openapi: 3.0.3
info:
title: Factset Analytics Datastore About Intraday 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: Intraday
paths:
/vendor/chartIQ/timeSeries/intraday/subsample/get:
post:
tags:
- Intraday
operationId: post/vendor/chartIQ/timeSeries/intraday/subsample/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset Single Subsample Intraday Data for a Notation.
description: Single subsample intraday data for a notation. The subsample may exceed the entitled time range, but will be based only on ticks that are in the entitled range.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostVendorChartIQTimeSeriesIntradaySubsampleGetRequest'
required: true
responses:
'200':
$ref: '#/components/responses/PostVendorChartIQTimeSeriesIntradaySubsampleGet200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/vendor/chartIQ/timeSeries/intraday/subsample/list:
post:
tags:
- Intraday
operationId: post/vendor/chartIQ/timeSeries/intraday/subsample/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: true
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset Subsampled Intraday Time Series Data for a Notation.
description: Subsampled intraday time series data for a notation. If a subsample's time range is not entirely within the maximally entitled time range, the subsample is excluded from the response.
Pagination to a previous page is not supported and `pagination.previous` is always `null`.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostVendorChartIQTimeSeriesIntradaySubsampleListRequest'
required: true
responses:
'200':
$ref: '#/components/responses/PostVendorChartIQTimeSeriesIntradaySubsampleList200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/prices/timeSeries/intraday/list:
post:
tags:
- Intraday
operationId: post/prices/timeSeries/intraday/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: true
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset Intraday Time Series Data for a Notation.
description: Intraday time series data for a notation.
Pagination to a previous page is not supported and `pagination.previous` is always `null`.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostPricesTimeSeriesIntradayListRequest'
required: true
responses:
'200':
$ref: '#/components/responses/PostPricesTimeSeriesIntradayList200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/prices/timeSeries/intraday/subsample/get:
post:
tags:
- Intraday
operationId: post/prices/timeSeries/intraday/subsample/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset Single Subsample Intraday Data for a Notation.
description: Single subsample intraday data for a notation. The subsample may exceed the entitled time range, but will be based only on ticks that are in the entitled range.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostPricesTimeSeriesIntradaySubsampleGetRequest'
required: true
responses:
'200':
$ref: '#/components/responses/PostPricesTimeSeriesIntradaySubsampleGet200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/prices/timeSeries/intraday/subsample/list:
post:
tags:
- Intraday
operationId: post/prices/timeSeries/intraday/subsample/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: true
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset Subsampled Intraday Time Series Data for a Notation.
description: Subsampled intraday time series data for a notation. If a subsample's time range is not entirely within the maximally entitled time range, the subsample is excluded from the response.
Pagination to a previous page is not supported and `pagination.previous` is always `null`.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostPricesTimeSeriesIntradaySubsampleListRequest'
required: true
responses:
'200':
$ref: '#/components/responses/PostPricesTimeSeriesIntradaySubsampleList200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/securitizedDerivative/notation/ranking/intraday/list:
post:
tags:
- Intraday
operationId: post/securitizedDerivative/notation/ranking/intraday/list
x-supportsOffsetBasedPaging: true
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 5
x-supportsPermissionDeniedResponse: false
summary: Factset Ranking of Securitized Derivatives' Notations Using Intraday Figures.
description: 'Ranking of securitized derivatives'' notations using intraday figures. The result is limited to 100 notations that all must satisfy all selected filters. If more than one notation of an instrument matches the parameters, and no market priority has been specified, the selection of the notation depends on the sort attribute:
- absolute and relative performance (see the response attributes `trade.performance.absolute` and `trade.performance.relative`) - the notation with the most recent trade price is used
- number trades, trading value and trading volume (see the response attributes `accumulated.numberTrades`, `accumulated.tradingVolume` and `accumulated.tradingValue`) - the notation with highest (lowest) value is used
By default, the result is sorted descending by the relative intraday performance corresponding to the most recent trade price, see attribute `trade.performance.relative`. The result may contain sortable values based on different currencies, possibly making the ranking nonsensical, if the parameters `valueUnit` and/or `currency` have not been specified.
The search can be restricted to a specific set of products by using customer-specific instrument or notation lists. Such restriction lists are set up by FactSet upon request.
All identifiers used as parameters must be valid and entitled.'
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/PostSecuritizedDerivativeNotationRankingIntradayListRequest'
responses:
'200':
$ref: '#/components/responses/PostSecuritizedDerivativeNotationRankingIntradayList200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/stock/notation/ranking/intraday/list:
post:
tags:
- Intraday
operationId: post/stock/notation/ranking/intraday/list
x-supportsOffsetBasedPaging: true
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 5
x-supportsPermissionDeniedResponse: false
summary: Ranking of stocks' notations using intraday figures.
description: 'Ranking of stocks'' notations using intraday figures. The result is limited to 100 notations that all must satisfy all selected filters. If more than one notation of an instrument matches the parameters, and no market priority has been specified, only the notation with the highest trading volume, averaged over one month, is considered.
By default, the result is sorted descending by the relative intraday performance corresponding to the most recent trade price, see attribute `trade.performance.relative`. The result may contain sortable values based on different currencies, possibly making the ranking nonsensical, if the parameter `currency` has not been specified.`
The search can be restricted to a specific set of products by using customer-specific instrument or notation restriction lists. Such restriction lists are set up by FactSet upon request.
All identifiers used as parameters must be valid and entitled.'
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/PostStockNotationRankingIntradayListRequest'
responses:
'200':
$ref: '#/components/responses/PostStockNotationRankingIntradayList200Response'
parameters: []
components:
schemas:
PartialOutputObject:
type: object
properties:
isPartial:
type: boolean
description: Flag indicating that the response is a possibly incomplete array or an object containing a possibly incomplete array, due to hitting a processing time limit. If `true`, some matching results might be missing from the array, or elements for matching results might be incorrectly included (for example, when priority sorting would have removed the element). Depending on the use case, such a response may be unsuitable.
example: true
description: Object denoting that the endpoint response is possibly incomplete.
required:
- isPartial
x-property-sort:
- isPartial
PostVendorChartIQTimeSeriesIntradaySubsampleGetRequest:
x-property-sort:
- data
- meta
description: Request Body
required:
- data
type: object
properties:
data:
type: object
x-property-sort:
- identifier
- type
- quality
- from
- granularity
- adjustments
description: The data member contains the request's primary data.
properties:
identifier:
type: object
x-property-sort:
- value
- type
description: Identifier and type.
properties:
value:
type: string
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[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.
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:
- value
- type
type:
type: string
description: Type of the price as configured for the customer.
default: trade
x-enum-description:
- Trade price (ordinary, auction, pre or post-trading).
- Bid price.
- Ask price.
- Yield price.
enum:
- trade
- bid
- ask
- yield
quality:
type: string
description: Quality of the price.
default: DLY
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
from:
type: string
format: datetime
description: Date and time of the start point of the subsample (inclusive). `from` must be aligned to `granularity`. That is, the numerical value is an integral multiple of the time span value represented by `granularity`. The data accessible in the past is limited to a few weeks at most. Values in the future are not allowed.
granularity:
type: string
description: Subsample granularities suitable for intraday data.
default: 1h
x-enum-description:
- Each subsample interval encompasses 1 second.
