openapi: 3.0.3
info:
title: Factset Analytics Datastore About Notation 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: Notation
paths:
/debtInstrument/keyFigures/notation/get:
get:
tags:
- Notation
operationId: get/debtInstrument/keyFigures/notation/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 Key Figures of a Debt Instrument.
description: Key figures of a debt instrument. The key figures are calculated using delayed prices with an additional delay of 10 minutes after an update of the debt instrument's price. Special product features such as the right to a maturity extension, an attached option, or convertibility are not considered for the key figure calculation. Further, a calculation is not performed for perpetual products and for products with variable interest rate.
parameters:
- name: id
in: query
schema:
type: string
format: id64
x-positive: true
description: Identifier of a notation.
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
responses:
'200':
$ref: '#/components/responses/GetDebtInstrumentKeyFiguresNotationGet200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/debtInstrument/notation/screener/search:
post:
tags:
- Notation
operationId: post/debtInstrument/notation/screener/search
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: 10
x-supportsPermissionDeniedResponse: false
summary: Factset Screener for Debt Instruments' Notations Based on Debt Instrument-specific Parameters.
description: Screener for debt instruments' notations based on debt instrument-specific parameters. The result is limited to the notations that satisfy all the 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.
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/PostDebtInstrumentNotationScreenerSearchRequest'
responses:
'200':
$ref: '#/components/responses/PostDebtInstrumentNotationScreenerSearch200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/debtInstrument/notation/screener/valueRanges/get:
post:
tags:
- Notation
operationId: post/debtInstrument/notation/screener/valueRanges/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 Possible Values and Value Ranges for the Parameters Used in the Endpoint `/debtinstrument/notation/screener/search.`
description: The endpoint returns the possible values and value ranges for the parameters used in the endpoint `/debtInstrument/notation/screener/search`. It allows to request the values and value ranges only for a restricted set of notations that match predefined parameters. The functionality may be used to pre-fill the values and value ranges of the parameters of the `/debtInstrument/notation/screener/search` endpoint so that performing a search always leads to a non-empty set of notations. 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.
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/PostDebtInstrumentNotationScreenerValueRangesGetRequest'
responses:
'200':
$ref: '#/components/responses/PostDebtInstrumentNotationScreenerValueRangesGet200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/instrument/getByNotation:
get:
tags:
- Notation
operationId: get/instrument/getByNotation
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
description: Basic data for an instrument.
summary: Factset Basic Data for an Instrument.
parameters:
- name: id
in: query
schema:
type: string
format: id64
x-positive: true
description: Identifier of a notation.
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
- name: _language
in: query
schema:
type: string
format: isoLanguage
description: ISO 639-1 code of the language.
maxLength: 2
minLength: 2
exclusiveMinimum: false
exclusiveMaximum: false
responses:
'200':
$ref: '#/components/responses/GetInstrumentGetByNotation200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/instrument/notation/list:
post:
tags:
- Notation
operationId: post/instrument/notation/list
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: 1
x-supportsPermissionDeniedResponse: false
summary: Factset List of Active, Entitled Notations for a Set of Instruments.
description: List of active, entitled notations for a set of instruments. By default the list of notations (per instrument) is sorted descending by the trading volume, averaged over one month. All identifiers used as parameters must be valid and entitled.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostInstrumentNotationListRequest'
required: false
responses:
'200':
$ref: '#/components/responses/PostInstrumentNotationList200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/get:
get:
tags:
- Notation
operationId: get/notation/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
description: Basic data for a notation.
summary: Factset Basic Data for a Notation.
parameters:
- name: identifier
in: query
schema:
type: string
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
required: true
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
- name: _language
in: query
schema:
type: string
format: isoLanguage
description: ISO 639-1 code of the language.
maxLength: 2
minLength: 2
exclusiveMinimum: false
exclusiveMaximum: false
responses:
'200':
$ref: '#/components/responses/GetNotationGet200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/list:
get:
tags:
- Notation
operationId: get/notation/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
description: Basic data for a list of notations.
summary: Factset Basic Data for a List of Notations.
parameters:
- name: identifiers
in: query
schema:
description: Set of identifiers to resolve.
type: array
nullable: false
items:
type: string
minLength: 3
exclusiveMinimum: false
maxLength: 50
exclusiveMaximum: false
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
uniqueItems: true
minItems: 1
maxItems: 100
required: true
style: form
explode: false
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
- name: _language
in: query
schema:
type: string
format: isoLanguage
description: ISO 639-1 code of the language.
maxLength: 2
minLength: 2
exclusiveMinimum: false
exclusiveMaximum: false
responses:
'200':
$ref: '#/components/responses/GetNotationList200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/category/list:
post:
tags:
- Notation
operationId: post/notation/category/list
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: 2
x-supportsPermissionDeniedResponse: false
description: List of categories assigned to a specific notation the application is entitled to see. Optionally it is possible to restrict the output to only list those for a specific category dataset.
summary: Factset List of Categories Assigned to a Specific Notation the Application Is Entitled to See.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostNotationCategoryListRequest'
required: false
responses:
'200':
$ref: '#/components/responses/PostNotationCategoryList200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/crossReference/getByFactSetMarketSymbol:
get:
tags:
- Notation
operationId: get/notation/crossReference/getByFactSetMarketSymbol
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: Translate a Factset Market Symbol to a Notation.
description: Translate a FactSet market symbol to a notation. This symbol is also known as TICKER_EXCHANGE.
parameters:
- name: factSetMarketSymbol
in: query
schema:
type: string
maxLength: 32
exclusiveMaximum: false
minLength: 1
exclusiveMinimum: false
description: Market symbol defined by FactSet to identify a notation (i.e. TICKER_EXCHANGE).
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
- name: _language
in: query
schema:
type: string
format: isoLanguage
description: ISO 639-1 code of the language.
maxLength: 2
minLength: 2
exclusiveMinimum: false
exclusiveMaximum: false
responses:
'200':
$ref: '#/components/responses/GetNotationCrossReferenceGetByFactSetMarketSymbol200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/crossReference/listByInstrument:
post:
tags:
- Notation
operationId: post/notation/crossReference/listByInstrument
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 List of Entitled Notations.
description: List of entitled notations.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostNotationCrossReferenceListByInstrumentRequest'
required: false
responses:
'200':
$ref: '#/components/responses/PostNotationCrossReferenceListByInstrument200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/crossReference/listByISIN:
post:
tags:
- Notation
operationId: post/notation/crossReference/listByISIN
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 List of Entitled Notations.
description: List of entitled notations.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostNotationCrossReferenceListByISINRequest'
required: false
responses:
'200':
$ref: '#/components/responses/PostNotationCrossReferenceListByISIN200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/crossReference/listBySymbol:
post:
tags:
- Notation
operationId: post/notation/crossReference/listBySymbol
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 List of Entitled Notations.
description: List of entitled notations. Symbols are not globally unique; therefore, a given symbol interpreted in different markets might refer to different instruments.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostNotationCrossReferenceListBySymbolRequest'
required: false
responses:
'200':
$ref: '#/components/responses/PostNotationCrossReferenceListBySymbol200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/crossReference/factSetIdentifier/get:
get:
tags:
- Notation
operationId: get/notation/crossReference/factSetIdentifier/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Retrieve Factset Identifiers for a Given Notation.
description:
Retrieve FactSet identifiers for a given notation. Security and listing-level identifiers are always included, regional level identifiers are included, if available.
parameters:
- name: identifier
in: query
schema:
type: string
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
required: true
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
responses:
'200':
$ref: '#/components/responses/GetNotationCrossReferenceFactSetIdentifierGet200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/crossReference/factSetIdentifier/listByFactSetIdentifier:
post:
tags:
- Notation
operationId: post/notation/crossReference/factSetIdentifier/listByFactSetIdentifier
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: Retrieve a List of Notations for a Given Factset Identifier.
description:
Retrieve a list of notations for a given FactSet identifier, grouped by regional identifiers, if available. Listings without a regional identifier are grouped at the end of the response.
The notation corresponding to the security's primary listing has the attributes regional.isPrimary and regional.listing.isPrimary both set to true.The security's primary listing might not be among the results depending on the entitlement.
See the group description for more information about the security's primary listing.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostNotationCrossReferenceFactSetIdentifierListByFactSetIdentifierRequest'
required: true
responses:
'200':
$ref: '#/components/responses/PostNotationCrossReferenceFactSetIdentifierListByFactSetIdentifier200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/crossReference/factSetIdentifier/listByInstrument:
post:
tags:
- Notation
operationId: post/notation/crossReference/factSetIdentifier/listByInstrument
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: Retrieve a List of Factset Identifiers for a Given Instrument.
description: Retrieve a list of FactSet identifiers for a given instrument, grouped by regional identifiers, if available. Listings without a regional identifier are grouped at the end of the response.
The notation corresponding to the security's primary listing has the attributes regional.isPrimary and regional.listing.isPrimary both set to true.The security's primary listing might not be among the results depending on the entitlement.
The result contains only notations that have at least one FactSet identifier (see listing.permanentIdentifier, listing.tickerExchange).
See the group description for more information about the security's primary listing.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostNotationCrossReferenceFactSetIdentifierListByInstrumentRequest'
required: true
responses:
'200':
$ref: '#/components/responses/PostNotationCrossReferenceFactSetIdentifierListByInstrument200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/keyFigures/year/10/get:
get:
tags:
- Notation
operationId: get/notation/keyFigures/year/10/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset End-of-day (eod) Key Figures for the Time Range of Ten Years.
description: End-of-day (EOD) key figures for the time range of ten years.
parameters:
- name: identifier
in: query
schema:
type: string
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
required: true
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
responses:
'200':
$ref: '#/components/responses/GetNotationKeyFiguresYear10Get200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/keyFigures/year/10/list:
get:
tags:
- Notation
operationId: get/notation/keyFigures/year/10/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset End-of-day (eod) Key Figures for the Time Range of Ten Years, for a List of Notations.
description: End-of-day (EOD) key figures for the time range of ten years, for a list of notations.
parameters:
- name: identifiers
in: query
schema:
description: Set of identifiers to resolve.
type: array
nullable: false
items:
type: string
minLength: 3
exclusiveMinimum: false
maxLength: 50
exclusiveMaximum: false
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
uniqueItems: true
minItems: 1
maxItems: 100
required: true
style: form
explode: false
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
responses:
'200':
$ref: '#/components/responses/GetNotationKeyFiguresYear10List200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/keyFigures/month/1/get:
get:
tags:
- Notation
operationId: get/notation/keyFigures/month/1/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset End-of-day (eod) Key Figures for the Time Range of One Month.
description: End-of-day (EOD) key figures for the time range of one month.
parameters:
- name: identifier
in: query
schema:
type: string
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
required: true
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
responses:
'200':
$ref: '#/components/responses/GetNotationKeyFiguresMonth1Get200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/keyFigures/month/1/list:
get:
tags:
- Notation
operationId: get/notation/keyFigures/month/1/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset End-of-day (eod) Key Figures for the Time Range of One Month, for a List of Notations.
description: End-of-day (EOD) key figures for the time range of one month, for a list of notations.
parameters:
- name: identifiers
in: query
schema:
description: Set of identifiers to resolve.
type: array
nullable: false
items:
type: string
minLength: 3
exclusiveMinimum: false
maxLength: 50
exclusiveMaximum: false
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
uniqueItems: true
minItems: 1
maxItems: 100
required: true
style: form
explode: false
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
responses:
'200':
$ref: '#/components/responses/GetNotationKeyFiguresMonth1List200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/keyFigures/week/1/get:
get:
tags:
- Notation
operationId: get/notation/keyFigures/week/1/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset End-of-day (eod) Key Figures for the Time Range of One Week.
description: End-of-day (EOD) key figures for the time range of one week.
parameters:
- name: identifier
in: query
schema:
type: string
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
required: true
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
responses:
'200':
$ref: '#/components/responses/GetNotationKeyFiguresWeek1Get200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/keyFigures/week/1/list:
get:
tags:
- Notation
operationId: get/notation/keyFigures/week/1/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset End-of-day (eod) Key Figures for the Time Range of One Week, for a List of Notations.
description: End-of-day (EOD) key figures for the time range of one week, for a list of notations.
parameters:
- name: identifiers
in: query
schema:
description: Set of identifiers to resolve.
type: array
nullable: false
items:
type: string
minLength: 3
exclusiveMinimum: false
maxLength: 50
exclusiveMaximum: false
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
uniqueItems: true
minItems: 1
maxItems: 100
required: true
style: form
explode: false
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
responses:
'200':
$ref: '#/components/responses/GetNotationKeyFiguresWeek1List200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/keyFigures/year/1/get:
get:
tags:
- Notation
operationId: get/notation/keyFigures/year/1/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset End-of-day (eod) Key Figures for the Time Range of One Year.
description: End-of-day (EOD) key figures for the time range of one year.
parameters:
- name: identifier
in: query
schema:
type: string
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
required: true
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
responses:
'200':
$ref: '#/components/responses/GetNotationKeyFiguresYear1Get200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/keyFigures/year/1/list:
get:
tags:
- Notation
operationId: get/notation/keyFigures/year/1/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset End-of-day (eod) Key Figures for the Time Range of One Year, for a List of Notations.
description: End-of-day (EOD) key figures for the time range of one year, for a list of notations.
parameters:
- name: identifiers
in: query
schema:
description: Set of identifiers to resolve.
type: array
nullable: false
items:
type: string
minLength: 3
exclusiveMinimum: false
maxLength: 50
exclusiveMaximum: false
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
uniqueItems: true
minItems: 1
maxItems: 100
required: true
style: form
explode: false
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
responses:
'200':
$ref: '#/components/responses/GetNotationKeyFiguresYear1List200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/keyFigures/month/3/get:
get:
tags:
- Notation
operationId: get/notation/keyFigures/month/3/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset End-of-day (eod) Key Figures for the Time Range of Three Months.
description: End-of-day (EOD) key figures for the time range of three months.
parameters:
- name: identifier
in: query
schema:
type: string
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
required: true
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
responses:
'200':
$ref: '#/components/responses/GetNotationKeyFiguresMonth3Get200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/keyFigures/month/3/list:
get:
tags:
- Notation
operationId: get/notation/keyFigures/month/3/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset End-of-day (eod) Key Figures for the Time Range of Three Months, for a List of Notations.
description: End-of-day (EOD) key figures for the time range of three months, for a list of notations.
parameters:
- name: identifiers
in: query
schema:
description: Set of identifiers to resolve.
type: array
nullable: false
items:
type: string
minLength: 3
exclusiveMinimum: false
maxLength: 50
exclusiveMaximum: false
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
uniqueItems: true
minItems: 1
maxItems: 100
required: true
style: form
explode: false
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
responses:
'200':
$ref: '#/components/responses/GetNotationKeyFiguresMonth3List200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/keyFigures/year/3/get:
get:
tags:
- Notation
operationId: get/notation/keyFigures/year/3/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset End-of-day (eod) Key Figures for the Time Range of Three Years.
description: End-of-day (EOD) key figures for the time range of three years.
parameters:
- name: identifier
in: query
schema:
type: string
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
required: true
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
responses:
'200':
$ref: '#/components/responses/GetNotationKeyFiguresYear3Get200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/keyFigures/year/3/list:
get:
tags:
- Notation
operationId: get/notation/keyFigures/year/3/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset End-of-day (eod) Key Figures for the Time Range of Three Years, for a List of Notations.
description: End-of-day (EOD) key figures for the time range of three years, for a list of notations.
parameters:
- name: identifiers
in: query
schema:
description: Set of identifiers to resolve.
type: array
nullable: false
items:
type: string
minLength: 3
exclusiveMinimum: false
maxLength: 50
exclusiveMaximum: false
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
uniqueItems: true
minItems: 1
maxItems: 100
required: true
style: form
explode: false
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
responses:
'200':
$ref: '#/components/responses/GetNotationKeyFiguresYear3List200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/keyFigures/year/5/get:
get:
tags:
- Notation
operationId: get/notation/keyFigures/year/5/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset End-of-day (eod) Key Figures for the Time Range of Five Years.
description: End-of-day (EOD) key figures for the time range of five years.
parameters:
- name: identifier
in: query
schema:
type: string
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
required: true
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
responses:
'200':
$ref: '#/components/responses/GetNotationKeyFiguresYear5Get200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/keyFigures/year/5/list:
get:
tags:
- Notation
operationId: get/notation/keyFigures/year/5/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset End-of-day (eod) Key Figures for the Time Range of Five Years, for a List of Notations.
description: End-of-day (EOD) key figures for the time range of five years, for a list of notations.
parameters:
- name: identifiers
in: query
schema:
description: Set of identifiers to resolve.
type: array
nullable: false
items:
type: string
minLength: 3
exclusiveMinimum: false
maxLength: 50
exclusiveMaximum: false
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
uniqueItems: true
minItems: 1
maxItems: 100
required: true
style: form
explode: false
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
responses:
'200':
$ref: '#/components/responses/GetNotationKeyFiguresYear5List200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/keyFigures/month/6/get:
get:
tags:
- Notation
operationId: get/notation/keyFigures/month/6/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset End-of-day (eod) Key Figures for the Time Range of Six Months.
description: End-of-day (EOD) key figures for the time range of six months.
parameters:
- name: identifier
in: query
schema:
type: string
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
required: true
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
responses:
'200':
$ref: '#/components/responses/GetNotationKeyFiguresMonth6Get200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/keyFigures/month/6/list:
get:
tags:
- Notation
operationId: get/notation/keyFigures/month/6/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset End-of-day (eod) Key Figures for the Time Range of Six Months, for a List of Notations.
description: End-of-day (EOD) key figures for the time range of six months, for a list of notations.
parameters:
- name: identifiers
in: query
schema:
description: Set of identifiers to resolve.
type: array
nullable: false
items:
type: string
minLength: 3
exclusiveMinimum: false
maxLength: 50
exclusiveMaximum: false
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
uniqueItems: true
minItems: 1
maxItems: 100
required: true
style: form
explode: false
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
responses:
'200':
$ref: '#/components/responses/GetNotationKeyFiguresMonth6List200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/keyFigures/year/7/get:
get:
tags:
- Notation
operationId: get/notation/keyFigures/year/7/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset End-of-day (eod) Key Figures for the Time Range of Seven Years.
description: End-of-day (EOD) key figures for the time range of seven years.
parameters:
- name: identifier
in: query
schema:
type: string
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
required: true
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
responses:
'200':
$ref: '#/components/responses/GetNotationKeyFiguresYear7Get200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/keyFigures/year/7/list:
get:
tags:
- Notation
operationId: get/notation/keyFigures/year/7/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset End-of-day (eod) Key Figures for the Time Range of Seven Years, for a List of Notations.
description: End-of-day (EOD) key figures for the time range of seven years, for a list of notations.
parameters:
- name: identifiers
in: query
schema:
description: Set of identifiers to resolve.
type: array
nullable: false
items:
type: string
minLength: 3
exclusiveMinimum: false
maxLength: 50
exclusiveMaximum: false
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
uniqueItems: true
minItems: 1
maxItems: 100
required: true
style: form
explode: false
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
responses:
'200':
$ref: '#/components/responses/GetNotationKeyFiguresYear7List200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/keyFigures/yearToDate/get:
get:
tags:
- Notation
operationId: get/notation/keyFigures/yearToDate/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset End-of-day (eod) Key Figures for the Time Range Year-to-date (ytd)..
description: End-of-day (EOD) key figures for the time range year-to-date (YTD). The time range YTD begins with the last trading day of the previous calendar year for which EOD prices are available and ends with the most recent trading day of the current calendar year for which EOD prices are available..
parameters:
- name: identifier
in: query
schema:
type: string
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
required: true
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
responses:
'200':
$ref: '#/components/responses/GetNotationKeyFiguresYearToDateGet200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/keyFigures/yearToDate/list:
get:
tags:
- Notation
operationId: get/notation/keyFigures/yearToDate/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset End-of-day (eod) Key Figures for the Time Range Year-to-date (ytd), for a List of Notations..
description: End-of-day (EOD) key figures for the time range year-to-date (YTD), for a list of notations. The time range YTD begins with the last trading day of the previous calendar year for which EOD prices are available and ends with the most recent tradingday of the current calendar year for which EOD prices are available..
parameters:
- name: identifiers
in: query
schema:
description: Set of identifiers to resolve.
type: array
nullable: false
items:
type: string
minLength: 3
exclusiveMinimum: false
maxLength: 50
exclusiveMaximum: false
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
uniqueItems: true
minItems: 1
maxItems: 100
required: true
style: form
explode: false
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
responses:
'200':
$ref: '#/components/responses/GetNotationKeyFiguresYearToDateList200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/keyFigures/tradingDay/average/get:
get:
tags:
- Notation
operationId: get/notation/keyFigures/tradingDay/average/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
description: Average end-of-day (EOD) key figures for different trading days periods. A trading day is a calendar day on that trading of the notation was possible.
summary: Factset Average End-of-day (eod) Key Figures for Different Trading Days Periods.
parameters:
- name: identifier
in: query
schema:
type: string
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
required: true
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
responses:
'200':
$ref: '#/components/responses/GetNotationKeyFiguresTradingDayAverageGet200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/market/list:
post:
tags:
- Notation
operationId: post/notation/market/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: true
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 2
x-supportsPermissionDeniedResponse: false
description: "List of markets with entitled notations. The list contains only markets with at least one active and entitled notation. \nAll identifiers used as parameters must be valid and entitled."
summary: Factset List of Markets With Entitled Notations.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostNotationMarketListRequest'
required: false
responses:
'200':
$ref: '#/components/responses/PostNotationMarketList200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/selectionList/list:
get:
tags:
- Notation
operationId: get/notation/selectionList/list
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
description: Set of custom notation-level selection lists.
summary: Factset Set of Custom Notation-level Selection Lists.
responses:
'200':
$ref: '#/components/responses/GetNotationSelectionListList200Response'
parameters:
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/selectionList/listByNotation:
get:
tags:
- Notation
operationId: get/notation/selectionList/listByNotation
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
description: For each given notation, returns the notation-level selection lists of which the notation is a member.
summary: Factset for Each Given Notation, Returns the Notation-level Selection Lists of Which the Notation Is a Member.
parameters:
- name: identifiers
in: query
schema:
description: Set of identifiers to resolve.
type: array
nullable: false
items:
type: string
minLength: 3
exclusiveMinimum: false
maxLength: 50
exclusiveMaximum: false
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
uniqueItems: true
minItems: 1
maxItems: 100
required: true
style: form
explode: false
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
responses:
'200':
$ref: '#/components/responses/GetNotationSelectionListListByNotation200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/selectionList/members/list:
post:
tags:
- Notation
operationId: post/notation/selectionList/members/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: 6
x-supportsPermissionDeniedResponse: false
summary: Factset List of Notations Belonging to a Notation-level Selection List.
description: List of notations belonging to a notation-level selection list.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostNotationSelectionListMembersListRequest'
required: false
responses:
'200':
$ref: '#/components/responses/PostNotationSelectionListMembersList200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/status/get:
get:
tags:
- Notation
operationId: get/notation/status/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: true
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
description: Intraday trading status of a notation.
The endpoint is subscribable to provide push updates. See attribute `_subscriptionMinimalInterval` for valid update rates.
summary: Factset Intraday Trading Status of a Notation.
parameters:
- name: identifier
in: query
schema:
type: string
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
required: true
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: quality
in: query
schema:
type: string
description: Quality of the trading status. The trading status and related data for a notation cannot be retrieved in end-of-day quality (EOD).
default: DLY
x-enum-description:
- 'Real-time: trading status with minimal technical processing delays.'
- 'Delayed: trading status with an exchange-imposed delay of usually 15 to 30 minutes.'
- 'Best: choose the trading status quality with the least delay, as entitled for the client.'
enum:
- RLT
- DLY
- BST
required: false
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
- description: Minimum number of milliseconds at which updates are sent.
name: _subscriptionMinimumInterval
in: query
schema:
type: number
format: int32
default: 5000
x-enum-description:
- 1 second
- 5 seconds
- 10 seconds
- 30 seconds
- 60 seconds
- 300 seconds
enum:
- 1000
- 5000
- 10000
- 30000
- 60000
- 300000
responses:
'200':
$ref: '#/components/responses/GetNotationStatusGet200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/search/basic:
get:
tags:
- Notation
operationId: get/notation/search/basic
x-supportsOffsetBasedPaging: true
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset Basic Search for Notations.
description: Search for a notation whose ISIN, specified NSINs, name, or symbol match the search value according to a tolerant full-text match algorithm. If more than one notation of an instrument matches, only the notation with the highest monetary trading volume, averaged over one month, is considered. Better matching results appear in the response before less relevant matches. If the parameter popularity is set to true, the popularity of the notation is the primary sort criterion. Popularity is affected mostly by the request frequency of the notation.
parameters:
- name: searchValue
in: query
schema:
type: string
minLength: 3
exclusiveMinimum: false
maxLength: 200
exclusiveMaximum: false
pattern: ^[ -!#-&(-+--/0-:=?-Za-z\w"]*$
description: Full-text search string. It may be enclosed in double quotes ("). No escaping is provided, therefore it is impossible to specify a search string containing double quotes. Relevance of word starts is indicated by a phrase starting with a space character, such as " daimler".
required: true
- name: nsins
in: query
schema:
description: A set of NSIN kinds to consider in the search. If the parameter is absent or the value is empty, all valid NSIN kinds are searched.
type: array
nullable: false
items:
type: string
x-enum-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.
- 'The Valor number (German: Valorennummer) of the instrument. The Valor number is an integer number that uniquely identifies an instrument.'
- The CUSIP (Committee on Uniform Security Identification Procedures) or CINS (CUSIP International Numbering System) identifier of the instrument. These numbers are 9-character codes of digits and upper-case letters that uniquely identify an instrument.
- The SEDOL or IDII for the notation; see entity class "SEDOL or IDII" for details.
enum:
- wkn
- valor
- cusip
- sedol
uniqueItems: true
style: form
explode: false
- name: assetClass
in: query
schema:
type: string
description: A parameter to limit the output to a particular asset class.
x-enum-description:
- An index is an instrument representing a statistical measure of changes in a group of data points. An index has a well-defined calculation method. An index may have index constituents, selected according to a well-defined set of rules.
- A stock, also known as stock certificate or share, represents the partitioned capital stock of a company. The capital stock of a company constitutes the equity stake of its owners.
- A fund is a supply of capital belonging to numerous investors that is used to collectively purchase securities while each investor retains ownership and control of his or her own shares.
- An exchange traded fund (ETF) is a security that tracks an index, a commodity or a basket of assets like an index fund, but trades like a stock on an exchange. ETFs experience price changes throughout the day as they are bought and sold.
- A debt instrument is an interest-bearing or interest-earning financial instrument, which is generally used for long-term debt financing and investment.
- An investment product is a securitized derivatives product which allows the investor to participate in the performance of the underlying financial instrument.
- A leveraged product is a securitized derivatives product which allows the investor to participate with a leverage in the performance of the underlying financial instrument.
- A currency cross rate is an exchange rate between two main currencies.
- A commodity is a marketable item produced to satisfy market requirements. Economic commodities comprise both goods and services.
