openapi: 3.0.3
info:
title: Factset Analytics Datastore About Index 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: Index
paths:
/factset-benchmarks/v1/index-snapshot:
get:
summary: Factset Index Level Prices, Returns, and Related Information as of a Single Date.
operationId: getIndexSnapshot
tags:
- Index
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'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
post:
summary: Factset Retrieves the Index Level Snapshot of Prices and Returns Information for a Given Identifier and Single Date.
operationId: getIndexSnapshotForList
tags:
- Index
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'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/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:
- Index
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'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
post:
summary: Factset Retrieves Index Level Prices and Returns Information for a List of Identifiers and Historical Date Range.
operationId: getIndexHistoryForList
tags:
- Index
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'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/news/article/listByIndex:
post:
tags:
- Index
operationId: post/news/article/listByIndex
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: true
x-supportsPush: true
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset News Articles for Instruments That Are Constituents of the Given Indices.
description: News articles for instruments that are constituents of the given indices.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostNewsArticleListByIndexRequest'
required: true
responses:
'200':
$ref: '#/components/responses/PostNewsArticleListByIndex200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
components:
schemas:
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
calendar:
title: Calendar
type: string
enum:
- FIVEDAY
- SEVENDAY
default: FIVEDAY
description: Calendar of data returned. SEVENDAY includes weekends.
example: FIVEDAY
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:
$ref: '#/components/schemas/calendar'
required:
- ids
requestedDate:
title: Date
type: string
description: Date of holding expressed in YYYY-MM-DD format.
example: '2020-08-06'
endDate:
title: End Date
type: string
description: Requested end date for Range expressed in YYYY-MM-DD format.
example: '2019-12-31'
impliedDate:
title: Implied Date
type: string
enum:
- Y
- N
default: N
description: This parameter controls the **date** returned in the date field. The default value is **N**. By default, the date field returns the actual date of the observation. This means it will repeat values for weekends and holidays. If set to **Y**, the date field will return the implied date of the observation, making all the dates unique.
AttributesMember:
type: array
description: Limit the attributes returned in the response to the specified set.
items:
type: string
maxLength: 100
exclusiveMaximum: false
maxItems: 50
uniqueItems: true
PostNewsArticleListByIndexRequest:
x-property-sort:
- data
- meta
description: Request Body
required:
- data
type: object
properties:
data:
type: object
x-property-sort:
- identifier
- filter
description: The data member contains the request's primary data.
properties:
identifier:
type: object
x-property-sort:
- values
- type
description: Set of identifiers and their type.
properties:
values:
description: Set of identifiers to resolve.
type: array
nullable: false
items:
type: string
minLength: 3
exclusiveMinimum: false
maxLength: 50
exclusiveMaximum: false
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
uniqueItems: true
minItems: 1
maxItems: 100
type:
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:
- values
- type
filter:
description: Criteria that filter the items in the response list; only items that match all of the criteria are returned.
type: object
x-property-sort:
- range
- categories
- regions
- distributor
- publisher
- language
- types
properties:
range:
type: object
format: timeRange
properties:
start:
type: string
format: datetime
description: The starting point of the time range (inclusive), or `null` to indicate that the time range extends indefinitely into the past.
x-allowNullValue: true
end:
type: string
format: datetime
description: The ending point of the time range (exclusive), or `null` to indicate that the time range extends indefinitely into the future.
x-allowNullValue: true
x-property-sort:
- start
- end
required:
- start
- end
description: Time range for matching the news article's date. At most one of the attributes `start` or `end` may be `null`.
categories:
type: object
x-property-sort:
- ids
description: Filter for specific categories of the news article. Use a category system of type news with endpoint `/category/listBySystem` for valid values.
properties:
ids:
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
minItems: 1
maxItems: 100
uniqueItems: true
description: Identifiers of the categories.
regions:
type: object
x-property-sort:
- ids
description: Filter for specific regions of the content of the news article. See endpoint `/basic/region/list` for valid values.
properties:
ids:
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
minItems: 1
maxItems: 100
uniqueItems: true
description: Identifiers of the regions.
distributor:
type: object
x-property-sort:
- ids
description: Filter for specific distributors of the news article. See endpoint `/news/distributor/list` for valid values.
properties:
ids:
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
minItems: 1
maxItems: 100
uniqueItems: true
description: Identifiers of the distributors.
publisher:
type: object
x-property-sort:
- ids
description: Filter for specific publishers of the news article. See endpoint `/news/publisher/list` for valid values.