- Each subsample interval encompasses 5 seconds.
- Each subsample interval encompasses 10 seconds.
- Each subsample interval encompasses 30 seconds.
- Each subsample interval encompasses 1 minute.
- Each subsample interval encompasses 5 minutes.
- Each subsample interval encompasses 10 minutes.
- Each subsample interval encompasses 15 minutes.
- Each subsample interval encompasses 30 minutes.
- Each subsample interval encompasses 1 hour.
enum:
- 1s
- 5s
- 10s
- 30s
- 1m
- 5m
- 10m
- 15m
- 30m
- 1h
adjustments:
type: object
x-property-sort:
- split
description: Adjustments values returned.
properties:
split:
type: boolean
default: true
description: Adjustments are applied for corporate action effects due to the notation having a split, a reverse split, or a similar factor-based corporate action.
required:
- identifier
- from
example: example_value
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
x-property-sort:
- attributes
example: example_value
PostPricesTimeSeriesIntradayListRequest:
x-property-sort:
- data
- meta
description: Request Body
required:
- data
type: object
properties:
data:
type: object
x-property-sort:
- identifier
- type
- quality
- range
- newestFirst
- applyTickCorrections
- includeVolumeOnlyTicks
- adjustments
description: The data member contains the request's primary data.
properties:
identifier:
type: object
x-property-sort:
- value
- type
description: Identifier and type.
properties:
value:
type: string
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[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.
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:
- value
- type
type:
type: string
description: Type of the price as configured for the customer.
default: trade
x-enum-description:
- Trade price (ordinary, auction, pre or post-trading).
- Bid price.
- Ask price.
- Yield price.
enum:
- trade
- bid
- ask
- yield
quality:
type: string
description: Quality of the price.
default: DLY
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
range:
type: object
format: timeRange
properties:
start:
type: string
format: datetime
description: The starting point of the time range (inclusive). The data accessible in the past is limited to a few weeks at most.
end:
type: string
format: datetime
description: The ending point of the time range (exclusive). Values in the future are not allowed.
x-property-sort:
- start
- end
required:
- start
- end
description: Date and time range for the time series.
newestFirst:
type: boolean
default: false
description: Deliver the chronological last part of the requested data first.
applyTickCorrections:
type: string
description: "This attribute represents the choice whether to apply insert, update, and delete corrections for individual ticks sent by the exchange or devised by FactSet Digital Solutions GmbH.\n\n If the exchange or FactSet Digital Solutions GmbH decides to correct data, a correction instruction tick is sent shortly (usually on the same trading day) after dissemination of the corresponding\noriginal tick (if any). The correction instruction is then applied, yielding a corrected view. For \"insert\" corrections, there is no original tick, and the corrected view contains the inserted tick. For \"update\" corrections, the corrected view contains the updated original tick. For \"delete\" corrections, the original tick is removed from the corrected view."
default: none
x-enum-description:
- Select original tick data without applying any corrections.
- Select corrected view.
enum:
- none
- all
includeVolumeOnlyTicks:
type: boolean
default: false
description: Include ticks that contain a volume without a price.
adjustments:
type: object
x-property-sort:
- split
description: Adjustments values returned.
properties:
split:
type: boolean
default: true
description: Adjustments are applied for corporate action effects due to the notation having a split, a reverse split, or a similar factor-based corporate action.
required:
- identifier
- range
example: example_value
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
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: 0
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
- pagination
example: example_value
OffsetBasedPaginationOutputObject_2:
type: object
description: Pagination attributes for the offset-based pagination strategy.
properties:
total:
type: number
format: int32
description: Total number of entries in the result set.
isEstimatedTotal:
type: boolean
description: Flag indicating that the value of "total" is estimated.
required:
- total
- isEstimatedTotal
x-property-sort:
- total
- isEstimatedTotal
LanguageMember:
type: string
format: isoLanguage
description: ISO 639-1 code of the language.
maxLength: 2
minLength: 2
exclusiveMinimum: false
exclusiveMaximum: false
StatusObject_2:
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).
description: The status member contains the status code of the response.
required:
- code
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
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
PostPricesTimeSeriesIntradaySubsampleGetRequest:
x-property-sort:
- data
- meta
description: Request Body
required:
- data
type: object
properties:
data:
type: object
x-property-sort:
- identifier
- type
- quality
- from
- granularity
- adjustments
description: The data member contains the request's primary data.
properties:
identifier:
type: object
x-property-sort:
- value
- type
description: Identifier and type.
properties:
value:
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.
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:
- value
- type
type:
type: string
description: Type of the price as configured for the customer.
default: trade
x-enum-description:
- Trade price (ordinary, auction, pre or post-trading).
- Bid price.
- Ask price.
- Yield price.
enum:
- trade
- bid
- ask
- yield
quality:
type: string
description: Quality of the price.
default: DLY
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
from:
type: string
format: datetime
description: Date and time of the start point of the subsample (inclusive). `from` must be aligned to `granularity`. That is, the numerical value is an integral multiple of the time span value represented by `granularity`. The data accessible in the past is limited to a few weeks at most. Values in the future are not allowed.
granularity:
type: string
description: Subsample granularities suitable for intraday data.
default: 1h
x-enum-description:
- Each subsample interval encompasses 1 second.
- Each subsample interval encompasses 5 seconds.
- Each subsample interval encompasses 10 seconds.
- Each subsample interval encompasses 30 seconds.
- Each subsample interval encompasses 1 minute.
- Each subsample interval encompasses 5 minutes.
- Each subsample interval encompasses 10 minutes.
- Each subsample interval encompasses 15 minutes.
- Each subsample interval encompasses 30 minutes.
- Each subsample interval encompasses 1 hour.
enum:
- 1s
- 5s
- 10s
- 30s
- 1m
- 5m
- 10m
- 15m
- 30m
- 1h
adjustments:
type: object
x-property-sort:
- split
description: Adjustments values returned.
properties:
split:
type: boolean
default: true
description: Adjustments are applied for corporate action effects due to the notation having a split, a reverse split, or a similar factor-based corporate action.
required:
- identifier
- from
example: example_value
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
x-property-sort:
- attributes
example: example_value
PostSecuritizedDerivativeNotationRankingIntradayListRequest:
type: object
properties:
data:
type: object
x-property-sort:
- prices
- valueUnit
- currency
- market
- instrumentRestrictionList
- notationRestrictionList
- category
- registrationCountry
- lifeCycle
- issuer
- exercise
- underlying
- factorCertificates
- knockedOut
- knockedIn
- performance
description: The data member contains the request's primary data.
properties:
prices:
description: Price-related parameters.
type: object
x-property-sort:
- quality
properties:
quality:
type: string
description: Quality of the trade-related attributes, see attributes `trade` and `accumulated` in the response.
