openapi: 3.0.0
info:
  title: FactSet Exchange Traded Funds API
  version: 1.0.0
  description: >
    FactSet ETF data feeds provide complete and accurate security, fund and
    reference data across the universe of exchange-traded products. Data is
    sourced from ETF providers across the globe and includes more than 100
    unique data points, resulting in comprehensive coverage to help you evaluate
    and construct ETFs, analyze potential trades, and perform fund research.<p>
    FactSet Reference and Analytics data uses FactSet's FCS, which categorizes
    exchange-traded products using a rules-based system that is derived from
    seven core classifications. This system evaluates the asset class, economic
    development level, and geographical region as described in each fund's
    prospectus and marketing materials. ETF exposure details are presented on
    successively granular levels-  category, then focus, and then niche.</p>
    <p>Moreover, FactSet ETF Reference data captures over 100 unique data points
    and provides market-specific data if you wish to solely focus on U.S.,
    Canadian, Australian, New Zealand, Singapore, Hong Kong or European
    exchanges. All data points are grouped in one of two levels, either as a
    Fund or as a Listing. However, FactSet ETF Analytics data is primarily
    available for U.S.-domiciled ETFs. A subset of reference data items are
    provided for European-domiciled funds. For a full breakout of regional
    availability and history, see Formula Definitions and Calculations.</p>
  termsOfService: http://www.factset.com/api/terms.html
  contact:
    name: FactSet Research Systems
    email: api@factset.com
    url: http://www.factset.com/api
  license:
    name: License Information
    url: http://www.factset.com/api/license.html
servers:
  - url: https://api.factset.com/content
    description: Production Server
security:
  - UserSecurity: []
paths:
  /factset-etf/v1/reference:
    get:
      summary: Factset Return reference data for an ETF.
      description: |
        Returns reference data items for Exchange Traded Funds.
      tags:
        - Factset Etf
      operationId: getEtfReferenceData
      parameters:
        - $ref: '#/components/parameters/ids'
        - $ref: '#/components/parameters/metrics'
        - $ref: '#/components/parameters/categories'
      responses:
        '200':
          $ref: '#/components/responses/EtfReferenceDataResponse'
        '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 Fetch Reference Data for a large list of ETF securities.
      description: |
        Returns reference data items for a list of Exchange Traded Funds.
      tags:
        - Factset Etf
      operationId: getEtfReferenceDataForList
      requestBody:
        description: Request object for Exchange Traded Funds
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/EtfReferenceDataRequest'
            examples:
              ETF Reference Data Metrics Request:
                $ref: '#/components/examples/EtfReferenceDataMetricsRequest'
              ETF Reference Data Category Request:
                $ref: '#/components/examples/EtfReferenceDataCategoryRequest'
        required: true
      responses:
        '200':
          $ref: '#/components/responses/EtfReferenceDataResponse'
        '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-etf/v1/metrics:
    get:
      summary: Factset Available ETF metrics
      operationId: getEtfMetrics
      tags:
        - Factset Etf
      description: >
        Returns a list of available metrics that can be used in the `metrics`
        parameter of related endpoints. Leave _category_ blank to request all
        available items.
      parameters:
        - $ref: '#/components/parameters/category'
      responses:
        '200':
          $ref: '#/components/responses/MetricsResponse'
components:
  securitySchemes:
    UserSecurity:
      type: http
      scheme: basic
      description: Basic Authentication
  parameters:
    ids:
      name: ids
      in: query
      description: >
        The list of ETF identifiers. Accepted identifer types include FactSet
        Permanent Ids, Tickers, CUSIP, SEDOL, ISIN. <p>***ids limit** =  3000
        per request*</p> *<p>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.</p>*
      schema:
        $ref: '#/components/schemas/ids'
      required: true
      explode: false
    metrics:
      name: metrics
      description: >
        List of individdual data items for Exchange Traded Funds. By default
        only the fsymId and requestId are returned. To fetch a list of all
        available data items, use the **/metrics** endpoint.
      in: query
      schema:
        $ref: '#/components/schemas/metrics'
      required: false
      explode: false
    categories:
      name: categories
      in: query
      schema:
        $ref: '#/components/schemas/categories'
      required: false
      explode: false
      description: >
        Groupings of `metrics` data items. Supply a list of categories below to
        return collections of data items in response.