properties:
ids:
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
minItems: 1
maxItems: 100
uniqueItems: true
description: Identifiers of the publishers.
language:
type: object
x-property-sort:
- ids
description: Filter for specific languages of the news article. See endpoint `/basic/language/list` for valid values.
properties:
ids:
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
minItems: 1
maxItems: 100
uniqueItems: true
description: Identifiers of the languages.
types:
type: object
x-property-sort:
- ids
description: Filter for specific types of the news article. See endpoint `/news/article/type/list` for valid values.
properties:
ids:
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
minItems: 1
maxItems: 100
uniqueItems: true
description: Identifiers of the article types.
required:
- identifier
example: example_value
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
subscription:
type: object
description: Object defining the subscription attributes.
properties:
minimumInterval:
type: number
format: int32
minimum: 0
exclusiveMinimum: false
maximum: 5000
exclusiveMaximum: false
default: 0
description: Non-negative number of milliseconds to throttle the update rate from 0ms to 5000ms. Set to 0 for sending updates immediately.
x-property-sort:
- minimumInterval
pagination:
type: object
description: Pagination attributes for the cursor-based pagination strategy.
properties:
cursor:
type: string
maxLength: 50
exclusiveMaximum: false
description: Starting point as returned in the attributes `pagination.next` or `pagination.previous` by a prior invocation of this endpoint, or undefined (default).
limit:
type: number
format: int32
minimum: 1
exclusiveMinimum: false
maximum: 500
exclusiveMaximum: false
default: 20
description: Non-negative maximum number of entries to return.
x-property-sort:
- cursor
- limit
x-property-sort:
- attributes
- subscription
- pagination
example: example_value
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
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
example: example_value
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
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
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'
example: []
startDate:
title: Start Date
type: string
description: Requested start date expressed in YYYY-MM-DD format.
example: '2018-12-31'
currency:
title: Currency
type: string
description: Currency for response.
example: USD
indexSnapshotResponse:
title: Index Snapshot Response
type: object
properties:
data:
description: 'Array of index snapshot response objects.
'
type: array
items:
$ref: '#/components/schemas/indexSnapshot'
example: []
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
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
frequency:
title: Frequency
type: string
enum:
- D
- W
- M
- AM
- CQ
- AY
- CY
default: CY
description: "Controls the display frequency of the data returned.\n * **D** = Daily\n * **W** = Weekly, based on the last day of the week of the start date.\n * **M** = Monthly, based on the last trading day of the month.\n * **AM** = Monthly, based on the start date (e.g., if the start date is June 16, data is displayed for June 16, May 16, April 16 etc.). \n * **CQ** = Quarterly based on the last trading day of the calendar quarter (March, June, September, or December).\n * **AY** = Actual Annual, based on the start date.\n * **CY** = Calendar Annual, based on the last trading day of the calendar year.\n"
example: CY
CursorBasedPaginationOutputObjectWithoutTotal:
type: object
description: Pagination attributes for the cursor-based pagination strategy; a total element count is not supported.
properties:
next:
type: string
description: The next cursor position to use in the parameter `pagination.cursor` for an endpoint that supports cursor-based pagination, otherwise `null`.
example: example_value
previous:
type: string
description: The previous cursor position to use in the parameter `pagination.cursor` for an endpoint that supports cursor-based pagination. If a previous cursor position is not supported or available, `previous` is `null`.
example: example_value
required:
- next
- previous
x-property-sort:
- next
- previous
examples:
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: null
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: null
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: null
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: null
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: null
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
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: null
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'
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: null
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: null
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: null
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: null
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: null
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: null
responses:
'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'
'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'
'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'
PostNewsArticleListByIndex200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: object
properties:
identifiers:
nullable: false
description: List of identifiers that resolve to index notations, and their type.
type: array
items:
type: object
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- status
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.
status:
nullable: false
type: object
x-property-sort:
- code
- identifier
- details
- encryptedDetails
description: Error status for the requested identifier.
properties:
code:
nullable: true
type: string
description: Code of the error condition.
x-enum-description:
- No error.
- The provided identifier does not refer to a valid listing level identifier.
- Not entitled to see data for the identifier.