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
default: DLY
valueUnit:
description: Value unit of the notations in the result. The parameter ensures the consistency and comparability of the absolute and relative performance for all securitized derivatives, and of the trading value for securitized derivatives quoted in percent. See response attributes `trade.performance.absolute` and `trade.performance.relative`, and `accumulated.tradingValue` respectively.
type: object
x-property-sort:
- id
properties:
id:
type: number
format: id32
x-positive: true
description: Identifier of the value unit. See endpoint `/basic/valueUnit/list` for valid values.
currency:
description: Main currency of the trading value and volume for securitized derivatives quoted in percent. The parameter ensures the consistency and comparability of the trading value and trading volume for such securitized derivatives. For securitized derivatives not quoted in percent, the currency and the value unit, see parameter `valueUnit`, are identical, thus it is not neccessary to specify the currency if the value unit has been specified.
type: object
x-property-sort:
- id
properties:
id:
type: number
format: id32
x-positive: true
description: Identifier of the main currency. See endpoint `/basic/valueUnit/currency/main/list` for valid values.
market:
description: Market-related parameters. See endpoint `/basic/market/list` for valid values.
type: object
x-property-sort:
- ids
properties:
ids:
description: List of market identifiers. Only securitized derivatives that are traded on a market in the provided list are returned. The list restricts the request to only those markets.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
minItems: 1
maxItems: 1
required:
- ids
instrumentRestrictionList:
description: Instrument-level restriction. If present, the result contains only securitized derivatives that are a member of at least one of the provided lists.
type: object
x-property-sort:
- ids
properties:
ids:
description: List of identifiers of restriction lists.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 3
notationRestrictionList:
description: Notation-level restriction. If present, the result contains only securitized derivatives that are a member of at least one of the provided lists.
type: object
x-property-sort:
- ids
properties:
ids:
description: List of identifiers of restriction lists.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 3
category:
description: Only securitized derivatives that belong to at least one category in the provided list will be returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: List of category identifiers. See endpoint `/category/listBySystem` for category systems 18 and 23 for valid values.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
minItems: 1
maxItems: 20
required:
- ids
registrationCountry:
description: Only securitized derivatives registered for trading in a country in the provided list are returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: List of country identifiers. See endpoint `/basic/region/country/list` for valid values.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 20
lifeCycle:
description: Parameters related to important dates.
type: object
x-property-sort:
- maturity
properties:
maturity:
description: Parameters related to the maturity.
type: object
x-property-sort:
- perpetual
properties:
perpetual:
type: string
description: Specifies whether or not perpetual securitized derivatives, i.e. such that do not mature, are included in the result.
default: include
x-enum-description:
- Only perpetual securitized derivatives are included in the result.
- Perpetual securitized derivatives are included in the result.
- Perpetual securitized derivatives are excluded from the result.
enum:
- only
- include
- exclude
issuer:
description: Parameters related to the issuer.
type: object
x-property-sort:
- ids
properties:
ids:
description: List of identifiers of legal entities in the role of an issuer, including issuer groups. FactSet defines issuer groups to facilitate searching; they do not represent actual juristic persons. See endpoint `/securitizedDerivative/issuer/search` for valid values.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 20
exercise:
description: Parameters related to the exercise.
type: object
x-property-sort:
- right
properties:
right:
type: string
description: Exercise right.
x-enum-description:
- A put option gives buyer the right, but not the obligation, to sell an asset at a specified price within a specific time period. Put is synonymous to short or bear and is used in a broader sense for products that make profits from falling underlying levels.
- A call option gives buyer the right, but not the obligation, to buy an asset at a specified price within a specific time period. Call is synonymous to long or bull and is used in a broader sense for products that make profits from rising underlying levels.
enum:
- put
- call
underlying:
description: 'Underlying selection. A list of underlyings can be selected by either using their instrument identifiers, see parameter `underlying.instrument.ids` or by using their notation identifiers, see parameter `underlying.notation.ids` but not both at the same time. Only one of the provided identifiers needs to be matched in order for a securitized derivative to be returned in the result. The list of underlyings is particularly useful to search for securitized derivatives that have very similar but not exactly the same underlyings such as futures with different maturities on a given commodity, e.g. brent crude oil.
For the selection of the effective underling of factor certificates, use `factorCertificates.effectiveUnderlying.instrument.ids`.'
type: object
x-property-sort:
- instrument
- notation
properties:
instrument:
description: Underlying selection using instrument identifiers.
type: object
x-property-sort:
- ids
properties:
ids:
description: List of instrument identifiers.
type: array
nullable: false
items:
type: string
format: id64
x-positive: true
uniqueItems: true
maxItems: 100
notation:
description: Underlying selection using notation identifiers.
type: object
x-property-sort:
- ids
properties:
ids:
description: List of notation identifiers.
type: array
nullable: false
items:
type: string
format: id64
x-positive: true
uniqueItems: true
maxItems: 100
factorCertificates:
description: Parameters for factor certificates.
type: object
x-property-sort:
- effectiveUnderlying
- participation
properties:
effectiveUnderlying:
description: Selection of the effective underlying. The underlying of a factor certificate is usually a factor index which is an artificial index used to calculate the leveraged daily performance of another financial instrument called its effective underlying.
type: object
x-property-sort:
- instrument
properties:
instrument:
description: Selection of the effective underlying using instrument identifiers.
type: object
x-property-sort:
- ids
properties:
ids:
description: List of instrument identifiers.
type: array
nullable: false
items:
type: string
format: id64
x-positive: true
uniqueItems: true
maxItems: 100
participation:
type: string
description: Participation direction of the factor certificate at the level movement of its effective underlying.
x-enum-description:
- The factor certificate participates positively with rising levels of its effective underlying.
- The factor certificate participates negatively with rising levels of its effective underlying.
enum:
- long
- short
knockedOut:
type: string
default: exclude
description: Specifies whether knocked-out securitized derivatives are included in the response. Particularly relevant for knock-out certificates.
x-enum-description:
- Only knocked-out securitized derivatives are included in the result.
- Knocked-out securitized derivatives are included in the result.
- Knocked-out securitized derivatives are excluded from the result.
enum:
- only
- include
- exclude
knockedIn:
type: string
default: exclude
description: Specifies whether knocked-in securitized derivatives are included in the response. Particularly relevant for bonus certificates but also for securitized derivatives that might have additional protection such as reverse convertible bonds, discount certificates, and capital-protection certificates.
x-enum-description:
- Only knocked-in securitized derivatives are included in the result.
- Knocked-in securitized derivatives are included in the result.
- Knocked-in securitized derivatives are excluded from the result.
enum:
- only
- include
- exclude
performance:
type: object
x-property-sort:
- relative
description: 'Performance of the most recent price calculated against the latest price which has occurred before the start of the current trading day.
'
properties:
relative:
type: object
format: relativeValueRange
properties:
minimum:
type: object
x-property-sort:
- value
- inclusive
description: The minimum of the range, or `null` to indicate that there is no minimum.
properties:
value:
type: number
format: relativeValue
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
required:
- value
x-allowNullValue: true
maximum:
type: object
x-property-sort:
- value
- inclusive
description: The maximum of the range, or `null` to indicate that there is no maximum.
properties:
value:
type: number
format: relativeValue
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
required:
- value
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
description: Value range for the relative performance.
required:
- market
example: example_value
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
language:
$ref: '#/components/schemas/LanguageMember'
sort:
description: Sortable attributes. The sort order is ascending unless it is prefixed with a minus sign, in which case it is descending. A list of at most 5 (possibly prefixed) attribute name(s) is allowed.
type: array
items:
type: string
enum:
- trade.performance.absolute
- -trade.performance.absolute
- trade.performance.relative
- -trade.performance.relative
- accumulated.numberTrades
- -accumulated.numberTrades
- accumulated.tradingVolume
- -accumulated.tradingVolume
- accumulated.tradingValue
- -accumulated.tradingValue
maxItems: 5
uniqueItems: true
default:
- -trade.performance.relative
pagination:
type: object
description: Pagination attributes for the offset-based pagination strategy.
