openapi: 3.0.3 info: title: Factset Analytics Datastore About Aggregated API description: Allow clients to fetch precalculated Analytics through predeterministic URLs. contact: name: FactSet Research Systems url: https://developer.factset.com/contact email: api@factset.com license: name: Apache License, Version 2.0 url: https://www.apache.org/licenses/LICENSE-2.0 version: 1.0.0 servers: - url: https://api.factset.com description: Production - url: https://api-sandbox.factset.com description: Sandbox security: - basicAuth: [] tags: - name: Aggregated paths: /prices/orderbook/aggregated/get: get: tags: - Aggregated operationId: get/prices/orderbook/aggregated/get x-supportsOffsetBasedPaging: false x-supportsOffsetBasedPagingWithoutTotal: false x-supportsCursorBasedPaging: false x-supportsCursorBasedPagingWithoutTotal: false x-supportsPush: true x-requiresUser: false x-requiresInternalClient: false x-disallowUser: false x-no-merge: false x-maxSortParameterCount: 10 x-supportsPermissionDeniedResponse: false summary: Factset Orderbook Aggregated by Price. description: Orderbook aggregated by price. parameters: - name: identifier in: query schema: type: string pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$ maxLength: 50 exclusiveMaximum: false minLength: 3 exclusiveMinimum: false description: Identifier to resolve. required: true - name: identifierType in: query schema: type: string description: Type of the identifier. x-enum-description: - MDG identifier of a listing. - FactSet market symbol of a listing. - Regional FactSet ticker symbol, identifying the primary listing in the region. - FactSet Permanent Identifier on listing level. - Regional FactSet Permanent Identifier, identifying the primary listing in the region. enum: - idNotation - tickerExchange - tickerRegion - fdsPermanentIdentifierListing - fdsPermanentIdentifierRegional required: true - name: quality in: query schema: type: string description: Quality of the price. default: RLT x-enum-description: - 'Real-time: intraday prices with minimal technical processing delays.' - 'Delayed: intraday prices with an exchange-imposed delay of usually 15 to 30 minutes.' - 'Best: choose the price quality with the least delay, as entitled for the client.' enum: - RLT - DLY - BST required: false - name: _attributes in: query schema: type: array items: type: string maxLength: 100 exclusiveMaximum: false uniqueItems: true maxItems: 50 style: form explode: false description: Limit the attributes returned in the response to the specified set. - description: Non-negative number of milliseconds to throttle the update rate. name: _subscriptionMinimumInterval in: query schema: type: number format: int32 minimum: 1000 exclusiveMinimum: false maximum: 300000 exclusiveMaximum: false default: 5000 x-enum-description: - 1 second - 5 seconds - 10 seconds - 30 seconds - 1 minute - 5 minutes enum: - 1000 - 5000 - 10000 - 30000 - 60000 - 300000 responses: '200': $ref: '#/components/responses/GetPricesOrderbookAggregatedGet200Response' x-microcks-operation: delay: 0 dispatcher: FALLBACK components: schemas: StatusObject: type: object properties: code: type: number format: int32 description: The HTTP status code of the response, mirroring the code from the Status-Line of the HTTP response message (see [RFC2616] section 6.1). example: 42.5 description: The status member contains the status code of the response. required: - code responses: GetPricesOrderbookAggregatedGet200Response: description: Successful Response content: application/json: schema: type: object properties: data: type: object properties: idNotation: nullable: true type: string format: id64 x-positive: true description: MDG identifier of the listing. sourceIdentifier: nullable: true type: string description: Identifier used in the request. quality: nullable: true type: string description: Quality of the price. x-enum-description: - 'Real-time: intraday prices with minimal technical processing delays.' - 'Delayed: intraday prices with an exchange-imposed delay of usually 15 to 30 minutes.' enum: - RLT - DLY asks: nullable: false description: List of sell orders aggregated by price. type: array items: type: object nullable: false x-property-sort: - type - price - numberOrders - volume - time properties: type: nullable: true description: Order type. x-pushable: true type: number format: int32 x-enum-description: - The order has a fixed price. - The order has no price and should be traded to market price. - The order represents a quote, which cannot execute against other orders. enum: - 0 - 1 - 2 price: nullable: true description: Price value. The value is 0 if the attribute `type` is 1 (market order). See attribute `valueUnit` in endpoint `/prices/get` for the unit of the price value". x-pushable: true type: number format: real numberOrders: nullable: true description: Number of orders for the price level. x-pushable: true type: number format: int32 volume: nullable: true description: Summarized volume for the price level. x-pushable: true type: number format: int32 time: nullable: true description: Date and time of the latest change. x-pushable: true type: string format: datetime bids: nullable: false description: List of buy orders aggregated by price. type: array items: type: object nullable: false x-property-sort: - type - price - numberOrders - volume - time properties: type: nullable: true description: Order type. x-pushable: true type: number format: int32 x-enum-description: - The order has a fixed price. - The order has no price and should be traded to market price. - The order represents a quote, which cannot execute against other orders. enum: - 0 - 1 - 2 price: nullable: true description: Price value. The value is 0 if the attribute `type` is 1 (market order). See attribute `valueUnit` in endpoint `/prices/get` for the unit of the price value". x-pushable: true type: number format: real numberOrders: nullable: true description: Number of orders for the price level. x-pushable: true type: number format: int32 volume: nullable: true description: Summarized volume for the price level. x-pushable: true type: number format: int32 time: nullable: true description: Date and time of the latest change. x-pushable: true type: string format: datetime description: Orderbook. nullable: false x-property-sort: - idNotation - sourceIdentifier - quality - asks - bids meta: type: object description: The meta member contains the meta information of the response. properties: status: $ref: '#/components/schemas/StatusObject' x-property-sort: - status x-property-sort: - data - meta securitySchemes: basicAuth: type: http scheme: basic externalDocs: url: https://developer.factset.com/api-catalog/analytics-datastore-api description: API Documentation