- An option is a derivatives contract that represents a contract sold by one party (the option writer) to another party (the option holder). The contract offers the buyer the right, but not the obligation, to buy (call) or sell (put) a particular underlying asset at an agreed price (the strike price) on a specific exercise date (European-style option) or during a period of time up to that exercise date (American-style option).
- A future is a derivatives contract that represents a contractual agreement to buy or sell a particular underlying asset at a pre-determined price on a specific date in the future. A future contract details the quality and quantity of the underlying asset. Some future contracts may require a physical delivery of the asset, whereas others are settled in cash. In contrast to a forward (traded over-the-counter (OTC)), a future is a standardized derivative traded on a futures exchange.
- An interest rate is the rate at which interest is paid by borrowers for the use of money borrowed from a lender. Specifically, the interest rate is a percentage of the principal.
- Rights are securities that allow the owner to participate at the securitized right.
enum:
- index
- stock
- fund
- etf
- debt
- investmentProduct
- leveragedProduct
- currency
- commodity
- option
- future
- interestRate
- right
- name: onlyActive
in: query
schema:
type: boolean
description: If true, restricts the result to active notations.
default: true
required: false
- name: popularity
in: query
schema:
type: boolean
default: false
description: If true, the results are sorted by descending popularity.
required: false
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
- name: _language
in: query
schema:
type: string
format: isoLanguage
description: ISO 639-1 code of the language.
maxLength: 2
minLength: 2
exclusiveMinimum: false
exclusiveMaximum: false
- description: Non-negative number of entries to skip, or 0 (default).
name: _paginationOffset
in: query
schema:
type: number
format: int32
minimum: 0
exclusiveMinimum: false
default: 0
- description: Non-negative maximum number of entries to return.
name: _paginationLimit
in: query
schema:
type: number
format: int32
minimum: 0
exclusiveMinimum: false
maximum: 500
exclusiveMaximum: false
default: 20
responses:
'200':
$ref: '#/components/responses/GetNotationSearchBasic200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/notation/searchByText:
post:
tags:
- Notation
operationId: post/notation/searchByText
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: 6
x-supportsPermissionDeniedResponse: false
summary: Factset Text-based Search for Notations.
description: "Text-based search for notations in selected identifier and name attributes according to a tolerant full-text match algorithm. The results satisfy all selected filters; sorting by various attributes is possible. If more than one notation of an instrument matches, only the notation with the best market priority (according to the parameter `market.priority`) or, in the absence of market priorities, only the notation with the highest trading volume, averaged over one month, is considered. \n All identifiers used as parameters must be valid and entitled."
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostNotationSearchByTextRequest'
required: true
responses:
'200':
$ref: '#/components/responses/PostNotationSearchByText200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/securitizedDerivative/keyFigures/notation/get:
get:
tags:
- Notation
operationId: get/securitizedDerivative/keyFigures/notation/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 Notation-based Key Figures of a Securitized Derivative.
description: "Notation-based key figures of a securitized derivative. Not all key figures are applicable and/or calculated for all types of securitized derivatives. Following, some frequently used references: \n\nCover ratio - see attribute `underlyings.coverRatio` in endpoint `/securitizedDerivative/underlying/list`.\n\nVarious barrier types (e.g. strike, knock in) - see endpoint `/securitizedDerivative/barrier/type/list`.\n\nExercise right - see attribute `exercise.right` in endpoint `/securitizedDerivative/get`.\n\nIssue price - see attribute `issue.price` in endpoint `/securitizedDerivative/get`.\n\nAsk price - see attribute `prices.ask`.\n\nBid price - see attribute `prices.bid`."
parameters:
- name: id
in: query
schema:
type: string
format: id64
x-positive: true
description: Identifier of a notation.
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
- name: _language
in: query
schema:
type: string
format: isoLanguage
description: ISO 639-1 code of the language.
maxLength: 2
minLength: 2
exclusiveMinimum: false
exclusiveMaximum: false
responses:
'200':
$ref: '#/components/responses/GetSecuritizedDerivativeKeyFiguresNotationGet200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/securitizedDerivative/notation/ranking/intraday/list:
post:
tags:
- Notation
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
/securitizedDerivative/notation/screener/valueRanges/get:
post:
tags:
- Notation
operationId: post/securitizedDerivative/notation/screener/valueRanges/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 Possible Values and Value Ranges for the Parameters Used in the Endpoint `/securitizedderivative/notation/screener/search`.
description: "The endpoint returns the possible values and value ranges for the parameters used in the endpoint `/securitizedDerivatives/notation/screener/search`. It allows to request the values and value ranges only for a restricted set of notations that match predefined parameters. 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. The functionality may be used to pre-fill the values and value ranges of the parameters of the `/securitizedDerivatives/notation/screener/search` endpoint so that performing a search always leads to a non-empty list of notations. Lists of distinct values, e.g. identifiers, are sorted descending by the number of notations for each value.\n\n Since some underlyings, e.g. an index or a performance difference of a stock and an index (alpha structure), do not represent a directly tradable asset, they do not have a price in the classical\nsense. Therefore, the term \"level\" is used instead of \"price\", e.g. underlying level instead of underlying price.\n\n The endpoint does not support possible values and value ranges for securitized derivatives with multiple underlyings, thus only securitized derivatives with a single underlying are considered.\n\n The possible values and value ranges 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."
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/PostSecuritizedDerivativeNotationScreenerValueRangesGetRequest'
responses:
'200':
$ref: '#/components/responses/PostSecuritizedDerivativeNotationScreenerValueRangesGet200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/securitizedDerivative/notation/screener/search:
post:
tags:
- Notation
operationId: post/securitizedDerivative/notation/screener/search
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: 10
x-supportsPermissionDeniedResponse: false
summary: Factset Screener for Securitized Derivatives's Notations Based on Securitized Derivatives-specific Parameters.
description: "Screener for securitized derivatives's notations based on securitized derivatives-specific parameters. The result is limited to the notations that satisfy all the 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. All identifiers used as parameters must be valid and entitled.\n\n Since some underlyings, e.g. an index or a performance difference of a stock and an index (alpha structure), do not represent a directly tradable asset, they do not have a price in the classical\nsense. Therefore, the term \"level\" is used instead of \"price\", e.g. underlying level instead of underlying price.\n\n The endpoint does not support the search for securitized derivatives with multiple underlyings, thus only securitized derivatives with a single underlying are returned in the result.\n\n 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."
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/PostSecuritizedDerivativeNotationScreenerSearchRequest'
responses:
'200':
$ref: '#/components/responses/PostSecuritizedDerivativeNotationScreenerSearch200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/stock/composite/profile/getByNotation:
get:
tags:
- Notation
operationId: get/stock/composite/profile/getByNotation
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Provides key elements of a stock profile together with the profile of the issuing company.
description: Provides key elements of a stock profile together with the profile of the issuing company.
parameters:
- name: identifier
in: query
schema:
type: string
pattern: ^([B-DF-HJ-NP-TV-Z0-9]{6}-[LR])|([A-Z0-9.]{1,47}-[A-Z0-9]{2,4})|([0-9]{3,20})$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
required: true
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
- name: _language
in: query
schema:
type: string
format: isoLanguage
description: ISO 639-1 code of the language.
maxLength: 2
minLength: 2
exclusiveMinimum: false
exclusiveMaximum: false
responses:
'200':
$ref: '#/components/responses/GetStockCompositeProfileGetByNotation200Response'
/stock/notation/keyFigures/benchmark/month/1/get:
get:
tags:
- Notation
operationId: get/stock/notation/keyFigures/benchmark/month/1/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: End-of-day (EOD) benchmark key figures of a stock for the time range of one month.
description: End-of-day (EOD) benchmark key figures of a stock for the time range of one month.
parameters:
- name: identifier
in: query
schema:
type: string
pattern: ^([B-DF-HJ-NP-TV-Z0-9]{6}-[LR])|([A-Z0-9.]{1,47}-[A-Z0-9]{2,4})|([0-9]{3,20})$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
required: true
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: idNotationBenchmark
in: query
schema:
type: array
nullable: false
items:
type: string
format: id64
x-positive: true
uniqueItems: true
minItems: 1
maxItems: 3
description: 'List of identifiers of benchmark notations. See the group description for the list
of valid values.'
style: form
explode: false
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
- name: _language
in: query
schema:
type: string
format: isoLanguage
description: ISO 639-1 code of the language.
maxLength: 2
minLength: 2
exclusiveMinimum: false
exclusiveMaximum: false
responses:
'200':
$ref: '#/components/responses/GetStockNotationKeyFiguresBenchmarkMonth1Get200Response'
/stock/notation/keyFigures/benchmark/week/1/get:
get:
tags:
- Notation
operationId: get/stock/notation/keyFigures/benchmark/week/1/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: End-of-day (EOD) benchmark key figures of a stock for the time range of one week.
description: End-of-day (EOD) benchmark key figures of a stock for the time range of one week.
parameters:
- name: identifier
in: query
schema:
type: string
pattern: ^([B-DF-HJ-NP-TV-Z0-9]{6}-[LR])|([A-Z0-9.]{1,47}-[A-Z0-9]{2,4})|([0-9]{3,20})$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
required: true
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: idNotationBenchmark
in: query
schema:
type: array
nullable: false
items:
type: string
format: id64
x-positive: true
uniqueItems: true
minItems: 1
maxItems: 3
description: 'List of identifiers of benchmark notations. See the group description for the list
of valid values.'
style: form
explode: false
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
- name: _language
in: query
schema:
type: string
format: isoLanguage
description: ISO 639-1 code of the language.
maxLength: 2
minLength: 2
exclusiveMinimum: false
exclusiveMaximum: false
responses:
'200':
$ref: '#/components/responses/GetStockNotationKeyFiguresBenchmarkWeek1Get200Response'
/stock/notation/keyFigures/benchmark/year/1/get:
get:
tags:
- Notation
operationId: get/stock/notation/keyFigures/benchmark/year/1/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: End-of-day (EOD) benchmark key figures of a stock for the time range of one year.
description: End-of-day (EOD) benchmark key figures of a stock for the time range of one year.
parameters:
- name: identifier
in: query
schema:
type: string
pattern: ^([B-DF-HJ-NP-TV-Z0-9]{6}-[LR])|([A-Z0-9.]{1,47}-[A-Z0-9]{2,4})|([0-9]{3,20})$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
required: true
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: idNotationBenchmark
in: query
schema:
type: array
nullable: false
items:
type: string
format: id64
x-positive: true
uniqueItems: true
minItems: 1
maxItems: 3
description: 'List of identifiers of benchmark notations. See the group description for the list
of valid values.'
style: form
explode: false
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
- name: _language
in: query
schema:
type: string
format: isoLanguage
description: ISO 639-1 code of the language.
maxLength: 2
minLength: 2
exclusiveMinimum: false
exclusiveMaximum: false
responses:
'200':
$ref: '#/components/responses/GetStockNotationKeyFiguresBenchmarkYear1Get200Response'
/stock/notation/keyFigures/benchmark/month/3/get:
get:
tags:
- Notation
operationId: get/stock/notation/keyFigures/benchmark/month/3/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: End-of-day (EOD) benchmark key figures of a stock for the time range of three months.
description: End-of-day (EOD) benchmark key figures of a stock for the time range of three months.
parameters:
- name: identifier
in: query
schema:
type: string
pattern: ^([B-DF-HJ-NP-TV-Z0-9]{6}-[LR])|([A-Z0-9.]{1,47}-[A-Z0-9]{2,4})|([0-9]{3,20})$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
required: true
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: idNotationBenchmark
in: query
schema:
type: array
nullable: false
items:
type: string
format: id64
x-positive: true
uniqueItems: true
minItems: 1
maxItems: 3
description: 'List of identifiers of benchmark notations. See the group description for the list
of valid values.'
style: form
explode: false
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
- name: _language
in: query
schema:
type: string
format: isoLanguage
description: ISO 639-1 code of the language.
maxLength: 2
minLength: 2
exclusiveMinimum: false
exclusiveMaximum: false
responses:
'200':
$ref: '#/components/responses/GetStockNotationKeyFiguresBenchmarkMonth3Get200Response'
/stock/notation/keyFigures/benchmark/year/3/get:
get:
tags:
- Notation
operationId: get/stock/notation/keyFigures/benchmark/year/3/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: End-of-day (EOD) benchmark key figures of a stock for the time range of three years.
description: End-of-day (EOD) benchmark key figures of a stock for the time range of three years.
parameters:
- name: identifier
in: query
schema:
type: string
pattern: ^([B-DF-HJ-NP-TV-Z0-9]{6}-[LR])|([A-Z0-9.]{1,47}-[A-Z0-9]{2,4})|([0-9]{3,20})$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
required: true
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: idNotationBenchmark
in: query
schema:
type: array
nullable: false
items:
type: string
format: id64
x-positive: true
uniqueItems: true
minItems: 1
maxItems: 3
description: 'List of identifiers of benchmark notations. See the group description for the list
of valid values.'
style: form
explode: false
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
- name: _language
in: query
schema:
type: string
format: isoLanguage
description: ISO 639-1 code of the language.
maxLength: 2
minLength: 2
exclusiveMinimum: false
exclusiveMaximum: false
responses:
'200':
$ref: '#/components/responses/GetStockNotationKeyFiguresBenchmarkYear3Get200Response'
/stock/notation/keyFigures/benchmark/year/5/get:
get:
tags:
- Notation
operationId: get/stock/notation/keyFigures/benchmark/year/5/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: End-of-day (EOD) benchmark key figures of a stock for the time range of five years.
description: End-of-day (EOD) benchmark key figures of a stock for the time range of five years.
parameters:
- name: identifier
in: query
schema:
type: string
pattern: ^([B-DF-HJ-NP-TV-Z0-9]{6}-[LR])|([A-Z0-9.]{1,47}-[A-Z0-9]{2,4})|([0-9]{3,20})$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
required: true
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: idNotationBenchmark
in: query
schema:
type: array
nullable: false
items:
type: string
format: id64
x-positive: true
uniqueItems: true
minItems: 1
maxItems: 3
description: 'List of identifiers of benchmark notations. See the group description for the list
of valid values.'
style: form
explode: false
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
- name: _language
in: query
schema:
type: string
format: isoLanguage
description: ISO 639-1 code of the language.
maxLength: 2
minLength: 2
exclusiveMinimum: false
exclusiveMaximum: false
responses:
'200':
$ref: '#/components/responses/GetStockNotationKeyFiguresBenchmarkYear5Get200Response'
/stock/notation/keyFigures/benchmark/month/6/get:
get:
tags:
- Notation
operationId: get/stock/notation/keyFigures/benchmark/month/6/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: End-of-day (EOD) benchmark key figures of a stock for the time range of six months.
description: End-of-day (EOD) benchmark key figures of a stock for the time range of six months.
parameters:
- name: identifier
in: query
schema:
type: string
pattern: ^([B-DF-HJ-NP-TV-Z0-9]{6}-[LR])|([A-Z0-9.]{1,47}-[A-Z0-9]{2,4})|([0-9]{3,20})$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
required: true
- name: identifierType
in: query
schema:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required: true
- name: idNotationBenchmark
in: query
schema:
type: array
nullable: false
items:
type: string
format: id64
x-positive: true
uniqueItems: true
minItems: 1
maxItems: 3
description: 'List of identifiers of benchmark notations. See the group description for the list
of valid values.'
style: form
explode: false
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
- name: _language
in: query
schema:
type: string
format: isoLanguage
description: ISO 639-1 code of the language.
maxLength: 2
minLength: 2
exclusiveMinimum: false
exclusiveMaximum: false
responses:
'200':
$ref: '#/components/responses/GetStockNotationKeyFiguresBenchmarkMonth6Get200Response'
/stock/notation/ranking/intraday/list:
post:
tags:
- Notation
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: []
/stock/notation/screener/search:
post:
tags:
- Notation
operationId: post/stock/notation/screener/search
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: 10
x-supportsPermissionDeniedResponse: false
summary: Screener for stocks' notations based on stock-specific parameters.
description: 'Screener for stocks'' notations based on stock-specific parameters. The result is limited to the notations that satisfy all the 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.
Currency dependent current figures on company level (see attribute `currentKeyFigures.company.currencyDependent`) or on share instrument level (see attribute `currentKeyFigures.shareInstrument.currencyDependent`) are only returned if the currency (see parameter `currentKeyFigures.company.currencyDependent.currency.isoCode` or parameter `currentKeyFigures.shareInstrument.currencyDependent.currency.isoCode` respectively) are set.
Parameters for up to three fiscal years might be used in one request, see attribute `reportedKeyFigures`; data is available for the ten most recent completed fiscal years. Estimates are available for the current and two consecutive fiscal years; parameters for all three might be used in one request, see attribute `estimates`. The estimated values are calculated as the average of the most recent estimates provided by all analysts in a fixed time frame of 100 days. Screening and sorting by a currency-dependent attribute is not possible if the currency (see parameter `reportedKeyFigures.currencyDependentKeyFigures.currency.isoCode` and parameter `estimates.currencyDependentEstimates.currency.isoCode` respectively) is not set. If a fiscal year for the data as of the end of a fiscal year (see parameter `reportedKeyFigures.fiscalYear`) or for the estimates (see parameter `estimates.fiscalYear`) has been selected but no currency has been set, the respective data will be returned in the currency in which it was originally reported.
A specific set of stocks can be restricted to or excluded by using customer-specific instrument or notation selection lists. Such selection 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/PostStockNotationScreenerSearchRequest'
responses:
'200':
$ref: '#/components/responses/PostStockNotationScreenerSearch200Response'
parameters: []
/stock/notation/screener/valueRanges/get:
post:
tags:
- Notation
operationId: post/stock/notation/screener/valueRanges/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: Possible values and value ranges for the parameters used in the endpoint `/stock/notation/screener/search`.
description: The endpoint returns the possible values and value ranges for the parameters used in the endpoint `/stock/notation/screener/search`. It allows to request the values and value ranges only for a restricted set of notations that match predefined parameters. The functionality may be used to pre-fill the values and value ranges of the parameters of the `/stock/notation/screener/search` endpoint so that performing a search always leads to a non-empty set of notations. 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. For more information regarding the performance and volatility parameters, see the information available in the group description of the `/notation/keyFigures/` endpoints.
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/PostStockNotationScreenerValueRangesGetRequest'
responses:
'200':
$ref: '#/components/responses/PostStockNotationScreenerValueRangesGet200Response'
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
PostNotationCrossReferenceListBySymbolRequest:
x-property-sort:
- data
- meta
description: Request Body
type: object
properties:
data:
type: object
x-property-sort:
- symbol
- filter
description: The data member contains the request's primary data.
properties:
symbol:
type: string
maxLength: 32
exclusiveMaximum: false
minLength: 1
exclusiveMinimum: false
description: Market-specific code to identify a notation.
filter:
type: object
x-property-sort:
- markets
- valueUnits
- onlyActive
description: Criteria that filter the items in the response list; only items that match all of the criteria are returned.
properties:
markets:
type: object
x-property-sort:
- ids
description: Filter for specific markets.
properties:
ids:
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
maxItems: 100
minItems: 1
description: List of market ids.
valueUnits:
type: object
x-property-sort:
- ids
description: Filter for specific value units.
properties:
ids:
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
maxItems: 100
minItems: 1
description: List of value unit ids.
onlyActive:
type: boolean
default: false
description: If true, only active notations will be returned. The term "active" reflects the fact that notations and related data is not being deleted immediately after becoming irrelevant (e.g. because the source does not provide a price anymore), but remains in general retrievable for up to 6 months.
required:
- symbol
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'
x-property-sort:
- attributes
- language
example: example_value
PostNotationMarketListRequest:
x-property-sort:
- data
- meta
description: Request Body
type: object
properties:
data:
type: object
x-property-sort:
- filter
description: The data member contains the request's primary data.
properties:
filter:
type: object
x-property-sort:
- assetClass
- country
- group
- type
description: Criteria that filter the items in the response list; only items that match all of the criteria are returned.
properties:
assetClass:
type: object
x-property-sort:
- ids
description: Asset class. Restricts the result to only markets with notations whose instruments belong to the selected asset classes.
properties:
ids:
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
maxItems: 13
uniqueItems: true
description: Set of asset class identifiers. See endpoint `/basic/assetClass/list` for valid values.
country:
type: object
x-property-sort:
- ids
description: Country of the markets.
properties:
ids:
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
maxItems: 100
uniqueItems: true
description: List of country identifiers. See endpoint `/basic/region/country/list` for valid values.
group:
type: object
x-property-sort:
- ids
description: Market group of the markets.
properties:
ids:
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
maxItems: 100
uniqueItems: true
description: Set of market group identifiers. See endpoint `/basic/market/group/list` for valid values.
type:
type: object
x-property-sort:
- ids
description: Type of the markets.
properties:
ids:
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
maxItems: 7
uniqueItems: true
description: Set of market type identifiers. See endpoint `/basic/market/type/list` for valid values.
example: example_value
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
language:
$ref: '#/components/schemas/LanguageMember'
sort:
description: Sortable attributes. The sort order is ascending unless it is prefixed with a minus sign, in which case it is descending. A list of at most 2 (possibly prefixed) attribute name(s) is allowed.
type: array
items:
type: string
enum:
- name
- -name
- count
- -count
maxItems: 2
uniqueItems: true
default:
- name
pagination:
type: object
description: Pagination attributes for the offset-based pagination strategy.
properties:
offset:
type: number
format: int32
minimum: 0
exclusiveMinimum: false
default: 0
description: Non-negative number of entries to skip, or 0 (default).
limit:
type: number
format: int32
minimum: 0
exclusiveMinimum: false
maximum: 500
exclusiveMaximum: false
default: 20
description: Non-negative maximum number of entries to return.
x-property-sort:
- offset
- limit
x-property-sort:
- attributes
- language
- sort
- pagination
example: example_value
PostNotationCrossReferenceListByInstrumentRequest:
x-property-sort:
- data
- meta
description: Request Body
type: object
properties:
data:
type: object
x-property-sort:
- identifier
- filter
description: The data member contains the request's primary data.
properties:
identifier:
type: object
x-property-sort:
- value
- type
description: Identifier and type.
properties:
value:
type: string
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[SLR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$|^[B-DF-HJ-NP-TV-Z0-9]{6}[0-9]$|^[A-Z]{2}[A-Z0-9]{9}[0-9]$|^[A-Z1-9][A-Z0-9]{5}$|^[0-9]{1,9}$|^[A-Z0-9]{8}[0-9]$
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 an instrument.
- MDG identifier of a listing.
- FactSet Permanent Identifier on security level.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol.
- SEDOL or IDII of a listing.
- ISIN of an instrument.
- WKN of an instrument.
- Valor number of an instrument.
- CUSIP or CINS identifier of an instrument
enum:
- idInstrument
- idNotation
- fdsPermanentIdentifierSecurity
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
- tickerExchange
- tickerRegion
- sedol
- isin
- wkn
- valor
- cusip
required:
- value
- type
filter:
type: object
x-property-sort:
- markets
- valueUnits
- onlyActive
description: Criteria that filter the items in the response list; only items that match all of the criteria are returned.
properties:
markets:
type: object
x-property-sort:
- ids
description: Filter for specific markets.
properties:
ids:
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
maxItems: 100
minItems: 1
description: List of market ids.
valueUnits:
type: object
x-property-sort:
- ids
description: Filter for specific value units.
properties:
ids:
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
maxItems: 100
minItems: 1
description: List of value unit ids.
onlyActive:
type: boolean
default: false
description: If true, only active notations will be returned. The term "active" reflects the fact that notations and related data is not being deleted immediately after becoming irrelevant (e.g. because the source does not provide a price anymore), but remains in general retrievable for up to 6 months.
required:
- identifier
example: example_value
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
language:
$ref: '#/components/schemas/LanguageMember'
x-property-sort:
- attributes
- language
example: example_value
PostStockNotationScreenerSearchRequest:
type: object
properties:
data:
type: object
x-property-sort:
- validation
- stockType
- industryClassification
- company
- indexMembership
- esg
- compliance
- currentKeyFigures
- reportedKeyFigures
- benchmark
- performance
- volatility
- tradingValue
- simpleMovingAverage
- rsiWilder
- recommendation
- estimates
description: The data member contains the request's primary data.
properties:
validation:
description: Validation parameters.
type: object
x-property-sort:
- onlyActive
- onlyNotSuspended
- prices
- valueUnit
- market
- instrumentSelectionList
- notationSelectionList
properties:
onlyActive:
description: If `true`, only active notations will be returned. The term "active" reflects the fact that notations and related data are not being deleted immediately after becoming irrelevant (e.g. because the source does not provide a price anymore), but remains in general retrievable for up to 6 months.
type: boolean
default: true
onlyNotSuspended:
description: If `true`, only notations not suspended from trading will be returned.
type: boolean
default: false
prices:
description: Price-related parameters.
type: object
x-property-sort:
- quality
- latest
- previous
properties:
quality:
type: string
description: Quality of the price.
default: DLY
x-enum-description:
- 'Delayed: intraday prices with an exchange-imposed delay of usually 15 to 30 minutes.'
- 'End-of-day: prices updated once per day after the close of trading, possibly with an exchange-imposed delay of several hours or days.'
enum:
- DLY
- EOD
latest:
description: Parameters related to the presence and age of the most recent trade price.
type: object
x-property-sort:
- availableOnly
- minimumDate
properties:
availableOnly:
description: If `true`, only notations for which a trade price (even an outdated one) is available will be returned.
type: boolean
minimumDate:
description: Earliest admissible date of the most recent trade price.
type: string
format: date
previous:
description: Parameters related to the presence and age of a trade price from a preceding trading day.
type: object
x-property-sort:
- availableOnly
- minimumDate
properties:
availableOnly:
description: If `true`, only notations for which a trade price from a preceding trading day is available will be returned.
type: boolean
minimumDate:
description: Earliest admissible date of the trade price from a preceding trading day.
type: string
format: date
valueUnit:
description: Value unit selection. See endpoint `/basic/valueUnit/list` for valid values.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Specifies the value units a notation may have.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of value unit identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 50
exclude:
description: Specifies the value units a notation may not have.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of value unit identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 50
market:
description: Market-related notation selection. See endpoint `/basic/market/list` for valid values.
type: object
x-property-sort:
- selection
- priority
properties:
selection:
description: Market selection.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Specifies the markets from which a notation may originate.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of market identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
exclude:
description: Specifies the markets from which a notation may not originate.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of market identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
priority:
description: "Sequence of markets specifying the priority order of the markets for the selection of one notation per instrument. If for a given instrument with two matching notations, A and B, the market of notation A precedes the market of notation B in this list or if the market of notation B is not in this list, A is selected. If neither of the markets is in this list, the notation with the highest trading volume, averaged over one month, is selected. \n The list does not restrict the request to only those markets (use the parameter `market.selection` for that purpose)."