properties:
offset:
type: number
format: int32
minimum: 0
exclusiveMinimum: false
default: 0
description: Non-negative number of entries to skip, or 0 (default).
limit:
type: number
format: int32
minimum: 0
exclusiveMinimum: false
maximum: 100
exclusiveMaximum: false
default: 10
description: Non-negative maximum number of entries to return.
x-property-sort:
- offset
- limit
x-property-sort:
- attributes
- language
- sort
- pagination
example: example_value
PartialOutputObject_2:
type: object
properties:
isPartial:
type: boolean
description: Flag indicating that the response is a possibly incomplete array or an object containing a possibly incomplete array, due to hitting a processing time limit. If `true`, some matching results might be missing from the array, or elements for matching results might be incorrectly included (for example, when priority sorting would have removed the element). Depending on the use case, such a response may be unsuitable.
description: Object denoting that the endpoint response is possibly incomplete.
required:
- isPartial
x-property-sort:
- isPartial
PostPricesTimeSeriesIntradaySubsampleListRequest:
x-property-sort:
- data
- meta
description: Request Body
required:
- data
type: object
properties:
data:
type: object
x-property-sort:
- identifier
- type
- quality
- range
- granularity
- newestFirst
- adjustments
description: The data member contains the request's primary data.
properties:
identifier:
type: object
x-property-sort:
- value
- type
description: Identifier and type.
properties:
value:
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.
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:
- value
- type
type:
type: string
description: Type of the price as configured for the customer.
default: trade
x-enum-description:
- Trade price (ordinary, auction, pre or post-trading).
- Bid price.
- Ask price.
- Yield price.
enum:
- trade
- bid
- ask
- yield
quality:
type: string
description: Quality of the price.
default: DLY
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
range:
type: object
format: timeRange
properties:
start:
type: string
format: datetime
description: The starting point of the time range (inclusive). The data accessible in the past is limited to a few weeks at most.
end:
type: string
format: datetime
description: The ending point of the time range (exclusive). Values in the future are not allowed.
x-property-sort:
- start
- end
required:
- start
- end
description: Date and time range for the time series. The `start` and `end` boundaries must be aligned to `granularity`. That is, the numerical value is an integral multiple of the time span value represented by `granularity`.
granularity:
type: string
description: Subsample granularities suitable for intraday data.
default: 1h
x-enum-description:
- Each subsample interval encompasses 1 second.
- Each subsample interval encompasses 5 seconds.
- Each subsample interval encompasses 10 seconds.
- Each subsample interval encompasses 30 seconds.
- Each subsample interval encompasses 1 minute.
- Each subsample interval encompasses 5 minutes.
- Each subsample interval encompasses 10 minutes.
- Each subsample interval encompasses 15 minutes.
- Each subsample interval encompasses 30 minutes.
- Each subsample interval encompasses 1 hour.
enum:
- 1s
- 5s
- 10s
- 30s
- 1m
- 5m
- 10m
- 15m
- 30m
- 1h
newestFirst:
type: boolean
default: false
description: Deliver the chronological last part of the requested data first.
adjustments:
type: object
x-property-sort:
- split
description: Adjustments values returned.
properties:
split:
type: boolean
default: true
description: Adjustments are applied for corporate action effects due to the notation having a split, a reverse split, or a similar factor-based corporate action.
required:
- identifier
- range
example: example_value
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
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: 0
exclusiveMinimum: false
maximum: 5000
exclusiveMaximum: false
default: 20
description: Non-negative maximum number of entries to return.
x-property-sort:
- cursor
- limit
x-property-sort:
- attributes
- pagination
example: example_value
OffsetBasedPaginationOutputObject:
type: object
description: Pagination attributes for the offset-based pagination strategy.
properties:
total:
type: number
format: int32
description: Total number of entries in the result set.
example: 42.5
isEstimatedTotal:
type: boolean
description: Flag indicating that the value of "total" is estimated.
example: true
required:
- total
- isEstimatedTotal
x-property-sort:
- total
- isEstimatedTotal
PostStockNotationRankingIntradayListRequest:
type: object
properties:
data:
type: object
x-property-sort:
- prices
- currency
- market
- instrumentRestrictionList
- notationRestrictionList
- industryClassification
- company
- indexMembership
- performance
description: The data member contains the request's primary data.
properties:
prices:
description: Price-related parameters.
type: object
x-property-sort:
- quality
properties:
quality:
type: string
description: Quality of the trade-related attributes, see attributes `trade` and `accumulated` in the response.
default: DLY
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
currency:
description: Currency of the notations in the result.
type: object
x-property-sort:
- id
properties:
id:
description: Identifier of the currency. See endpoint `/basic/valueUnit/currency/list` for valid values.
type: number
format: id32
x-positive: true
market:
description: Market-related parameters. See endpoint `/basic/market/list` for valid values.
type: object
x-property-sort:
- ids
- priority
properties:
ids:
description: List of market identifiers where a stock may be traded. The list restricts the request to only those markets.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 20
priority:
description: Sequence of market identifiers defining the priority order (array entries with a lower index have a higher priority) of the markets for the returned notation. The list does not restrict the request to only those markets.
type: object
x-property-sort:
- ids
properties:
ids:
description: List of market identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
instrumentRestrictionList:
description: Instrument-level restriction. If present, the result contains only stocks that are a member of at least one of the provided lists.
type: object
x-property-sort:
- ids
properties:
ids:
description: List of identifiers of restriction lists.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 3
notationRestrictionList:
description: Notation-level restriction. If present, the result contains only stocks that are a member of at least one of the provided lists.
type: object
x-property-sort:
- ids
properties:
ids:
description: List of identifiers of restriction lists.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 3
industryClassification:
description: Only stocks that belong to at least one industry in the provided list will be returned. Here, an industry is a category from any level of category system 48 (FactSet Revere Business Industry Classification System (RBICS)).
type: object
x-property-sort:
- ids
properties:
ids:
description: List of category identifiers. See endpoint `/category/listBySystem` for category system 48 for valid values.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 20
company:
description: Company-related parameters.
type: object
x-property-sort:
- country
properties:
country:
description: Only stocks issued by a company whose head office is located in a country in the provided list will be returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: List of country identifiers. See endpoint `/basic/region/country/list` for valid values.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 20
indexMembership:
description: List of indices of which a stock is a constituent. The list restricts the request to return only those stocks that are a constituent of one of the specified indices.
type: object
x-property-sort:
- ids
- useAlternativeNotation
properties:
ids:
description: List of index instrument identifiers.
type: array
nullable: false
items:
type: string
format: id64
x-positive: true
uniqueItems: true
maxItems: 20
useAlternativeNotation:
description: Specifies whether an alternative notation of a constituent shall be retrieved if the market of the original notation is currently closed or if the user is not entitled for the market of the original notation. The alternative notation is the one with the highest trading volume averaged over one month that satisfies all other selected filters, such as only a specific market or a specific currency. If the original notation is not entitled and a currency has not been specified, the alternative notation may be in a different currency than the original one which makes the ranking less meaningful, especially a trading value-based ranking, see attribute `accumulated.tradingValue` in the response.
type: boolean
default: false
performance:
type: object
x-property-sort:
- relative
description: 'Performance of the most recent price calculated against the latest price which has occurred before the start of the current trading day.
