openapi: 3.0.3 info: title: Factset Analytics Datastore About Markit Bond Prices and Analytics 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: Markit Bond Prices and Analytics paths: /markit-bond-prices-and-analytics/v1/prices: get: tags: - Markit Bond Prices and Analytics summary: Factset Get Bid, Mid and Ask prices for a list of securities operationId: getBondPrices description: 'Get bond clean and dirty bid, mid and ask pricing data provided by Markit for a specified date range and frequency. ' parameters: - $ref: '#/components/parameters/ids' - $ref: '#/components/parameters/startDate' - $ref: '#/components/parameters/endDate' - $ref: '#/components/parameters/frequency' - $ref: '#/components/parameters/calendar' responses: '200': description: Bond Pricing items content: application/json: schema: $ref: '#/components/schemas/bondPricesResponse' '400': $ref: '#/components/responses/400' '401': $ref: '#/components/responses/401' '403': $ref: '#/components/responses/403' '415': $ref: '#/components/responses/415' '500': $ref: '#/components/responses/500' post: tags: - Markit Bond Prices and Analytics summary: Factset Request Bid, Mid and Ask prices for a list of securities description: 'Get bond clean and dirty bid, mid and ask pricing data provided by Markit for a specified date range and frequency. ' operationId: getBondPricesForList requestBody: required: true description: Request object for requesting pricing data content: application/json: schema: $ref: '#/components/schemas/bondPricesRequest' responses: '200': description: Bond Prices data items content: application/json: schema: $ref: '#/components/schemas/bondPricesResponse' '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' /markit-bond-prices-and-analytics/v1/spread: get: tags: - Markit Bond Prices and Analytics summary: Factset Get the Spread and OAS data for a list of securities operationId: getBondSpread description: 'Get spread details like discount margin, OAS, Asset Swap Spread, Z Spread, spread benchmark provided by Markit for a specified date range and frequency. ' parameters: - $ref: '#/components/parameters/ids' - $ref: '#/components/parameters/startDate' - $ref: '#/components/parameters/endDate' - $ref: '#/components/parameters/frequency' - $ref: '#/components/parameters/calendar' responses: '200': description: Bond Spread items content: application/json: schema: $ref: '#/components/schemas/bondSpreadResponse' '400': $ref: '#/components/responses/400' '401': $ref: '#/components/responses/401' '403': $ref: '#/components/responses/403' '415': $ref: '#/components/responses/415' '500': $ref: '#/components/responses/500' post: tags: - Markit Bond Prices and Analytics summary: Factset Request the Spread and OAS data for a list of securities description: 'Get spread details like discount margin, OAS, Asset Swap Spread, Z Spread, spread benchmark provided by Markit for a specified date range and frequency. ' operationId: getBondSpreadForList requestBody: required: true description: Request object for requesting pricing data content: application/json: schema: $ref: '#/components/schemas/bondSpreadRequest' responses: '200': description: Bond Prices data items content: application/json: schema: $ref: '#/components/schemas/bondSpreadResponse' '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' /markit-bond-prices-and-analytics/v1/yield: get: tags: - Markit Bond Prices and Analytics summary: Factset Get yield information for given date range and list of securities operationId: getBondYield description: "Get the yield information like yield to maturity, yield to worst, benchmark yield to maturity and yield to call provided by Markit for a specified date range and frequency. \n" parameters: - $ref: '#/components/parameters/ids' - $ref: '#/components/parameters/startDate' - $ref: '#/components/parameters/endDate' - $ref: '#/components/parameters/frequency' - $ref: '#/components/parameters/calendar' responses: '200': description: Bond Yield items content: application/json: schema: $ref: '#/components/schemas/bondYieldResponse' '400': $ref: '#/components/responses/400' '401': $ref: '#/components/responses/401' '403': $ref: '#/components/responses/403' '415': $ref: '#/components/responses/415' '500': $ref: '#/components/responses/500' post: tags: - Markit Bond Prices and Analytics summary: Factset Request yield information for given date range and list of securities description: 'Get the yield information like yield to maturity, yield to worst, benchmark yield to maturity and yield to call provided by Markit for a specified date range and frequency. ' operationId: getBondYieldForList requestBody: required: true description: Request object for requesting yield data content: application/json: schema: $ref: '#/components/schemas/bondYieldRequest' responses: '200': description: Bond Yield data items content: application/json: schema: $ref: '#/components/schemas/bondYieldResponse' '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' /markit-bond-prices-and-analytics/v1/issuer-yield-curve: get: tags: - Markit Bond Prices and Analytics summary: Factset Get yield curve data for given date range and list of securities operationId: getBondIssuerYieldCurve description: 'Get yield curve data points and dates for 3M, 6M, 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 15Y, 20Y, 25Y, 30Y and 40Y provided by Markit for the specified date range and frequency. ' parameters: - $ref: '#/components/parameters/ids' - $ref: '#/components/parameters/startDate' - $ref: '#/components/parameters/endDate' - $ref: '#/components/parameters/frequency' - $ref: '#/components/parameters/calendar' responses: '200': description: Bond Issuer Yield Curve items content: application/json: schema: $ref: '#/components/schemas/bondIssuerYieldCurveResponse' '400': $ref: '#/components/responses/400' '401': $ref: '#/components/responses/401' '403': $ref: '#/components/responses/403' '415': $ref: '#/components/responses/415' '500': $ref: '#/components/responses/500' post: tags: - Markit Bond Prices and Analytics summary: Factset Request yield curve data for given date range and list of securities description: 'Get yield curve data points and dates for 3M, 6M, 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 15Y, 20Y, 25Y, 30Y and 40Y provided by Markit for the specified date range and frequency. ' operationId: getBondIssuerYieldCurveForList requestBody: required: true description: Request object for requesting issuer yield curve data. content: application/json: schema: $ref: '#/components/schemas/bondIssuerYieldCurveRequest' responses: '200': description: Bond Issuer Yield Curve data items content: application/json: schema: $ref: '#/components/schemas/bondIssuerYieldCurveResponse' '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' /markit-bond-prices-and-analytics/v1/sensitivity: get: tags: - Markit Bond Prices and Analytics summary: Factset Get the bond sensitivity data for a list of securities operationId: getBondSensitivity description: 'Get the sensitivity information like convexity, effective convexity, effective duration, Macaulay duration and modified duration provided by Markit for the specified date range and frequency. ' parameters: - $ref: '#/components/parameters/ids' - $ref: '#/components/parameters/startDate' - $ref: '#/components/parameters/endDate' - $ref: '#/components/parameters/frequency' - $ref: '#/components/parameters/calendar' responses: '200': description: Bond Sensitivity items content: application/json: schema: $ref: '#/components/schemas/bondSensitivityResponse' '400': $ref: '#/components/responses/400' '401': $ref: '#/components/responses/401' '403': $ref: '#/components/responses/403' '415': $ref: '#/components/responses/415' '500': $ref: '#/components/responses/500' post: tags: - Markit Bond Prices and Analytics summary: Factset Request the bond sensitivity data for a list of securities description: 'Get the sensitivity information like convexity, effective convexity, effective duration, Macaulay duration and modified duration provided by Markit for the specified date range and frequency. ' operationId: getBondSensitivityForList requestBody: required: true description: Request object for requesting sensitivity data content: application/json: schema: $ref: '#/components/schemas/bondSensitivityRequest' responses: '200': description: Bond Prices data items content: application/json: schema: $ref: '#/components/schemas/bondSensitivityResponse' '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' /markit-bond-prices-and-analytics/v1/meta: get: tags: - Markit Bond Prices and Analytics summary: Factset Get bond meta data for a list of securities. operationId: getBondMeta description: 'Get bond metadata like classification, maturity date, symbology information like isin, cusip, vendorid, ticker, issue and issuer name provided by Markit for a list of securities. ' parameters: - $ref: '#/components/parameters/ids' - $ref: '#/components/parameters/startDate' - $ref: '#/components/parameters/endDate' - $ref: '#/components/parameters/frequency' - $ref: '#/components/parameters/calendar' responses: '200': description: Bond Meta items content: application/json: schema: $ref: '#/components/schemas/bondMetaResponse' '400': $ref: '#/components/responses/400' '401': $ref: '#/components/responses/401' '403': $ref: '#/components/responses/403' '415': $ref: '#/components/responses/415' '500': $ref: '#/components/responses/500' post: tags: - Markit Bond Prices and Analytics summary: Factset Get bond meta data for a list of securities. description: 'Get bond metadata like classification, maturity date, symbology information like isin, cusip, vendorid, ticker, issue and issuer name provided by Markit for a list of securities. ' operationId: getBondMetaForList requestBody: required: true description: Request object for requesting meta data content: application/json: schema: $ref: '#/components/schemas/bondMetaRequest' responses: '200': description: Bond Meta data items content: application/json: schema: $ref: '#/components/schemas/bondMetaResponse' '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' /markit-bond-prices-and-analytics/v1/abs-details: get: tags: - Markit Bond Prices and Analytics summary: Factset Get Asset Backed Security Details for a list of securities operationId: getABSDetails description: 'Get details for Asset Backed Securities like factors, pay up, wal, cdr, cpr and prepay details provided by Markit for the specified date range and frequency. ' parameters: - $ref: '#/components/parameters/idsABS' - $ref: '#/components/parameters/startDate' - $ref: '#/components/parameters/endDate' - $ref: '#/components/parameters/frequency' - $ref: '#/components/parameters/calendar' responses: '200': description: Asset Bond Security Detail items content: application/json: schema: $ref: '#/components/schemas/absDetailsResponse' '400': $ref: '#/components/responses/400' '401': $ref: '#/components/responses/401' '403': $ref: '#/components/responses/403' '415': $ref: '#/components/responses/415' '500': $ref: '#/components/responses/500' post: tags: - Markit Bond Prices and Analytics summary: Factset Request Asset Backed Security Details for a list of securities description: 'Get details for Asset Backed Securities like factors, pay up, wal, cdr, cpr and prepay details provided by Markit for the specified date range and frequency. ' operationId: getABSDetailsForList requestBody: required: true description: Request object for requesting ABS details content: application/json: schema: $ref: '#/components/schemas/absDetailsRequest' responses: '200': description: Asset Bond Security Detail items content: application/json: schema: $ref: '#/components/schemas/absDetailsResponse' '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' /markit-bond-prices-and-analytics/v1/coupon: get: tags: - Markit Bond Prices and Analytics summary: Factset Get coupon data for given date range and list of securities operationId: getBondCoupon description: 'Get coupon information like accrued interest, coupon, coupon type and coupon frequency provided by Markit for specified date range and frequency. ' parameters: - $ref: '#/components/parameters/ids' - $ref: '#/components/parameters/startDate' - $ref: '#/components/parameters/endDate' - $ref: '#/components/parameters/frequency' - $ref: '#/components/parameters/calendar' responses: '200': description: Bond Coupon items content: application/json: schema: $ref: '#/components/schemas/bondCouponResponse' '400': $ref: '#/components/responses/400' '401': $ref: '#/components/responses/401' '403': $ref: '#/components/responses/403' '415': $ref: '#/components/responses/415' '500': $ref: '#/components/responses/500' post: tags: - Markit Bond Prices and Analytics summary: Factset Request coupon data for given date range and list of securities description: 'Get coupon information like accrued interest, coupon, coupon type and coupon frequency provided by Markit for specified date range and frequency. ' operationId: getBondCouponForList requestBody: required: true description: Request object for requesting Coupon data content: application/json: schema: $ref: '#/components/schemas/bondCouponRequest' responses: '200': description: Bond Coupon data items content: application/json: schema: $ref: '#/components/schemas/bondCouponResponse' '400': $ref: '#/components/responses/400' '401': $ref: '#/components/responses/401' '403': $ref: '#/components/responses/403' '415': $ref: '#/components/responses/415' '500': $ref: '#/components/responses/500' components: schemas: bondYield: title: Bond Yield Response Object type: object properties: requestId: description: Identifier that was used for the request. type: string example: US45905URL07 fsymId: description: FactSet Regional Security Identifier. Six alpha-numeric characters, excluding vowels, with an -R suffix (XXXXXX-R). Identifies the security's best regional security data series per currency. For equities, all primary listings per region and currency are allocated a regional-level permanent identifier. The regional-level permanent identifier will be available once a SEDOL representing the region/currency has been allocated and the identifiers are on FactSet. type: string example: CJQZQ0-S nullable: true date: description: The date on which the price is calculated. type: string format: date example: '2023-01-26' nullable: true bidYieldToMaturity: description: The yield to maturity of the bid price of the instrument. Available only for `corporate bonds` and `asset-backed security bonds`. type: number format: double example: 4.27241 nullable: true midYieldToMaturity: description: The yield to maturity of the mid price of the instrument. Available only for `corporate bonds` and `asset-backed security bonds`. type: number format: double example: 4.25914 nullable: true askYieldToMaturity: description: The yield to maturity of the ask price of the instrument. Available only for `corporate bonds`. type: number format: double example: 4.24587 nullable: true bidYieldToWorst: description: The lowest yield, under all possible scenarios, of the bid price of the instrument. Available only for `corporate bonds` and `municipal