        |category|description|

        |||

        |BENCHMARK_DETAILS|Details surrounding the underlying Benchmark Id and
        Segment Banchmark|

        |CLASSIFICATION|FactSet Fund Classification Codes and Names, across
        Asset Class, Broad  Geography, Fund Categories, Focus, Niche, and more.|

        |COSTS_FEES|Expenses and Fees such as capital gains, expense ratio,
        management fees, and more.|

        |COUNTERPARTY|Credit and Swap Counterparty details|

        |CREATE_REDEEM|Creation and Redemption Sizes|

        |DESCRIPTIVE|General Descriptive information such as name, objectives,
        issuer details, launch dates, website, and more.|

        |DISTRIBUTIONS|Dividend Dates, Dividend Treatmetns, Min/Max Cap Gains|

        |DOCUMENTATION|Details surrounding reporting information.|

        |GEARING|Leverage factors, inverse flags, and more.|

        |HEDGE|Hedging Information|

        |RISK|CIFSC Risk Ratings|

        |SERVICE_PROVIDERS|Distributors, issuers, and Advisor details|

        |STATUS|Actively Managed Flags|

        |STRATEGY|Segment Codes, selection criteria, strategy codes, weighting
        schemes, and lending details.|

        |STRUCTURE|ETF Type, backing codes, synthetic types, ucits compliance,
        legal structures, and more.|

        |TAX|Tax Types, distribution takes, K1 Flags, and more.|
    category:
      name: category
      description: >
        The available categories that can be used to select collections of
        metrics for use within the ETF endpoints.

        |category|description|

        |||

        |BENCHMARK_DETAILS|Details surrounding the underlying Benchmark Id and
        Segment Banchmark|

        |CLASSIFICATION|FactSet Fund Classification Codes and Names, across
        Asset Class, Broad  Geography, Fund Categories, Focus, Niche, and more.|

        |COSTS_FEES|Expenses and Fees such as capital gains, expense ratio,
        management fees, and more.|

        |COUNTERPARTY|Credit and Swap Counterparty details|

        |CREATE_REDEEM|Creation and Redemption Sizes|

        |DESCRIPTIVE|General Descriptive information such as name, objectives,
        issuer details, launch dates, website, and more.|

        |DISTRIBUTIONS|Dividend Dates, Dividend Treatmetns, Min/Max Cap Gains|

        |DOCUMENTATION|Details surrounding reporting information.|

        |GEARING|Leverage factors, inverse flags, and more.|

        |HEDGE|Hedging Information|

        |RISK|CIFSC Risk Ratings|

        |SERVICE_PROVIDERS|Distributors, issuers, and Advisor details|

        |STATUS|Actively Managed Flags|

        |STRATEGY|Segment Codes, selection criteria, strategy codes, weighting
        schemes, and lending details.|

        |STRUCTURE|ETF Type, backing codes, synthetic types, ucits compliance,
        legal structures, and more.|