'
properties:
relative:
type: object
format: relativeValueRange
properties:
minimum:
type: object
x-property-sort:
- value
- inclusive
description: The minimum of the range, or `null` to indicate that there is no minimum.
properties:
value:
type: number
format: relativeValue
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
required:
- value
x-allowNullValue: true
maximum:
type: object
x-property-sort:
- value
- inclusive
description: The maximum of the range, or `null` to indicate that there is no maximum.
properties:
value:
type: number
format: relativeValue
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
required:
- value
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
description: Value range for the relative performance.
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
language:
$ref: '#/components/schemas/LanguageMember'
sort:
description: Sortable attributes. The sort order is ascending unless it is prefixed with a minus sign, in which case it is descending. A list of at most 5 (possibly prefixed) attribute name(s) is allowed.
type: array
items:
type: string
enum:
- trade.performance.absolute
- -trade.performance.absolute
- trade.performance.relative
- -trade.performance.relative
- accumulated.numberTrades
- -accumulated.numberTrades
- accumulated.tradingVolume
- -accumulated.tradingVolume
- accumulated.tradingValue
- -accumulated.tradingValue
maxItems: 5
uniqueItems: true
default:
- -trade.performance.relative
pagination:
type: object
description: Pagination attributes for the offset-based pagination strategy.
properties:
offset:
type: number
format: int32
minimum: 0
exclusiveMinimum: false
default: 0
description: Non-negative number of entries to skip, or 0 (default).
limit:
type: number
format: int32
minimum: 0
exclusiveMinimum: false
maximum: 100
exclusiveMaximum: false
default: 20
description: Non-negative maximum number of entries to return.
x-property-sort:
- offset
- limit
x-property-sort:
- attributes
- language
- sort
- pagination
PostVendorChartIQTimeSeriesIntradaySubsampleListRequest:
x-property-sort:
- data
- meta
description: Request Body
required:
- data
type: object
properties:
data:
type: object
x-property-sort:
- identifier
- type
- quality
- range
- granularity
- newestFirst
- adjustments
description: The data member contains the request's primary data.
properties:
identifier:
type: object
x-property-sort:
- value
- type
description: Identifier and type.
properties:
value:
type: string
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[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.
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:
- value
- type
type:
type: string
description: Type of the price as configured for the customer.
default: trade
x-enum-description:
- Trade price (ordinary, auction, pre or post-trading).
- Bid price.
- Ask price.
- Yield price.
enum:
- trade
- bid
- ask
- yield
quality:
type: string
description: Quality of the price.
default: DLY
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
range:
type: object
format: timeRange
properties:
start:
type: string
format: datetime
description: The starting point of the time range (inclusive). The data accessible in the past is limited to a few weeks at most.
end:
type: string
format: datetime
description: The ending point of the time range (exclusive). Values in the future are not allowed.
x-property-sort:
- start
- end
required:
- start
- end
description: Date and time range for the time series. The `start` and `end` boundaries must be aligned to `granularity`. That is, the numerical value is an integral multiple of the time span value represented by `granularity`.
granularity:
type: string
description: Subsample granularities suitable for intraday data.
default: 1h
x-enum-description:
- Each subsample interval encompasses 1 second.
- Each subsample interval encompasses 5 seconds.
- Each subsample interval encompasses 10 seconds.
- Each subsample interval encompasses 30 seconds.
- Each subsample interval encompasses 1 minute.
- Each subsample interval encompasses 5 minutes.
- Each subsample interval encompasses 10 minutes.
- Each subsample interval encompasses 15 minutes.
- Each subsample interval encompasses 30 minutes.
- Each subsample interval encompasses 1 hour.
enum:
- 1s
- 5s
- 10s
- 30s
- 1m
- 5m
- 10m
- 15m
- 30m
- 1h
newestFirst:
type: boolean
default: false
description: Deliver the chronological last part of the requested data first.
adjustments:
type: object
x-property-sort:
- split
description: Adjustments values returned.
properties:
split:
type: boolean
default: true
description: Adjustments are applied for corporate action effects due to the notation having a split, a reverse split, or a similar factor-based corporate action.
required:
- identifier
- range
example: example_value
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
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: 0
exclusiveMinimum: false
maximum: 5000
exclusiveMaximum: false
default: 20
description: Non-negative maximum number of entries to return.
x-property-sort:
- cursor
- limit
x-property-sort:
- attributes
- pagination
example: example_value
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
responses:
PostPricesTimeSeriesIntradaySubsampleGet200Response:
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
subsample:
nullable: false
type: object
x-property-sort:
- time
- first
- last
- low
- high
- tradingVolume
- tradingValue
description: Single summary record. For the attributes first, last, low, high, see attribute `valueUnit` in endpoint `/prices/get` for their unit, except for price type yield, where the `valueUnit` is always `percent` (id=258).
properties:
time:
nullable: true
type: string
format: datetime
description: Date and time of the start of the subsample.
first:
nullable: true
type: number
format: real
description: First price of the subsample.
last:
nullable: true
type: number
format: real
description: Last price of the subsample.
low:
nullable: true
type: number
format: real
description: Lowest price of the subsample.
high:
nullable: true
type: number
format: real
description: Highest price of the subsample.
tradingVolume:
nullable: true
type: number
format: real
description: Accumulated number of units (e.g. shares) traded of the subsample. If the requested type of the price is ask, bid, or yield, the value is empty.
tradingValue:
nullable: true
type: number
format: real
description: Accumulated monetary equivalent (cash value) of the subsample. If the requested type of the price is ask, bid, or yield, the value is empty. See attribute `currency` in endpoint `/prices/get` for its unit.
description: Subsample data for the notation.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- quality
- subsample
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
PostPricesTimeSeriesIntradayList200Response:
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.
range:
nullable: true
type: object
format: timeRange
properties:
start:
nullable: true
type: string
format: datetime
description: The starting point of the time range (inclusive).
end:
nullable: true
type: string
format: datetime
description: The ending point of the time range (exclusive).
x-property-sort:
- start
- end
required:
- start
- end
description: Time range for the returned time series.
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
prices:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- time
- price
- quoteCondition
- tradingVolume
- tradingValue
properties:
time:
nullable: true
type: string
format: datetime
description: Date and time.
price:
nullable: true
type: number
format: real
description: Price value. See attribute `valueUnit` in endpoint `/prices/get` for its unit, except for price type yield, where the `valueUnit` is always `percent` (id=258).
quoteCondition:
nullable: true
type: string
description: Quote condition. Possible values depend on the values delivered by the supplier of the price information.
tradingVolume:
nullable: true
type: number
format: real
description: Number of units (e.g. shares) traded, offered (price type ask), solicited (price type bid), or empty (price type yield).
tradingValue:
nullable: true
type: number
format: real
description: Monetary equivalent (cash value) of the trade. See attribute `currency` in endpoint `/prices/get` for its unit. Empty for price type yield.
description: Time series of prices.
description: Time series data for the notation.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- range
- quality
- prices
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
PostVendorChartIQTimeSeriesIntradaySubsampleGet200Response:
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
subsample:
nullable: false
type: array
items:
type: number
format: real
description: ''
description: 'Single summary record. The record consists of a timestamp, four price values, and the trading volume. For the unit of the price values, see attribute `valueUnit` in endpoint `/prices/get`, except for price type yield, where the `valueUnit` is always `percent` (id=258). The order is as follows: timestamp of the start of the subsample (seconds since epoch in UTC); first price of the subsample; highest price of the subsample; lowest price of the subsample; last price of the subsample; accumulated number of units (e.g. shares) traded of the subsample. If the requested type of the price is ask, bid, or yield, the accumulated number of units is empty.'
description: Subsample data for the notation.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- quality
- subsample
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
PostPricesTimeSeriesIntradaySubsampleList200Response:
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.
range:
nullable: true
type: object
format: timeRange
properties:
start:
nullable: true
type: string
format: datetime
description: The starting point of the time range (inclusive).
end:
nullable: true
type: string
format: datetime
description: The ending point of the time range (exclusive).
x-property-sort:
- start
- end
required:
- start
- end
description: Time range for the returned time series.