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
instrumentSelectionList:
description: Instrument-level restriction or exclusion.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Restriction lists. If present, the result contains only notations belonging to stock instruments that are a member of any of the provided lists.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of identifiers of restriction lists.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 3
exclude:
description: Exclusion lists. If present, the result does not contain notations belonging to stock instruments that are a member of any of the provided lists.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of identifiers of exclusion lists.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 3
notationSelectionList:
description: Notation-level restriction or exclusion.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Restriction lists. If present, the result contains only stock notations that are a member of any of the provided lists.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of identifiers of restriction lists.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 3
exclude:
description: Exclusion lists. If present, the result does not contain stock notations that are a member of any of the provided lists.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of identifiers of exclusion lists.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 3
stockType:
description: Type of stock.
type: array
nullable: false
items:
type: string
x-enum-description:
- Common stock
- Preferred stock
- Depository receipt
- Other stock
enum:
- common
- preferred
- depositoryReceipt
- other
uniqueItems: true
industryClassification:
description: Industry classification. Here, an industry is a category from any level of category system FactSet Revere Business Industry Classification System (RBICS), see endpoint `/category/listBySystem` with `id=48` for valid values.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Restriction list. Only stocks that belong to a category in the provided list are returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of category identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
maxItems: 100
exclude:
description: Exclusion list. Stocks that belong to a category in the provided list are not returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: 'Set of category identifiers. '
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
maxItems: 100
company:
description: Company-related parameters.
type: object
x-property-sort:
- country
properties:
country:
description: Country of the head office of a company. See endpoint `/basic/region/country/list` for valid values.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Restriction list. Only stocks issued by a company whose head office is located in a country in the provided list are returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of country identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
maxItems: 50
exclude:
description: Exclusion list. Stocks issued by a company whose head office is located in a country in the provided list are not returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of country identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
maxItems: 50
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
properties:
ids:
description: List of index instrument identifiers.
type: array
nullable: false
items:
type: string
format: id64
x-positive: true
maxItems: 20
esg:
description: Parameters related to Environmental, Social, and Governance (ESG) data.
type: object
x-property-sort:
- truvalueLabs
properties:
truvalueLabs:
description: ESG data provided by FactSet's Truvalue Labs.
type: object
x-property-sort:
- sasb
- sdg
properties:
sasb:
description: ESG data for categories as defined by the Sustainability Accounting Standards Board (SASB).
type: object
x-property-sort:
- allCategories
- materiality
properties:
allCategories:
description: ESG data for all 26 SASB categories.
type: object
x-property-sort:
- insight
- momentum
- ranking
properties:
insight:
description: Value range for the insight score which is a measure of a company's longer-term ESG track record. The score is less sensitive to daily events and reflect the enduring performance record of a company over time. The ESG impact of a company is scored on a 0 to 100 scale. A score of 50 represents a neutral impact. Scores above 50 indicate positive performance, and scores below reflect negative performance.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
momentum:
description: Value range for the momentum score which is a trajectory based on the upward or downward movement of the company's insight score, relative to that of all others in the universe. The ESG impact of a company is scored on a 0 to 100 scale. A score of 50 represents a neutral impact. Scores above 50 indicate positive performance, and scores below reflect negative performance.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
ranking:
description: ESG rank.
type: object
x-property-sort:
- minimum
properties:
minimum:
description: Minimum ESG rank.
type: string
x-enum-description:
- Indicates that the company's ESG rating is within the percentile range of 90% to 100% of all companies.
- Indicates that the company's ESG rating is within the percentile range of 70% to 90% (exclusive) of all companies.
- Indicates that the company's ESG rating is within the percentile range of 30% to 70% (exclusive) of all companies.
- Indicates that the company's ESG rating is within the percentile range of 10% to 30% (exclusive) of all companies.
- Indicates that the company's ESG rating is within the percentile range of 0% to 10% (exclusive) of all companies.
enum:
- leader
- aboveAverage
- average
- belowAverage
- laggard
materiality:
description: ESG data for all materiality categories.
type: object
x-property-sort:
- insight
- momentum
- ranking
properties:
insight:
description: Value range for the insight score which is a measure of a company's longer-term ESG track record. The score is less sensitive to daily events and reflect the enduring performance record of a company over time. The ESG impact of a company is scored on a 0 to 100 scale. A score of 50 represents a neutral impact. Scores above 50 indicate positive performance, and scores below reflect negative performance.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
momentum:
description: Value range for the momentum score which is a trajectory based on the upward or downward movement of the company's insight score, relative to that of all others in the universe. The ESG impact of a company is scored on a 0 to 100 scale. A score of 50 represents a neutral impact. Scores above 50 indicate positive performance, and scores below reflect negative performance.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
ranking:
description: ESG rank.
type: object
x-property-sort:
- minimum
properties:
minimum:
description: Minimum ESG rank.
type: string
x-enum-description:
- Indicates that the company's ESG rating is within the percentile range of 90% to 100% of all companies.
- Indicates that the company's ESG rating is within the percentile range of 70% to 90% (exclusive) of all companies.
- Indicates that the company's ESG rating is within the percentile range of 30% to 70% (exclusive) of all companies.
- Indicates that the company's ESG rating is within the percentile range of 10% to 30% (exclusive) of all companies.
- Indicates that the company's ESG rating is within the percentile range of 0% to 10% (exclusive) of all companies.
enum:
- leader
- aboveAverage
- average
- belowAverage
- laggard
sdg:
description: ESG data for categories based on the Sustainable Development Goals (SDG) as defined by the United Nations.
type: object
x-property-sort:
- impact
properties:
impact:
description: ESG data for the category impact which is a weighted average of individual category scores, where the weight utilized is the category score volume.
type: object
x-property-sort:
- insight
- momentum
properties:
insight:
description: Value range for the insight score which is a measure of a company's longer-term ESG track record. The score is less sensitive to daily events and reflect the enduring performance record of a company over time. The ESG impact of a company is scored on a 0 to 100 scale. A score of 50 represents a neutral impact. Scores above 50 indicate positive performance, and scores below reflect negative performance.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
momentum:
description: Value range for the momentum score which is a measure of the trend of a company's insight score. The ESG impact of a company is scored on a 0 to 100 scale. A score of 50 represents a neutral impact. Scores above 50 indicate positive performance, and scores below reflect negative performance.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
compliance:
description: Compliance properties. See endpoint `/instrument/complianceProperty/list` for the full list of compliance properties associated with instruments (across all asset classes).
type: object
x-property-sort:
- france
properties:
france:
description: Compliance properties in accordance with the French law.
type: object
x-property-sort:
- or
properties:
or:
description: List of conditions representing a combination of compliance properties joined by a logical OR operator.
type: array
nullable: false
items:
type: object
x-property-sort:
- and
properties:
and:
description: List of combinations of compliance properties joined by a logical AND operator.
type: array
nullable: false
items:
type: object
x-property-sort:
- id
- negate
properties:
id:
description: 'Identifier of a compliance property. The compliance properties with `id=4` (SRD) and `id=10` (SRD long only) are mutually exclusive.
Examples:
1. Retrieve only stocks which are compliant to all of the following: PEA, PEAPME, and SRD
`"compliance":{ "france": { "or": [{ "and": [{ "id":2, "negate":false }, {"id":3, "negate":false}, {"id":4, "negate":false}]}]}}`
2. Retrieve only stocks which are compliant to PEA or to PEAPME
`"compliance":{ "france": { "or": [{ "and": [{ "id":2, "negate":false }]}, {"and": [{ "id":3, "negate":false }]}]}}`
3. Retrieve only stocks which are compliant to PEA or to PEAPME, but are not compliant to SRD long only.
`"compliance":{ "france": { "or": [{ "and": [{ "id":2, "negate":false },{"id":10, "negate":true}]}, {"and": [{ "id":3, "negate":false},{"id":10, "negate":true}]}]}}`'
type: number
format: id32
x-positive: true
x-enum-description:
- PEA
- PEAPME
- SRD
- SRD long only
enum:
- 2
- 3
- 4
- 10
negate:
description: 'If `true`, the condition excludes stocks compliant to the compliance property. '
type: boolean
uniqueItems: true
uniqueItems: true
currentKeyFigures:
description: Parameters for stock-specific current key figures.
type: object
x-property-sort:
- company
- shareInstrument
properties:
company:
description: Company key figures.
type: object
x-property-sort:
- sharesOutstanding
- freeFloat
- currencyDependent
properties:
sharesOutstanding:
description: Value range for the number of outstanding shares.
type: object
format: int64Range
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: string
format: int64
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: string
format: int64
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
freeFloat:
description: Value range for the number of free float shares.
type: object
format: int64Range
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: string
format: int64
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: string
format: int64
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
currencyDependent:
description: Currency-dependent key figures.
type: object
x-property-sort:
- currency
- marketCapitalizationSharesOutstanding
- perShare
properties:
currency:
description: Main currency of the currency-dependent attributes.
type: object
x-property-sort:
- isoCode
properties:
isoCode:
description: ISO 4217 code of the currency.
type: string
x-enum-description:
- Euro
- US Dollar
- British Pound Sterling
- Swiss Franc
enum:
- EUR
- USD
- GBP
- CHF
required:
- isoCode
marketCapitalizationSharesOutstanding:
description: Value range for the market capitalization based on the number of outstanding shares.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
perShare:
description: Per-share key figures.
type: object
x-property-sort:
- earnings
- bookValue
- cashFlow
- sales
properties:
earnings:
description: Value range for the earnings per share, which is the company's net income from continuing operations divided by the number of shares. The earnings per share might be based on either the diluted or basic number of shares outstanding depending on how the company reports and may follow country-specific reporting patterns.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
bookValue:
description: Value range for the book value per share, which is the common equity divided by the number of common shares outstanding.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
cashFlow:
description: Value range for the cash flow per share, which is the company's gross cash flow from operating activities divided by the number of outstanding shares. The calculation method of the cash flow depends on the accounting standard used by the company.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
sales:
description: Value range for the sales per share, which is the total sales revenue divided by the diluted shares outstanding.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
required:
- currency
shareInstrument:
description: Share instrument key figures.
type: object
x-property-sort:
- sharesOutstanding
- freeFloat
- ratios
- currencyDependent
properties:
sharesOutstanding:
description: Value range for the number of outstanding shares.
type: object
format: int64Range
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: string
format: int64
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: string
format: int64
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
freeFloat:
description: Value range for the number of free float shares.
type: object
format: int64Range
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: string
format: int64
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: string
format: int64
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
ratios:
description: Ratios.
type: object
x-property-sort:
- priceEarnings
- priceBookValue
- priceCashFlow
- priceSales
- dividendYield
- earningsYield
properties:
priceEarnings:
description: Value range for the price earnings ratio, which is the most recent available end-of-day close price divided by the earnings per share.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
priceBookValue:
description: Value range for the price book value ratio, which is the most recent available end-ofday close price divided by the book value per share.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
priceCashFlow:
description: Value range for the price cash flow ratio, which is the most recent available end-ofday close price divided by the cash flow per share.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
priceSales:
description: Value range for the price sales ratio, which is the most recent available end-of-day close price divided by the sales per share.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
dividendYield:
description: Value range for the dividend yield, which is the dividend per share divided by the most recent available end-of-day close price.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
earningsYield:
description: Value range for the earnings yield, which is the earnings per share divided by the most recent available end-of-day close price.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
currencyDependent:
description: Currency-dependent key figures.
type: object
x-property-sort:
- currency
- marketCapitalizationSharesOutstanding
- perShare
properties:
currency:
description: Main currency of the currency-dependent attributes.
type: object
x-property-sort:
- isoCode
properties:
isoCode:
description: ISO 4217 code of the currency.
type: string
x-enum-description:
- Euro
- US Dollar
- British Pound Sterling
- Swiss Franc
enum:
- EUR
- USD
- GBP
- CHF
required:
- isoCode
marketCapitalizationSharesOutstanding:
description: Value range for the market capitalization based on the number of outstanding shares.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
perShare:
description: Per-share key figures.
type: object
x-property-sort:
- dividend
properties:
dividend:
description: Value range for the dividend per share.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
required:
- currency
reportedKeyFigures:
description: Parameters for stock-specific key figures as reported for a fiscal year.
type: array
nullable: false
items:
type: object
x-property-sort:
- fiscalYear
- currencyDependentKeyFigures
- ebitMargin
- ebitdaMargin
- netIncomeMargin
- grossIncomeMargin
- operatingMargin
- returnOnAssets
- returnOnEquity
- ratios
properties:
fiscalYear:
description: Since a fiscal year and a calendar year do not necessarily match with regard to their start and end dates, the year is derived as the calendar year occupied to a larger extent by the fiscal year, using a June through May fiscal year assignment. That means, fiscal years ending from the 1st of June onwards are assigned to the same calendar year. Either must be at most ten years in the past.
type: object
x-property-sort:
- yearEnd
- year
x-atMostOne: true
properties:
yearEnd:
description: Calendar year of the ending date of the fiscal year.
type: number
format: int32
year:
description: Derived fiscal year.
type: number
format: int32
currencyDependentKeyFigures:
description: Currency-dependent parameters. Selection of a currency is required to use these parameters.
type: object
x-property-sort:
- currency
- marketCapitalization
- ebit
- ebitda
- perShare
properties:
currency:
description: Currency in which the currency-dependent fiscal year key figures are expressed.
type: object
x-property-sort:
- isoCode
properties:
isoCode:
description: ISO 4217 code of the currency.
type: string
x-enum-description:
- Euro
- US Dollar
- British Pound Sterling
- Swiss Franc
enum:
- EUR
- USD
- GBP
- CHF
required:
- isoCode
marketCapitalization:
description: Value range for the market capitalization, which is the market value of the shares outstanding over all types of shares of the company.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
ebit:
description: Value range for the EBIT (earnings before interest and taxes).
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
ebitda:
description: Value range for the EBITDA (earnings before interest, taxes, depreciation, and amortization).
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
perShare:
description: Per-share parameters.
type: object
x-property-sort:
- sales
- recurringDilutedEarnings
- dividends
- bookValue
- cashFlow
properties:
sales:
description: Value range for the total sales revenue per share.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
recurringDilutedEarnings:
description: Value range for the recurring (excluding extraordinary items) diluted earnings per share, which is the ratio of the net income excluding extraordinary items, divided by the diluted shares outstanding. An extraordinary item is an atypical and infrequent gain or loss due to an unforeseeable event.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
dividends:
description: Value range for the dividends per share, which is the ratio of the total dividends paid out, divided by the shares outstanding. In general, the figure is based on the gross dividend, i.e. before taxes, except for countries with special tax regimes.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
bookValue:
description: Value range for the book value per share, which is the ratio of the book value (common equity), divided by the shares outstanding.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
cashFlow:
description: Value range for the cash flow per share, which is the ratio of the net operating cash flow, divided by the diluted shares outstanding.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
required:
- currency
ebitMargin:
description: Value range for the EBIT margin, which is the ratio of the EBIT, divided by the total sales revenue.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
ebitdaMargin:
description: Value range for the EBITDA margin, which is the ratio of the EBITDA, divided by the total sales revenue.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
netIncomeMargin:
description: Value range for the net income margin, which is the ratio of the net income, divided by the total sales revenue.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
grossIncomeMargin:
description: Value range for the gross income margin, which is the ratio of the gross income, divided by the total sales revenue.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
operatingMargin:
description: Value range for the operating margin, which is the ratio of the operating income, divided by the sales revenue.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
returnOnAssets:
description: Value range for the return on assets, which is the ratio of the net income, divided by the two-fiscal-year average of the total assets.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
returnOnEquity:
description: Value range for the return on equity (ROE), which is the ratio of the net income, divided by the two-fiscal-year average of the total shareholder's equity.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
ratios:
description: Ratio parameters.
type: object
x-property-sort:
- priceSales
- priceEarnings
- priceBookValue
- priceCashFlow
- priceFreeCashFlow
- dividendYield
- enterpriseValueEbit
- enterpriseValueEbitda
- enterpriseValueSales
- debtEquity
properties:
priceSales:
description: Value range for the ratio of the price, divided by the total sales revenue per share.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
priceEarnings:
description: Value range for the ratio of the price, divided by the reported earnings per share (basic or diluted) by the company.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
priceBookValue:
description: Value range for the ratio of the price, divided by the book value per share.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
priceCashFlow:
description: Value range for the ratio of the price, divided by the cash flow per share.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
priceFreeCashFlow:
description: Value range for the ratio of the price, divided by the free (i.e. without subtraction of dividends) cash flow per share.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
dividendYield:
description: Value range for the ratio of the dividend per share, divided by the price.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
enterpriseValueEbit:
description: Value range for the ratio of the enterprise value, divided by the EBIT.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
enterpriseValueEbitda:
description: Value range for the ratio of the enterprise value, divided by the EBITDA.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
enterpriseValueSales:
description: Value range for the ratio of the enterprise value, divided by the total amount of sales revenue.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
debtEquity:
description: Value range for the ratio of the total debt, divided by the total shareholder's equity.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
required:
- fiscalYear
maxItems: 3
benchmark:
description: Benchmark-related data.
type: object
x-property-sort:
- type
- beta
- correlation
- outperformance
properties:
type:
description: Type of benchmark.
type: string
x-enum-description:
- Key figures calculated against a local index. See the group description of `/stock/notation/keyFigures/benchmark` for the list of countries and the respective local index per country. This value restricts the result to only stocks with headquarters in those countries.
- Key figures calculated against MSCI World Index (notation 3193857), available for all stocks, regardless of the location of their headquarters.
enum:
- local
- global
beta:
description: Beta of the stock notation with respect to the benchmark notation.
type: object
x-property-sort:
- week1
- month1
- months3
- months6
- year1
- years3
- years5
properties:
week1:
description: Value range for the time range one week.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
month1:
description: Value range for the time range one month.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
months3:
description: Value range for the time range three months.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
months6:
description: Value range for the time range six months.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
year1:
description: Value range for the time range one year.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
years3:
description: Value range for the time range three years.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
years5:
description: Value range for the time range five years.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
correlation:
description: Correlation of the stock notation with respect to the benchmark notation.
type: object
x-property-sort:
- week1
- month1
- months3
- months6
- year1
- years3
- years5
properties:
week1:
description: Value range for the time range one week.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
month1:
description: Value range for the time range one month.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
months3:
description: Value range for the time range three months.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
months6:
description: Value range for the time range six months.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
year1:
description: Value range for the time range one year.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
years3:
description: Value range for the time range three years.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
years5:
description: Value range for the time range five years.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
outperformance:
description: Outperformance of the stock notation with respect to the benchmark notation.
type: object
x-property-sort:
- week1
- month1
- months3
- months6
- year1
- years3
- years5
properties:
week1:
description: Value range for the time range one week.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
month1:
description: Value range for the time range one month.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
months3:
description: Value range for the time range three months.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
months6:
description: Value range for the time range six months.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
year1:
description: Value range for the time range one year.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
years3:
description: Value range for the time range three years.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
years5:
description: Value range for the time range five years.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
required:
- type
performance:
description: Relative performance for different time ranges.
type: object
x-property-sort:
- intraday
- endOfDay
properties:
intraday:
description: Value range for the time range intraday. That is the difference of a notation's most recent price from the current trading day against the most recent EOD closing price. The parameter can be used only with the quality `DLY`, see parameter `prices.quality`.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
endOfDay:
description: End-of-day (EOD) relative performance for different time ranges. The relative performance is the difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date.
type: object
x-property-sort:
- day1
- week1
- month1
- months3
- months6
- year1
- years3
- years5
- yearToDate
properties:
day1:
description: Value range for the time range one day.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
week1:
description: Value range for the time range one week.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
month1:
description: Value range for the time range one month.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
months3:
description: Value range for the time range three months.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
months6:
description: Value range for the time range six months.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
year1:
description: Value range for the time range one year.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
years3:
description: Value range for the time range three years.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
years5:
description: Value range for the time range five years.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
yearToDate:
description: Value range for the time range year-to-date (YTD).
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
volatility:
description: Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year for different time ranges.
type: object
x-property-sort:
- week1
- month1
- months3
- months6
- year1
- years3
- years5
- yearToDate
properties:
week1:
description: Value range for the time range one week.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
month1:
description: Value range for the time range one month.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
months3:
description: Value range for the time range three months.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
months6:
description: Value range for the time range six months.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
year1:
description: Value range for the time range one year.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
years3:
description: Value range for the time range three years.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
years5:
description: Value range for the time range five years.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
yearToDate:
description: Value range for the time range year-to-date (YTD).
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
tradingValue:
description: Sum of the cash flow for all transactions of a notation over a certain time range. The cash flow of a transaction is its volume multiplied by its trade price.
type: object
x-property-sort:
- average
properties:
average:
description: Arithmetic mean of the trading value for different time ranges.
type: object
x-property-sort:
- days5
- days30
properties:
days5:
description: Value range for the time range five trading days.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
days30:
description: Value range for the time range 30 trading days.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
simpleMovingAverage:
description: Simple moving average (SMA), that is the arithmetic mean of a notation�"s EOD closing price, for different time ranges.
type: object
x-property-sort:
- days20
- days50
- days200
- tradingDaysSinceCrossover
properties:
days20:
description: Value range for the time range 20 trading days.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
days50:
description: Value range for the time range 50 trading days.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
days200:
description: Value range for the time range 200 trading days.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
tradingDaysSinceCrossover:
description: Number of trading days since a simple moving average crossed another one. All SMAs are calculated with EOD prices, thus the value 0 for the number of days means the crossover occurred on the most recent trading day for which such prices are available.
type: object
x-property-sort:
- sma20vs50
- sma50vs200
properties:
sma20vs50:
description: Number of trading days since the crossover and direction thereof of the SMA 20 (see parameter `simpleMovingAverage.days20`) and the SMA 50 (see parameter `simpleMovingAverage.days50`). Only crossovers which occurred in the most recent 100 trading days are considered.
type: object
x-property-sort:
- numberDays
- direction
properties:
numberDays:
description: Value range for the number of trading days.
type: object
format: int32Range
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: int32
description: The minimum value.
minimum: 0
exclusiveMinimum: false
maximum: 100
exclusiveMaximum: false
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: int32
description: The maximum value.
minimum: 0
exclusiveMinimum: false
maximum: 100
exclusiveMaximum: false
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
direction:
description: Direction of the crossing.
type: string
default: up
x-enum-description:
- The SMA 20 crossed the SMA 50 from below, hence the SMA 20 has currently a higher value.
- The SMA 20 crossed the SMA 50 from above, hence the SMA 20 has currently a lower value.
enum:
- up
- down
required:
- numberDays
sma50vs200:
description: Number of trading days since the crossover and direction thereof of the SMA 50 (see parameter `simpleMovingAverage.days50`) and the SMA 200 (see parameter `simpleMovingAverage.days200`). Only crossovers which occurred in the most recent 300 trading days are considered.
type: object
x-property-sort:
- numberDays
- direction
properties:
numberDays:
description: Value range for the number of trading days.
type: object
format: int32Range
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: int32
description: The minimum value.
minimum: 0
exclusiveMinimum: false
maximum: 300
exclusiveMaximum: false
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: int32
description: The maximum value.
minimum: 0
exclusiveMinimum: false
maximum: 300
exclusiveMaximum: false
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
direction:
description: Direction of the crossing.
type: string
default: up
x-enum-description:
- The SMA 50 crossed the SMA 200 from below, hence the SMA 50 has currently a higher value.
- The SMA 50 crossed the SMA 200 from above, hence the SMA 50 has currently a lower value.
enum:
- up
- down
required:
- numberDays
rsiWilder:
description: Relative strength index (RSI) by Wilder for different time ranges. This is the ratio of smoothed moving averages of the upwards and downwards daily returns over the given period, normalized to the range between 0 and 100. The RSI by Wilder measures the magnitude of the price changes in a given time period evaluating whether an asset is overbought or oversold and deriving a respective sell or buy signal.
type: object
x-property-sort:
- days14
properties:
days14:
description: Value range of the RSI by Wilder for the time range 14 trading days.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
recommendation:
description: Aggregated recommendation.
type: object
x-property-sort:
- counts
- consensus
properties:
counts:
description: Number of recommendations.
type: object
x-property-sort:
- total
properties:
total:
description: Value range for the total number of recommendations included in the current recommendation consensus (see parameter `recommendation.consensus`).
type: object
format: int32Range
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: int32
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: int32
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
consensus:
description: Recommendation consensus, which is the average value of all provided recommendations.
type: object
x-property-sort:
- range
- change
properties:
range:
description: Values range for recommendation consensus. Values are in the range from 1.0 to 5.0, whereby 1 represents the strongest buy recommendation, 3 a hold (neutral) recommendation and 5 the strongest sell recommendation.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
change:
description: Recommendation change as the difference of the current recommendation value minus the historic recommendation value. Values are in the range from -4.0 to 4.0, whereby -4 represents a recommendation change from 5.0 to 1.0 and 4 represents a recommendation change from 1 to 5.
type: object
x-property-sort:
- week1
- month1
- months3
- months6
- year1
properties:
week1:
description: Value range for the time range one week.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
month1:
description: Value range for the time range one month.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
months3:
description: Value range for the time range three months.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
months6:
description: Value range for the time range six months.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
year1:
description: Value range for the time range one year.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
estimates:
description: Parameters for stock-specific consolidated estimates for a fiscal year.
type: array
nullable: false
items:
type: object
x-property-sort:
- fiscalYear
- currencyDependentEstimates
- returnOnAssets
- returnOnEquity
- ratios
properties:
fiscalYear:
description: Since a fiscal year and a calendar year do not necessarily match with regard to their start and end dates, the year is derived as the calendar year occupied to a larger extent by the fiscal year, using a June through May fiscal year assignment. That means, fiscal years ending from the 1st of June onwards are assigned to the same calendar year. Either must be at most two years in the future.
type: object
x-property-sort:
- yearEnd
- year
x-atMostOne: true
properties:
yearEnd:
description: Calendar year of the ending date of the fiscal year.
type: number
format: int32
year:
description: Derived fiscal year.
type: number
format: int32
currencyDependentEstimates:
description: Currency-dependent estimates. Selection of a currency is required to use these parameters.
type: object
x-property-sort:
- currency
- ebit
- ebitda
- perShare
properties:
currency:
description: Currency in which the currency-dependent estimates are expressed.
type: object
x-property-sort:
- isoCode
properties:
isoCode:
description: ISO 4217 code of the currency.
type: string
x-enum-description:
- Euro
- US Dollar
- British Pound Sterling
- Swiss Franc
enum:
- EUR
- USD
- GBP
- CHF
required:
- isoCode
ebit:
description: EBIT (earnings before interest and taxes).
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
ebitda:
description: EBITDA (earnings before interest, taxes, depreciation, and amortization).