        |TAX|Tax Types, distribution takes, K1 Flags, and more.|
      in: query
      schema:
        $ref: '#/components/schemas/category'
      required: false
      explode: false
  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 - Invalid Parameter:
              $ref: '#/components/examples/badRequestInvalidParameters'
            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 - Date Format:
              $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 - Date Format:
              $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'
    EtfReferenceDataResponse:
      description: ETF Reference Data Response
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/EtfReferenceDataResponse'
          examples:
            ETF Reference Data:
              $ref: '#/components/examples/EtfReferenceDataResponse'
    MetricsResponse:
      description: Metrics Response
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/MetricsResponse'
  schemas:
    EtfReferenceDataRequest:
      title: ETF Reference Data Request
      type: object
      properties:
        ids:
          $ref: '#/components/schemas/ids'
        metrics:
          $ref: '#/components/schemas/metrics'
        categories:
          $ref: '#/components/schemas/categories'
      required:
        - ids
    EtfReferenceDataResponse:
      title: ETF Reference Data Response
      type: object
      properties:
        data:
          type: array
          items:
            $ref: '#/components/schemas/EtfReferenceData'
    EtfReferenceData:
      title: ETF Reference Data
      type: object
      description: Reference data items for a ETF security.
      properties:
        requestId:
          description: Security identifier used in the request.
          type: string
        fsymId:
          description: FactSet Permanent Security Identifier.
          type: string
      additionalProperties: true
      required:
        - requestId
        - fsymId
    MetricsResponse:
      title: Metrics Response
      type: object
      properties:
        data:
          description: >
            Array of metric objects representing the metrics that can be
            requested from the Exchange Traded Funds APIs.
          type: array
          items:
            $ref: '#/components/schemas/Metric'
    Metric:
      title: Metric Object
      type: object
      properties:
        metric:
          description: |
            Metric identifier to be used as `metrics` input in _ETF_ endpoints.
          type: string
          example: name
        name:
          description: Plain text name of the metric.
          type: string
          example: Fund name
        category:
          $ref: '#/components/schemas/category'
        dataType:
          description: |
            The data type for the metric. Each dataType is defined below -
              * **DATE** - date format expressed in YYYY-MM-DD.
              * **DOUBLE** - A double is a FactSet data type, similar to a float or an integer. A double represents numeric data but provides for a greater amount of decimal precision than the float data type. Double values have up to 15 digits of precision, while float values have up to 7 digits (integers have up to 10 digits).
              * **INTEGER** - An integer is a whole number or zero (i.e., integers do not include decimals). Integers can be positive or negative.
              * **STRING** - A string value is an ASCII character. A string is a sequence of ASCII characters. String value and text value are synonymous. Function will hold data for multiple time-periods, as well as for many companies (i.e., two-dimensional value). The STRING_ARRAY function returns data using a vertical orientation (e.g., down a column)
          type: string
          enum:
            - DATE
            - DOUBLE
            - INTEGER
            - STRING
      required:
        - metric
    ids:
      title: ids
      type: array
      items:
        type: string
      minItems: 1
      maxItems: 3000
      description: List of ETF identifiers.
      example:
        - EQAL-US
        - VEUR-GB
    metrics:
      title: metrics
      description: >
        List of data items for Exchange Traded Funds. To fetch a list of all
        available data items, use the **/metrics** endpoint.
      type: array
      items:
        type: string
      example:
        - factsetEntityId
        - name
        - launchDate
    categories:
      title: categories
      type: array
      items:
        $ref: '#/components/schemas/category'
      description: |
        Selects the ETF metrics by category -
          |category|description|
          |||
          |BENCHMARK_DETAILS|Details surrounding the underlying Benchmark Id and Segment Banchmark|
          |CLASSIFICATION|FactSet Fund Classification Codes and Names, across Asset Class, Broad  Geography, Fund Categories, Focus, Niche, and more.|