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
subsamples:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- time
- first
- last
- low
- high
- tradingVolume
- tradingValue
properties:
time:
nullable: true
type: string
format: datetime
description: Date and time of the start of the subsample.
first:
nullable: true
type: number
format: real
description: First price of the subsample.
last:
nullable: true
type: number
format: real
description: Last price of the subsample.
low:
nullable: true
type: number
format: real
description: Lowest price of the subsample.
high:
nullable: true
type: number
format: real
description: Highest price of the subsample.
tradingVolume:
nullable: true
type: number
format: real
description: Accumulated number of units (e.g. shares) traded of the subsample. If the requested type of the price is ask, bid, or yield, the value is empty.
tradingValue:
nullable: true
type: number
format: real
description: Accumulated monetary equivalent (cash value) of the subsample. If the requested type of the price is ask, bid, or yield, the value is empty. See attribute `currency` in endpoint `/prices/get` for its unit.
description: List of summary records. For the attributes first, last, low, high, see attribute `valueUnit` in endpoint `/prices/get` for their unit, except for price type yield, where the `valueUnit` is always `percent` (id=258).
description: Subsampled time series data for the notation.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- range
- quality
- subsamples
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
PostSecuritizedDerivativeNotationRankingIntradayList200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- symbol
- fsym
- market
- valueUnit
- trade
- quality
- accumulated
- instrument
- categorization
- lifeCycle
- issuer
- exercise
- participation
- underlying
- knockedOut
- knockedIn
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of a notation.
symbol:
nullable: true
type: string
description: The symbol of the notation. It is a market-specific code to identify the notation. Which characters can be part of a symbol depends on the market. If a market does not define a proprietary symbol, but uses a different identifier (for example, the ISIN or the WKN) to identify instruments, no symbol will be set for the notations of that market.
fsym:
nullable: false
type: object
x-property-sort:
- listing
- regional
description: Notation-level FactSet identifiers of the financial instrument used primarily in FactSet products other than the MDG.
properties:
listing:
nullable: false
type: object
x-property-sort:
- permanentIdentifier
- tickerExchange
- isPrimary
description: Listing-level identifiers.
properties:
permanentIdentifier:
nullable: true
type: string
description: FactSet Permanent Identifier for a notation. The format is six alpha numeric characters, excluding vowels, with an L suffix (XXXXXX-L).
tickerExchange:
nullable: true
type: string
description: 'FactSet market symbol of the notation, usually consisting of the ticker (e.g. "DAI" for Daimler AG) and the three-character code of the exchange on which the listing is traded (example: DAI-ETR).'
isPrimary:
nullable: true
type: boolean
description: Indicates whether the notation is the primary notation among all notations within the same region (`true`) or not (`false`).
regional:
nullable: false
type: object
x-property-sort:
- permanentIdentifier
- tickerRegion
- isPrimary
description: Regional-level identifiers.
properties:
permanentIdentifier:
nullable: true
type: string
description: FactSet Permanent Identifier for a set of one or more notations of the same region with the same value unit. The format is six alpha numeric characters, excluding vowels, with an R suffix (XXXXXX-R).
tickerRegion:
nullable: true
type: string
description: 'FactSet regional symbol of the notation, consisting of the ticker and the two-character code of the country or region where the listing is traded (example: DAI-DE).'
isPrimary:
nullable: true
type: boolean
description: Indicates whether the notation is in the primary region of the security (`true`) or not (`false`).
market:
nullable: false
type: object
x-property-sort:
- id
- name
description: Market of the notation.
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the market.
name:
nullable: true
type: string
format: localizedString
description: Name of the market.
valueUnit:
nullable: false
type: object
x-property-sort:
- id
- code
description: Value unit of the notation such as a main or fractional currency for equities, a percentage for debt instruments, or points for indices. See endpoint `/basic/valueUnit/list` for possible values.
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the value unit.
code:
nullable: true
type: string
description: 'Code of the value unit: If assigned, a code according to ISO 4217, otherwise a local code, for a main currency; a code such as GBp (for British pence) for a fractional currency; or a code such as PT (points) for non-currency value units.'
trade:
nullable: false
type: object
x-property-sort:
- time
- price
- performance
description: Most recent trade price and performance.
properties:
time:
nullable: true
type: string
format: datetime
description: Date and time.
price:
nullable: true
type: number
format: real
description: Price value. See attribute `valueUnit` for its unit.
performance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
description: Performance of the most recent price calculated against the latest price which has occurred before the start of the current trading day.
properties:
absolute:
nullable: true
x-sortable: true
type: number
format: real
description: Absolute value. See attribute `valueUnit` for its unit.
relative:
nullable: true
x-sortable: true
x-default-sort-attribute: true
x-default-sort-direction: 2
type: number
format: relativeValue
description: Relative value.
quality:
nullable: true
type: string
description: Quality of the trade-related attributes, see attributes `trade` and `accumulated`.
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
accumulated:
nullable: false
type: object
x-property-sort:
- numberTrades
- tradingVolume
- tradingValue
- currency
description: Summary data accumulated over all trades of the current trading day.
properties:
numberTrades:
nullable: true
x-sortable: true
type: number
format: real
description: Number of trades.
tradingVolume:
nullable: true
x-sortable: true
type: number
format: real
description: Number of units (e.g. shares) traded. For securitized derivatives quoted in percent (attribute `valueUnit.id=258`), this field represents the nominal trading volume; see attribute currency for its unit.
tradingValue:
nullable: true
x-sortable: true
type: number
format: real
description: Monetary equivalent (cash value) of the trades. See attribute `currency` for its unit.
currency:
nullable: false
type: object
x-property-sort:
- id
- code
description: Main currency of the trading value. For securitized derivatives quoted in percent, it is also the currency of the nominal trading volume, for the latter see attribute `accumulated.tradingVolume`. For securitized derivatives quoted in units, this attribute contains the same unit as the attribute `valueUnit`. See endpoint `/basic/valueUnit/main/currency/list` for possible values.
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the currency.
code:
nullable: true
type: string
description: 'Code of the currency: If assigned, a code according to ISO 4217, otherwise a local code.'
instrument:
nullable: false
type: object
x-property-sort:
- id
- name
- shortName
- isin
- nsin
- fsym
description: Instrument data of the notation.