- Unable to resolve the provided identifier.
enum:
- none
- parameter
- entitlement
- identifierMapping
identifier:
nullable: true
type: string
description: Provided identifier.
details:
nullable: true
type: string
description: A human-readable, unstructured explanation specific to this occurrence of the problem.
encryptedDetails:
nullable: true
type: string
description: Base64-encoded internal details about the error.
articles:
nullable: false
description: News articles that match the filter criteria ordered by descending article time.
type: array
items:
type: object
nullable: false
x-property-sort:
- code
- time
- headline
- summary
- types
- language
- distributor
- publisher
- categories
- chain
- instruments
properties:
code:
nullable: true
description: Identifier of the news article.
type: string
time:
nullable: true
x-pushable: true
description: Date and time of the news article.
type: string
format: datetime
headline:
nullable: true
x-pushable: true
description: Headline of the news article represented as text with HTML entity encoding but without HTML tags.
type: string
summary:
nullable: true
x-pushable: true
description: Textual summary of the body of the news article or `null` if no summary was provided by the news article distributor.
type: string
types:
nullable: false
description: Types of news article. See endpoint `/news/article/type/list` for possible values.
type: array
items:
type: object
nullable: false
x-property-sort:
- id
properties:
id:
nullable: true
description: Identifier of the type of news article.
type: number
format: id32
x-positive: true
language:
nullable: false
description: Language of the news article. See endpoint `/basic/language/list` for possible values.
type: object
x-property-sort:
- id
properties:
id:
nullable: true
description: Identifier of the language.
type: number
format: id32
x-positive: true
distributor:
nullable: false
description: Distributor of the news article. See endpoint `/news/distributor/list` for possible values.
type: object
x-property-sort:
- id
properties:
id:
nullable: true
description: Identifier of the distributor.
type: number
format: id32
x-positive: true
publisher:
nullable: false
description: Publisher of the news article. See endpoint `/news/publisher/list` for possible values.
type: object
x-property-sort:
- id
properties:
id:
nullable: true
description: Identifier of the publisher.
type: number
format: id32
x-positive: true
categories:
nullable: false
description: Categories related to the news article. See endpoint `/category/list` for possible values.
type: array
items:
type: object
nullable: false
x-property-sort:
- id
properties:
id:
nullable: true
x-pushable: true
description: Identifier of the category.
type: number
format: id32
x-positive: true
chain:
nullable: false
description: Article chain.
type: object
x-property-sort:
- id
properties:
id:
nullable: true
x-pushable: true
description: Identifier of the news article chain.
type: string
format: id64
x-positive: true
instruments:
nullable: false
description: Set of stock instruments related to the article. The set is not updated in the course of corporate actions, e.g. when the related company obtains a new instrument after a spin-off.
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- fsym
properties:
id:
nullable: true
x-pushable: true
description: Identifier of the instrument.
type: string
format: id64
x-positive: true
fsym:
nullable: false
type: object
x-property-sort:
- security
description: Instrument-level FactSet identifier of the financial instrument used primarily in FactSet products other than the MDG.
properties:
security:
nullable: false
type: object
x-property-sort:
- permanentIdentifier
description: Security-level identifier.
properties:
permanentIdentifier:
nullable: true
x-pushable: true
description: FactSet Permanent Identifier for an instrument. The format is six alpha numeric characters, excluding vowels, with an S suffix (XXXXXX-S).
type: string
description: News articles for instruments that are constituents of the given indices.
nullable: false
x-property-sort:
- identifiers
- articles
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject'
pagination:
$ref: '#/components/schemas/CursorBasedPaginationOutputObjectWithoutTotal'
x-property-sort:
- status
- pagination
x-property-sort:
- data
- meta
'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'
'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'
parameters:
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.\n * **D** = Daily\n * **W** = Weekly, based on the last day of the week of the start date.\n * **M** = Monthly, based on the last trading day of the month.\n * **AM** = Monthly, based on the start date (e.g., if the start date is June 16, data is displayed for June 16, May 16, April 16 etc.).\n * **CQ** = Quarterly based on the last trading day of the calendar quarter (March, June, September, or December).\n * **AY** = Actual Annual, based on the start date.\n * **CY** = Calendar Annual, based on the last trading day of the calendar year.\n"
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
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.
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.
requestedDate:
name: date
in: query
required: false
schema:
type: string
description: Date of holding expressed in YYYY-MM-DD format.
currency:
name: currency
in: query
required: false
schema:
type: string
description: Currency for response.
calendar:
name: calendar
in: query
schema:
type: string
enum:
- FIVEDAY
- SEVENDAY
default: FIVEDAY
description: Calendar of data returned. SEVENDAY includes weekends.
example: FIVEDAY
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.
*
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.
securitySchemes:
basicAuth:
type: http
scheme: basic
externalDocs:
url: https://developer.factset.com/api-catalog/analytics-datastore-api
description: API Documentation