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
perShare:
description: Per-share parameters.
type: object
x-property-sort:
- sales
- earnings
- dividends
- cashFlow
properties:
sales:
description: Total sales revenue per share.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
earnings:
description: Earnings per share (EPS), which is ratio of the net income, divided by the shares outstanding. For European equities, EPS is adjusted for exceptional and any non-recurring items. For Asian equities, EPS is as reported (as per local accounting standards). For US, Canada & South Africa, EPS reflects the analysts�" and company�"s standards.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
dividends:
description: Dividends per share, which is the ratio of the total dividends paid out, divided by the shares outstanding.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
cashFlow:
description: Cash flow per share, which is the ratio of the net operating cash flow, divided by the shares outstanding.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
required:
- currency
returnOnAssets:
description: Return on assets (ROA), which is the ratio of the net income, divided by the total assets.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
returnOnEquity:
description: Return on equity (ROE), which is the ratio of the net income, divided by the total shareholders' equity.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
ratios:
description: Ratio parameters.
type: object
x-property-sort:
- priceSales
- priceEarnings
- priceEarningsGrowth
- priceBookValue
- priceCashFlow
- priceFreeCashFlow
- dividendYield
- enterpriseValueEbit
- enterpriseValueEbitda
- enterpriseValueSales
properties:
priceSales:
description: Ratio of the price, divided by the total sales revenue per share.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
priceEarnings:
description: Ratio of the price, divided by the earnings per share.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
priceEarningsGrowth:
description: Price-earnings ratio divided by the growth rate of the earnings.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
priceBookValue:
description: Ratio of the price, divided by the book value per share.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
priceCashFlow:
description: Ratio of the price, divided by the cash flow per share.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
priceFreeCashFlow:
description: Ratio of the price, divided by the free (i.e. without subtraction of dividends) cash flow per share.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
dividendYield:
description: Ratio of the dividend per share, divided by the price.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
enterpriseValueEbit:
description: Ratio of the enterprise value, divided by the EBIT.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
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- -estimates.secondFiscalYear.ratios.enterpriseValueEbit.mean
- estimates.secondFiscalYear.ratios.enterpriseValueEbitda.mean
- -estimates.secondFiscalYear.ratios.enterpriseValueEbitda.mean
- estimates.secondFiscalYear.ratios.enterpriseValueSales.mean
- -estimates.secondFiscalYear.ratios.enterpriseValueSales.mean
- estimates.thirdFiscalYear.currencyDependentEstimates.currency.isoCode
- -estimates.thirdFiscalYear.currencyDependentEstimates.currency.isoCode
- estimates.thirdFiscalYear.currencyDependentEstimates.ebit.mean
- -estimates.thirdFiscalYear.currencyDependentEstimates.ebit.mean
- estimates.thirdFiscalYear.currencyDependentEstimates.ebitda.mean
- -estimates.thirdFiscalYear.currencyDependentEstimates.ebitda.mean
- estimates.thirdFiscalYear.currencyDependentEstimates.perShare.sales.mean
- -estimates.thirdFiscalYear.currencyDependentEstimates.perShare.sales.mean
- estimates.thirdFiscalYear.currencyDependentEstimates.perShare.earnings.mean
- -estimates.thirdFiscalYear.currencyDependentEstimates.perShare.earnings.mean
- estimates.thirdFiscalYear.currencyDependentEstimates.perShare.dividends.mean
- -estimates.thirdFiscalYear.currencyDependentEstimates.perShare.dividends.mean
- estimates.thirdFiscalYear.currencyDependentEstimates.perShare.cashFlow.mean
- -estimates.thirdFiscalYear.currencyDependentEstimates.perShare.cashFlow.mean
- estimates.thirdFiscalYear.returnOnAssets.mean
- -estimates.thirdFiscalYear.returnOnAssets.mean
- estimates.thirdFiscalYear.returnOnEquity.mean
- -estimates.thirdFiscalYear.returnOnEquity.mean
- estimates.thirdFiscalYear.ratios.priceSales.mean
- -estimates.thirdFiscalYear.ratios.priceSales.mean
- estimates.thirdFiscalYear.ratios.priceEarnings.mean
- -estimates.thirdFiscalYear.ratios.priceEarnings.mean
- estimates.thirdFiscalYear.ratios.priceEarningsGrowth.mean
- -estimates.thirdFiscalYear.ratios.priceEarningsGrowth.mean
- estimates.thirdFiscalYear.ratios.priceBookValue.mean
- -estimates.thirdFiscalYear.ratios.priceBookValue.mean
- estimates.thirdFiscalYear.ratios.priceCashFlow.mean
- -estimates.thirdFiscalYear.ratios.priceCashFlow.mean
- estimates.thirdFiscalYear.ratios.priceFreeCashFlow.mean
- -estimates.thirdFiscalYear.ratios.priceFreeCashFlow.mean
- estimates.thirdFiscalYear.ratios.dividendYield.mean
- -estimates.thirdFiscalYear.ratios.dividendYield.mean
- estimates.thirdFiscalYear.ratios.enterpriseValueEbit.mean
- -estimates.thirdFiscalYear.ratios.enterpriseValueEbit.mean
- estimates.thirdFiscalYear.ratios.enterpriseValueEbitda.mean
- -estimates.thirdFiscalYear.ratios.enterpriseValueEbitda.mean
- estimates.thirdFiscalYear.ratios.enterpriseValueSales.mean
- -estimates.thirdFiscalYear.ratios.enterpriseValueSales.mean
maxItems: 10
uniqueItems: true
default:
- instrument.name
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: 500
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
OffsetBasedPaginationOutputObjectWithoutTotal:
type: object
description: Pagination attributes for the offset-based pagination strategy; a total element count is not supported.
properties:
hasNext:
type: boolean
description: Flag indicating that a subsequent request with the same parameters, except that the parameter `pagination.offset` is incremented by `pagination.limit`, would yield additional results.
example: true
required:
- hasNext
x-property-sort:
- hasNext
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
PostSecuritizedDerivativeNotationScreenerValueRangesGetRequest:
type: object
properties:
data:
type: object
x-property-sort:
- validation
- category
- registrationCountry
- lifeCycle
- issuer
- exercise
- settlement
- collateralized
- quanto
- capitalProtection
- underlying
- cashFlowCurrency
- singleBarriers
- rangeBarriers
- factorCertificates
- nominalCurrency
- currentInterestRate
- keyFigures
- performance
- volatility
description: The data member contains the request's primary data.
properties:
validation:
description: Validation parameters.
type: object
x-property-sort:
- onlyActive
- prices
- valueUnit
- market
- instrumentRestrictionList
- notationRestrictionList
properties:
onlyActive:
description: If `true`, only active notations will be returned. The term "active" reflects the fact that notations and related data is not being deleted immediately after becoming irrelevant (e.g. because the source does not provide a price anymore), but remains in general retrievable for up to 6 months.
type: boolean
default: true
prices:
description: Price-related parameters.
type: object
x-property-sort:
- quality
- latest
- previous
properties:
quality:
type: string
description: Quality of the price.
default: DLY
x-enum-description:
- 'Delayed: intraday prices with an exchange-imposed delay of usually 15 to 30 minutes.'
- 'End-of-day: prices updated once per day after the close of trading, possibly with an exchange-imposed delay of several hours or days.'
enum:
- DLY
- EOD
latest:
description: Parameters related to the presence and age of the most recent trade price.
type: object
x-property-sort:
- availableOnly
- minimumDate
properties:
availableOnly:
description: If `true`, only notations for which a trade price (even an outdated one) is available will be returned.
type: boolean
minimumDate:
description: Earliest admissible date of the most recent trade price.
type: string
format: date
previous:
description: Parameters related to the presence and age of a trade price from a preceding trading day.
type: object
x-property-sort:
- availableOnly
- minimumDate
properties:
availableOnly:
description: If `true`, only notations for which a trade price from a preceding trading day is available will be returned.
type: boolean
minimumDate:
description: Earliest admissible date of the trade price from a preceding trading day.
type: string
format: date
valueUnit:
description: Value unit-related parameters. See endpoint `/basic/valueUnit/list` for valid values.
type: object
x-property-sort:
- selection
properties:
selection:
description: Value unit selection.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Specifies the value units a notation may have.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of value unit identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
exclude:
description: Specifies the value units a notation may not have.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of value unit identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
market:
description: Market-related notation selection. See endpoint `/basic/market/list` for valid values.
type: object
x-property-sort:
- selection
- priority
properties:
selection:
description: Market selection.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Specifies the markets from which a notation may originate.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of market identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
exclude:
description: Specifies the markets from which a notation may not originate.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of market identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
priority:
description: "Sequence of markets specifying the priority order of the markets for the selection of one notation per instrument. If for a given instrument with two matching notations, A and B, the market of notation A precedes the market of notation B in this list or if the market of notation B is not in this list, A is selected. If neither of the markets is in this list, the notation with the highest trading volume, averaged over one month, is selected. \n The list does not restrict the request to only those markets (use the parameter `market.selection` for that purpose)."
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 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 identifieres 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 identifieres 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
maxItems: 20
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:
- issue
- maturity
- callable
- valuation
- repayment
properties:
issue:
type: object
format: dateRange
x-isClosedInterval: true
properties:
start:
type: string
format: date
description: The starting point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the past.
x-allowNullValue: true
end:
type: string
format: date
description: The ending point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the future.
x-allowNullValue: true
x-property-sort:
- start
- end
required:
- start
- end
description: Date range of the issue date.
maturity:
description: Parameters related to the maturity.
type: object
x-property-sort:
- restriction
- perpetual
properties:
restriction:
description: The maturity can be restricted by using one of the parameters `date` or `remainingTermDays` but not both at the same time. If a maturity restriction is set, perpetual instruments, i.e. such that do not mature, are not included in the result unless the parameter `perpetual` is set to `include`.
type: object
x-property-sort:
- date
- remainingTermDays
x-atMostOne: true
properties:
date:
type: object
format: dateRange
x-isClosedInterval: true
properties:
start:
type: string
format: date
description: The starting point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the past.
x-allowNullValue: true
end:
type: string
format: date
description: The ending point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the future.
x-allowNullValue: true
x-property-sort:
- start
- end
required:
- start
- end
description: Date range of the maturity date.
remainingTermDays:
description: Value range for the remaining term to maturity expressed in days.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
perpetual:
type: string
description: Defines whether or not perpetual securitized derivatives, i.e. such that do not mature, are included in the result. The value `only` can be used if both parameters `maturity.restriction.date` and `maturity.restriction.remainingTermDays` are not set.
x-enum-description:
- Only perpetual securitized derivatives are included in the result.
- Perpetual securitized derivatives are included in the result even if one of the parameters `maturity.restriction.date` or `maturity.restriction.remainingTermDays` is set.
- Perpetual securitized derivatives are excluded from the result.
enum:
- only
- include
- exclude
callable:
type: boolean
description: Restricts the result to securitized derivatives that are callable (`true`) or are not callable (`false`). A callable instrument is one that may be redeemed by the issuer prior to maturity.
valuation:
description: Date range of the valuation date.
type: object
format: dateRange
x-isClosedInterval: true
properties:
start:
type: string
format: date
description: The starting point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the past.
x-allowNullValue: true
end:
type: string
format: date
description: The ending point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the future.
x-allowNullValue: true
x-property-sort:
- start
- end
required:
- start
- end
repayment:
description: Date range of the repayment date.
type: object
format: dateRange
x-isClosedInterval: true
properties:
start:
type: string
format: date
description: The starting point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the past.
x-allowNullValue: true
end:
type: string
format: date
description: The ending point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the future.
x-allowNullValue: true
x-property-sort:
- start
- end
required:
- start
- end
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
- style
properties:
right:
type: string
description: Code of the 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
style:
type: string
description: Code of the exercise style.
x-enum-description:
- An American-style securitized derivative can be exercised anytime during its life.
- An European-style securitized derivative can be exercised at maturity only.
- A Bermudan-style securitized derivative can be exercised only on predetermined dates.
enum:
- american
- european
- bermudan
settlement:
type: string
description: Settlement of the securitized derivative. It concerns the fulfillment of the issuer's contractual obligations arising from the securitized derivative. Depending on the terms, the underlying asset may be delivered physically or its equivalent monetary value may be payed out.
x-enum-description:
- Transfer of a cash amount
- Phyiscal delivery of the underlying asset.
- Cash or physical, at the discretion of the issuer.
enum:
- cash
- physical
- either
collateralized:
type: boolean
description: Restricts the result to securitized derivatives that are collateralized (`true`) or are not collateralized (`false`). A collateralized securitized derivative is protected against an issuer default by collateral.
quanto:
type: boolean
description: Restricts the result to securitized derivatives that are hedged (`true`) or are not hedged (`false`) against fluctuations of the foreign exchange rate between the value unit of the underlying and the value unit of the cash flows.
capitalProtection:
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 of the proportion of the nominal amount protected against loss.
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.\n\n 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\non a given commodity, e.g. brent crude oil. For such a list of underlyings, a barrier restriction in absolute terms, see for example parameter `singleBarriers.level.absolute` or `rangeBarriers.upper.level.absolute`, will provide a meaningful result, whereas for a list of non-similar underlyings, such as different stocks, a barrier restriction in absolute terms will not provide a meaningful result. This is due to the fact that futures on the same commodity are comparable in regards to their prices while two different stocks are not comparable.\n\n Parameters in relative terms, see for example parameter `singleBarriers.distance.relative`, are generally comparable and will provide meaningful result for a list of similar as well as\nfor a list of non-similar underlyings.\n\n For the selection of the effective underling of factor certificates, use `factorCertificates.effectiveUnderlying.instrument.ids`."
type: object
x-property-sort:
- instrument
- notation
x-atMostOne: true
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
cashFlowCurrency:
description: Main currency of the cash flows. A cash flow is a payout dependent on whether or not the underlying level, e.g. a stock's price, will reach a given threshold, called barrier, at a given time.
type: object
x-property-sort:
- id
properties:
id:
description: Identifier of the currency. See endpoint `/basic/valueUnit/currency/main/list` for valid values.
type: number
format: id32
x-positive: true
singleBarriers:
type: array
nullable: false
items:
type: object
x-property-sort:
- type
- observation
- level
- distance
- breach
- cashFlow
properties:
type:
description: The type of the barrier. See endpoint `/securitizedDerivative/barrier/type/list` for additional information. Note that not all barrier types listed in the mentioned endpoint can be used as a parameter.
type: string
x-enum-description:
- Represents the underlying level that needs to be reached in order for the securitized derivative to yield a profit; particularly relevant for reverse convertible bonds, sprint/outperformance certificates, capital-protection certificates, warrants and knock-out certificates.
- Represents the underlying level considered for repayment if the knock-in barrier is intact; particularly relevant for bonus certificates.
- Represents the maximum underlying level considered for repayment; particularly relevant for discount certificates, bonus certificates, and capital-protection certificates.
- Represents the underlying level where a securitized derivative is terminated and becomes (nearly) worthless; particularly relevant for knock-out certificates.
- Represents the underling level at which a certain product feature (such as a bonus payment) is lost; 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.
- Represents the underlying level at which the securitized derivative is terminated yielding a predefined amount; particularly relevant for capital-protection certificates and express certificates but currently not supported for the latter.
- Represents the underlying level at which a certain repayment at maturity is ensured; particularly relevant for capital-protection certificates and express certificates but currently not supported for the latter.
- Represents the underlying level corresponding to a guranteed repayment; particularly relevant for capital-protection certificates.
- Represents the underlying level at which a partial payment (such as a conditional coupon) is lost; particularly relevant for capital-protection certificates and express certificates but currently not supported for the latter.
enum:
- strike
- bonusLevel
- cap
- knockOut
- knockIn
- lockOut
- lockIn
- capitalGuarantee
- couponTriggerLevel
observation:
type: object
x-property-sort:
- type
description: 'Barrier observation modality; applicable to the following barrier types: `knockIn`, `knockOut`, `lockIn`, and `lockOut`.'
properties:
type:
type: string
description: Type of the barrier observation.
x-enum-description:
- The barrier is observed on a continuous basis (intraday prices are relevant).
- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance).
enum:
- continuous
- eod
level:
type: object
x-property-sort:
- absolute
description: Barrier level.
properties:
absolute:
type: object
format: realRange
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: real
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: real
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 of the absolute barrier level.
distance:
type: object
x-property-sort:
- absolute
- relative
description: Distance of the current underlying level to the barrier level.
properties:
absolute:
type: object
format: realRange
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: real
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: real
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 of the absolute distance.
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 of the distance in relative terms.
breach:
description: 'Parameters related to a barrier breach; applicable to the following barrier types: `knockIn` and `knockOut`'
type: object
x-property-sort:
- breached
properties:
breached:
type: string
description: Defines whether or not securitized derivatives for which the barrier has been breached are included in the result.
default: exclude
x-enum-description:
- The result is not limited with regard to whether the barrier has been breached or not.
- The result is limited to securitized derivatives for which the barrier has been breached.
- The result is limited to securitized derivatives for which the barrier has not been breached.
enum:
- all
- only
- exclude
cashFlow:
type: object
format: realRange
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: real
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: real
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 of the cash flow related to the barrier; applicable to the following barrier types: `cap`, `knockIn`, `lockOut`, `lockIn`, `capitalGuarantee`, and `couponTriggerLevel`.'
description: Single barriers. Barriers of this kind represent either a lower or an upper bound derived from the exercise right of the securitized derivative. Multiple barrier types may be used in one request.
rangeBarriers:
type: array
nullable: false
items:
type: object
x-property-sort:
- type
- observation
- upper
- lower
- breach
- cashFlow
properties:
type:
description: The type of the barrier. See endpoint `/securitizedDerivative/barrier/type/list` for additional information. Note that not all barrier types listed in the mentioned endpoint can be used as a parameter.
type: string
x-enum-description:
- Represents the upper and lower bound of the underlying level where a securitized derivative is terminated and becomes (nearly) worthless; particularly relevant for range knock-out certificates such as inline certificates.
enum:
- rangeKnockOut
observation:
type: object
x-property-sort:
- type
description: Barrier observation modality.
properties:
type:
type: string
description: Type of the barrier observation.
x-enum-description:
- The barrier is observed on a continuous basis (intraday prices are relevant).
- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance).
enum:
- continuous
- eod
upper:
type: object
x-property-sort:
- level
description: Parameters related to the upper bound.
properties:
level:
type: object
x-property-sort:
- absolute
description: Barrier level.
properties:
absolute:
type: object
format: realRange
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: real
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: real
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 of the absolute barrier level.
lower:
type: object
x-property-sort:
- level
description: Parameters related to the lower bound.
properties:
level:
type: object
x-property-sort:
- absolute
description: Barrier level.
properties:
absolute:
type: object
format: realRange
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: real
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: real
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 of the absolute barrier level.
breach:
description: 'Parameters related to a barrier breach; applicable to the following barrier types: `knockIn` and `knockOut`'
type: object
x-property-sort:
- breached
properties:
breached:
type: string
description: Defines whether or not securitized derivatives for which the barrier has been breached are included in the result.
default: exclude
x-enum-description:
- The result is not limited with regard to whether the barrier has been breached or not.
- The result is limited to securitized derivatives for which the barrier has been breached.
- The result is limited to securitized derivatives for which the barrier has not been breached.
enum:
- all
- only
- exclude
cashFlow:
type: object
format: realRange
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: real
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: real
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 of the cash flow related to the barrier; applicable to the following barrier types: `cap`, `knockIn`, `lockOut`, `lockIn`, `capitalGuarantee`, and `couponTriggerLevel`.'
description: Range barriers. Barriers of this kind represent a range with a lower and an upper bound.
factorCertificates:
type: object
x-property-sort:
- effectiveUnderlying
- participation
- constantLeverage
description: Parameters for factor certificates.
properties:
effectiveUnderlying:
type: object
x-property-sort:
- instrument
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.
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
constantLeverage:
type: object
format: realRange
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: real
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: real
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 of the constant leverage.
nominalCurrency:
type: object
x-property-sort:
- id
description: Main currency of the nominal and of the coupon payments.
properties:
id:
type: number
format: id32
x-positive: true
description: Identifier of the currency. See endpoint `/basic/valueUnit/currency/main/list` for valid values.
currentInterestRate:
type: object
x-property-sort:
- type
- value
description: Parameters regarding the interest rate of the current coupon period.
properties:
type:
type: string
description: Type of the interest rate.
x-enum-description:
- The interest rate is fixed for all periods and remains unchanged throughout the lifetime of the securitized derivative.
- The interest rate is variable and might change from period to period throughout the lifetime of the securitized derivative.
enum:
- fixed
- variable
value:
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 interest rate of the current coupon period. For coupon periods different than one year, the value is annualized. Not available for securitized derivatives with a current interest rate type other than `fixed`.
keyFigures:
type: object
x-property-sort:
- bonusYield
- sidewaysYield
- maximumYield
- agio
- discount
- breakEven
- spread
- delta
- thetaOneWeek
- vega
- leverage
- omega
- impliedVolatility
- intrinsicValue
- timeValue
- outperformancePoint
- parity
description: Key figures specific to securitized derivatives; based on ask prices.
properties:
bonusYield:
type: object
x-property-sort:
- absolute
- relative
- annualized
description: Bonus yield. It represents the bonus level adjusted for the cover ratio and currency cross rate minus the ask price of the securitized derivative. The value can become negative (e.g. for uncapped products), which does not mean that the investor will necessarily suffer a loss buying it. This key figure is calculated for bonus certificates with an intact knock-in barrier only. To restrict the result to bonus certificates with an intact knock in barrier, the parameter `singleBarriers.type` must be set to `knockIn` and the parameter `singleBarriers.breach.breached` must be set to `false`.
properties:
absolute:
type: object
format: realRange
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: real
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: real
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 of the bonus yield in absolute terms.
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 of the bonus yield relative to the ask price.
annualized:
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 of the annualized bonus yield relative to the ask price.
sidewaysYield:
type: object
x-property-sort:
- absolute
- relative
- annualized
description: Sideways yield. It represents a hypothetical payout at maturity minus the ask price of the securitized derivative, under the assumption that all payout-influencing factors remain unchanged until maturity.
properties:
absolute:
type: object
format: realRange
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: real
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: real
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 of the sideways yield in absolute terms.
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 of the sideways yield relative to the ask price.
annualized:
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 of the annualized sideways yield relative to the ask price.
maximumYield:
type: object
x-property-sort:
- absolute
- relative
- annualized
description: Maximum yield. It represents a hypothetical maximum payout at maturity minus the ask price of the derivative. This key figure represents a theoretically possible best-case scenario, disregarding the probability of occurrence. It is calculated only for securitized derivatives with a limited payout (e.g. capped products).
properties:
absolute:
type: object
format: realRange
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: real
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: real
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 of the maximum yield in absolute terms.
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 of the maximum yield relative to the ask price.
annualized:
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 of the annualized maximum yield relative to the ask price.
agio:
type: object
x-property-sort:
- absolute
- relative
- annualized
description: Agio. For plain vanilla warrants, it represents the difference between the ask price of the derivative and its parity (see attribute `parity`). Thus, for those with exercise right `call`, the agio indicates how much more expensive would it be to obtain the underlying through purchasing and exercising the warrant compared to directly purchasing the underlying. For those with exercise right `put`, the above consideration is applied inversely. For other types of securitized derivatives, the calculation and interpretation of the agio depends on their category. Negative values are possible.
properties:
absolute:
type: object
format: realRange
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: real
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: real
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 of the agio in absolute terms.
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 of the agio relative to the underlying level.
annualized:
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 of the annualized agio relative to the underlying level.
discount:
type: object
x-property-sort:
- absolute
- relative
description: Discount. It represents the difference between the ask price of the securitized derivative and the underlying level, adjusted for the cover ratio and the currency cross rate. This key figure is calculated only for discount certificates.
properties:
absolute:
type: object
format: realRange
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: real
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: real
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 of the discount in absolute terms.
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 of the discount relative to the underlying level.
breakEven:
type: object
x-property-sort:
- breakEvenPoint
- distance
description: Break even point. It represents the underlying level that has to be reached at maturity, such that no loss or profit occurs for the holder of the securitized derivative.
properties:
breakEvenPoint:
type: object
format: realRange
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: real
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: real
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 of the break even point.
distance:
type: object
x-property-sort:
- absolute
- relative
description: Distance from the underlying level to the break even point.
properties:
absolute:
type: object
format: realRange
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: real
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: real
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 of the distance in absolute terms.
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 of the distance relative to the underlying level.
spread:
type: object
x-property-sort:
- harmonized
- relative
description: Spread. It represents the difference between the ask and bid price.
properties:
harmonized:
type: object
format: realRange
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: real
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: real
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 of the spread in absolute terms, adjusted for the cover ratio.
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 of the spread relative to the ask price.
delta:
type: object
x-property-sort:
- effective
- unadjusted
description: Delta. It represents the first partial derivative of the function determining the derivative notation's theoretical price with respect to the underlying level, evaluated at the underlying level. Delta indicates the ratio of the absolute change of the price of a derivative for an indefinitely small absolute change in the underlying level, thus it represents the price sensitivity of the derivative relative to changes in the underlying level. This key figure is calculated for plain vanilla warrants only.
properties:
effective:
type: object
format: realRange
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: real
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: real
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 of the delta calculated using the actual cover ratio of the securitized derivative.
unadjusted:
type: object
format: realRange
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: real
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: real
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 of the delta calculated using a (hypothetical) cover ratio of 1:1.
thetaOneWeek:
type: object
x-property-sort:
- effective
- unadjusted
description: Weekly theta. It represents the first partial derivative of the function determining the derivative notation's theoretical price with respect to the residual term, evaluated at the current residual term and multiplied by 7/365. Weekly theta indicates the absolute change (decrease) of the price of a derivative for a reduction of the residual term by one week (seven calendar days), thus it represents the price sensitivity of the derivative relative to changes in the residual term. This key figure is calculated for plain vanilla warrants only.
properties:
effective:
type: object
format: realRange
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: real
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: real
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 of the weekly theta calculated using the actual cover ratio of the securitized derivative.
unadjusted:
type: object
format: realRange
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: real
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: real
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 of the weekly theta calculated using a (hypothetical) cover ratio of 1:1.
vega:
type: object
x-property-sort:
- effective
- unadjusted
description: Vega. It represents the first partial derivative of the function determining the derivative notation's theoretical price with respect to the implied volatility, evaluated at the current implied volatility. Vega indicates the ratio of the absolute change of the price of a derivative for an absolute change of the implied volatility, thus it represents the price sensitivity of the derivative relative to changes in the implied volatility. This key figure is calculated for plain vanilla warrants only.
properties:
effective:
type: object
format: realRange
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: real
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: real
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 of the vega calculated using the actual cover ratio of the securitized derivative.
unadjusted:
type: object
format: realRange
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: real
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: real
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 of the vega calculated using a (hypothetical) cover ratio of 1:1.
leverage:
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 of the leverage. It represents the ratio of the underlying level to the ask price of the securitized derivative, adjusted for the cover ratio and the currency cross rate. This key figure is calculated only for leveraged securitized derivatives (e.g. warrants, knock-out certificates).
omega:
type: object
format: realRange
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: real
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: real
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 of the omega. It represents unadjusted delta (see attribute `delta.unadjusted`) multiplied with the leverage (see attribute `leverage`), both calculated based on the ask price of the derivative. Omega indicates the elasticity of the securitized derivative's price regarding the underlying level. This key figure is calculated for plain vanilla warrants only.
impliedVolatility:
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 of the implied volatility. It represents the volatility of the underlying that justifies the ask price of the derivative, when used as a parameter in the derivative's pricing model (such as Black - Scholes). Its value is a result of the pricing process, thus it represents the annual volatility of the underlying expected by the market participants until maturity of the derivative. This key figure is calculated for plain vanilla warrants only.
intrinsicValue:
type: object
format: realRange
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: real
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: real
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 of the intrinsic value. It represents the difference between the underlying level and the strike of the securitized derivative, adjusted for the cover ratio and the currency cross rate. If the difference is negative, the intrinsic value is given as 0. The intrinsic value represents the theoretical profit from an immediate exercise of the derivative. This key figure is calculated for plain vanilla warrants only.
timeValue:
type: object
format: realRange
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: real
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: real
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 of the time value. It represents the difference between the ask price of the securitized derivative and its intrinsic value. This key figure is calculated for plain vanilla warrants only.
outperformancePoint:
type: object
format: realRange
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: real
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: real
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 of the outperformance point. It represents the underlying level from which the underlying starts to outperform the securitized derivative, thus the investor would be better off investing directly in the underlying. It is calculated only for securitized derivatives with a limited payout (e.g. capped products).
parity:
type: object
format: realRange
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: real
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: real
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 of the parity. It represents the difference between the underlying level and the strike of the derivative, adjusted for the cover ratio and the currency cross rate. Negative values are possible. It is the gain or loss that would result from the immediate exercise of an already present warrant and a simultaneously executed compensation transaction on the spot markets. This key figure is calculated for plain vanilla warrants only.
performance:
type: object
x-property-sort:
- intraday
- sinceIssue
- endOfDay
description: Relative performance for different time ranges.
properties:
intraday:
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 time range intraday. That is the difference of a notation's most recent price from the current trading day against the most recent EOD closing price.
sinceIssue:
type: object
x-property-sort:
- ask
- bid
description: Relative performance since issue. That is the difference of a notation's most recent price against the price on the issue date, relative to the price on the issue date.
properties:
ask:
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 ask-based relative performance since issue.
bid:
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 bid-based relative performance since issue.
endOfDay:
type: object
x-property-sort:
- day1
- week1
- month1
- months3
- months6
- year1
- years3
- years5
- yearToDate
description: End-of-day (EOD) relative performance for different time ranges. The relative performance is the difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date.
properties:
day1:
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 time range one day.
week1:
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 time range one week.
month1:
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 time range one month.
months3:
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 time range three months.
months6:
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 time range six months.
year1:
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 time range one year.
years3:
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 time range three years.
years5:
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 time range five years.
yearToDate:
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 time range year-to-date (YTD).
volatility:
type: object
x-property-sort:
- week1
- month1
- months3
- months6
- year1
- years3
- years5
- yearToDate
description: Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year for different time ranges.
properties:
week1:
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 time range one week.
month1:
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 time range one month.
months3:
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 time range three months.
months6:
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 time range six months.
year1:
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 time range one year.
years3:
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 time range three years.
years5:
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 time range five years.
yearToDate:
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 time range year-to-date (YTD).