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of the instrument.
name:
nullable: true
type: string
format: localizedString
description: Name of the instrument.
shortName:
nullable: true
type: string
format: localizedString
description: Short name of the instrument.
isin:
nullable: true
type: string
description: The International Securities Identification Number (ISIN) of the instrument. The ISIN is a 12-character code of digits and upper-case letters that uniquely identifies an instrument.
nsin:
nullable: false
type: object
x-property-sort:
- wkn
- valor
description: NSIN data of the instrument.
properties:
wkn:
nullable: true
type: string
description: The WKN (Wertpapierkennnummer, German for Securities Identification Number) of the instrument. The WKN is a 6-character code of digits and upper-case letters that uniquely identifies an instrument.
valor:
nullable: true
type: string
description: 'The Valor number (German: Valorennummer) of the instrument. The Valor number is an integer number that uniquely identifies an instrument.'
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
type: string
description: FactSet Permanent Identifier for an instrument. The format is six alpha numeric characters, excluding vowels, with an S suffix (XXXXXX-S).
categorization:
nullable: false
type: object
x-property-sort:
- ddv
- eusipa
description: Categorization of the securitized derivative. Not all securitized derivatives have an assignement to all category systems. For each category system, the categories are arranged in a hierarchy, with level 1 representing the most coarse granularity and further levels successively refining the granularity.
properties:
ddv:
nullable: false
description: Categorization based on the DDV (Deutscher Derivate Verband, German for German Derivatives Association) product classification. This category system covers securitized derivatives traded in Germany except exchange trade commodities (ETC) and exchange traded notes (ETN). See endpoint `/category/listBySystem` for category system 23 for possible values.
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- name
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the category.
name:
nullable: true
type: string
format: localizedString
description: Name of the category.
eusipa:
nullable: false
description: Categorization based on the EUSIPA (European Structured Investment Products Association) product classification. This category system covers all securitized derivatives. See endpoint `/category/listBySystem` for category system 18 for possible values.
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- name
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the category.
name:
nullable: true
type: string
format: localizedString
description: Name of the category.
lifeCycle:
nullable: false
type: object
x-property-sort:
- maturity
description: Important dates of the securitized derivative.
properties:
maturity:
nullable: false
type: object
x-property-sort:
- perpetual
description: Maturity data.
properties:
perpetual:
nullable: true
type: boolean
description: Indicates whether the securitized derivative is perpetual, i.e. it does not mature (`true`), or is not perpetual (`false`).
issuer:
nullable: false
type: object
x-property-sort:
- id
- name
- group
description: Issuer data of the securitized derivative. See endpoint `/securitizedDerivative/issuer/search` for possible values for the issuer and the issuer group.
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the issuer.
name:
nullable: true
type: string
description: Name of the issuer.
group:
nullable: false
type: object
x-property-sort:
- id
- name
description: Issuer group. The issuer group is defined by FactSet and does not represent an actual juristic person.
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the issuer group.
name:
nullable: true
type: string
description: Name of the issuer group.
exercise:
nullable: false
type: object
x-property-sort:
- right
description: Exercise data of the securitized derivative.
properties:
right:
nullable: true
type: string
description: Exercise right.
x-enum-description:
- A put option gives buyer the right, but not the obligation, to sell an asset at a specified price within a specific time period. Put is synonymous to short or bear and is used in a broader sense for products that make profits from falling underlying levels.
- A call option gives buyer the right, but not the obligation, to buy an asset at a specified price within a specific time period. Call is synonymous to long or bull and is used in a broader sense for products that make profits from rising underlying levels.
enum:
- put
- call
participation:
nullable: true
type: string
description: Participation direction of a factor certificate at the level movement of its effective underlying.
x-enum-description:
- The factor certificate participates positively with rising levels of its effective underlying.
- The factor certificate participates negatively with rising levels of its effective underlying.
enum:
- long
- short
underlying:
nullable: false
type: object
x-property-sort:
- name
- notation
- effectiveUnderlying
description: Underlying data of the securitized derivative.
properties:
name:
nullable: true
type: string
description: Name of the underlying, provided also if there is no notation for the underlying.
notation:
nullable: false
type: object
x-property-sort:
- id
- instrument
description: Notation of the underlying. All contained attributes are `null` if there is no notation for the underlying.
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of the notation.
instrument:
nullable: false
type: object
x-property-sort:
- id
- typeComposite
description: Instrument of the underlying.
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of the instrument.
typeComposite:
nullable: true
type: string
description: Type of composite instrument, in case the underlying is a composite instrument.
x-enum-description:
- A basket is a composite instrument which consists of several components. Its value is calculated as the weighted combination of the levels of the components. All weights are positive.
- An alpha structure is a composite instrument which consists of two components. Its value is calculated as the difference of the performances of the components. The performances are measured starting at the date specified in the conditions of the securitized derivative.
- A futures spread is a composite instrument which is built of two or more different futures contracts as its components.
- A factor index is a composite instrument that reflects the day-to-day performance of its component, multiplied with a constant factor. The related capital costs and fees for calculation and administration are not represented.
enum:
- basket
- alphaStructure
- futuresSpread
- factorIndex
effectiveUnderlying:
nullable: false
type: object
x-property-sort:
- instrument
description: Effective underlying of a factor certificate.
properties:
instrument:
nullable: false
type: object
x-property-sort:
- id
- name
description: Instrument of the effective underlying.
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of the instrument.
name:
nullable: true
type: string
format: localizedString
description: Name of the instrument.
knockedOut:
nullable: true
type: boolean
description: Indicates whether the securitized derivative is knocked-out (`true`) or not (`false`). Particularly relevant for knock-out certificates.
knockedIn:
nullable: true
type: boolean
description: Indicates whether the securitized derivative is knocked-in (`true`) or not (`false`). Particularly relevant for bonus certificates but also for securitized derivatives that might have additional protection such as reverse convertible bonds, discount certificates, and capital-protection certificates.
description: List of notations.
x-partial: true
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject'
pagination:
$ref: '#/components/schemas/OffsetBasedPaginationOutputObject'
partial:
$ref: '#/components/schemas/PartialOutputObject'
x-property-sort:
- status
- pagination
- partial
PostVendorChartIQTimeSeriesIntradaySubsampleList200Response:
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.
range:
nullable: true
type: object
format: timeRange
properties:
start:
nullable: true
type: string
format: datetime
description: The starting point of the time range (inclusive).
end:
nullable: true
type: string
format: datetime
description: The ending point of the time range (exclusive).
x-property-sort:
- start
- end
required:
- start
- end
description: Time range for the returned time series.
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
subsamples:
nullable: false
type: array
items:
nullable: false
type: array
items:
type: number
format: real
description: ''
description: ''
description: 'List of summary records as an array of arrays. One record is represented as an array and consists of a timestamp, four price values, and the trading volume. For the unit of the price values, see attribute `valueUnit` in endpoint `/prices/get`, except for price type yield, where the `valueUnit` is always `percent` (id=258). The order is as follows: timestamp of the start of the subsample (seconds since epoch in UTC); first price of the subsample; highest price of the subsample; lowest price of the subsample; last price of the subsample; accumulated number of units (e.g. shares) traded of the subsample. If the requested type of the price is ask, bid, or yield, the accumulated number of units is empty.'
description: Subsampled time series data for the notation.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- range
- quality
- subsamples
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
PostStockNotationRankingIntradayList200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
description: List of notations.
