: USD date: '2019-12-31' fsymId: SP50 metric: ROIC name: S&P 500 periodicity: LTM requestId: SP50 value: 8.89427850180667 - currency: USD date: '2019-12-31' fsymId: SP50 metric: FCF_MGN name: S&P 500 periodicity: LTM requestId: SP50 value: 11.7909348774282 - currency: USD date: '2019-12-31' fsymId: SP50 metric: PE name: S&P 500 periodicity: LTM requestId: SP50 value: 21.5977805004107 - currency: USD date: '2019-12-31' fsymId: SP50 metric: PEX name: S&P 500 periodicity: LTM requestId: SP50 value: 21.0620470124885 - currency: USD date: '2019-12-31' fsymId: SP50 metric: PSALES name: S&P 500 periodicity: LTM requestId: SP50 value: 2.30475701679242 - currency: USD date: '2019-12-31' fsymId: SP50 metric: PBK name: S&P 500 periodicity: LTM requestId: SP50 value: 3.54209675605922 - currency: USD date: '2019-12-31' fsymId: SP50 metric: PCF name: S&P 500 periodicity: LTM requestId: SP50 value: 12.9919258671496 - currency: USD date: '2019-12-31' fsymId: SP50 metric: PCFX name: S&P 500 periodicity: LTM requestId: SP50 value: 12.7987467084674 - currency: USD date: '2019-12-31' fsymId: SP50 metric: PFCF name: S&P 500 periodicity: LTM requestId: SP50 value: 19.6190668285358 - currency: USD date: '2019-12-31' fsymId: SP50 metric: EVAL_EBIT name: S&P 500 periodicity: LTM requestId: SP50 value: 20.6321659086833 - currency: USD date: '2019-12-31' fsymId: SP50 metric: EVAL_EBITDA name: S&P 500 periodicity: LTM requestId: SP50 value: 14.0500792506603 - currency: USD date: '2019-12-31' fsymId: SP50 metric: EVAL_SALES name: S&P 500 periodicity: LTM requestId: SP50 value: 2.80945955717182 - currency: USD date: '2019-12-31' fsymId: SP50 metric: NDEBT_EBITDA name: S&P 500 periodicity: LTM requestId: SP50 value: 1.79159020571431 - currency: USD date: '2019-12-31' fsymId: SP50 metric: NDEBT_EBITDA_MIN_CAPEX name: S&P 500 periodicity: LTM requestId: SP50 value: 2.7472833444278 - currency: USD date: '2019-12-31' fsymId: SP50 metric: DEBT_EBITDA name: S&P 500 periodicity: LTM requestId: SP50 value: 2.56510943570962 - currency: USD date: '2019-12-31' fsymId: SP50 metric: DEBT_EBIT name: S&P 500 periodicity: LTM requestId: SP50 value: 3.76679465697695 - currency: USD date: '2019-12-31' fsymId: SP50 metric: EBIT_INT_EXP name: S&P 500 periodicity: LTM requestId: SP50 value: 7.11304856820085 - currency: USD date: '2019-12-31' fsymId: SP50 metric: EBITDA_INT_EXP name: S&P 500 periodicity: LTM requestId: SP50 value: 10.4497127870097 - currency: USD date: '2019-12-31' fsymId: SP50 metric: OPER_CF_INT_EXP name: S&P 500 periodicity: LTM requestId: SP50 value: 8.84109224468855 - currency: USD date: '2019-12-31' fsymId: SP50 metric: LTD_EBITDA name: S&P 500 periodicity: LTM requestId: SP50 value: 2.25145309045414 - currency: USD date: '2019-12-31' fsymId: SP50 metric: NDEBT_FFO name: S&P 500 periodicity: LTM requestId: SP50 value: 208.398439260982 - currency: USD date: '2019-12-31' fsymId: SP50 metric: LTD_FFO name: S&P 500 periodicity: LTM requestId: SP50 value: 262.009129565082 - currency: USD date: '2019-12-31' fsymId: SP50 metric: FCF_DEBT name: S&P 500 periodicity: LTM requestId: SP50 value: 18.426933255696 - currency: USD date: '2019-12-31' fsymId: SP50 metric: OPER_CF_DEBT name: S&P 500 periodicity: LTM requestId: SP50 value: 31.8745985665069 - currency: USD date: '2019-12-31' fsymId: SP50 metric: LTD_EQ name: S&P 500 periodicity: LTM requestId: SP50 value: 81.639940142797 - currency: USD date: '2019-12-31' fsymId: SP50 metric: LTD_TCAP name: S&P 500 periodicity: LTM requestId: SP50 value: 42.2975432060763 - currency: USD date: '2019-12-31' fsymId: SP50 metric: LTD_ASSETS name: S&P 500 periodicity: LTM requestId: SP50 value: 27.8191040539674 - currency: USD date: '2019-12-31' fsymId: SP50 metric: DEBT_ASSETS name: S&P 500 periodicity: LTM requestId: SP50 value: 31.6946627066638 - currency: USD date: '2019-12-31' fsymId: SP50 metric: DEBT_EQ name: S&P 500 periodicity: LTM requestId: SP50 value: 93.0134328265381 - currency: USD date: '2019-12-31' fsymId: SP50 metric: NDEBT_TCAP name: S&P 500 periodicity: LTM requestId: SP50 value: 33.6582025424296 - currency: USD date: '2019-12-31' fsymId: SP50 metric: DEBT_TCAP name: S&P 500 periodicity: LTM requestId: SP50 value: 48.1901344711744 badRequestDateFormat: summary: Bad Request - Date Format description: >- This bad request occurs when a request doesn't use the YYYY-MM-DD in the date parameters. To resolve, convert your date to YYYY-MM-DD. value: status: Bad Request timestamp: '2020-07-02 11:52:36.464' path: /factset-benchmarks/v1/{endpoint} message: 'The date parameter must be in the following date format: YYYY-MM-DD' subErrors: badRequestRequiredParameter: summary: Bad Request - Required Parameter Missing description: >- This error message occurs when the request does not include the required parameters. Required parameters are indicated with a red asterisks symbol in the specification file. value: status: Bad Request timestamp: '2020-06-30 13:22:09.053' path: /factset-benchmarks/v1/{endpoint} message: The parameter 'ids' is required and may not be empty. subErrors: badRequestFutureDate: summary: Bad Request - Future Date description: >- This error message occurs when a future date is requested in the date parameters. Please revise your request to include dates as of today's current date or any prior historical date. value: status: Bad Request timestamp: '2020-06-30 13:38:36.528' path: /factset-benchmarks/v1/{endpoint} message: >- The use of future dates is not applicable in this endpoint. Please revise your request to include dates up to today's current date. subErrors: badRequestMoreThanOneBenchmarkIdentifier: summary: Bad Request - More Than One Benchmark Identifier description: >- This error message occurs when user is passing more than one identifier as an input. value: status: Bad Request timestamp: '2020-07-02 12:37:52.731' path: /factset-benchmarks/v1/constituents message: >- You submitted 2 ids. The max number of ids you may submit is 1. Please try again with fewer ids. subErrors: badRequestInvalidParameters: summary: Bad Request - Passing invalid Benchmark Identifier description: >- This error message occurs when user is passing Invalid Identifier. Please use the helper endpoint */id-list* for sample Benchmark Identifiers. value: status: Forbidden timestamp: '2020-07-10 15:01:43.634' path: /factset-benchmarks/v1/constituents message: >- User is not authorized for the id requested, please reach out to FactSet for support subErrors: badRequestMalformedJSON: summary: Bad Request - Malformed JSON Request description: >- This error may be returned when the request body is specified as JSON. But is not in proper JSON format. value: status: Bad Request timestamp: '2020-07-02 11:59:09.649' path: /factset-benchmarks/v1/{endpoint} message: Malformed JSON Request subErrors: badRequestReadTimeout: summary: Bad Request - Read Timeout description: >- This error may be returned if it takes more than 29 seconds to hear back from the data fetch service. value: status: Bad Request timestamp: '2020-07-02 16:18:38.949' path: /factset-benchmarks/v1/{endpoint} message: The request took too long. Try again with a smaller request. subErrors: unauthenticated: summary: User Authentication Failed description: >- This occurs when a user is not properly authenticated or recognized by the service. Please double check the USERNAME-SERIAL and API-Key used to request and ensure you are within the IP range specified for the Key. Report Issue under 401 error for help with troubleshooting. value: status: User Authentication Failed timestamp: '2020-07-02 16:08:07.945' path: /factset-benchmarks/v1/{endpoint} message: User Authentication Failed. subErrors: forbidden: summary: Forbidden description: >- The USERNAME-SERIAL attempted to request the endpoint/ID which is not authorized to access. The request was a legal request, but the server is refusing to respond. Please reach out to FactSet Account Team for assistance with authorization. value: status: Forbidden timestamp: '2020-07-02 17:21:52.197' path: /factset-benchmarks/v1/{endpoint} message: >- User is not authorized for the id requested, please reach out to FactSet for support subErrors: unsupportedMediaType: summary: Unsupported Media Type description: >- This bad request occurs when the media type passed in the request is not supported. Currently the APIs only support 'application/json'. value: status: Unsupported Media Type timestamp: '2020-07-02 09:42:27.237' path: /factset-benchmarks/v1/{endpoint} message: >- text/html media type is not supported. Supported media types are application/json subErrors: notWritable: summary: Internal Server Error - Not Writable description: >- This error may be returned when the server encounters an error writing the JSON response. value: status: Internal Server Error timestamp: '2019-11-05 09:48:29.18' path: /factset-benchmarks/v1/{endpoint} message: Error writing JSON output subErrors: generalException: summary: Internal Server Error - General Exception description: >- This is the most general error that can be returned to by the service. Please `Report Issue` to FactSet. value: status: Internal Server Error timestamp: '2019-11-01 10:36:01.944' path: /factset-benchmarks/v1/{endpoint} message: Unexpected error subErrors: tags: - name: Factset Benchmarks