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'
x-property-sort:
- attributes
- language
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:
$ref: '#/components/schemas/LanguageMember'
sort:
description: Sortable attributes. The sort order is ascending unless it is prefixed with a minus sign, in which case it is descending. A list of at most 5 (possibly prefixed) attribute name(s) is allowed.
type: array
items:
type: string
enum:
- trade.performance.absolute
- -trade.performance.absolute
- trade.performance.relative
- -trade.performance.relative
- accumulated.numberTrades
- -accumulated.numberTrades
- accumulated.tradingVolume
- -accumulated.tradingVolume
- accumulated.tradingValue
- -accumulated.tradingValue
maxItems: 5
uniqueItems: true
default:
- -trade.performance.relative
pagination:
type: object
description: Pagination attributes for the offset-based pagination strategy.
properties:
offset:
type: number
format: int32
minimum: 0
exclusiveMinimum: false
default: 0
description: Non-negative number of entries to skip, or 0 (default).
limit:
type: number
format: int32
minimum: 0
exclusiveMinimum: false
maximum: 100
exclusiveMaximum: false
default: 10
description: Non-negative maximum number of entries to return.
x-property-sort:
- offset
- limit
x-property-sort:
- attributes
- language
- sort
- pagination
example: example_value
PostNotationCrossReferenceFactSetIdentifierListByFactSetIdentifierRequest:
x-property-sort:
- data
- meta
description: Request Body
required:
- data
type: object
properties:
data:
type: object
x-property-sort:
- symbologyIdentifier
description: The data member contains the request's primary data.
properties:
symbologyIdentifier:
type: string
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[SLR]$|[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$
maxLength: 50
exclusiveMaximum: false
minLength: 4
exclusiveMinimum: false
description: FactSet Symbology Identifier. See the endpoint description for valid FactSet Symbology Identifier types.
required:
- symbologyIdentifier
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'
x-property-sort:
- attributes
- language
example: example_value
PostStockNotationScreenerValueRangesGetRequest:
type: object
properties:
data:
type: object
x-property-sort:
- validation
- stockType
- industryClassification
- company
- indexMembership
- compliance
- reportedKeyFigures
- performance
- volatility
- tradingValue
- simpleMovingAverage
- rsiWilder
- recommendation
- estimates
description: The data member contains the request's primary data.
properties:
validation:
description: Validation parameters.
type: object
x-property-sort:
- onlyActive
- onlyNotSuspended
- prices
- valueUnit
- market
- instrumentSelectionList
- notationSelectionList
properties:
onlyActive:
description: If `true`, only active notations will be returned. The term "active" reflects the fact that notations and related data are not being deleted immediately after becoming irrelevant (e.g. because the source does not provide a price anymore), but remains in general retrievable for up to 6 months.
type: boolean
default: true
onlyNotSuspended:
description: If `true`, only notations not suspended from trading will be returned.
type: boolean
default: false
prices:
description: Price-related parameters.
type: object
x-property-sort:
- quality
- latest
- previous
properties:
quality:
type: string
description: Quality of the price.
default: DLY
x-enum-description:
- 'Delayed: intraday prices with an exchange-imposed delay of usually 15 to 30 minutes.'
- 'End-of-day: prices updated once per day after the close of trading, possibly with an exchange-imposed delay of several hours or days.'
enum:
- DLY
- EOD
latest:
description: Parameters related to the presence and age of the most recent trade price.
type: object
x-property-sort:
- availableOnly
- minimumDate
properties:
availableOnly:
description: If `true`, only notations for which a trade price (even an outdated one) is available will be returned.
type: boolean
minimumDate:
description: Earliest admissible date of the most recent trade price.
type: string
format: date
previous:
description: Parameters related to the presence and age of a trade price from a preceding trading day.
type: object
x-property-sort:
- availableOnly
- minimumDate
properties:
availableOnly:
description: If `true`, only notations for which a trade price from a preceding trading day is available will be returned.
type: boolean
minimumDate:
description: Earliest admissible date of the trade price from a preceding trading day.
type: string
format: date
valueUnit:
description: Value unit selection. See endpoint `/basic/valueUnit/list` for valid values.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Specifies the value units a notation may have.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of value unit identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 50
exclude:
description: Specifies the value units a notation may not have.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of value unit identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 50
market:
description: Market-related notation selection. See endpoint `/basic/market/list` for valid values.
type: object
x-property-sort:
- selection
- priority
properties:
selection:
description: Market selection.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Specifies the markets from which a notation may originate.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of market identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
exclude:
description: Specifies the markets from which a notation may not originate.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of market identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
priority:
description: "Sequence of markets specifying the priority order of the markets for the selection of one notation per instrument. If for a given instrument with two matching notations, A and B, the market of notation A precedes the market of notation B in this list or if the market of notation B is not in this list, A is selected. If neither of the markets is in this list, the notation with the highest trading volume, averaged over one month, is selected. \n The list does not restrict the request to only those markets (use the parameter `market.selection` for that purpose)."
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
instrumentSelectionList:
description: Instrument-level restriction or exclusion.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Restriction lists. If present, the result contains only notations belonging to stock instruments that are a member of any of the provided lists.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of identifiers of restriction lists.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 3
exclude:
description: Exclusion lists. If present, the result does not contain notations belonging to stock instruments that are a member of any of the provided lists.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of identifiers of exclusion lists.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 3
notationSelectionList:
description: Notation-level restriction or exclusion.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Restriction lists. If present, the result contains only stock notations that are a member of any of the provided lists.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of identifiers of restriction lists.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 3
exclude:
description: Exclusion lists. If present, the result does not contain stock notations that are a member of any of the provided lists.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of identifiers of exclusion lists.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 3
stockType:
description: Type of stock.
type: array
nullable: false
items:
type: string
x-enum-description:
- Common stock
- Preferred stock
- Depository receipt
- Other stock
enum:
- common
- preferred
- depositoryReceipt
- other
uniqueItems: true
industryClassification:
description: Industry classification. Here, an industry is a category from any level of category system FactSet Revere Business Industry Classification System (RBICS), see endpoint `/category/listBySystem` with `id=48` for valid values.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Restriction list. Only stocks that belong to a category in the provided list are returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of category identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
maxItems: 100
exclude:
description: Exclusion list. Stocks that belong to a category in the provided list are not returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: 'Set of category identifiers. '
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
maxItems: 100
company:
description: Company-related parameters.
type: object
x-property-sort:
- country
properties:
country:
description: Country of the head office of a company. See endpoint `/basic/region/country/list` for valid values.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Restriction list. Only stocks issued by a company whose head office is located in a country in the provided list are returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of country identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
maxItems: 50
exclude:
description: Exclusion list. Stocks issued by a company whose head office is located in a country in the provided list are not returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of country identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
maxItems: 50
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
properties:
ids:
description: List of index instrument identifiers.
type: array
nullable: false
items:
type: string
format: id64
x-positive: true
maxItems: 20
compliance:
description: Compliance properties. See endpoint `/instrument/complianceProperty/list` for the full list of compliance properties associated with instruments (across all asset classes).
type: object
x-property-sort:
- france
properties:
france:
description: Compliance properties in accordance with the French law.
type: object
x-property-sort:
- or
properties:
or:
description: List of conditions representing a combination of compliance properties joined by a logical OR operator.
type: array
nullable: false
items:
type: object
x-property-sort:
- and
properties:
and:
description: List of combinations of compliance properties joined by a logical AND operator.
type: array
nullable: false
items:
type: object
x-property-sort:
- id
- negate
properties:
id:
description: 'Identifier of a compliance property. The compliance properties with `id=4` (SRD) and `id=10` (SRD long only) are mutually exclusive.
Examples:
1. Retrieve only stocks which are compliant to all of the following: PEA, PEAPME, and SRD
`"compliance":{ "france": { "or": [{ "and": [{ "id":2, "negate":false }, {"id":3, "negate":false}, {"id":4, "negate":false}]}]}}`
2. Retrieve only stocks which are compliant to PEA or to PEAPME
`"compliance":{ "france": { "or": [{ "and": [{ "id":2, "negate":false }]}, {"and": [{ "id":3, "negate":false }]}]}}`
3. Retrieve only stocks which are compliant to PEA or to PEAPME, but are not compliant to SRD long only.
`"compliance":{ "france": { "or": [{ "and": [{ "id":2, "negate":false },{"id":10, "negate":true}]}, {"and": [{ "id":3, "negate":false},{"id":10, "negate":true}]}]}}`'
type: number
format: id32
x-positive: true
x-enum-description:
- PEA
- PEAPME
- SRD
- SRD long only
enum:
- 2
- 3
- 4
- 10
negate:
description: 'If `true`, the condition excludes stocks compliant to the compliance property. '
type: boolean
uniqueItems: true
uniqueItems: true
reportedKeyFigures:
description: Parameters for stock-specific key figures as reported for a fiscal year.
type: array
nullable: false
items:
type: object
x-property-sort:
- fiscalYear
- currencyDependentKeyFigures
- ebitMargin
- ebitdaMargin
- netIncomeMargin
- grossIncomeMargin
- operatingMargin
- returnOnAssets
- returnOnEquity
- ratios
properties:
fiscalYear:
description: Since a fiscal year and a calendar year do not necessarily match with regard to their start and end dates, the year is derived as the calendar year occupied to a larger extent by the fiscal year, using a June through May fiscal year assignment. That means, fiscal years ending from the 1st of June onwards are assigned to the same calendar year. Either must be at most ten years in the past.
type: object
x-property-sort:
- yearEnd
- year
x-atMostOne: true
properties:
yearEnd:
description: Calendar year of the ending date of the fiscal year.
type: number
format: int32
year:
description: Derived fiscal year.
type: number
format: int32
currencyDependentKeyFigures:
description: Currency-dependent parameters. Selection of a currency is required to use these parameters.
type: object
x-property-sort:
- currency
- marketCapitalization
- ebit
- ebitda
- perShare
properties:
currency:
description: Currency in which the currency-dependent fiscal year key figures are expressed.
type: object
x-property-sort:
- isoCode
properties:
isoCode:
description: ISO 4217 code of the currency.
type: string
x-enum-description:
- Euro
- US Dollar
- British Pound Sterling
- Swiss Franc
enum:
- EUR
- USD
- GBP
- CHF
required:
- isoCode
marketCapitalization:
description: Value range for the market capitalization, which is the market value of the shares outstanding over all types of shares of the company.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
ebit:
description: Value range for the EBIT (earnings before interest and taxes).
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
ebitda:
description: Value range for the EBITDA (earnings before interest, taxes, depreciation, and amortization).
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
perShare:
description: Per-share parameters.
type: object
x-property-sort:
- sales
- recurringDilutedEarnings
- dividends
- bookValue
- cashFlow
properties:
sales:
description: Value range for the total sales revenue per share.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
recurringDilutedEarnings:
description: Value range for the recurring (excluding extraordinary items) diluted earnings per share, which is the ratio of the net income excluding extraordinary items, divided by the diluted shares outstanding. An extraordinary item is an atypical and infrequent gain or loss due to an unforeseeable event.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
dividends:
description: Value range for the dividends per share, which is the ratio of the total dividends paid out, divided by the shares outstanding. In general, the figure is based on the gross dividend, i.e. before taxes, except for countries with special tax regimes.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
bookValue:
description: Value range for the book value per share, which is the ratio of the book value (common equity), divided by the shares outstanding.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
cashFlow:
description: Value range for the cash flow per share, which is the ratio of the net operating cash flow, divided by the diluted shares outstanding.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
required:
- currency
ebitMargin:
description: Value range for the EBIT margin, which is the ratio of the EBIT, divided by the total sales revenue.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
ebitdaMargin:
description: Value range for the EBITDA margin, which is the ratio of the EBITDA, divided by the total sales revenue.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
netIncomeMargin:
description: Value range for the net income margin, which is the ratio of the net income, divided by the total sales revenue.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
grossIncomeMargin:
description: Value range for the gross income margin, which is the ratio of the gross income, divided by the total sales revenue.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
operatingMargin:
description: Value range for the operating margin, which is the ratio of the operating income, divided by the sales revenue.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
returnOnAssets:
description: Value range for the return on assets, which is the ratio of the net income, divided by the two-fiscal-year average of the total assets.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
returnOnEquity:
description: Value range for the return on equity (ROE), which is the ratio of the net income, divided by the two-fiscal-year average of the total shareholder's equity.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
ratios:
description: Ratio parameters.
type: object
x-property-sort:
- priceSales
- priceEarnings
- priceBookValue
- priceCashFlow
- priceFreeCashFlow
- dividendYield
- enterpriseValueEbit
- enterpriseValueEbitda
- enterpriseValueSales
- debtEquity
properties:
priceSales:
description: Value range for the ratio of the price, divided by the total sales revenue per share.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
priceEarnings:
description: Value range for the ratio of the price, divided by the reported earnings per share (basic or diluted) by the company.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
priceBookValue:
description: Value range for the ratio of the price, divided by the book value per share.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
priceCashFlow:
description: Value range for the ratio of the price, divided by the cash flow per share.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
priceFreeCashFlow:
description: Value range for the ratio of the price, divided by the free (i.e. without subtraction of dividends) cash flow per share.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
dividendYield:
description: Value range for the ratio of the dividend per share, divided by the price.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
enterpriseValueEbit:
description: Value range for the ratio of the enterprise value, divided by the EBIT.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
enterpriseValueEbitda:
description: Value range for the ratio of the enterprise value, divided by the EBITDA.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
enterpriseValueSales:
description: Value range for the ratio of the enterprise value, divided by the total amount of sales revenue.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
debtEquity:
description: Value range for the ratio of the total debt, divided by the total shareholder's equity.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
required:
- fiscalYear
maxItems: 3
performance:
description: Relative performance for different time ranges.
type: object
x-property-sort:
- intraday
- endOfDay
properties:
intraday:
description: Value range for the time range intraday. That is the difference of a notation's most recent price from the current trading day against the most recent EOD closing price. The parameter can be used only with the quality `DLY`, see parameter `prices.quality`.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
endOfDay:
description: End-of-day (EOD) relative performance for different time ranges. The relative performance is the difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date.
type: object
x-property-sort:
- day1
- week1
- month1
- months3
- months6
- year1
- years3
- years5
- yearToDate
properties:
day1:
description: Value range for the time range one day.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
week1:
description: Value range for the time range one week.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
month1:
description: Value range for the time range one month.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
months3:
description: Value range for the time range three months.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
months6:
description: Value range for the time range six months.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
year1:
description: Value range for the time range one year.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
years3:
description: Value range for the time range three years.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
years5:
description: Value range for the time range five years.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
yearToDate:
description: Value range for the time range year-to-date (YTD).
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
volatility:
description: Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year for different time ranges.
type: object
x-property-sort:
- week1
- month1
- months3
- months6
- year1
- years3
- years5
- yearToDate
properties:
week1:
description: Value range for the time range one week.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
month1:
description: Value range for the time range one month.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
months3:
description: Value range for the time range three months.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
months6:
description: Value range for the time range six months.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
year1:
description: Value range for the time range one year.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
years3:
description: Value range for the time range three years.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
years5:
description: Value range for the time range five years.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
yearToDate:
description: Value range for the time range year-to-date (YTD).
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
tradingValue:
description: Sum of the cash flow for all transactions of a notation over a certain time range. The cash flow of a transaction is its volume multiplied by its trade price.
type: object
x-property-sort:
- average
properties:
average:
description: Arithmetic mean of the trading value for different time ranges.
type: object
x-property-sort:
- days5
- days30
properties:
days5:
description: Value range for the time range five trading days.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
days30:
description: Value range for the time range 30 trading days.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
simpleMovingAverage:
description: Simple moving average (SMA), that is the arithmetic mean of a notation�"s EOD closing price, for different time ranges.
type: object
x-property-sort:
- days20
- days50
- days200
- tradingDaysSinceCrossover
properties:
days20:
description: Value range for the time range 20 trading days.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
days50:
description: Value range for the time range 50 trading days.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
days200:
description: Value range for the time range 200 trading days.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
tradingDaysSinceCrossover:
description: Number of trading days since a simple moving average crossed another one. All SMAs are calculated with EOD prices, thus the value 0 for the number of days means the crossover occurred on the most recent trading day for which such prices are available.
type: object
x-property-sort:
- sma20vs50
- sma50vs200
properties:
sma20vs50:
description: Number of trading days since the crossover and direction thereof of the SMA 20 (see parameter `simpleMovingAverage.days20`) and the SMA 50 (see parameter `simpleMovingAverage.days50`). Only crossovers which occurred in the most recent 100 trading days are considered.
type: object
x-property-sort:
- numberDays
- direction
properties:
numberDays:
description: Value range for the number of trading days.
type: object
format: int32Range
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: int32
description: The minimum value.
minimum: 0
exclusiveMinimum: false
maximum: 100
exclusiveMaximum: false
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: int32
description: The maximum value.
minimum: 0
exclusiveMinimum: false
maximum: 100
exclusiveMaximum: false
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
direction:
description: Direction of the crossing.
type: string
default: up
x-enum-description:
- The SMA 20 crossed the SMA 50 from below, hence the SMA 20 has currently a higher value.
- The SMA 20 crossed the SMA 50 from above, hence the SMA 20 has currently a lower value.
enum:
- up
- down
required:
- numberDays
sma50vs200:
description: Number of trading days since the crossover and direction thereof of the SMA 50 (see parameter `simpleMovingAverage.days50`) and the SMA 200 (see parameter `simpleMovingAverage.days200`). Only crossovers which occurred in the most recent 300 trading days are considered.
type: object
x-property-sort:
- numberDays
- direction
properties:
numberDays:
description: Value range for the number of trading days.
type: object
format: int32Range
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: int32
description: The minimum value.
minimum: 0
exclusiveMinimum: false
maximum: 300
exclusiveMaximum: false
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: int32
description: The maximum value.
minimum: 0
exclusiveMinimum: false
maximum: 300
exclusiveMaximum: false
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
direction:
description: Direction of the crossing.
type: string
default: up
x-enum-description:
- The SMA 50 crossed the SMA 200 from below, hence the SMA 50 has currently a higher value.
- The SMA 50 crossed the SMA 200 from above, hence the SMA 50 has currently a lower value.
enum:
- up
- down
required:
- numberDays
rsiWilder:
description: Relative strength index (RSI) by Wilder for different time ranges. This is the ratio of smoothed moving averages of the upwards and downwards daily returns over the given period, normalized to the range between 0 and 100. The RSI by Wilder measures the magnitude of the price changes in a given time period evaluating whether an asset is overbought or oversold and deriving a respective sell or buy signal.
type: object
x-property-sort:
- days14
properties:
days14:
description: Value range of the RSI by Wilder for the time range 14 trading days.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
recommendation:
description: Aggregated recommendation.
type: object
x-property-sort:
- counts
- consensus
properties:
counts:
description: Number of recommendations.
type: object
x-property-sort:
- total
properties:
total:
description: Value range for the total number of recommendations included in the current recommendation consensus (see parameter `recommendation.consensus`).
type: object
format: int32Range
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: int32
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: int32
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
consensus:
description: Recommendation consensus, which is the average value of all provided recommendations. Values are in the range from 1.0 to 5.0, whereby 1 represents the strongest buy recommendation, 3 a hold (neutral) recommendation and 5 the strongest sell recommendation.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
estimates:
description: Parameters for stock-specific consolidated estimates for a fiscal year.
type: array
nullable: false
items:
type: object
x-property-sort:
- fiscalYear
- currencyDependentEstimates
- returnOnAssets
- returnOnEquity
- ratios
properties:
fiscalYear:
description: Since a fiscal year and a calendar year do not necessarily match with regard to their start and end dates, the year is derived as the calendar year occupied to a larger extent by the fiscal year, using a June through May fiscal year assignment. That means, fiscal years ending from the 1st of June onwards are assigned to the same calendar year. Either must be at most two years in the future.
type: object
x-property-sort:
- yearEnd
- year
x-atMostOne: true
properties:
yearEnd:
description: Calendar year of the ending date of the fiscal year.
type: number
format: int32
year:
description: Derived fiscal year.
type: number
format: int32
currencyDependentEstimates:
description: Currency-dependent estimates. Selection of a currency is required to use these parameters.
type: object
x-property-sort:
- currency
- ebit
- ebitda
- perShare
properties:
currency:
description: Currency in which the currency-dependent estimates are expressed.
type: object
x-property-sort:
- isoCode
properties:
isoCode:
description: ISO 4217 code of the currency.
type: string
x-enum-description:
- Euro
- US Dollar
- British Pound Sterling
- Swiss Franc
enum:
- EUR
- USD
- GBP
- CHF
required:
- isoCode
ebit:
description: EBIT (earnings before interest and taxes).
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
ebitda:
description: EBITDA (earnings before interest, taxes, depreciation, and amortization).
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
perShare:
description: Per-share parameters.
type: object
x-property-sort:
- sales
- earnings
- dividends
- cashFlow
properties:
sales:
description: Total sales revenue per share.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
earnings:
description: Earnings per share (EPS), which is ratio of the net income, divided by the shares outstanding. For European equities, EPS is adjusted for exceptional and any non-recurring items. For Asian equities, EPS is as reported (as per local accounting standards). For US, Canada & South Africa, EPS reflects the analysts�" and company�"s standards.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
dividends:
description: Dividends per share, which is the ratio of the total dividends paid out, divided by the shares outstanding.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
cashFlow:
description: Cash flow per share, which is the ratio of the net operating cash flow, divided by the shares outstanding.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
required:
- currency
returnOnAssets:
description: Return on assets (ROA), which is the ratio of the net income, divided by the total assets.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
returnOnEquity:
description: Return on equity (ROE), which is the ratio of the net income, divided by the total shareholders' equity.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
ratios:
description: Ratio parameters.
type: object
x-property-sort:
- priceSales
- priceEarnings
- priceEarningsGrowth
- priceBookValue
- priceCashFlow
- priceFreeCashFlow
- dividendYield
- enterpriseValueEbit
- enterpriseValueEbitda
- enterpriseValueSales
properties:
priceSales:
description: Ratio of the price, divided by the total sales revenue per share.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
priceEarnings:
description: Ratio of the price, divided by the earnings per share.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
priceEarningsGrowth:
description: Price-earnings ratio divided by the growth rate of the earnings.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
priceBookValue:
description: Ratio of the price, divided by the book value per share.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
priceCashFlow:
description: Ratio of the price, divided by the cash flow per share.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
priceFreeCashFlow:
description: Ratio of the price, divided by the free (i.e. without subtraction of dividends) cash flow per share.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
dividendYield:
description: Ratio of the dividend per share, divided by the price.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
enterpriseValueEbit:
description: Ratio of the enterprise value, divided by the EBIT.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
enterpriseValueEbitda:
description: Ratio of the enterprise value, divided by the EBITDA.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
enterpriseValueSales:
description: Ratio of the enterprise value, divided by the total amount of sales revenue.
type: object
x-property-sort:
- mean
properties:
mean:
description: Value range for the mean value.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
required:
- fiscalYear
maxItems: 3
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'
x-property-sort:
- attributes
- language
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
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
PostNotationCrossReferenceFactSetIdentifierListByInstrumentRequest:
x-property-sort:
- data
- meta
description: Request Body
required:
- data
type: object
properties:
data:
type: object
x-property-sort:
- identifier
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}-[SLR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$|^[B-DF-HJ-NP-TV-Z0-9]{6}[0-9]$|^[A-Z]{2}[A-Z0-9]{9}[0-9]$|^[A-Z1-9][A-Z0-9]{5}$|^[0-9]{1,9}$|^[A-Z0-9]{8}[0-9]$
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 an instrument.
- MDG identifier of a listing.
- FactSet Permanent Identifier on security level.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol.
- SEDOL or IDII of a listing.
- ISIN of an instrument.
- WKN of an instrument.
- Valor number of an instrument.
- CUSIP or CINS identifier of an instrument
enum:
- idInstrument
- idNotation
- fdsPermanentIdentifierSecurity
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
- tickerExchange
- tickerRegion
- sedol
- isin
- wkn
- valor
- cusip
required:
- value
- type
required:
- identifier
example: example_value
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
language:
$ref: '#/components/schemas/LanguageMember'
x-property-sort:
- attributes
- language
example: example_value
PostSecuritizedDerivativeNotationScreenerSearchRequest:
type: object
properties:
data:
type: object
x-property-sort:
- validation
- category
- registrationCountry
- lifeCycle
- issuer
- exercise
- settlement
- collateralized
- quanto
- capitalProtection
- underlying
- cashFlowCurrency
- singleBarriers
- rangeBarriers
- factorCertificates
- nominalCurrency
- currentInterestRate
- keyFigures
- performance
- volatility
description: The data member contains the request's primary data.
properties:
validation:
description: Validation parameters.
type: object
x-property-sort:
- onlyActive
- prices
- valueUnit
- market
- instrumentRestrictionList
- notationRestrictionList
properties:
onlyActive:
description: If `true`, only active notations will be returned. The term "active" reflects the fact that notations and related data is not being deleted immediately after becoming irrelevant (e.g. because the source does not provide a price anymore), but remains in general retrievable for up to 6 months.
type: boolean
default: true
prices:
description: Price-related parameters.
type: object
x-property-sort:
- quality
- latest
- previous
properties:
quality:
type: string
description: Quality of the price.
default: DLY
x-enum-description:
- 'Delayed: intraday prices with an exchange-imposed delay of usually 15 to 30 minutes.'