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- symbol
- market
- currency
- isAlternative
- trade
- quality
- accumulated
- fsym
- instrument
properties:
id:
nullable: true
description: Identifier of a notation.
type: string
format: id64
x-positive: true
symbol:
nullable: true
description: The symbol of the notation. It is a market-specific code to identify the notation. Which characters can be part of a symbol depends on the market. If a market does not define a proprietary symbol, but uses a different identifier (for example, the ISIN or the WKN) to identify instruments, no symbol will be set for the notations of that market.
type: string
market:
nullable: false
description: Market of the notation.
type: object
x-property-sort:
- id
- name
properties:
id:
nullable: true
description: Identifier of the market.
type: number
format: id32
x-positive: true
name:
nullable: true
description: Name of the market.
type: string
format: localizedString
currency:
nullable: false
description: Currency of the notation. See endpoint `/basic/valueUnit/currency/list` for possible values.
type: object
x-property-sort:
- id
- code
properties:
id:
nullable: true
description: Identifier of the currency.
type: number
format: id32
x-positive: true
code:
nullable: true
description: 'Code of the currency: If assigned, a code according to ISO 4217, otherwise a local code, for a main currency; a code such as GBp (for British pence) for a fractional currency.'
type: string
isAlternative:
nullable: true
description: Indicates whether the notation is an alternative one, i.e. not the original notation of the index constituent.
type: boolean
trade:
nullable: false
description: Most recent trade price and performance.
type: object
x-property-sort:
- time
- price
- performance
properties:
time:
nullable: true
description: Date and time.
type: string
format: datetime
price:
nullable: true
description: Price value. See attribute `currency` for its currency.
type: number
format: real
performance:
nullable: false
description: Performance of the most recent price calculated against the latest price which has occurred before the start of the current trading day.
type: object
x-property-sort:
- absolute
- relative
properties:
absolute:
nullable: true
description: Absolute value. See attribute `currency` for its currency.
x-sortable: true
type: number
format: real
relative:
nullable: true
description: Relative value.
x-sortable: true
x-default-sort-attribute: true
x-default-sort-direction: 2
type: number
format: relativeValue
quality:
nullable: true
description: Quality of the trade-related attributes, see attributes `trade` and `accumulated`.
type: string
accumulated:
nullable: false
description: Summary data accumulated over all trades of the current trading day.
type: object
x-property-sort:
- numberTrades
- tradingVolume
- tradingValue
properties:
numberTrades:
nullable: true
description: Number of trades.
x-sortable: true
type: number
format: real
tradingVolume:
nullable: true
description: Number of shares traded.
x-sortable: true
type: number
format: real
tradingValue:
nullable: true
description: Monetary equivalent (cash value) of the trades. See attribute `currency` for its currency.
x-sortable: true
type: number
format: real
fsym:
nullable: false
type: object
x-property-sort:
- listing
- regional
description: Notation-level FactSet identifiers of the financial instrument used primarily in FactSet products other than the MDG.
properties:
listing:
nullable: false
type: object
x-property-sort:
- permanentIdentifier
- tickerExchange
- isPrimary
description: Listing-level identifiers.
properties:
permanentIdentifier:
nullable: true
type: string
description: FactSet Permanent Identifier for a notation. The format is six alpha numeric characters, excluding vowels, with an L suffix (XXXXXX-L).
tickerExchange:
nullable: true
type: string
description: 'FactSet market symbol of the notation, usually consisting of the ticker (e.g. "DAI" for Daimler AG) and the three-character code of the exchange on which the listing is traded (example: DAI-ETR).'
isPrimary:
nullable: true
type: boolean
description: Indicates whether the notation is the primary notation among all notations within the same region (`true`) or not (`false`).
regional:
nullable: false
type: object
x-property-sort:
- permanentIdentifier
- tickerRegion
- isPrimary
description: Regional-level identifiers.
properties:
permanentIdentifier:
nullable: true
type: string
description: FactSet Permanent Identifier for a set of one or more notations of the same region with the same value unit. The format is six alpha numeric characters, excluding vowels, with an R suffix (XXXXXX-R).
tickerRegion:
nullable: true
type: string
description: 'FactSet regional symbol of the notation, consisting of the ticker and the two-character code of the country or region where the listing is traded (example: DAI-DE).'
isPrimary:
nullable: true
type: boolean
description: Indicates whether the notation is in the primary region of the security (`true`) or not (`false`).
instrument:
nullable: false
description: Instrument data of the notation.
type: object
x-property-sort:
- id
- name
- shortName
- isin
- nsin
- fsym
- industryClassification
- company
properties:
id:
nullable: true
description: Identifier of the instrument.
type: string
format: id64
x-positive: true
name:
nullable: true
description: Name of the instrument.
type: string
format: localizedString
shortName:
nullable: true
description: Short name of the instrument.
type: string
format: localizedString
isin:
nullable: true
description: The International Securities Identification Number (ISIN) of the instrument. The ISIN is a 12-character code of digits and upper-case letters that uniquely identifies an instrument.
type: string
format: isin
nsin:
nullable: false
description: NSIN data of the instrument.
type: object
x-property-sort:
- wkn
- valor
properties:
wkn:
nullable: true
description: The WKN (Wertpapierkennnummer, German for Securities Identification Number) of the instrument. The WKN is a 6-character code of digits and upper-case letters that uniquely identifies an instrument.
type: string
valor:
nullable: true
description: 'The Valor number (German: Valorennummer) of the instrument. The Valor number is an integer number that uniquely identifies an instrument.'
type: string
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
type: string
description: FactSet Permanent Identifier for an instrument. The format is six alpha numeric characters, excluding vowels, with an S suffix (XXXXXX-S).
industryClassification:
nullable: false
description: Industry classification.
type: object
x-property-sort:
- rbics
properties:
rbics:
nullable: false
description: Classification based on FactSet Revere Business Industry Classification System (RBICS). The categories are arranged in a hierarchy, with level 1 representing the most coarse granularity and further levels successively refining the granularity. See endpoint `/category/listBySystem` for category system 48 for possible values.
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- name
properties:
id:
nullable: true
description: Identifier of the category.
type: number
format: id32
x-positive: true
name:
nullable: true
description: Name of the category.
type: string
format: localizedString
company:
nullable: false
description: Details of the company.
type: object
x-property-sort:
- id
- name
- country
properties:
id:
nullable: true
description: Identifier of the company.
type: number
format: id32
x-positive: true
name:
nullable: true
description: Name of the company.
type: string
country:
nullable: false
description: Country where the head office of the company is located. See endpoint `/basic/region/country/list` for possible values.
type: object
x-property-sort:
- id
- name
properties:
id:
nullable: true
description: Identifier of the country.
type: number
format: id32
x-positive: true
name:
nullable: true
description: Name of the country.
type: string
format: localizedString
x-partial: true
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject_2'
pagination:
$ref: '#/components/schemas/OffsetBasedPaginationOutputObject_2'
partial:
$ref: '#/components/schemas/PartialOutputObject_2'
x-property-sort:
- status
- pagination
- partial
securitySchemes:
basicAuth:
type: http
scheme: basic
externalDocs:
url: https://developer.factset.com/api-catalog/analytics-datastore-api
description: API Documentation