bonds`. type: number format: double example: null nullable: true midYieldToWorst: description: The lowest yield, under all possible scenarios, of the mid price of the instrument. Available only for `corporate bonds` and `municipal bonds`. type: number format: double example: null nullable: true askYieldToWorst: description: The lowest yield, under all possible scenarios, of the ask price of the instrument. Available only for `corporate bonds` and `municipal bonds`. type: number format: double example: null nullable: true benchmarkBidYieldToMaturity: description: The bid yield to maturity of the benchmark instrument. Available only for `corporate bonds`. type: number format: double example: 4.25441 nullable: true benchmarkMidYieldToMaturity: description: The mid yield to maturity of the benchmark instrument. Available only for `corporate bonds`. type: number format: double example: 4.25014 nullable: true benchmarkAskYieldToMaturity: description: The ask yield to maturity of the benchmark instrument. Available only for `corporate bonds`. type: number format: double example: 4.24587 nullable: true bidYieldToCall: description: The yield to call of the bid price of the instrument. Available only for `asset-backed security bonds`. type: number format: double example: null nullable: true midYieldToCall: description: The yield to call of the mid price of the instrument. Available only for `asset-backed security bonds`. type: number format: double example: null nullable: true yieldTWDate: description: The date used in the yield to worst calculation. Available only for 'corporate bonds'. type: string format: date example: null nullable: true bondCoupon: title: Bond Coupon Response Object type: object properties: requestId: description: Identifier that was used for the request. type: string example: US45905URL07 fsymId: description: FactSet Regional Security Identifier. Six alpha-numeric characters, excluding vowels, with an -R suffix (XXXXXX-R). Identifies the security's best regional security data series per currency. For equities, all primary listings per region and currency are allocated a regional-level permanent identifier. The regional-level permanent identifier will be available once a SEDOL representing the region/currency has been allocated and the identifiers are on FactSet. type: string example: CJQZQ0-S nullable: true date: description: The date on which the price is calculated. type: string format: date example: '2023-01-26' nullable: true accruedInterest: description: The interest that is owed, but not yet paid, added to the price of the bond. Available only for `corporate and municipal bonds`. type: number format: double example: 0.86771 nullable: true coupon: description: The current coupon rate of the instrument. Available only for `corporate and municipal bonds`. type: number format: double example: 2.125 nullable: true couponType: description: The coupon type of the instrument. Available only for `corporate and municipal bonds`. type: string example: Fixed nullable: true couponFrequency: description: 'The coupon frequency of the bond. Available only for `corporate bonds`. ' type: string example: 6M nullable: true idsABS: title: Ids description: 'Security or Entity identifiers. FactSet Identifiers, tickers, CUSIP, ISIN and SEDOL are accepted input. ' type: array items: type: string minItems: 1 maxItems: 2000 example: - US05522RDC97 bondPricesResponse: type: object title: Bond Prices Response description: Array of Bond Prices Response Objects properties: data: type: array items: $ref: '#/components/schemas/bondPrices' bondIssuerYieldCurve: title: Bond Issuer Yield Curve Response Object type: object properties: requestId: description: Identifier that was used for the request. type: string example: US45905URL07 fsymId: description: FactSet Regional Security Identifier. Six alpha-numeric characters, excluding vowels, with an -R suffix (XXXXXX-R). Identifies the security's best regional security data series per currency. For equities, all primary listings per region and currency are allocated a regional-level permanent identifier. The regional-level permanent identifier will be available once a SEDOL representing the region/currency has been allocated and the identifiers are on FactSet. type: string example: CJQZQ0-S nullable: true date: description: The date on which the price is calculated. type: string format: date example: '2023-01-26' nullable: true yieldCurveDate3M: description: Returns the 3M yield curve date in 'YYYY-MM-DD' format. type: string format: date example: '2023-04-30' nullable: true yieldCurveDate6M: description: Returns the 6M yield curve date in 'YYYY-MM-DD' format. type: string format: date example: '2023-07-31' nullable: true yieldCurveDate1Y: description: Returns the 1Y yield curve date in 'YYYY-MM-DD' format. type: string format: date example: '2024-01-31' nullable: true yieldCurveDate2Y: description: Returns the 2Y yield curve date in 'YYYY-MM-DD' format. type: string format: date example: '2025-01-31' nullable: true yieldCurveDate3Y: description: Returns the 3Y yield curve date in 'YYYY-MM-DD' format. type: string format: date example: '2026-01-31' nullable: true yieldCurveDate4Y: description: Returns the 4Y yield curve date in 'YYYY-MM-DD' format. type: string format: date example: '2027-01-31' nullable: true yieldCurveDate5Y: description: Returns the 5Y yield curve date in 'YYYY-MM-DD' format. type: string format: date example: '2028-01-31' nullable: true yieldCurveDate6Y: description: Returns the 6Y yield curve date in 'YYYY-MM-DD' format. type: string format: date example: '2029-01-31' nullable: true yieldCurveDate7Y: description: Returns the 7Y yield curve date in 'YYYY-MM-DD' format. type: string format: date example: '2030-01-31' nullable: true yieldCurveDate8Y: description: Returns the 8Y yield curve date in 'YYYY-MM-DD' format. type: string format: date example: '2031-01-31' nullable: true yieldCurveDate9Y: description: Returns the 9Y yield curve date in 'YYYY-MM-DD' format. type: string format: date example: '2032-01-31' nullable: true yieldCurveDate10Y: description: Returns the 10Y yield curve date in 'YYYY-MM-DD' format. type: string format: date example: '2033-01-31' nullable: true yieldCurveDate15Y: description: Returns the 15Y yield curve date in 'YYYY-MM-DD' format. type: string format: date example: '2038-01-31' nullable: true yieldCurveDate20Y: description: Returns the 20Y yield curve date in 'YYYY-MM-DD' format. type: string format: date example: '2043-01-31' nullable: true yieldCurveDate25Y: description: Returns the 25Y yield curve date in 'YYYY-MM-DD' format. type: string format: date example: '2048-01-31' nullable: true yieldCurveDate30Y: description: Returns the 30Y yield curve date in 'YYYY-MM-DD' format. type: string format: date example: '2053-01-31' nullable: true yieldCurveDate40Y: description: Returns the 40Y yield curve date in 'YYYY-MM-DD' format. type: string format: date example: '2063-01-31' nullable: true ytmCurve3M: description: Returns the 3M yield to maturity. type: number format: double example: 4.71383 nullable: true ytmCurve6M: description: Returns the 6M yield to maturity. type: number format: double example: 4.85789 nullable: true ytmCurve1Y: description: Returns the 1Y yield to maturity. type: number format: double example: 4.87322 nullable: true ytmCurve2Y: description: Returns the 2Y yield to maturity. type: number format: double example: 4.31165 nullable: true ytmCurve3Y: description: Returns the 3Y yield to maturity. type: number format: double example: 3.94318 nullable: true ytmCurve4Y: description: Returns the 4Y yield to maturity. type: number format: double example: 3.84834 nullable: true ytmCurve5Y: description: Returns the 5Y yield to maturity. type: number format: double example: 3.77094 nullable: true ytmCurve6Y: description: Returns the 6Y yield to maturity. type: number format: double example: 3.75772 nullable: true ytmCurve7Y: description: Returns the 7Y yield to maturity. type: number format: double example: 3.70533 nullable: true ytmCurve8Y: description: Returns the 8Y yield to maturity. type: number format: double example: 3.68161 nullable: true ytmCurve9Y: description: Returns the 9Y yield to maturity. type: number format: double example: 3.69604 nullable: true ytmCurve10Y: description: Returns the 10Y yield to maturity. type: number format: double example: 3.75209 nullable: true ytmCurve15Y: description: Returns the 15Y yield to maturity. type: number format: double example: 4.15736 nullable: true ytmCurve20Y: description: Returns the 20Y yield to maturity. type: number format: double example: 4.55024 nullable: true ytmCurve25Y: description: Returns the 25Y yield to maturity. type: number format: double example: 4.73328 nullable: true ytmCurve30Y: description: Returns the 30Y yield to maturity. type: number format: double example: 4.76396 nullable: true ytmCurve40Y: description: Returns the 40Y yield to maturity. type: number format: double example: 4.61172 nullable: true bondMeta: title: Bond Meta Response Object type: object properties: requestId: description: Identifier that was used for the request. type: string example: US45905URL07 fsymId: description: FactSet Regional Security Identifier. Six alpha-numeric characters, excluding vowels, with an -R suffix (XXXXXX-R). Identifies the security's best regional security data series per currency. For equities, all primary listings per region and currency are allocated a regional-level permanent identifier. The regional-level permanent identifier will be available once a SEDOL representing the region/currency has been allocated and the identifiers are on FactSet. type: string example: CJQZQ0-S nullable: true date: description: The date on which the price is calculated. type: string format: date example: '2023-01-26' nullable: true classification: description: Returns the top level sector classification of the instrument. type: string example: GovernmentRelated nullable: true maturityDate: description: The date on which the principal amount of the security becomes due and payable, as stated in the terms of the security. Available only for `corporate bonds` and `municipal bonds`. type: string format: date example: '2025-03-03' nullable: true assumedMaturityDate: description: The assumed maturity date on which the principal amount of the security becomes due and payable. This is controlled by the evaluator and represents the maturity date being used in the market. Available only for `corporate bonds`. type: string format: date example: null nullable: true defaulted: description: Indicates if an instrument is default or not. Available only for `corporate bonds`. type: string example: N nullable: true isin: description: The ISIN (International Securities Identification Number) to which the price data applies. type: string example: US45905URL07 nullable: true cusip: description: Unique CUSIP identifier for the instrument to which the price data applies. type: string example: 45905URL0 nullable: true vendorId: description: Returns the Vendor ID. type: string example: US45905URL07 nullable: true ticker: description: The IHS Markit ticker for the organization. Available only for `corporate bonds` and `asset-backed security bonds`. type: string example: IBRD nullable: true setId: description: EVB internal identifier of instrumentSet. Available only for `corporate bonds`. type: number example: 684 nullable: true benchmarkISIN: description: The ISIN of the benchmark instrument. Available only for `corporate bonds`. type: string example: US91282CGD74 nullable: true benchmarkCUSIP: description: The CUSIP of the benchmark instrument. Available only for `corporate bonds`. type: string example: 91282CGD7 nullable: true name: description: Returns full bond name (issuer name-coupon rate-maturity year) type: string example: Intl Bk for Recon & Dev 2.125 03-Mar-2025 nullable: true issuerName: description: Returns the short name of the issuer. Available only for `corporate bonds` and 'municipal bonds'. type: string example: Intl Bk for Recon & Dev nullable: true benchmarkName: description: The name of the benchmark instrument. Available only for `corporate bonds`. type: string example: USGB 4.25 12/31/24 nullable: true perpetual: description: Shows that a maturity date is not specified for the instrument. Available only for `corporate bonds`. type: string example: N nullable: true region: description: Region of the coupon currency. Available only for `corporate bonds`. type: string example: Americas nullable: true tier: description: The code representing the bond seniority type. Available only for `corporate bonds`. type: string example: SNRFOR nullable: true issueName: description: Name of the instrument. Available only for `municipal bonds`. type: string example: null nullable: true bondTicker: description: Returns the bond specific ticker. Available only for `asset-backed security bonds`. type: string example: null nullable: true indexTrancheName: description: The field shows Index Tranche Name. Available only for `asset-backed security bonds`. type: string example: null nullable: true redemption: description: Returns the indication of whether the bond is run to maturity or to the optional redemption/call. Available only for `asset-backed security bonds`. type: string example: null nullable: true bondSensitivityResponse: type: object title: Bond Sensitivity Response description: Array of Bond Sensitivity Response Objects properties: data: type: array items: $ref: '#/components/schemas/bondSensitivity' ids: title: Ids description: 'Security or Entity identifiers. FactSet Identifiers, tickers, CUSIP, ISIN and SEDOL are accepted input. ' type: array items: type: string minItems: 1 maxItems: 2000 example: - US45905URL07 calendar: type: string enum: - FIVEDAY - SEVENDAY - LOCAL default: FIVEDAY description: Calendar of data returned. SEVENDAY includes weekends. LOCAL calendar will default to the securities' trading calendar which excludes date records for respective holiday periods. example: FIVEDAY bondPrices: title: Bond Prices Response Object type: object properties: requestId: description: Identifier that was used for the request. type: string example: US45905URL07 fsymId: description: FactSet Regional Security Identifier. Six alpha-numeric characters, excluding vowels, with an -R suffix (XXXXXX-R). Identifies the security's best regional security data series per currency. For equities, all primary listings per region and currency are allocated a regional-level permanent identifier. The regional-level permanent identifier will be available once a SEDOL representing the region/currency has been allocated and the identifiers are on FactSet. type: string example: CJQZQ0-S nullable: true currency: description: Returns the coupon currency .Available only available for `corporate and asset-backed security bonds`. type: string example: USD nullable: true date: description: The date on which the price is calculated. type: string format: date example: '2023-01-26' nullable: true cleanBidPrice: description: The bid price of the instrument. type: number format: double example: 95.74477 nullable: true cleanMidPrice: description: The bid price of the instrument. type: number format: double example: 95.77036 nullable: true cleanAskPrice: description: The bid price of the instrument. type: number format: double example: 95.79596 nullable: true dirtyBidPrice: description: The price of the bond plus the interest that is accrued between coupon payments, based on the bid price. Available only for `corporate bonds`. type: number format: double example: 96.61248 nullable: true dirtyMidPrice: description: The price of the bond plus the interest that is accrued between coupon payments, based on the mid price. Available only for `corporate bonds`. type: number format: double example: 96.63807 nullable: true dirtyAskPrice: description: The price of the bond plus the interest that is accrued between coupon payments, based on the bid price. Available only for `corporate bonds`. type: number format: double example: 96.66367 nullable: true pv: description: The present variation per one basis point change in yield, based on the mid price .Available only for `corporate bonds`. type: number format: double example: 1.96728 nullable: true bidPriceDate: description: The date the bid price is valued to. Available only for `municipal bonds`. type: string format: date example: null nullable: true midPriceDate: description: The date the mid price is valued to. Available only for `municipal bonds`. type: string format: date example: null nullable: true askPriceDate: description: The date the ask price is valued to. Available only for `municipal bonds`. type: string format: date example: null nullable: true bidPriceType: description: Bid price type for the given identifier. Available only for `municipal bonds`. type: string example: null nullable: true midPriceType: description: Mid price type for the given identifier .Available only for `municipal bonds`. type: string example: null askPriceType: description: Ask price type for the given identifier .Available only for `municipal bonds`. type: string example: null nullable: true endDate: type: string description: 'The end date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to previous close. Future dates (T+1) are not accepted in this endpoint. ' example: '2021-12-31' bondSpread: title: Bond Spread Response Object type: object properties: requestId: description: Identifier that was used for the request. type: string example: US45905URL07 fsymId: description: FactSet Regional Security Identifier. Six alpha-numeric characters, excluding vowels, with an -R suffix (XXXXXX-R). Identifies the security's best regional security data series per currency. For equities, all primary listings per region and currency are allocated a regional-level permanent identifier. The regional-level permanent identifier will be available once a SEDOL representing the region/currency has been allocated and the identifiers are on FactSet. type: string example: CJQZQ0-S nullable: true date: description: The date on which the price is calculated. type: string format: date example: '2023-01-26' nullable: true actualCDSBondBasisMid: description: The difference between the CDS spread interpolated to the bond maturity and the asset swap spread of the bond .Available only for `corporate bonds` type: number format: double example: null nullable: true actualIMMCDSBondBasis: description: The difference between the CDS spread interpolated to the IMM date immediately following the bond maturity,and the asset swap spread of the bond .Available only for `corporate bonds` type: number format: double example: null nullable: true CDSBondBasisDate: description: The date of the CDS Bond Basis .Available only for `corporate bonds` type: string format: date example: null nullable: true bidDiscountMargin: description: The discount margin of a Floating Rate Note,denominated in basis points, based on the evaluated bid price. Discount margin is the return earned in addition to the index underlying the floating rate security .Available only for `corporate bonds` and `asset-backed security bonds`. type: number format: double example: null nullable: true midDiscountMargin: description: The discount margin of a Floating RateNote, denominate in basis points, based on the evaluated mid price. Discount margin is the return earned in addition to the index underlying the floating rate security .Available only for `corporate bonds` and `asset-backed security bonds`. type: number format: double example: null nullable: true askDiscountMargin: description: The discount margin of a Floating Rate Note, denominated in basis points, based on the evaluated ask price. Discount margin is the return earned in addition to the index underlying the floating rate security. Available only for `corporate bonds` and `asset-backed security bonds`. type: number format: double example: null nullable: true bidOAS: description: The Option Adjusted Spread (OAS), based on the bid price. OAS is the flat spread which has to be added to the treasury yield curve in a pricing model (that accounts for embedded options) to discount a security payment to match its market price. Available only for `corporate bonds` type: number format: double example: null nullable: true midOAS: description: The Option Adjusted Spread (OAS), based on the mid price. OAS is the flat spread which has to be added to the treasury yield curve in a pricing model (that accounts for embedded options) to discount a security payment to match its market price .Available only for `corporate bonds` and `asset-backed security bonds`. type: number format: double example: null nullable: true askOAS: description: The Option Adjusted Spread (OAS), based on the ask price. OAS is the flat spread which has to be added to the treasury yield curve in a pricing model (that accounts for embedded options) to discount a security payment to match its market price. Available only for `corporate bonds` type: number format: double example: null nullable: true bidAssetSwapSpread: description: The bid asset swap spread in the currency of the instrument. Asset Swap Spread is the difference between the yield of an instrument and the LIBOR curve .Available only for `corporate bonds` and `asset-backed security bonds`. type: number format: double example: -14.02804 nullable: true midAssetSwapSpread: description: The mid asset swap spread in the currency of the instrument. Asset Swap Spread is the difference between the yield of an instrument and the LIBOR curve .Available only for `corporate bonds`. type: number format: double example: -15.30298 nullable: true askAssetSwapSpread: description: The ask asset swap spread in the currency of the instrument. Asset Swap Spread is the difference between the yield of an instrument and the LIBOR curve .Available only for `corporate bonds`. type: number format: double example: -16.57834 nullable: true bidZSpread: description: The bid Z spread of the instrument, based on the bid price. Z spread is the constant spread that will make the price of an instrument equal to the present value of its cash flows, when added to the yield at each point on the spot rate treasury curve, where a cash flow is received. Available only for `corporate bonds`. type: number format: double example: -14.33783 nullable: true midZSpread: description: The bid Z spread of the instrument, based on the mid price. Z spread is the constant spread that will make the price of an instrument equal to the present value of its cash flows, when added to the yield at each point on the spot rate treasury curve, where a cash flow is received .Available only for `corporate bonds`. type: number