- 'End-of-day: prices updated once per day after the close of trading, possibly with an exchange-imposed delay of several hours or days.'
enum:
- DLY
- EOD
latest:
description: Parameters related to the presence and age of the most recent trade price.
type: object
x-property-sort:
- availableOnly
- minimumDate
properties:
availableOnly:
description: If `true`, only notations for which a trade price (even an outdated one) is available will be returned.
type: boolean
minimumDate:
description: Earliest admissible date of the most recent trade price.
type: string
format: date
previous:
description: Parameters related to the presence and age of a trade price from a preceding trading day.
type: object
x-property-sort:
- availableOnly
- minimumDate
properties:
availableOnly:
description: If `true`, only notations for which a trade price from a preceding trading day is available will be returned.
type: boolean
minimumDate:
description: Earliest admissible date of the trade price from a preceding trading day.
type: string
format: date
valueUnit:
description: Value unit-related parameters. See endpoint `/basic/valueUnit/list` for valid values.
type: object
x-property-sort:
- selection
properties:
selection:
description: Value unit selection.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Specifies the value units a notation may have.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of value unit identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
exclude:
description: Specifies the value units a notation may not have.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of value unit identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
market:
description: Market-related notation selection. See endpoint `/basic/market/list` for valid values.
type: object
x-property-sort:
- selection
- priority
properties:
selection:
description: Market selection.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Specifies the markets from which a notation may originate.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of market identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
exclude:
description: Specifies the markets from which a notation may not originate.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of market identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
priority:
description: "Sequence of markets specifying the priority order of the markets for the selection of one notation per instrument. If for a given instrument with two matching notations, A and B, the market of notation A precedes the market of notation B in this list or if the market of notation B is not in this list, A is selected. If neither of the markets is in this list, the notation with the highest trading volume, averaged over one month, is selected. \n The list does not restrict the request to only those markets (use the parameter `market.selection` for that purpose)."
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 securitized derivatives that are a member of at least one of the provided lists.
type: object
x-property-sort:
- ids
properties:
ids:
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
description: List of identifieres of restriction lists.
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:
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
description: List of identifieres of restriction lists.
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
maxItems: 20
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:
- issue
- maturity
- callable
- valuation
- repayment
properties:
issue:
type: object
format: dateRange
x-isClosedInterval: true
properties:
start:
type: string
format: date
description: The starting point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the past.
x-allowNullValue: true
end:
type: string
format: date
description: The ending point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the future.
x-allowNullValue: true
x-property-sort:
- start
- end
required:
- start
- end
description: Date range of the issue date.
maturity:
description: Parameters related to the maturity.
type: object
x-property-sort:
- restriction
- perpetual
properties:
restriction:
description: The maturity can be restricted by using one of the parameters `date` or `remainingTermDays` but not both at the same time. If a maturity restriction is set, perpetual instruments, i.e. such that do not mature, are not included in the result unless the parameter `perpetual` is set to `include`.
type: object
x-property-sort:
- date
- remainingTermDays
x-atMostOne: true
properties:
date:
type: object
format: dateRange
x-isClosedInterval: true
properties:
start:
type: string
format: date
description: The starting point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the past.
x-allowNullValue: true
end:
type: string
format: date
description: The ending point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the future.
x-allowNullValue: true
x-property-sort:
- start
- end
required:
- start
- end
description: Date range of the maturity date.
remainingTermDays:
description: Value range for the remaining term to maturity expressed in days.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
perpetual:
type: string
description: Defines whether or not perpetual securitized derivatives, i.e. such that do not mature, are included in the result. The value `only` can be used if both parameters `maturity.restriction.date` and `maturity.restriction.remainingTermDays` are not set.
x-enum-description:
- Only perpetual securitized derivatives are included in the result.
- Perpetual securitized derivatives are included in the result even if one of the parameters `maturity.restriction.date` or `maturity.restriction.remainingTermDays` is set.
- Perpetual securitized derivatives are excluded from the result.
enum:
- only
- include
- exclude
callable:
type: boolean
description: Restricts the result to securitized derivatives that are callable (`true`) or are not callable (`false`). A callable instrument is one that may be redeemed by the issuer prior to maturity.
valuation:
description: Date range of the valuation date.
type: object
format: dateRange
x-isClosedInterval: true
properties:
start:
type: string
format: date
description: The starting point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the past.
x-allowNullValue: true
end:
type: string
format: date
description: The ending point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the future.
x-allowNullValue: true
x-property-sort:
- start
- end
required:
- start
- end
repayment:
description: Date range of the repayment date.
type: object
format: dateRange
x-isClosedInterval: true
properties:
start:
type: string
format: date
description: The starting point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the past.
x-allowNullValue: true
end:
type: string
format: date
description: The ending point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the future.
x-allowNullValue: true
x-property-sort:
- start
- end
required:
- start
- end
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
- style
properties:
right:
type: string
description: Code of the 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
style:
type: string
description: Code of the exercise style.
x-enum-description:
- An American-style securitized derivative can be exercised anytime during its life.
- An European-style securitized derivative can be exercised at maturity only.
- A Bermudan-style securitized derivative can be exercised only on predetermined dates.
enum:
- american
- european
- bermudan
settlement:
type: string
description: Settlement of the securitized derivative. It concerns the fulfillment of the issuer's contractual obligations arising from the securitized derivative. Depending on the terms, the underlying asset may be delivered physically or its equivalent monetary value may be payed out.
x-enum-description:
- Transfer of a cash amount
- Phyiscal delivery of the underlying asset.
- Cash or physical, at the discretion of the issuer.
enum:
- cash
- physical
- either
collateralized:
type: boolean
description: Restricts the result to securitized derivatives that are collateralized (`true`) or are not collateralized (`false`). A collateralized securitized derivative is protected against an issuer default by collateral.
quanto:
type: boolean
description: Restricts the result to securitized derivatives that are hedged (`true`) or are not hedged (`false`) against fluctuations of the foreign exchange rate between the value unit of the underlying and the value unit of the cash flows.
capitalProtection:
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 of the proportion of the nominal amount protected against loss.
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.\n\n 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\non a given commodity, e.g. brent crude oil. For such a list of underlyings, a barrier restriction in absolute terms, see for example parameter `singleBarriers.level.absolute` or `rangeBarriers.upper.level.absolute`, will provide a meaningful result, whereas for a list of non-similar underlyings, such as different stocks, a barrier restriction in absolute terms will not provide a meaningful result. This is due to the fact that futures on the same commodity are comparable in regards to their prices while two different stocks are not comparable.\n\n Parameters in relative terms, see for example parameter `singleBarriers.distance.relative`, are generally comparable and will provide meaningful result for a list of similar as well as\nfor a list of non-similar underlyings.\n\n For the selection of the effective underling of factor certificates, use `factorCertificates.effectiveUnderlying.instrument.ids`."
type: object
x-property-sort:
- instrument
- notation
x-atMostOne: true
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
cashFlowCurrency:
description: Main currency of the cash flows. A cash flow is a payout dependent on whether or not the underlying level, e.g. a stock's price, will reach a given threshold, called barrier, at a given time.
type: object
x-property-sort:
- id
properties:
id:
description: Identifier of the currency. See endpoint `/basic/valueUnit/currency/main/list` for valid values.
type: number
format: id32
x-positive: true
singleBarriers:
type: array
nullable: false
items:
type: object
x-property-sort:
- type
- observation
- level
- distance
- breach
- cashFlow
properties:
type:
description: The type of the barrier. See endpoint `/securitizedDerivative/barrier/type/list` for additional information. Note that not all barrier types listed in the mentioned endpoint can be used as a parameter.
type: string
x-enum-description:
- Represents the underlying level that needs to be reached in order for the securitized derivative to yield a profit; particularly relevant for reverse convertible bonds, sprint/outperformance certificates, capital-protection certificates, warrants and knock-out certificates.
- Represents the underlying level considered for repayment if the knock-in barrier is intact; particularly relevant for bonus certificates.
- Represents the maximum underlying level considered for repayment; particularly relevant for discount certificates, bonus certificates, and capital-protection certificates.
- Represents the underlying level where a securitized derivative is terminated and becomes (nearly) worthless; particularly relevant for knock-out certificates.
- Represents the underling level at which a certain product feature (such as a bonus payment) is lost; 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.
- Represents the underlying level at which the securitized derivative is terminated yielding a predefined amount; particularly relevant for capital-protection certificates and express certificates but currently not supported for the latter.
- Represents the underlying level at which a certain repayment at maturity is ensured; particularly relevant for capital-protection certificates and express certificates but currently not supported for the latter.
- Represents the underlying level corresponding to a guranteed repayment; particularly relevant for capital-protection certificates.
- Represents the underlying level at which a partial payment (such as a conditional coupon) is lost; particularly relevant for capital-protection certificates and express certificates but currently not supported for the latter.
enum:
- strike
- bonusLevel
- cap
- knockOut
- knockIn
- lockOut
- lockIn
- capitalGuarantee
- couponTriggerLevel
observation:
type: object
x-property-sort:
- type
description: 'Barrier observation modality; applicable to the following barrier types: `knockIn`, `knockOut`, `lockIn`, and `lockOut`.'
properties:
type:
type: string
description: Type of the barrier observation.
x-enum-description:
- The barrier is observed on a continuous basis (intraday prices are relevant).
- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance).
enum:
- continuous
- eod
level:
type: object
x-property-sort:
- absolute
description: Barrier level.
properties:
absolute:
type: object
format: realRange
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: real
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: real
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 of the absolute barrier level.
distance:
type: object
x-property-sort:
- absolute
- relative
description: Distance of the current underlying level to the barrier level.
properties:
absolute:
type: object
format: realRange
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: real
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: real
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 of the absolute distance.
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 of the distance in relative terms.
breach:
description: 'Parameters related to a barrier breach; applicable to the following barrier types: `knockIn` and `knockOut`'
type: object
x-property-sort:
- breached
properties:
breached:
type: string
description: Defines whether or not securitized derivatives for which the barrier has been breached are included in the result.
default: exclude
x-enum-description:
- The result is not limited with regard to whether the barrier has been breached or not.
- The result is limited to securitized derivatives for which the barrier has been breached.
- The result is limited to securitized derivatives for which the barrier has not been breached.
enum:
- all
- only
- exclude
cashFlow:
type: object
format: realRange
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: real
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: real
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 of the cash flow related to the barrier; applicable to the following barrier types: `cap`, `knockIn`, `lockOut`, `lockIn`, `capitalGuarantee`, and `couponTriggerLevel`.'
description: Single barriers. Barriers of this kind represent either a lower or an upper bound derived from the exercise right of the securitized derivative. Multiple barrier types may be used in one request.
rangeBarriers:
type: array
nullable: false
items:
type: object
x-property-sort:
- type
- observation
- upper
- lower
- breach
- cashFlow
properties:
type:
description: The type of the barrier. See endpoint `/securitizedDerivative/barrier/type/list` for additional information. Note that not all barrier types listed in the mentioned endpoint can be used as a parameter.
type: string
x-enum-description:
- Represents the upper and lower bound of the underlying level where a securitized derivative is terminated and becomes (nearly) worthless; particularly relevant for range knock-out certificates such as inline certificates.
enum:
- rangeKnockOut
observation:
type: object
x-property-sort:
- type
description: Barrier observation modality.
properties:
type:
type: string
description: Type of the barrier observation.
x-enum-description:
- The barrier is observed on a continuous basis (intraday prices are relevant).
- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance).
enum:
- continuous
- eod
upper:
type: object
x-property-sort:
- level
description: Parameters related to the upper bound.
properties:
level:
type: object
x-property-sort:
- absolute
description: Barrier level.
properties:
absolute:
type: object
format: realRange
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: real
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: real
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 of the absolute barrier level.
lower:
type: object
x-property-sort:
- level
description: Parameters related to the lower bound.
properties:
level:
type: object
x-property-sort:
- absolute
description: Barrier level.
properties:
absolute:
type: object
format: realRange
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: real
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: real
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 of the absolute barrier level.
breach:
description: 'Parameters related to a barrier breach; applicable to the following barrier types: `knockIn` and `knockOut`'
type: object
x-property-sort:
- breached
properties:
breached:
type: string
description: Defines whether or not securitized derivatives for which the barrier has been breached are included in the result.
default: exclude
x-enum-description:
- The result is not limited with regard to whether the barrier has been breached or not.
- The result is limited to securitized derivatives for which the barrier has been breached.
- The result is limited to securitized derivatives for which the barrier has not been breached.
enum:
- all
- only
- exclude
cashFlow:
type: object
format: realRange
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: real
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: real
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 of the cash flow related to the barrier; applicable to the following barrier types: `cap`, `knockIn`, `lockOut`, `lockIn`, `capitalGuarantee`, and `couponTriggerLevel`.'
description: Range barriers. Barriers of this kind represent a range with a lower and an upper bound.
factorCertificates:
type: object
x-property-sort:
- effectiveUnderlying
- participation
- constantLeverage
description: Parameters for factor certificates.
properties:
effectiveUnderlying:
type: object
x-property-sort:
- instrument
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.
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
constantLeverage:
type: object
format: realRange
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: real
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: real
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 of the constant leverage.
nominalCurrency:
type: object
x-property-sort:
- id
description: Main currency of the nominal and of the coupon payments.
properties:
id:
type: number
format: id32
x-positive: true
description: Identifier of the currency. See endpoint `/basic/valueUnit/currency/main/list` for valid values.
currentInterestRate:
type: object
x-property-sort:
- type
- value
description: Parameters regarding the interest rate of the current coupon period.
properties:
type:
type: string
description: Type of the interest rate.
x-enum-description:
- The interest rate is fixed for all periods and remains unchanged throughout the lifetime of the securitized derivative.
- The interest rate is variable and might change from period to period throughout the lifetime of the securitized derivative.
enum:
- fixed
- variable
value:
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 interest rate of the current coupon period. For coupon periods different than one year, the value is annualized. Not available for securitized derivatives with a current interest rate type other than `fixed`.
keyFigures:
type: object
x-property-sort:
- bonusYield
- sidewaysYield
- maximumYield
- agio
- discount
- breakEven
- spread
- delta
- thetaOneWeek
- vega
- leverage
- omega
- impliedVolatility
- intrinsicValue
- timeValue
- outperformancePoint
- parity
description: Key figures specific to securitized derivatives; based on ask prices.
properties:
bonusYield:
type: object
x-property-sort:
- absolute
- relative
- annualized
description: Bonus yield. It represents the bonus level adjusted for the cover ratio and currency cross rate minus the ask price of the securitized derivative. The value can become negative (e.g. for uncapped products), which does not mean that the investor will necessarily suffer a loss buying it. This key figure is calculated for bonus certificates with an intact knock-in barrier only. To restrict the result to bonus certificates with an intact knock in barrier, the parameter `singleBarriers.type` must be set to `knockIn` and the parameter `singleBarriers.breach.breached` must be set to `false`.
properties:
absolute:
type: object
format: realRange
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: real
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: real
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 of the bonus yield in absolute terms.
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 of the bonus yield relative to the ask price.
annualized:
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 of the annualized bonus yield relative to the ask price.
sidewaysYield:
type: object
x-property-sort:
- absolute
- relative
- annualized
description: Sideways yield. It represents a hypothetical payout at maturity minus the ask price of the securitized derivative, under the assumption that all payout-influencing factors remain unchanged until maturity.
properties:
absolute:
type: object
format: realRange
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: real
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: real
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 of the sideways yield in absolute terms.
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 of the sideways yield relative to the ask price.
annualized:
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 of the annualized sideways yield relative to the ask price.
maximumYield:
type: object
x-property-sort:
- absolute
- relative
- annualized
description: Maximum yield. It represents a hypothetical maximum payout at maturity minus the ask price of the derivative. This key figure represents a theoretically possible best-case scenario, disregarding the probability of occurrence. It is calculated only for securitized derivatives with a limited payout (e.g. capped products).
properties:
absolute:
type: object
format: realRange
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: real
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: real
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 of the maximum yield in absolute terms.
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 of the maximum yield relative to the ask price.
annualized:
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 of the annualized maximum yield relative to the ask price.
agio:
type: object
x-property-sort:
- absolute
- relative
- annualized
description: Agio. For plain vanilla warrants, it represents the difference between the ask price of the derivative and its parity (see attribute `parity`). Thus, for those with exercise right `call`, the agio indicates how much more expensive would it be to obtain the underlying through purchasing and exercising the warrant compared to directly purchasing the underlying. For those with exercise right `put`, the above consideration is applied inversely. For other types of securitized derivatives, the calculation and interpretation of the agio depends on their category. Negative values are possible.
properties:
absolute:
type: object
format: realRange
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: real
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: real
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 of the agio in absolute terms.
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 of the agio relative to the underlying level.
annualized:
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 of the annualized agio relative to the underlying level.
discount:
type: object
x-property-sort:
- absolute
- relative
description: Discount. It represents the difference between the ask price of the securitized derivative and the underlying level, adjusted for the cover ratio and the currency cross rate. This key figure is calculated only for discount certificates.
properties:
absolute:
type: object
format: realRange
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: real
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: real
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 of the discount in absolute terms.
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 of the discount relative to the underlying level.
breakEven:
type: object
x-property-sort:
- breakEvenPoint
- distance
description: Break even point. It represents the underlying level that has to be reached at maturity, such that no loss or profit occurs for the holder of the securitized derivative.
properties:
breakEvenPoint:
type: object
format: realRange
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: real
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: real
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 of the break even point.
distance:
type: object
x-property-sort:
- absolute
- relative
description: Distance from the underlying level to the break even point.
properties:
absolute:
type: object
format: realRange
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: real
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: real
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 of the distance in absolute terms.
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 of the distance relative to the underlying level.
spread:
type: object
x-property-sort:
- harmonized
- relative
description: Spread. It represents the difference between the ask and bid price.
properties:
harmonized:
type: object
format: realRange
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: real
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: real
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 of the spread in absolute terms, adjusted for the cover ratio.
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 of the spread relative to the ask price.
delta:
type: object
x-property-sort:
- effective
- unadjusted
description: Delta. It represents the first partial derivative of the function determining the derivative notation's theoretical price with respect to the underlying level, evaluated at the underlying level. Delta indicates the ratio of the absolute change of the price of a derivative for an indefinitely small absolute change in the underlying level, thus it represents the price sensitivity of the derivative relative to changes in the underlying level. This key figure is calculated for plain vanilla warrants only.
properties:
effective:
type: object
format: realRange
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: real
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: real
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 of the delta calculated using the actual cover ratio of the securitized derivative.
unadjusted:
type: object
format: realRange
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: real
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: real
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 of the delta calculated using a (hypothetical) cover ratio of 1:1.
thetaOneWeek:
type: object
x-property-sort:
- effective
- unadjusted
description: Weekly theta. It represents the first partial derivative of the function determining the derivative notation's theoretical price with respect to the residual term, evaluated at the current residual term and multiplied by 7/365. Weekly theta indicates the absolute change (decrease) of the price of a derivative for a reduction of the residual term by one week (seven calendar days), thus it represents the price sensitivity of the derivative relative to changes in the residual term. This key figure is calculated for plain vanilla warrants only.
properties:
effective:
type: object
format: realRange
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: real
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: real
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 of the weekly theta calculated using the actual cover ratio of the securitized derivative.
unadjusted:
type: object
format: realRange
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: real
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: real
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 of the weekly theta calculated using a (hypothetical) cover ratio of 1:1.
vega:
type: object
x-property-sort:
- effective
- unadjusted
description: Vega. It represents the first partial derivative of the function determining the derivative notation's theoretical price with respect to the implied volatility, evaluated at the current implied volatility. Vega indicates the ratio of the absolute change of the price of a derivative for an absolute change of the implied volatility, thus it represents the price sensitivity of the derivative relative to changes in the implied volatility. This key figure is calculated for plain vanilla warrants only.
properties:
effective:
type: object
format: realRange
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: real
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: real
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 of the vega calculated using the actual cover ratio of the securitized derivative.
unadjusted:
type: object
format: realRange
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: real
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: real
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 of the vega calculated using a (hypothetical) cover ratio of 1:1.
leverage:
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 of the leverage. It represents the ratio of the underlying level to the ask price of the securitized derivative, adjusted for the cover ratio and the currency cross rate. This key figure is calculated only for leveraged securitized derivatives (e.g. warrants, knock-out certificates).
omega:
type: object
format: realRange
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: real
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: real
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 of the omega. It represents unadjusted delta (see attribute `delta.unadjusted`) multiplied with the leverage (see attribute `leverage`), both calculated based on the ask price of the derivative. Omega indicates the elasticity of the securitized derivative's price regarding the underlying level. This key figure is calculated for plain vanilla warrants only.
impliedVolatility:
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 of the implied volatility. It represents the volatility of the underlying that justifies the ask price of the derivative, when used as a parameter in the derivative's pricing model (such as Black - Scholes). Its value is a result of the pricing process, thus it represents the annual volatility of the underlying expected by the market participants until maturity of the derivative. This key figure is calculated for plain vanilla warrants only.
intrinsicValue:
type: object
format: realRange
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: real
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: real
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 of the intrinsic value. It represents the difference between the underlying level and the strike of the securitized derivative, adjusted for the cover ratio and the currency cross rate. If the difference is negative, the intrinsic value is given as 0. The intrinsic value represents the theoretical profit from an immediate exercise of the derivative. This key figure is calculated for plain vanilla warrants only.
timeValue:
type: object
format: realRange
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: real
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: real
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 of the time value. It represents the difference between the ask price of the securitized derivative and its intrinsic value. This key figure is calculated for plain vanilla warrants only.
outperformancePoint:
type: object
format: realRange
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: real
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: real
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 of the outperformance point. It represents the underlying level from which the underlying starts to outperform the securitized derivative, thus the investor would be better off investing directly in the underlying. It is calculated only for securitized derivatives with a limited payout (e.g. capped products).
parity:
type: object
format: realRange
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: real
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: real
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 of the parity. It represents the difference between the underlying level and the strike of the derivative, adjusted for the cover ratio and the currency cross rate. Negative values are possible. It is the gain or loss that would result from the immediate exercise of an already present warrant and a simultaneously executed compensation transaction on the spot markets. This key figure is calculated for plain vanilla warrants only.
performance:
type: object
x-property-sort:
- intraday
- sinceIssue
- endOfDay
description: Relative performance for different time ranges.
properties:
intraday:
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 time range intraday. That is the difference of a notation's most recent price from the current trading day against the most recent EOD closing price.
sinceIssue:
type: object
x-property-sort:
- ask
- bid
description: Relative performance since issue. That is the difference of a notation's most recent price against the price on the issue date, relative to the price on the issue date.
properties:
ask:
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 ask-based relative performance since issue.
bid:
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 bid-based relative performance since issue.
endOfDay:
type: object
x-property-sort:
- day1
- week1
- month1
- months3
- months6
- year1
- years3
- years5
- yearToDate
description: End-of-day (EOD) relative performance for different time ranges. The relative performance is the difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date.
properties:
day1:
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 time range one day.
week1:
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 time range one week.
month1:
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 time range one month.
months3:
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 time range three months.
months6:
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 time range six months.
year1:
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 time range one year.
years3:
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 time range three years.
years5:
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 time range five years.
yearToDate:
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 time range year-to-date (YTD).
volatility:
type: object
x-property-sort:
- week1
- month1
- months3
- months6
- year1
- years3
- years5
- yearToDate
description: Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year for different time ranges.
properties:
week1:
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 time range one week.
month1:
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 time range one month.
months3:
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 time range three months.
months6:
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 time range six months.
year1:
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 time range one year.
years3:
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 time range three years.
years5:
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 time range five years.
yearToDate:
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 time range year-to-date (YTD).