          |COSTS_FEES|Expenses and Fees such as capital gains, expense ratio, management fees, and more.|
          |COUNTERPARTY|Credit and Swap Counterparty details|
          |CREATE_REDEEM|Creation and Redemption Sizes|
          |DESCRIPTIVE|General Descriptive information such as name, objectives, issuer details, launch dates, website, and more.|
          |DISTRIBUTIONS|Dividend Dates, Dividend Treatmetns, Min/Max Cap Gains|
          |DOCUMENTATION|Details surrounding reporting information.|
          |GEARING|Leverage factors, inverse flags, and more.|
          |HEDGE|Hedging Information|
          |RISK|CIFSC Risk Ratings|
          |SERVICE_PROVIDERS|Distributors, issuers, and Advisor details|
          |STATUS|Actively Managed Flags|
          |STRATEGY|Segment Codes, selection criteria, strategy codes, weighting schemes, and lending details.|
          |STRUCTURE|ETF Type, backing codes, synthetic types, ucits compliance, legal structures, and more.|
          |TAX|Tax Types, distribution takes, K1 Flags, and more.|
    category:
      title: category
      type: string
      enum:
        - BENCHMARK_DETAILS
        - CLASSIFICATION
        - COSTS_FEES
        - COUNTERPARTY
        - CREATE_REDEEM
        - DESCRIPTIVE
        - DISTRIBUTIONS
        - DOCUMENTATION
        - GEARING
        - HEDGE
        - RISK
        - SERVICE_PROVIDERS
        - STATUS
        - STRATEGY
        - STRUCTURE
        - TAX
      description: >
        Filters the list of ETF metrics by major category - |||
        |category|description| |BENCHMARK_DETAILS|description|
    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-etf/v1/references
        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
  examples:
    EtfReferenceDataMetricsRequest:
      description: ETF Reference Data Metrics Request
      value:
        ids:
          - EQAL-US
        metrics:
          - factsetEntityId
          - name
          - launchDate
          - fundCurrency
    EtfReferenceDataCategoryRequest:
      description: ETF Refernece Data Category Request
      value:
        ids:
          - EQAL-US
        categories:
          - REFERENCE
    MetricsRequest:
      description: Metrics Request
      value:
        category: REFERENCE
    EtfReferenceDataResponse:
      description: ETF Reference Data Response
      value:
        data:
          - requestId: EQAL-US
            fsymId: Q09R75-S
            factsetEntityId: 0F1QFW-E
            name: Invesco Russell 1000 Equal Weight ETF
            launchDate: '2014-12-23'
            eftBrandName: Invesco
            fundCurrency: USD
            issuerFactsetEntityId: 0033W4-E
    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: '2019-10-31 16:08:07.945'
        path: /factset-etf/v1/{endpoint}
        message: >-
          The date parameter 'startDate' 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: '2020-06-12 15:48:42.016'
        path: /factset-etf/v1/{endpoint}
        message: The parameter 'ids' is required and may not be empty.
        subErrors:
    badRequestInvalidParameters:
      summary: Bad Request - Invalid Parameters
      description: >-
        This error message occurs when a request parameter is used in which is
        not recognized by the service. Please revise your request to include
        only the parameters listed in the specification. Typical causes are
        spelling mistakes and use of improper casing.
      value:
        status: Bad Request
        timestamp: '2020-06-12 15:58:54.068'
        path: /factset-etf/v1/{endpoint}
        message: >-
          Invalid Parameter (s): fakeParameterName1 fakeParameterName2. Please
          modify your request to use parameters outlined in the specification
          for this endpoint.
        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: '2019-11-05 09:48:29.18'
        path: /factset-etf/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: '2019-11-04 16:18:38.949'
        path: /factset-etf/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: '2019-10-31 16:08:07.945'
        path: /factset-etf/v1/{endpoint}
        message: User Authentication Failed.
        subErrors:
    forbidden:
      summary: Forbidden
      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.
      value:
        status: Forbidden
        timestamp: '2020-06-12 16:08:51.731'
        path: /factset-etf/v1/{endpoint}
        message: >-
          USERNAME-SERIAL does not have permission to use /factset-etf
          /v1/{endpoint}
        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: '2019-11-05 09:42:27.237'
        path: /factset-etf/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-etf/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-etf/v1/{endpoint}
        message: Unexpected error
        subErrors:
tags:
  - name: Factset Etf