format: double example: -15.63881 nullable: true askZSpread: description: The bid Z spread of the instrument, based on the ask price. Z spread is the constant spread that will make the price of an instrument equal to the present value of its cash flows, when added to the yield at each point on the spot rate treasury curve, where a cash flow is received .Available only for `corporate bonds`. type: number format: double example: -16.93988 nullable: true bidGSpread: description: The G spread of the instrument, based on the bid price. G spread is the difference between the yield to maturity of the bond and the linearly interpolated yield to the same maturity on an appropriate government curve. Available only for `corporate bonds`. type: number format: double example: 7.76769 nullable: true midGSpread: description: The G spread of the instrument, based on the mid price. G spread is the difference between the yield to maturity of the bond and the linearly interpolated yield to the same maturity on an appropriate government curve. Available only for `corporate bonds`. type: number format: double example: 6.8439 nullable: true askGSpread: description: The G spread of the instrument, based on the ask price. G spread is the difference between the yield to maturity of the bond and the linearly interpolated yield to the same maturity on an appropriate government curve. Available only for `corporate bonds`. type: number format: double example: 5.92011 nullable: true bidYieldSpreadvBenchmark: description: The spread of the instrument bid yield against the assigned benchmark bid yield. Available only for `corporate bonds`. type: number format: double example: 1.8 nullable: true midYieldSpreadvBenchmark: description: The spread of the instrument mid yield against the assigned benchmark mid yield. Available only for `corporate bonds`. type: number format: double example: 0.9 nullable: true askYieldSpreadvBenchmark: description: The spread of the instrument ask yield against the assigned benchmark ask yield. Available only for `corporate bonds`. type: number format: double example: 0 nullable: true bidAskPriceSpread: description: The difference between the ask price and the bid price. type: number format: double example: 0.05119 nullable: true bidAskYieldSpread: description: The difference between the ask yield and bid yield .Available only for `corporate bonds`. type: number format: double example: 2.65437 nullable: true bidSTWSpread: description: The difference, in terms of spread, between the bid yield to worst and the yield to maturity of the treasury bond with the closest maturity to the yieldToWorstDate. Available only for `corporate bonds`. type: number format: double example: null nullable: true midISpread: description: The I spread of the bond, based on the mid price. I spread is the difference between the yield to maturity of the bond and the linearly interpolated yield to the same maturity on an appropriate reference curve. Available only for `corporate bonds`. type: number format: double example: -15.93663 nullable: true midWALTreasurySpread: description: The value of Mid Spread to treasuries at same WAL of the bond. Available only for `asset-backed security bonds`. type: number format: double example: null nullable: true midEDSFSpread: description: The mid spread to the Euro Dollar Synthetic Futures(EDSF) curve used in evaluated price of the instrument. Available only for `asset-backed security bonds`. type: number format: double example: null nullable: true treasurySwapSpread: description: Swap spread to treasuries for same maturity of the treasury bond and swap. Available only for `asset-backed security bonds`. type: number format: double example: null nullable: true midSwapSpread: description: The mid spread to swaps .Available only for `asset-backed security bonds`. type: number format: double example: null nullable: true bondYieldResponse: type: object title: Bond Yield Response description: Array of Bond Yield Response Objects properties: data: type: array items: $ref: '#/components/schemas/bondYield' bondYieldRequest: title: Bond Yield Request Body description: Bond Yield request body elements type: object properties: ids: $ref: '#/components/schemas/ids' startDate: $ref: '#/components/schemas/startDate' endDate: $ref: '#/components/schemas/endDate' frequency: $ref: '#/components/schemas/frequency' calendar: $ref: '#/components/schemas/calendar' required: - ids absDetails: title: ABS Details Response Object type: object properties: requestId: description: Identifier that was used for the request. type: string example: US05522RDC97 fsymId: description: FactSet Regional Security Identifier. Six alpha-numeric characters, excluding vowels, with an -R suffix (XXXXXX-R). Identifies the security's best regional security data series per currency. For equities, all primary listings per region and currency are allocated a regional-level permanent identifier. The regional-level permanent identifier will be available once a SEDOL representing the region/currency has been allocated and the identifiers are on FactSet. type: string example: V1D5YM-S nullable: true date: description: The date on which the price is calculated. type: string format: date example: '2023-01-26' nullable: true cdr: description: A vector of conditional default rate assumption used in the evaluated price of the instrument. CDR represents the percentage of outstanding principal balances in the pool that are in default. type: string example: '0' nullable: true cpr: description: Returns the flat CPR that would equate to the same weighted average life (WAL) projection for Agency CMOs as the base case CPR vector type: number format: double example: null nullable: true factor: description: The representation of the amount of the principal of an amortizing bond that has been paid out or written down since issuance, expressed as a percentage of the original total principal type: number format: double example: 1 nullable: true estimatedFactor: description: The projected agency pool factor between factor date and the day the actual factor is reported to investors (only applicable for agency passthrough securities). type: number format: double example: null nullable: true bidPricePreFactor: description: Returns the agency pool bid price that is adjusted to account for prepayment expectations during the first five business days of the month before the factors are reported. type: number format: double example: null nullable: true midPricePreFactor: description: Returns the agency pool mid price that is adjusted to account for prepayment expectations during the first five business days of the month before the factors are reported. type: number format: double example: null nullable: true askPricePreFactor: description: Returns the agency pool ask price that is adjusted to account for prepayment expectations during the first five business days of the month before the factors are reported. type: number format: double example: null nullable: true CPREstimatePreFactor: description: Returns the agency pool CPR estimate that is adjusted to account for prepayment expectations during the first five business days of the month before the factors are reported. type: number format: double example: null nullable: true liquidity: description: Returns the market liquidity score. type: number format: double example: 1 nullable: true payUp: description: Returns the number of ticks, in 32nds format, above the TBA price. type: number format: double example: null nullable: true payUpDescription: description: Returns the specified pool