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 10 (possibly prefixed) attribute name(s) is allowed.
type: array
items:
type: string
enum:
- symbol
- -symbol
- market.name
- -market.name
- instrument.name
- -instrument.name
- instrument.shortName
- -instrument.shortName
- instrument.categorization.ddv.level1.name
- -instrument.categorization.ddv.level1.name
- instrument.categorization.ddv.level2.name
- -instrument.categorization.ddv.level2.name
- instrument.categorization.ddv.level3.name
- -instrument.categorization.ddv.level3.name
- instrument.categorization.eusipa.level1.name
- -instrument.categorization.eusipa.level1.name
- instrument.categorization.eusipa.level2.name
- -instrument.categorization.eusipa.level2.name
- instrument.categorization.eusipa.level3.name
- -instrument.categorization.eusipa.level3.name
- instrument.lifeCycle.maturity.date
- -instrument.lifeCycle.maturity.date
- instrument.lifeCycle.maturity.remainingTermDays
- -instrument.lifeCycle.maturity.remainingTermDays
- instrument.lifeCycle.maturity.perpetual
- -instrument.lifeCycle.maturity.perpetual
- instrument.lifeCycle.callable
- -instrument.lifeCycle.callable
- instrument.lifeCycle.valuation
- -instrument.lifeCycle.valuation
- instrument.lifeCycle.repayment
- -instrument.lifeCycle.repayment
- instrument.issuer.name
- -instrument.issuer.name
- instrument.issuer.group.name
- -instrument.issuer.group.name
- instrument.exercise.right
- -instrument.exercise.right
- instrument.exercise.style
- -instrument.exercise.style
- instrument.settlement
- -instrument.settlement
- instrument.quanto
- -instrument.quanto
- instrument.capitalProtection
- -instrument.capitalProtection
- instrument.underlying.name
- -instrument.underlying.name
- instrument.underlying.valueUnit.code
- -instrument.underlying.valueUnit.code
- instrument.underlying.notation.instrument.typeComposite
- -instrument.underlying.notation.instrument.typeComposite
- instrument.strike.value
- -instrument.strike.value
- instrument.strike.distance.absolute
- -instrument.strike.distance.absolute
- instrument.strike.distance.relative
- -instrument.strike.distance.relative
- instrument.bonusLevel.value
- -instrument.bonusLevel.value
- instrument.bonusLevel.distance.absolute
- -instrument.bonusLevel.distance.absolute
- instrument.bonusLevel.distance.relative
- -instrument.bonusLevel.distance.relative
- instrument.cap.value
- -instrument.cap.value
- instrument.cap.distance.absolute
- -instrument.cap.distance.absolute
- instrument.cap.distance.relative
- -instrument.cap.distance.relative
- instrument.cap.cashFlow
- -instrument.cap.cashFlow
- instrument.knockOut.observation.type
- -instrument.knockOut.observation.type
- instrument.knockOut.value
- -instrument.knockOut.value
- instrument.knockOut.distance.absolute
- -instrument.knockOut.distance.absolute
- instrument.knockOut.distance.relative
- -instrument.knockOut.distance.relative
- instrument.knockOut.breach.breached
- -instrument.knockOut.breach.breached
- instrument.knockOut.breach.datetime
- -instrument.knockOut.breach.datetime
- instrument.knockIn.observation.type
- -instrument.knockIn.observation.type
- instrument.knockIn.value
- -instrument.knockIn.value
- instrument.knockIn.distance.absolute
- -instrument.knockIn.distance.absolute
- instrument.knockIn.distance.relative
- -instrument.knockIn.distance.relative
- instrument.knockIn.breach.breached
- -instrument.knockIn.breach.breached
- instrument.knockIn.breach.datetime
- -instrument.knockIn.breach.datetime
- instrument.lockOut.observation.type
- -instrument.lockOut.observation.type
- instrument.lockOut.value
- -instrument.lockOut.value
- instrument.lockOut.distance.absolute
- -instrument.lockOut.distance.absolute
- instrument.lockOut.distance.relative
- -instrument.lockOut.distance.relative
- instrument.lockOut.cashFlow
- -instrument.lockOut.cashFlow
- instrument.lockIn.observation.type
- -instrument.lockIn.observation.type
- instrument.lockIn.value
- -instrument.lockIn.value
- instrument.lockIn.distance.absolute
- -instrument.lockIn.distance.absolute
- instrument.lockIn.distance.relative
- -instrument.lockIn.distance.relative
- instrument.lockIn.cashFlow
- -instrument.lockIn.cashFlow
- instrument.capitalGuarantee.value
- -instrument.capitalGuarantee.value
- instrument.capitalGuarantee.distance.absolute
- -instrument.capitalGuarantee.distance.absolute
- instrument.capitalGuarantee.distance.relative
- -instrument.capitalGuarantee.distance.relative
- instrument.capitalGuarantee.cashFlow
- -instrument.capitalGuarantee.cashFlow
- instrument.couponTriggerLevel.value
- -instrument.couponTriggerLevel.value
- instrument.couponTriggerLevel.distance.absolute
- -instrument.couponTriggerLevel.distance.absolute
- instrument.couponTriggerLevel.distance.relative
- -instrument.couponTriggerLevel.distance.relative
- instrument.couponTriggerLevel.cashFlow
- -instrument.couponTriggerLevel.cashFlow
- instrument.rangeKnockOut.observation.type
- -instrument.rangeKnockOut.observation.type
- instrument.rangeKnockOut.upper.value
- -instrument.rangeKnockOut.upper.value
- instrument.rangeKnockOut.lower.value
- -instrument.rangeKnockOut.lower.value
- instrument.rangeKnockOut.breach.breached
- -instrument.rangeKnockOut.breach.breached
- instrument.rangeKnockOut.breach.datetime
- -instrument.rangeKnockOut.breach.datetime
- instrument.rangeKnockOut.cashFlow
- -instrument.rangeKnockOut.cashFlow
- instrument.participation
- -instrument.participation
- instrument.constantLeverage
- -instrument.constantLeverage
- instrument.nominalCurrency.isoCode
- -instrument.nominalCurrency.isoCode
- instrument.currentInterestRate.type
- -instrument.currentInterestRate.type
- instrument.currentInterestRate.value
- -instrument.currentInterestRate.value
- keyFigures.bonusYield.absolute
- -keyFigures.bonusYield.absolute
- keyFigures.bonusYield.relative
- -keyFigures.bonusYield.relative
- keyFigures.bonusYield.annualized
- -keyFigures.bonusYield.annualized
- keyFigures.sidewaysYield.absolute
- -keyFigures.sidewaysYield.absolute
- keyFigures.sidewaysYield.relative
- -keyFigures.sidewaysYield.relative
- keyFigures.sidewaysYield.annualized
- -keyFigures.sidewaysYield.annualized
- keyFigures.maximumYield.absolute
- -keyFigures.maximumYield.absolute
- keyFigures.maximumYield.relative
- -keyFigures.maximumYield.relative
- keyFigures.maximumYield.annualized
- -keyFigures.maximumYield.annualized
- keyFigures.agio.absolute
- -keyFigures.agio.absolute
- keyFigures.agio.relative
- -keyFigures.agio.relative
- keyFigures.agio.annualized
- -keyFigures.agio.annualized
- keyFigures.discount.absolute
- -keyFigures.discount.absolute
- keyFigures.discount.relative
- -keyFigures.discount.relative
- keyFigures.breakEven.breakEvenPoint
- -keyFigures.breakEven.breakEvenPoint
- keyFigures.spread.harmonized
- -keyFigures.spread.harmonized
- keyFigures.spread.relative
- -keyFigures.spread.relative
- keyFigures.delta.effective
- -keyFigures.delta.effective
- keyFigures.delta.unadjusted
- -keyFigures.delta.unadjusted
- keyFigures.thetaOneWeek.effective
- -keyFigures.thetaOneWeek.effective
- keyFigures.thetaOneWeek.unadjusted
- -keyFigures.thetaOneWeek.unadjusted
- keyFigures.vega.effective
- -keyFigures.vega.effective
- keyFigures.vega.unadjusted
- -keyFigures.vega.unadjusted
- keyFigures.leverage
- -keyFigures.leverage
- keyFigures.omega
- -keyFigures.omega
- keyFigures.impliedVolatility
- -keyFigures.impliedVolatility
- keyFigures.intrinsicValue
- -keyFigures.intrinsicValue
- keyFigures.timeValue
- -keyFigures.timeValue
- keyFigures.outperformancePoint
- -keyFigures.outperformancePoint
- keyFigures.parity
- -keyFigures.parity
- performance.intraday
- -performance.intraday
- performance.sinceIssue.ask
- -performance.sinceIssue.ask
- performance.sinceIssue.bid
- -performance.sinceIssue.bid
- performance.endOfDay.day1
- -performance.endOfDay.day1
- performance.endOfDay.week1
- -performance.endOfDay.week1
- performance.endOfDay.month1
- -performance.endOfDay.month1
- performance.endOfDay.months3
- -performance.endOfDay.months3
- performance.endOfDay.months6
- -performance.endOfDay.months6
- performance.endOfDay.year1
- -performance.endOfDay.year1
- performance.endOfDay.years3
- -performance.endOfDay.years3
- performance.endOfDay.years5
- -performance.endOfDay.years5
- performance.endOfDay.yearToDate
- -performance.endOfDay.yearToDate
- volatility.week1
- -volatility.week1
- volatility.month1
- -volatility.month1
- volatility.months3
- -volatility.months3
- volatility.months6
- -volatility.months6
- volatility.year1
- -volatility.year1
- volatility.years3
- -volatility.years3
- volatility.years5
- -volatility.years5
- volatility.yearToDate
- -volatility.yearToDate
maxItems: 10
uniqueItems: true
default:
- instrument.name
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: 500
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
example: example_value
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
PostNotationSelectionListMembersListRequest:
x-property-sort:
- data
- meta
description: Request Body
type: object
properties:
data:
type: object
x-property-sort:
- id
- filter
description: The data member contains the request's primary data.
properties:
id:
type: number
format: id32
x-positive: true
description: Identifier of a selection list.
filter:
type: object
x-property-sort:
- market
- valueUnit
- assetClass
- instrumentCategory
description: Criteria that filter the items in the response list; only items that match all of the criteria are returned.
properties:
market:
type: object
x-property-sort:
- restrict
- exclude
description: Market-related parameters. See endpoint `/basic/market/list` for valid values.
x-atMostOne: true
properties:
restrict:
type: object
x-property-sort:
- ids
description: Specifies the markets from which a notation may originate.
properties:
ids:
description: Set of market identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
exclude:
type: object
x-property-sort:
- ids
description: Specifies the markets from which a notation may not originate.
properties:
ids:
description: Set of market identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
valueUnit:
type: object
x-property-sort:
- restrict
- exclude
description: Value unit-related parameters. See endpoint `/basic/valueUnit/list` for valid values.
x-atMostOne: true
properties:
restrict:
type: object
x-property-sort:
- ids
description: Specifies the value units a notation may have.
properties:
ids:
description: Set of value unit identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
exclude:
type: object
x-property-sort:
- ids
description: Specifies the value units a notation may not have.
properties:
ids:
description: Set of value unit identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
assetClass:
type: object
x-property-sort:
- ids
description: Asset class restriction.
properties:
ids:
description: Set of asset class identifiers. See endpoint `/basic/assetClass/list` for valid values.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 12
instrumentCategory:
type: object
x-property-sort:
- restrict
- exclude
description: Category selection. Identifiers from all entitled category systems can be used, see endpoint `/category/system/list` with `idType=1` for the list of category systems.
x-atMostOne: true
properties:
restrict:
type: object
x-property-sort:
- ids
description: Specifies the instrument categories that the instruments of the notations may have.
properties:
ids:
description: Set of category identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 20
exclude:
type: object
x-property-sort:
- ids
description: Specifies the instrument categories that the instruments of the notations may not have.
properties:
ids:
description: Set of category identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 20
required:
- id
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 6 (possibly prefixed) attribute name(s) is allowed.
type: array
items:
type: string
enum:
- market.name
- -market.name
- valueUnit.name
- -valueUnit.name
- instrument.name.default.long
- -instrument.name.default.long
- instrument.name.default.short
- -instrument.name.default.short
- instrument.name.assetClassSpecific.long
- -instrument.name.assetClassSpecific.long
- instrument.name.assetClassSpecific.short
- -instrument.name.assetClassSpecific.short
maxItems: 6
uniqueItems: true
default:
- instrument.name.default.long
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: 500
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
example: example_value
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
PostDebtInstrumentNotationScreenerValueRangesGetRequest:
type: object
properties:
data:
type: object
x-property-sort:
- validation
- lifeCycle
- subordinated
- rating
- issuer
- issue
- tradingVolume
- compliance
- coupon
- yield
- macaulayDuration
- sensitivities
- tradedValue
description: The data member contains the request's primary data.
properties:
validation:
description: Validation parameters.
type: object
x-property-sort:
- onlyActive
- onlyNotSuspended
- prices
- valueUnit
- market
- instrumentSelectionList
- notationSelectionList
- categorization
properties:
onlyActive:
description: If `true`, only active notations will be returned. The term "active" reflects the fact that notations and related data is not being deleted immediately after becoming irrelevant (e.g. because the source does not provide a price anymore), but remains in general retrievable for up to 6 months.
type: boolean
default: true
onlyNotSuspended:
description: If `true`, only notations not suspended from trading will be returned.
type: boolean
default: false
prices:
description: Price-related parameters.
type: object
x-property-sort:
- quality
- latest
- previous
properties:
quality:
type: string
description: Quality of the price.
default: DLY
x-enum-description:
- 'Delayed: intraday prices with an exchange-imposed delay of usually 15 to 30 minutes.'
- 'End-of-day: prices updated once per day after the close of trading, possibly with an exchange-imposed delay of several hours or days.'
enum:
- DLY
- EOD
latest:
description: Parameters related to the presence and age of the most recent trade price.
type: object
x-property-sort:
- availableOnly
- minimumDate
properties:
availableOnly:
description: If `true`, only notations for which a trade price (even an outdated one) is available will be returned.
type: boolean
minimumDate:
description: Earliest admissible date of the most recent trade price.
type: string
format: date
previous:
description: Parameters related to the presence and age of a trade price from a preceding trading day.
type: object
x-property-sort:
- availableOnly
- minimumDate
properties:
availableOnly:
description: If `true`, only notations for which a trade price from a preceding trading day is available will be returned.
type: boolean
minimumDate:
description: Earliest admissible date of the trade price from a preceding trading day.
type: string
format: date
valueUnit:
description: Value unit selection. See endpoint `/basic/valueUnit/list` for valid values.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Specifies the value units a notation may have.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of value unit identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 50
exclude:
description: Specifies the value units a notation may not have.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of value unit identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 50
market:
description: Market-related notation selection. See endpoint `/basic/market/list` for valid values.
type: object
x-property-sort:
- selection
- priority
properties:
selection:
description: Market selection.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Specifies the markets from which a notation may originate.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of market identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
exclude:
description: Specifies the markets from which a notation may not originate.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of market identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
priority:
description: "Sequence of markets specifying the priority order of the markets for the selection of one notation per instrument. If for a given instrument with two matching notations, A and B, the market of notation A precedes the market of notation B in this list or if the market of notation B is not in this list, A is selected. If neither of the markets is in this list, the notation with the highest trading volume, averaged over one month, is selected. \n The list does not restrict the request to only those markets (use the parameter `market.selection` for that purpose)."
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
instrumentSelectionList:
description: Instrument-level restriction or exclusion.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Restriction lists. If present, the result contains only notations belonging to debt instruments that are a member of any of the provided lists.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of identifiers of restriction lists.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 3
exclude:
description: Exclusion lists. If present, the result does not contain notations belonging to debt instruments that are a member of any of the provided lists.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of identifiers of exclusion lists.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 3
notationSelectionList:
description: Notation-level restriction or exclusion.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Restriction lists. If present, the result contains only debt instrument notations that are a member of any of the provided lists.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of identifiers of restriction lists.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 3
exclude:
description: Exclusion lists. If present, the result does not contain debt instrument notations that are a member of any of the provided lists.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of identifiers of exclusion lists.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 3
categorization:
description: Debt instrument categorization. See endpoint `/category/listBySystem` with `id=18` for valid values.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Restriction list. Only debt instruments that belong to a category in the provided list are returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of category identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 20
exclude:
description: Exclusion lists. Debt instruments that belong to a category in the provided list are not returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of category identifiers.
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:
- issue
- maturity
- callable
properties:
issue:
type: object
format: dateRange
x-isClosedInterval: true
properties:
start:
type: string
format: date
description: The starting point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the past.
x-allowNullValue: true
end:
type: string
format: date
description: The ending point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the future.
x-allowNullValue: true
x-property-sort:
- start
- end
required:
- start
- end
description: Date range of the issue date.
maturity:
description: Parameters related to the maturity.
type: object
x-property-sort:
- restriction
- perpetual
properties:
restriction:
description: The maturity can be restricted by using one of the parameters `date` or `remainingTermYears` but not both at the same time. If a maturity restriction is set, perpetual instruments, i.e. such that do not mature, are not included in the result unless the parameter `perpetual` is set to "include".
type: object
x-property-sort:
- date
- remainingTermYears
x-atMostOne: true
properties:
date:
type: object
format: dateRange
x-isClosedInterval: true
properties:
start:
type: string
format: date
description: The starting point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the past.
x-allowNullValue: true
end:
type: string
format: date
description: The ending point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the future.
x-allowNullValue: true
x-property-sort:
- start
- end
required:
- start
- end
description: Date range of the maturity date.
remainingTermYears:
description: Value range for the remaining term to maturity expressed in years.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
perpetual:
type: string
description: Defines whether or not perpetual debt instruments, i.e. such that do not mature, are included in the result. The value "only" can be used if both parameters `maturity.restriction.date` and `maturity.restriction.remainingTermYears` are not set.
x-enum-description:
- Only perpetual debt instruments are included in the result.
- Perpetual debt instruments are included in the result even if one of the parameters `maturity.restriction.date` or `maturity.restriction.remainingTermYears` is set.
- Perpetual debt instruments are excluded from the result.
enum:
- only
- include
- exclude
callable:
type: boolean
description: Restricts the result to debt instruments that are callable (`true`) or are not callable (`false`). A callable instrument is one that may be redeemed by the issuer prior to maturity.
subordinated:
description: Restricts the result to debt instruments that are subordinated (`true`) or are not subordinated (`false`). In case of default, subordinated debt instruments are redeemed with a lower priority than non-subordinated.
type: boolean
rating:
description: Parameters related to a rating of a debt instrument. If a rating system is not selected by either specifying it directly (see parameter `rating.system.ids`) or by implying it via the minimum rating grade (see parameter `rating.grade.minimum.ids`) the result contains no data on ratings.
type: object
x-property-sort:
- system
- grade
x-atMostOne: true
properties:
system:
description: Rating system. The parameter allows to specify the rating system (up to two) from which the available ratings of the restricted set of debt instruments are retrieved without limiting the debt instrument selection to only debt instruments with a rating in that rating system.
type: object
x-property-sort:
- ids
properties:
ids:
description: List of identifiers of rating systems. The sequence of the provided identifiers corresponds to the response attributes `ratingSystem1` and `ratingSystem2` respectively, i.e. the rating grades of the selected debt instruments in the rating system of which the first identifier in the provided list is a member, is represented by the attribute `ratingSystem1.rating.grade` (and `ratingSystem1.rating.id` for the identifier of the rating grade).
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 2
grade:
description: Rating grade.
type: object
x-property-sort:
- minimum
properties:
minimum:
description: Minimum rating grade.
type: object
x-property-sort:
- ids
properties:
ids:
description: List of rating grade identifiers. Allowed are at most two identifiers which must refer to rating grades originating from different rating systems. Only debt instruments that satisfy all conditions, i.e. are rated higher than or equal to all provided rating grades, are returned. The sequence of the provided identifiers corresponds to the response attributes `ratingSystem1` and `ratingSystem2` respectively, i.e. the rating grade of a debt instrument in the rating system of which the first identifier in the provided list is a member, is represented by the attribute `ratingSystem1.rating.grade` (and `ratingSystem1.rating.id` for the identifier of the rating grade).
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 2
issuer:
description: Parameters related to the issuer.
type: object
x-property-sort:
- selection
- country
properties:
selection:
description: Issuer selection. See endpoint `/debtInstrument/issuer/search` for valid values.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Restriction list. Only debt instruments issued by an issuer in the provided list are returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of identifiers of legal entities in the role of an issuer.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
exclude:
description: Exclusion list. Debt instruments issued by an issuer in the provided list are not returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of identifiers of legal entities in the role of an issuer.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
country:
description: Selection of the country of registration of the debt instrtuments' issuer. See endpoint `/basic/region/country/list` for valid values.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Restriction list. Only debt instruments issued by an issuer whose country of registration is in the provided list are returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of country identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 50
exclude:
description: Exclusion list. Debt instruments issued by an issuer whose country of registration is in the provided list are not returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of country identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 50
issue:
description: Parameters related to the issue.
type: object
x-property-sort:
- volume
properties:
volume:
description: Issue volume.
type: object
x-property-sort:
- currency
properties:
currency:
description: Selection of the main currency of denomination of the issue volume. See endpoint `/basic/valueUnit/currency/main/list` for valid values.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Restriction list. Only debt instruments with a main currency of denomination in the provided list are returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of main currency identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 50
exclude:
description: Exclusion list. Debt instruments with a main currency of denomination in the provided list are not returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of main currency identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 50
tradingVolume:
description: Parameters regarding the trading volume. The issuer of a debt instrument may define a minimum trading volume, and an increment over that minimum, per market place and for the over-the-counter (e.g. interbank) trade. Orders that do not match the defined volumes cannot be (fully) executed. The currency is the currency of denomination, thus the parameter `issue.volume.currency.restrict.ids` must be set to exactly one currency in order to use this parameter.
type: object
x-property-sort:
- otc
properties:
otc:
description: Volume applicable to the over-the-counter (non-exchange based) trading.
type: object
x-property-sort:
- minimum
properties:
minimum:
description: Value range for the minimum trading volume.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
compliance:
description: Compliance properties.
type: object
x-property-sort:
- germany
properties:
germany:
description: Compliance properties in accordance with the German law.
type: object
x-property-sort:
- trusteeEligible
properties:
trusteeEligible:
type: boolean
description: Defines whether or not the debt instruments are eligible for investment by trustees according to §§1806ff of the BGB (German Civil Code). The German legislative has declared such debt instruments to be virtually free of the risk of loss, such as government and state bonds. Eligible are primarily German debt instruments.
coupon:
description: Parameters regarding the interest rate.
type: object
x-property-sort:
- occurrence
- currentInterestRate
properties:
occurrence:
description: Parameters regarding the occurrence and frequency of the coupon payments.
type: object
x-property-sort:
- type
- frequency
properties:
type:
type: array
nullable: false
items:
type: string
x-enum-description:
- Include debt instruments that do not pay a coupon.
- Include debt instruments that pay a coupon only once.
- Include debt instruments that pay a coupon on a repeated basis, possibly further limited by `occurrence.frequency`.
enum:
- never
- once
- repeated
description: Occurrence type of the coupon payments.
uniqueItems: true
frequency:
description: Frequency of the coupon payments. This filter is only applied to debt instruments whose `coupon.occurrence.type` is `repeated`. If this parameter is set, `occurrence.type` must include the value `repeated` or must not be set (in which case `repeated` is implied).
type: object
x-property-sort:
- ids
properties:
ids:
description: List of frequency identifiers. See endpoint `/basic/frequency/type/list` for valid values.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 9
currentInterestRate:
description: Interest rate of the current coupon period. Not available for debt instruments with an occurrence type of the coupon payments "never".
type: object
x-property-sort:
- type
- value
properties:
type:
description: Type of the interest rate.
type: object
x-property-sort:
- ids
properties:
ids:
description: List of interest rate type identifiers. See endpoint `/instrument/coupon/interestRate/type/list` for valid values.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 5
value:
description: Value range for the interest rate of the current coupon period; annualized if the payment frequency is not "annually". Not available for debt instruments with a current interest rate type other than "fixed rate" (`id=2`) or "step/reset" (`id=5`).
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
yield:
description: Parameters related to the yield.
type: object
x-property-sort:
- current
- toMaturity
- spread
properties:
current:
description: Value range for the current yield, which is the next annual interest payment divided by the price. If the coupon period is different than a year, the interest payment is annualized.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
toMaturity:
description: Value range for the yield to maturity, which is the annual rate of return, assuming the instrument is held until maturity.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
spread:
description: Value range for the credit spread (the difference in yield to maturity) between a debt instrument and its benchmark bond. See endpoint `/instrument/benchmark/list` for the benchmark bond.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
macaulayDuration:
description: Value range for the Macaulay duration, which is the average period (in years) of capital commitment.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
sensitivities:
description: Parameters related to the price sensitivities of debt instruments with respect to the prevailing market interest rate.
type: object
x-property-sort:
- basePointValue
- modifiedDuration
- elasticity
- convexity
properties:
basePointValue:
description: Value range for the base point value, which is the change of the debt instrument's price for a one base point change (nominally, not relatively) of the prevailing market interest rate. One base point is equivalent to 0.01 percent (1/100 of a percent). The unit of the base point value is the value unit of the notation, thus the parameter `validation.valueUnit.restrict.ids` must be set to exactly one value unit in order to use the parameter.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
modifiedDuration:
description: Value range for the modified duration, which is the percentage change of the debt instrument's price for a one percent change (nominally, not relatively) of the prevailing market interest rate.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
elasticity:
description: Value range for the yield elasticity, which is the ratio of the percentage change of the debt instrument's price for a one percent change (relatively, not nominally) of the prevailing market interest rate.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
convexity:
description: Value range for the convexity, which is a measure for the change of the modified duration as the prevailing market interest rate changes.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
tradedValue:
description: Parameters regarding the cash flow for all transactions over a certain time range. The currency is the currency of denomination, thus the parameter `issue.volume.currency.restrict.ids` must be set to exactly one currency in order to use these parameters.
type: object
x-property-sort:
- days30
properties:
days30:
description: Cash flow for the time range 30 trading days.
type: object
x-property-sort:
- sum
- average
properties:
sum:
description: Value range for the sum of the cash flow.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
average:
description: Value range for the average daily cash flow.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
example: example_value
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
language:
$ref: '#/components/schemas/LanguageMember'
x-property-sort:
- attributes
- language
example: example_value
PartialOutputObject_2:
type: object
properties:
isPartial:
type: boolean
description: Flag indicating that the response is a possibly incomplete array or an object containing a possibly incomplete array, due to hitting a processing time limit. If `true`, some matching results might be missing from the array, or elements for matching results might be incorrectly included (for example, when priority sorting would have removed the element). Depending on the use case, such a response may be unsuitable.
description: Object denoting that the endpoint response is possibly incomplete.
required:
- isPartial
x-property-sort:
- isPartial
LanguageMember:
type: string
format: isoLanguage
description: ISO 639-1 code of the language.
maxLength: 2
minLength: 2
exclusiveMinimum: false
exclusiveMaximum: false
PostInstrumentNotationListRequest:
x-property-sort:
- data
- meta
description: Request Body
type: object
properties:
data:
type: object
x-property-sort:
- identifier
- filter
description: The data member contains the request's primary data.
properties:
identifier:
type: object
x-property-sort:
- values
- type
description: Set of identifiers and their type.
properties:
values:
description: Set of identifiers to resolve.
type: array
nullable: false
items:
type: string
minLength: 3
exclusiveMinimum: false
maxLength: 50
exclusiveMaximum: false
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[SLR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$|^[B-DF-HJ-NP-TV-Z0-9]{6}[0-9]$|^[A-Z]{2}[A-Z0-9]{9}[0-9]$|^[A-Z1-9][A-Z0-9]{5}$|^[0-9]{1,9}$|^[A-Z0-9]{8}[0-9]$
uniqueItems: true
minItems: 1
maxItems: 100
type:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of an instrument.
- MDG identifier of a listing.
- FactSet Permanent Identifier on security level.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol.
- SEDOL or IDII of a listing.
- ISIN of an instrument.
- WKN of an instrument.
- Valor number of an instrument.
- CUSIP or CINS identifier of an instrument
enum:
- idInstrument
- idNotation
- fdsPermanentIdentifierSecurity
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
- tickerExchange
- tickerRegion
- sedol
- isin
- wkn
- valor
- cusip
required:
- values
- type
filter:
type: object
x-property-sort:
- valueUnit
- market
description: Criteria that filter the items in the response list; only items that match all of the criteria are returned.
properties:
valueUnit:
type: object
x-property-sort:
- selection
- order
description: Value unit-related notation selection. See endpoint `/basic/valueUnit/list` for valid values.
properties:
selection:
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
description: Value unit selection.
properties:
restrict:
type: object
x-property-sort:
- ids
description: Specifies the value units a notation may have.
properties:
ids:
description: Set of value unit identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
exclude:
type: object
x-property-sort:
- ids
description: Specifies the value units a notation may not have.
properties:
ids:
description: Set of value unit identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
order:
type: object
x-property-sort:
- ids
description: Sequence of value unit identifiers specifying the sorting of the notations per instrument; if the value unit of notation A precedes the value unit of notation B in this list, A precedes B in the result. Notations whose value unit is not in this list sort last. The ordering is applied only when the parameter `meta.sort` contains the attribute `notations.valueUnit.id`; the parameter `meta.sort` cannot contain that attribute if the attribute `valueUnit.order` is absent. The list does not restrict the request to only those value units, use the parameter `valueUnit.selection` for that purpose.
properties:
ids:
description: List of value unit identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
market:
type: object
x-property-sort:
- selection
- order
description: Market-related notation selection. See endpoint `/basic/market/list` for valid values.
properties:
selection:
type: object
x-property-sort:
- restrict
- exclude
- sipOnly
x-atMostOne: true
description: Market selection.
properties:
restrict:
type: object
x-property-sort:
- ids
description: Specifies the markets from which a notation may originate.
properties:
ids:
description: Set of market identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
exclude:
type: object
x-property-sort:
- ids
description: Specifies the markets from which a notation may not originate.
properties:
ids:
description: Set of market identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
sipOnly:
type: boolean
description: If `true`, only notations are returned that are traded on a market that reports to a U.S. Securities Information Processor (SIP).
order:
type: object
x-property-sort:
- ids
description: Sequence of market identifiers specifying the sorting of the notations per instrument; if the market of notation A precedes the market of notation B in this list, A precedes B in the result. Notations whose market is not in this list sort last. The ordering is applied only when the parameter `meta.sort` contains the attribute `notations.market.id`; the parameter `meta.sort` cannot contain that attribute if the attribute `market.order` is absent. The list does not restrict the request to only those markets, use the parameter `market.selection` for that purpose.
properties:
ids:
description: List of market identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
required:
- identifier
example: example_value
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
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 1 (possibly prefixed) attribute name(s) is allowed.
type: array
items:
type: string
enum:
- notations.market.id
- -notations.market.id
- notations.market.name
- -notations.market.name
- notations.valueUnit.id
- -notations.valueUnit.id
- notations.valueUnit.name
- -notations.valueUnit.name
- notations.tradingVolume.month1.average
- -notations.tradingVolume.month1.average
maxItems: 1
uniqueItems: true
default:
- notations.tradingVolume.month1.average
x-property-sort:
- attributes
- language
- sort
example: example_value
PostNotationSearchByTextRequest:
x-property-sort:
- data
- meta
description: Request Body
required:
- data
type: object
properties:
data:
type: object
x-property-sort:
- text
- validation
- assetClass
- instrumentCategory
- market
description: The data member contains the request's primary data.
properties:
text:
description: Text-related parameters.
type: object
x-property-sort:
- attributes
- value
- minimumMatchScore
properties:
attributes:
description: List of attributes to be searched in. The value `allEntitled` cannot appear with any other value.
type: array
nullable: false
items:
type: string
x-enum-description:
- All entitled attributes are searched in.