characteristics being used to drive the pay-up. type: string example: null nullable: true prePayRate: description: '''Returns a vector of values of speed used in the evaluated price of the instrument. It is the estimated rate at which borrowers pays off the obligations that underlies an instrument.' type: number format: double example: 20 nullable: true prePayType: description: Returns the type of prepayment speed used in the evaluated price of the instrument. type: string example: SMM nullable: true severity: description: Returns a vector of Loss Severity assumption used in evaluated price of the instrument. It is the percentage of the principal applied to the defaulted loan balance. type: number format: double example: 0 nullable: true wal: description: Returns the Weighted Average Life of the instrument. type: number format: double example: 0.886 nullable: true WALPrincipal: description: Returns the Weighted Average Life of the instrument. type: number format: double example: 0.886 nullable: true 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: /markit-bond-prices/v1/{endpoint} message: description: The plain text error message type: string example: Validation Error subErrors: description: Sub-Errors related to the error message. Null if not applicable. type: object nullable: true 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 bondCouponRequest: title: Bond Coupon Request Body description: Bond Coupon request body elements type: object properties: ids: $ref: '#/components/schemas/ids' startDate: $ref: '#/components/schemas/startDate' endDate: $ref: '#/components/schemas/endDate' frequency: $ref: '#/components/schemas/frequency' calendar: $ref: '#/components/schemas/calendar' required: - ids bondCouponResponse: type: object title: Bond Coupon Response description: Array of Bond Coupon Response Objects properties: data: type: array items: $ref: '#/components/schemas/bondCoupon' bondSensitivityRequest: title: Bond Sensitivity Request Body description: Bond Sensitivity request body elements type: object properties: ids: $ref: '#/components/schemas/ids' startDate: $ref: '#/components/schemas/startDate' endDate: $ref: '#/components/schemas/endDate' frequency: $ref: '#/components/schemas/frequency' calendar: $ref: '#/components/schemas/calendar' required: - ids startDate: type: string description: 'The start date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to previous close. Future dates (T+1) are not accepted in this endpoint. ' example: '2021-01-01' bondMetaResponse: type: object title: Bond Meta Response description: Array of Bond Meta Response Objects properties: data: type: array items: $ref: '#/components/schemas/bondMeta' bondMetaRequest: title: Bond Meta Request Body description: Bond Meta request body elements type: object properties: ids: $ref: '#/components/schemas/ids' startDate: $ref: '#/components/schemas/startDate' endDate: $ref: '#/components/schemas/endDate' frequency: $ref: '#/components/schemas/frequency' calendar: $ref: '#/components/schemas/calendar' required: - ids bondSpreadResponse: type: object title: Bond Spread Response description: Array of Bond Spread Response Objects properties: data: type: array items: $ref: '#/components/schemas/bondSpread' bondPricesRequest: title: Bond Prices Request Body description: Bond Prices request body elements type: object properties: ids: $ref: '#/components/schemas/ids' startDate: $ref: '#/components/schemas/startDate' endDate: $ref: '#/components/schemas/endDate' frequency: $ref: '#/components/schemas/frequency' calendar: $ref: '#/components/schemas/calendar' required: - ids bondIssuerYieldCurveRequest: title: Bond Issuer Yield Curve Request Body description: Bond Issuer Yield Curve request body elements type: object properties: ids: $ref: '#/components/schemas/ids' startDate: $ref: '#/components/schemas/startDate' endDate: $ref: '#/components/schemas/endDate' frequency: $ref: '#/components/schemas/frequency' calendar: $ref: '#/components/schemas/calendar' required: - ids absDetailsRequest: title: ABS Details Request Body description: ABS Details request body elements type: object properties: ids: $ref: '#/components/schemas/idsABS' startDate: $ref: '#/components/schemas/startDate' endDate: $ref: '#/components/schemas/endDate' frequency: $ref: '#/components/schemas/frequency' calendar: $ref: '#/components/schemas/calendar' required: - ids bondIssuerYieldCurveResponse: type: object title: Bond Issuer Yield Curve Response description: Array of Bond Issuer Yield Curve Response Objects properties: data: type: array items: $ref: '#/components/schemas/bondIssuerYieldCurve' absDetailsResponse: type: object title: 'ABS Details Response ' description: Array of ABS Details Response Objects properties: data: type: array items: $ref: '#/components/schemas/absDetails' bondSpreadRequest: title: Bond Spread Request Body description: Bond Spread request body elements type: object properties: ids: $ref: '#/components/schemas/ids' startDate: $ref: '#/components/schemas/startDate' endDate: $ref: '#/components/schemas/endDate' frequency: $ref: '#/components/schemas/frequency' calendar: $ref: '#/components/schemas/calendar' required: - ids frequency: type: string enum: - D - W - M - AM - CQ - FQ - AY - CY - FY 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 * **FQ** = Fiscal Quarter of the company.\n * **AY** = Actual Annual, based on the start date.\n * **CY** = Calendar Annual, based on the last trading day of the calendar year.\n * **FY** = Fiscal Annual, based on the last trading day of the company's fiscal year.\n" example: D bondSensitivity: title: Bond Sensitivity Response Object type: object properties: requestId: description: Identifier that was used for the request. type: string example: US45905URL07 fsymId: description: FactSet Regional Security Identifier. Six alpha-numeric characters, excluding vowels, with an -R suffix (XXXXXX-R). Identifies the security's best regional security data series per currency. For equities, all primary listings per region and currency are allocated a regional-level permanent identifier. The regional-level permanent identifier will be available once a SEDOL representing the region/currency has been allocated and the identifiers are on FactSet. type: string example: CJQZQ0-S nullable: true date: description: The date on which the price is calculated. type: string format: date example: '2023-01-26' nullable: true bidConvexity: description: Measures the change of Duration with the change in yield,based on the bid price .Available only for `corporate bonds` and `municipal bonds`. type: number format: double example: 5.83 nullable: true midConvexity: description: Measures the change of duration with the change in yield,based on the mid price .Available only for `corporate bonds` type: number format: double example: 5.83 nullable: true askConvexity: description: Measures the change of duration with the change in yield,based on the ask price .Available only for `corporate bonds` type: number format: double example: 5.83 nullable: true bidEffectiveConvexity: description: The effective convexity based on the bid price .Available only for `corporate bonds`. type: number format: double example: 4.86286 nullable: true midEffectiveConvexity: description: The effective convexity based on the mid price .Available only for `corporate bonds`. type: number format: double example: 4.86481 nullable: true askEffectiveConvexity: description: ' The effective convexity based on the ask price. Available only for `corporate bonds`.' type: number format: double example: 4.86676 nullable: true bidEffectiveDuration: description: A duration calculation for bonds with embedded options,based on the bid price. Effective duration takes into account that expected cash flows fluctuate as interest rates change. Available only for `corporate bonds` type: number format: double example: 1.9278 nullable: true midEffectiveDuration: description: A duration calculation for bonds with embedded options,based on the mid price. Effective duration takes into account that expected cash flows fluctuate as interest rates change .Available only for `corporate bonds`. type: number format: double example: 1.92845 nullable: true askEffectiveDuration: description: A duration calculation for bonds with embedded options,based on the ask price. Effective duration takes into account that expected cash flows fluctuate as interest rates change. Available only for `corporate bonds` type: number format: double example: 1.9291 nullable: true bidMacaulayDuration: description: The weighted average maturity of bond, where the weights are relative discounted cash flows in each period,based on the bid price .Available only for `corporate bonds`. type: number format: double example: 2.04 nullable: true midMacaulayDuration: description: The weighted average maturity of bond, where the weights are relative discounted cash flows in each period,based on the mid price .Available only for `corporate bonds`. type: number format: double example: 2.04 nullable: true askMacaulayDuration: description: The weighted average maturity of bond, where the weights are relative discounted cash flows in each period,based on the ask price .Available only for `corporate bonds`. type: number format: double example: 2.04 nullable: true bidModifiedDuration: description: The first derivative of the bond price, with respect to yield,based on the bid price. type: number format: double example: 2 nullable: true midModifiedDuration: description: The first derivative of the bond price, with respect to yield,based on the mid price. Available only for `corporate bonds`. type: number format: double example: 2 nullable: true askModifiedDuration: description: The first derivative of the bond price, with respect to yield,based on the ask price. Available only for `corporate bonds`. type: number format: double example: 2 nullable: true examples: badRequestInvalidParameters: summary: Bad Request - Invalid Parameters description: This error message occurs when user is passing invalid parameter. Please check the API specification for valid parameters value: status: Bad Request timestamp: '2020-07-23 11:03:40.765' path: /markit-bond-prices/v1/{endpoint} message: 'Invalid Parameter (s): fakeParameterName1 fakeParameterName2. Please modify your request to use parameters outlined in the specification for this endpoint.' 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: /markit-bond-prices/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: '2020-07-02 09:48:29.18' path: /markit-bond-prices/v1/{endpoint} message: Error writing JSON output subErrors: null missingHistoryAccess: summary: Missing History Access description: The USERNAME-SERIAL attempted to request the startDate and endDate parameters 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: /markit-bond-prices/v1/{endpoint} message: USERNAME-SERIAL is missing additional permissions for the parameters startDate and endDate 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 Available only support 'application/json'. value: status: Unsupported Media Type timestamp: '2020-07-02 09:42:27.237' path: /markit-bond-prices/v1/{endpoint} message: text/html media type is not supported. Supported media types are application/json. subErrors: null 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: '2020-07-02 10:36:01.944' path: /markit-bond-prices/v1/{endpoint} message: Unexpected error subErrors: null 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: /markit-bond-prices/v1/{endpoint} message: The request took too long. Try again with a smaller request. 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: /markit-bond-prices/v1/{endpoint} message: USERNAME-SERIAL does not have permission to use /markit-bind-prices-and-analytics/v1/{endpoint} 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: /markit-bond-prices/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: /markit-bond-prices/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: /markit-bond-prices/v1/{endpoint} message: The parameter 'ids' is required and may not be empty. subErrors: null parameters: ids: name: ids in: query required: true schema: type: array items: type: string minItems: 1 maxItems: 2000 explode: false description: 'Security or Entity identifiers. FactSet Identifiers, tickers, CUSIP, ISIN and SEDOL are accepted as input.

***ids limit** = 2000 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.

* ' examples: oneId: summary: Single id value: - US45905URL07 multipleIds: summary: Multiple ids value: - US45905URL07 - US01030LCU70 frequency: name: frequency in: query schema: type: string enum: - D - W - M - AM - CQ - FQ - AY - CY - FY 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 * **FQ** = Fiscal Quarter of the company.\n * **AY** = Actual Annual, based on the start date.\n * **CY** = Calendar Annual, based on the last trading day of the calendar year.\n * **FY** = Fiscal Annual, based on the last trading day of the company's fiscal 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 Fiscal Quarterly: summary: FQ - Fiscal Quarter of the company value: FQ 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 Fiscal Annual: summary: FY - Fiscal Annual - based on the last trading day of the company's fiscal year. value: FY startDate: name: startDate in: query required: false schema: type: string description: 'The start date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to previous close. Future dates (T+1) are not accepted in this endpoint. ' example: '2021-01-01' endDate: name: endDate in: query required: false schema: type: string description: 'The end date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to previous close. Future dates (T+1) are not accepted in this endpoint. ' example: '2021-12-31' calendar: name: calendar in: query schema: type: string enum: - FIVEDAY - SEVENDAY - LOCAL default: FIVEDAY description: Calendar of data returned. SEVENDAY includes weekends. LOCAL calendar will default to the securities' trading calendar which excludes date records for respective holiday periods. example: FIVEDAY idsABS: name: ids in: query required: true schema: type: array items: type: string minItems: 1 maxItems: 2000 explode: false description: 'Security or Entity identifiers. FactSet Identifiers, tickers, CUSIP, ISIN and SEDOL are accepted as input.

***ids limit** = 2000 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.

* ' examples: oneId: summary: Single id value: - US05522RDC97 multipleIds: summary: Multiple ids value: - US05522RDC97 - US065606AD71 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' Bad Request - Missing History Access: $ref: '#/components/examples/missingHistoryAccess' '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 - Invalid Parameter: $ref: '#/components/examples/badRequestInvalidParameters' Bad Request - Malformed JSON: $ref: '#/components/examples/badRequestMalformedJSON' Bad Request - Read Timeout: $ref: '#/components/examples/badRequestReadTimeout' securitySchemes: basicAuth: type: http scheme: basic externalDocs: url: https://developer.factset.com/api-catalog/analytics-datastore-api description: API Documentation