- International Securities Identification Number of the instrument.
- 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.
- 'The Valor number (German: Valorennummer) of the instrument. The Valor number is an integer number that uniquely identifies an instrument.'
- The SEDOL or IDII for the notation; see entity class "SEDOL or IDII" for details.
- The CUSIP (Committee on Uniform Security Identification Procedures) or CINS (CUSIP International Numbering System) identifier of the instrument. These numbers are 9-character codes of digits and upper-case letters that uniquely identify an instrument.
- 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.
- Symbol of an option or a future, as normalized by FactSet.
- Long name of the instrument.
- Short name of the instrument.
enum:
- allEntitled
- isin
- wkn
- valor
- sedol
- cusip
- symbol
- normalizedSymbol
- longName
- shortName
uniqueItems: true
maxItems: 8
default:
- allEntitled
value:
type: string
minLength: 2
exclusiveMinimum: false
maxLength: 50
exclusiveMaximum: false
pattern: ^[ -+--/0-:=?@\p{L}]*$
description: Full-text search string. It may be enclosed in double quotes ("). No escaping is provided, therefore it is impossible to specify a search string containing double quotes. Relevance of word starts is indicated by a phrase starting with a space character, such as " daimler". If only two characters are submitted, the search is executed as an exact search.
minimumMatchScore:
type: number
format: real
minimum: 0.1
exclusiveMinimum: false
maximum: 1
exclusiveMaximum: false
description: "Minimum match score for the text string. The match score has a value between 0 and 1 (inclusive), where a higher value indicates a better match than a lower one. \nExamples for the two most relevant thresholds: \n0.25: Exact substring match after case-folding and modifier elimination - \"Mnchner Rck\" is a match for the search string \"Munch\" but not for \"Muench\". \n 0.50: Exact substring match - \"Mnchner Rck\" is a match for the search string \"Mnch\" but not for \"Munch\" or \"mnch\"."
default: 0.25
required:
- value
validation:
description: Validation parameters.
type: object
x-property-sort:
- onlyActive
- prices
- valueUnit
- market
- instrumentSelectionList
- notationSelectionList
properties:
onlyActive:
description: If `true`, only active notations will be returned. The term "active" reflects the fact that notations and related data is not being deleted immediately after becoming irrelevant (e.g. because the source does not provide a price anymore), but remains in general retrievable for up to 6 months.
type: boolean
default: true
prices:
description: Price-related parameters.
type: object
x-property-sort:
- quality
- latest
- previous
properties:
quality:
type: string
description: Quality of the price.
default: EOD
x-enum-description:
- 'Delayed: intraday prices with an exchange-imposed delay of usually 15 to 30 minutes.'
- 'End-of-day: prices updated once per day after the close of trading, possibly with an exchange-imposed delay of several hours or days.'
enum:
- DLY
- EOD
latest:
description: Parameters related to the presence and age of the most recent trade price.
type: object
x-property-sort:
- availableOnly
- minimumDate
properties:
availableOnly:
description: If `true`, only notations for which a trade price (even an outdated one) is available will be returned.
type: boolean
minimumDate:
description: Earliest admissible date of the most recent trade price.
type: string
format: date
previous:
description: Parameters related to the presence and age of a trade price from a preceding trading day.
type: object
x-property-sort:
- availableOnly
- minimumDate
properties:
availableOnly:
description: If `true`, only notations for which a trade price from a preceding trading day is available will be returned.
type: boolean
minimumDate:
description: Earliest admissible date of the trade price from a preceding trading day.
type: string
format: date
valueUnit:
description: Value unit-related parameters. See endpoint `/basic/valueUnit/list` for valid values.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Specifies the value units a notation may have.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of value unit identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
exclude:
description: Specifies the value units a notation may not have.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of value unit identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
market:
description: Market-related parameters. See endpoint `/basic/market/list` for valid values.
type: object
x-property-sort:
- selection
- priority
properties:
selection:
description: Market selection.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Specifies the markets from which a notation may originate.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of market identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
exclude:
description: Specifies the markets from which a notation may not originate.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of market identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
priority:
description: "Sequence of markets specifying the priority order of the markets for the selection of one notation per instrument. If for a given instrument with two matching notations, A and B, the market of notation A precedes the market of notation B in this list or if the market of notation B is not in this list, A is selected. If neither of the markets is in this list, the notation with the highest trading volume, averaged over one month, is selected. \n The list does not restrict the request to only those markets (use the parameter `market.selection` for that purpose)."
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
instrumentSelectionList:
description: Instrument-level restriction or exclusion.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Restriction lists. If present, the result contains only notations of instruments that are a member of any of the provided lists.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of identifiers of restriction lists.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 3
exclude:
description: Exclusion lists. If present, the result does not contain notations belonging to instruments that are a member of any of the provided lists.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of identifiers of exclusion lists.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 3
notationSelectionList:
description: Notation-level restriction or exclusion.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Restriction lists. If present, the result contains only notations that are a member of any of the provided lists.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of identifiers of restriction lists.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 3
exclude:
description: Exclusion lists. If present, the result does not contain notations that are a member of any of the provided lists.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of identifiers of exclusion lists.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 3
assetClass:
description: Asset class restriction.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of asset class identifiers. See endpoint `/basic/assetClass/list` for valid values.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
exclusiveMaximum: false
uniqueItems: true
maxItems: 12
instrumentCategory:
description: Category selection. Identifiers from all entitled category systems can be used, see endpoint `/category/system/list` with `idType=1` for the list of category systems.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Specifies the instrument categories that the instruments of the notations may have
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of category identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
maxItems: 20
uniqueItems: true
exclude:
description: Specifies the instrument categories that the instruments of the notations may not have.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of category identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
maxItems: 20
uniqueItems: true
market:
description: Market-related notation sorting.
type: object
x-property-sort:
- order
properties:
order:
description: "Sequence of market identifiers specifying the first-order sort criterion for the resulting notation list; if the market of notation A precedes the market of notation B in this list, A precedes B in the result. Notations whose market is not in this list sort last. The second-order sorting of the result is given by the attribute `meta.sort`. \n The list does not restrict the request to only those markets (use the parameter `market.selection` for that purpose) and does not specify the priority order of the markets for selecting\none notation per instrument (use the parameter `market.priority` for that purpose)."
type: object
x-property-sort:
- ids
properties:
ids:
description: List of market identifiers. See endpoint `/basic/market/list` for valid values.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
required:
- text
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 6 (possibly prefixed) attribute name(s) is allowed.
type: array
items:
type: string
enum:
- instrument.name.default.long
- -instrument.name.default.long
- instrument.name.default.short
- -instrument.name.default.short
- instrument.name.assetClassSpecific.long
- -instrument.name.assetClassSpecific.long
- instrument.name.assetClassSpecific.short
- -instrument.name.assetClassSpecific.short
- match.score
- -match.score
- averageIndicativeTradingValue30TD
- -averageIndicativeTradingValue30TD
maxItems: 6
uniqueItems: true
default:
- -match.score
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: 500
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
example: example_value
PostDebtInstrumentNotationScreenerSearchRequest:
type: object
properties:
data:
type: object
x-property-sort:
- validation
- lifeCycle
- subordinated
- rating
- issuer
- issue
- tradingVolume
- compliance
- coupon
- yield
- macaulayDuration
- sensitivities
- tradedValue
description: The data member contains the request's primary data.
properties:
validation:
description: Validation parameters.
type: object
x-property-sort:
- onlyActive
- onlyNotSuspended
- prices
- valueUnit
- market
- instrumentSelectionList
- notationSelectionList
- categorization
properties:
onlyActive:
description: If `true`, only active notations will be returned. The term "active" reflects the fact that notations and related data is not being deleted immediately after becoming irrelevant (e.g. because the source does not provide a price anymore), but remains in general retrievable for up to 6 months.
type: boolean
default: true
onlyNotSuspended:
description: If `true`, only notations not suspended from trading will be returned.
type: boolean
default: false
prices:
description: Price-related parameters.
type: object
x-property-sort:
- quality
- latest
- previous
properties:
quality:
type: string
description: Quality of the price.
default: DLY
x-enum-description:
- 'Delayed: intraday prices with an exchange-imposed delay of usually 15 to 30 minutes.'
- 'End-of-day: prices updated once per day after the close of trading, possibly with an exchange-imposed delay of several hours or days.'
enum:
- DLY
- EOD
latest:
description: Parameters related to the presence and age of the most recent trade price.
type: object
x-property-sort:
- availableOnly
- minimumDate
properties:
availableOnly:
description: If `true`, only notations for which a trade price (even an outdated one) is available will be returned.
type: boolean
minimumDate:
description: Earliest admissible date of the most recent trade price.
type: string
format: date
previous:
description: Parameters related to the presence and age of a trade price from a preceding trading day.
type: object
x-property-sort:
- availableOnly
- minimumDate
properties:
availableOnly:
description: If `true`, only notations for which a trade price from a preceding trading day is available will be returned.
type: boolean
minimumDate:
description: Earliest admissible date of the trade price from a preceding trading day.
type: string
format: date
valueUnit:
description: Value unit selection. See endpoint `/basic/valueUnit/list` for valid values.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Specifies the value units a notation may have.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of value unit identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 50
exclude:
description: Specifies the value units a notation may not have.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of value unit identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 50
market:
description: Market-related notation selection. See endpoint `/basic/market/list` for valid values.
type: object
x-property-sort:
- selection
- priority
properties:
selection:
description: Market selection.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Specifies the markets from which a notation may originate.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of market identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
exclude:
description: Specifies the markets from which a notation may not originate.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of market identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
priority:
description: "Sequence of markets specifying the priority order of the markets for the selection of one notation per instrument. If for a given instrument with two matching notations, A and B, the market of notation A precedes the market of notation B in this list or if the market of notation B is not in this list, A is selected. If neither of the markets is in this list, the notation with the highest trading volume, averaged over one month, is selected. \n The list does not restrict the request to only those markets (use the parameter `market.selection` for that purpose)."
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
instrumentSelectionList:
description: Instrument-level restriction or exclusion.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Restriction lists. If present, the result contains only notations belonging to debt instruments that are a member of any of the provided lists.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of identifiers of restriction lists.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 3
exclude:
description: Exclusion lists. If present, the result does not contain notations belonging to debt instruments that are a member of any of the provided lists.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of identifiers of exclusion lists.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 3
notationSelectionList:
description: Notation-level restriction or exclusion.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Restriction lists. If present, the result contains only debt instrument notations that are a member of any of the provided lists.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of identifiers of restriction lists.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 3
exclude:
description: Exclusion lists. If present, the result does not contain debt instrument notations that are a member of any of the provided lists.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of identifiers of exclusion lists.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 3
categorization:
description: Debt instrument categorization. See endpoint `/category/listBySystem` with `id=18` for valid values.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Restriction list. Only debt instruments that belong to a category in the provided list are returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of category identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 20
exclude:
description: Exclusion lists. Debt instruments that belong to a category in the provided list are not returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of category identifiers.
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:
- issue
- maturity
- callable
properties:
issue:
type: object
format: dateRange
x-isClosedInterval: true
properties:
start:
type: string
format: date
description: The starting point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the past.
x-allowNullValue: true
end:
type: string
format: date
description: The ending point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the future.
x-allowNullValue: true
x-property-sort:
- start
- end
required:
- start
- end
description: Date range of the issue date.
maturity:
description: Parameters related to the maturity.
type: object
x-property-sort:
- restriction
- perpetual
properties:
restriction:
description: The maturity can be restricted by using one of the parameters `date` or `remainingTermYears` but not both at the same time. If a maturity restriction is set, perpetual instruments, i.e. such that do not mature, are not included in the result unless the parameter `perpetual` is set to "include".
type: object
x-property-sort:
- date
- remainingTermYears
x-atMostOne: true
properties:
date:
type: object
format: dateRange
x-isClosedInterval: true
properties:
start:
type: string
format: date
description: The starting point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the past.
x-allowNullValue: true
end:
type: string
format: date
description: The ending point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the future.
x-allowNullValue: true
x-property-sort:
- start
- end
required:
- start
- end
description: Date range of the maturity date.
remainingTermYears:
description: Value range for the remaining term to maturity expressed in years.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
perpetual:
type: string
description: Defines whether or not perpetual debt instruments, i.e. such that do not mature, are included in the result. The value "only" can be used if both parameters `maturity.restriction.date` and `maturity.restriction.remainingTermYears` are not set.
x-enum-description:
- Only perpetual debt instruments are included in the result.
- Perpetual debt instruments are included in the result even if one of the parameters `maturity.restriction.date` or `maturity.restriction.remainingTermYears` is set.
- Perpetual debt instruments are excluded from the result.
enum:
- only
- include
- exclude
callable:
type: boolean
description: Restricts the result to debt instruments that are callable (`true`) or are not callable (`false`). A callable instrument is one that may be redeemed by the issuer prior to maturity.
subordinated:
description: Restricts the result to debt instruments that are subordinated (`true`) or are not subordinated (`false`). In case of default, subordinated debt instruments are redeemed with a lower priority than non-subordinated.
type: boolean
rating:
description: Parameters related to a rating of a debt instrument.
type: object
x-property-sort:
- grade
properties:
grade:
description: Rating grade.
type: object
x-property-sort:
- minimum
properties:
minimum:
description: Minimum rating grade.
type: object
x-property-sort:
- ids
properties:
ids:
description: List of rating grade identifiers. Allowed are at most two identifiers which must refer to rating grades originating from different rating systems. Only debt instruments that satisfy all conditions, i.e. are rated higher than or equal to all provided rating grades, are returned. The sequence of the provided identifiers corresponds to the response attributes `ratingSystem1` and `ratingSystem2` respectively, i.e. the rating grade of a debt instrument in the rating system of which the first identifier in the provided list is a member, is represented by the attribute `ratingSystem1.rating.grade` (and `ratingSystem1.rating.id` for the identifier of the rating grade).
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 2
issuer:
description: Parameters related to the issuer.
type: object
x-property-sort:
- selection
- country
properties:
selection:
description: Issuer selection. See endpoint `/debtInstrument/issuer/search` for valid values.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Restriction list. Only debt instruments issued by an issuer in the provided list are returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of identifiers of legal entities in the role of an issuer.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
exclude:
description: Exclusion list. Debt instruments issued by an issuer in the provided list are not returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of identifiers of legal entities in the role of an issuer.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 100
country:
description: Selection of the country of registration of the debt instrtuments' issuer. See endpoint `/basic/region/country/list` for valid values.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Restriction list. Only debt instruments issued by an issuer whose country of registration is in the provided list are returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of country identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 50
exclude:
description: Exclusion list. Debt instruments issued by an issuer whose country of registration is in the provided list are not returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of country identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 50
issue:
description: Parameters related to the issue.
type: object
x-property-sort:
- volume
properties:
volume:
description: Issue volume.
type: object
x-property-sort:
- currency
properties:
currency:
description: Selection of the main currency of denomination of the issue volume. See endpoint `/basic/valueUnit/currency/main/list` for valid values.
type: object
x-property-sort:
- restrict
- exclude
x-atMostOne: true
properties:
restrict:
description: Restriction list. Only debt instruments with a main currency of denomination in the provided list are returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of main currency identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 50
exclude:
description: Exclusion list. Debt instruments with a main currency of denomination in the provided list are not returned.
type: object
x-property-sort:
- ids
properties:
ids:
description: Set of main currency identifiers.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 50
tradingVolume:
description: Parameters regarding the trading volume. The issuer of a debt instrument may define a minimum trading volume, and an increment over that minimum, per market place and for the over-the-counter (e.g. interbank) trade. Orders that do not match the defined volumes cannot be (fully) executed. The currency is the currency of denomination, thus the parameter `issue.volume.currency.restrict.ids` must be set to exactly one currency in order to use this parameter.
type: object
x-property-sort:
- otc
properties:
otc:
description: Volume applicable to the over-the-counter (non-exchange based) trading.
type: object
x-property-sort:
- minimum
properties:
minimum:
description: Value range for the minimum trading volume.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
compliance:
description: Compliance properties.
type: object
x-property-sort:
- germany
properties:
germany:
description: Compliance properties in accordance with the German law.
type: object
x-property-sort:
- trusteeEligible
properties:
trusteeEligible:
type: boolean
description: Defines whether or not the debt instruments are eligible for investment by trustees according to §§1806ff of the BGB (German Civil Code). The German legislative has declared such debt instruments to be virtually free of the risk of loss, such as government and state bonds. Eligible are primarily German debt instruments.
coupon:
description: Parameters regarding the interest rate.
type: object
x-property-sort:
- occurrence
- currentInterestRate
properties:
occurrence:
description: Parameters regarding the occurrence and frequency of the coupon payments.
type: object
x-property-sort:
- type
- frequency
properties:
type:
type: array
nullable: false
items:
type: string
x-enum-description:
- Include debt instruments that do not pay a coupon.
- Include debt instruments that pay a coupon only once.
- Include debt instruments that pay a coupon on a repeated basis, possibly further limited by `occurrence.frequency`.
enum:
- never
- once
- repeated
description: Occurrence type of the coupon payments.
uniqueItems: true
frequency:
description: Frequency of the coupon payments. This filter is only applied to debt instruments whose `coupon.occurrence.type` is `repeated`. If this parameter is set, `occurrence.type` must include the value `repeated` or must not be set (in which case `repeated` is implied).
type: object
x-property-sort:
- ids
properties:
ids:
description: List of frequency identifiers. See endpoint `/basic/frequency/type/list` for valid values.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 9
currentInterestRate:
description: Interest rate of the current coupon period. Not available for debt instruments with an occurrence type of the coupon payments "never".
type: object
x-property-sort:
- type
- value
properties:
type:
description: Type of the interest rate.
type: object
x-property-sort:
- ids
properties:
ids:
description: List of interest rate type identifiers. See endpoint `/instrument/coupon/interestRate/type/list` for valid values.
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
uniqueItems: true
maxItems: 5
value:
description: Value range for the interest rate of the current coupon period; annualized if the payment frequency is not "annually". Not available for debt instruments with a current interest rate type other than "fixed rate" (`id=2`) or "step/reset" (`id=5`).
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
yield:
description: Parameters related to the yield.
type: object
x-property-sort:
- current
- toMaturity
- spread
properties:
current:
description: Value range for the current yield, which is the next annual interest payment divided by the price. If the coupon period is different than a year, the interest payment is annualized.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
toMaturity:
description: Value range for the yield to maturity, which is the annual rate of return, assuming the instrument is held until maturity.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
spread:
description: Value range for the credit spread (the difference in yield to maturity) between a debt instrument and its benchmark bond. See endpoint `/instrument/benchmark/list` for the benchmark bond.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
macaulayDuration:
description: Value range for the Macaulay duration, which is the average period (in years) of capital commitment.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
sensitivities:
description: Parameters related to the price sensitivities of debt instruments with respect to the prevailing market interest rate.
type: object
x-property-sort:
- basePointValue
- modifiedDuration
- elasticity
- convexity
properties:
basePointValue:
description: Value range for the base point value, which is the change of the debt instrument's price for a one base point change (nominally, not relatively) of the prevailing market interest rate. One base point is equivalent to 0.01 percent (1/100 of a percent). The unit of the base point value is the value unit of the notation, thus the parameter `validation.valueUnit.restrict.ids` must be set to exactly one value unit in order to use the parameter.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
modifiedDuration:
description: Value range for the modified duration, which is the percentage change of the debt instrument's price for a one percent change (nominally, not relatively) of the prevailing market interest rate.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
elasticity:
description: Value range for the yield elasticity, which is the ratio of the percentage change of the debt instrument's price for a one percent change (relatively, not nominally) of the prevailing market interest rate.
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
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
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
convexity:
description: Value range for the convexity, which is a measure for the change of the modified duration as the prevailing market interest rate changes.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
tradedValue:
description: Parameters regarding the cash flow for all transactions over a certain time range. The currency is the currency of denomination, thus the parameter `issue.volume.currency.restrict.ids` must be set to exactly one currency in order to use these parameters.
type: object
x-property-sort:
- days30
properties:
days30:
description: Cash flow for the time range 30 trading days.
type: object
x-property-sort:
- sum
- average
properties:
sum:
description: Value range for the sum of the cash flow.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
average:
description: Value range for the average daily cash flow.
type: object
format: realRange
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: real
description: The minimum value.
inclusive:
type: boolean
description: Indicates whether the minimum value is included in the range or not.
default: true
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: real
description: The maximum value.
inclusive:
type: boolean
description: Indicates whether the maximum value is included in the range or not.
default: true
x-allowNullValue: true
x-property-sort:
- minimum
- maximum
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 10 (possibly prefixed) attribute name(s) is allowed.
type: array
items:
type: string
enum:
- valueUnit.code
- -valueUnit.code
- market.name
- -market.name
- symbol
- -symbol
- instrument.name
- -instrument.name
- instrument.shortName
- -instrument.shortName
- instrument.categorization.level1.name
- -instrument.categorization.level1.name
- instrument.categorization.level2.name
- -instrument.categorization.level2.name
- instrument.categorization.level3.name
- -instrument.categorization.level3.name
- instrument.lifeCycle.issue
- -instrument.lifeCycle.issue
- instrument.lifeCycle.maturity.date
- -instrument.lifeCycle.maturity.date
- instrument.lifeCycle.maturity.remainingTermYears
- -instrument.lifeCycle.maturity.remainingTermYears
- instrument.lifeCycle.maturity.perpetual
- -instrument.lifeCycle.maturity.perpetual
- instrument.lifeCycle.callable
- -instrument.lifeCycle.callable
- instrument.subordinated
- -instrument.subordinated
- instrument.ratingSystem1.rating.grade
- -instrument.ratingSystem1.rating.grade
- instrument.ratingSystem2.rating.grade
- -instrument.ratingSystem2.rating.grade
- instrument.issuer.name
- -instrument.issuer.name
- instrument.issuer.country.name
- -instrument.issuer.country.name
- instrument.issue.volume.currency.isoCode
- -instrument.issue.volume.currency.isoCode
- instrument.tradingVolume.otc.minimum
- -instrument.tradingVolume.otc.minimum
- instrument.compliance.germany.trusteeEligible
- -instrument.compliance.germany.trusteeEligible
- instrument.coupon.occurrence.frequency.name
- -instrument.coupon.occurrence.frequency.name
- instrument.coupon.currentInterestRate.type.name
- -instrument.coupon.currentInterestRate.type.name
- instrument.coupon.currentInterestRate.value
- -instrument.coupon.currentInterestRate.value
- yield.current
- -yield.current
- yield.toMaturity
- -yield.toMaturity
- yield.spread
- -yield.spread
- macaulayDuration
- -macaulayDuration
- sensitivities.basePointValue
- -sensitivities.basePointValue
- sensitivities.modifiedDuration
- -sensitivities.modifiedDuration
- sensitivities.elasticity
- -sensitivities.elasticity
- sensitivities.convexity
- -sensitivities.convexity
- tradedValue.days30.sum
- -tradedValue.days30.sum
- tradedValue.days30.average
- -tradedValue.days30.average
maxItems: 10
uniqueItems: true
default:
- instrument.name
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: 500
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
example: example_value
PostNotationCrossReferenceListByISINRequest:
x-property-sort:
- data
- meta
description: Request Body
type: object
properties:
data:
type: object
x-property-sort:
- isin
- filter
description: The data member contains the request's primary data.
properties:
isin:
type: string
format: isin
description: International Securities Identification Number.
filter:
type: object
x-property-sort:
- markets
- valueUnits
- onlyActive
description: Criteria that filter the items in the response list; only items that match all of the criteria are returned.
properties:
markets:
type: object
x-property-sort:
- ids
description: Filter for specific markets.
properties:
ids:
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
maxItems: 100
minItems: 1
description: List of market ids.
valueUnits:
type: object
x-property-sort:
- ids
description: Filter for specific value units.
properties:
ids:
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
maxItems: 100
minItems: 1
description: List of value unit ids.
onlyActive:
type: boolean
default: false
description: If true, only active notations will be returned. The term "active" reflects the fact that notations and related data is not being deleted immediately after becoming irrelevant (e.g. because the source does not provide a price anymore), but remains in general retrievable for up to 6 months.
required:
- isin
example: example_value
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
language:
$ref: '#/components/schemas/LanguageMember'
x-property-sort:
- attributes
- language
example: example_value
PostNotationCategoryListRequest:
x-property-sort:
- data
- meta
description: Request Body
type: object
properties:
data:
type: object
x-property-sort:
- identifier
- identifierType
- filter
description: The data member contains the request's primary data.
properties:
identifier:
type: string
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[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.
identifierType:
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
filter:
type: object
x-property-sort:
- dataset
description: Criteria that filter the items in the response list; only items that match all of the criteria are returned.
properties:
dataset:
type: object
x-property-sort:
- id
description: Filter the categories to only return values assigned by a dataset. See endpoint `/category/dataset/list` for valid values.
properties:
id:
type: number
format: id32
x-positive: true
description: Identifier of a category dataset.
required:
- identifier
- identifierType
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 2 (possibly prefixed) attribute name(s) is allowed.
type: array
items:
type: string
enum:
- dataset.id
- -dataset.id
- dataset.name
- -dataset.name
maxItems: 2
uniqueItems: true
default:
- dataset.name
x-property-sort:
- attributes
- language
- sort
example: example_value
responses:
PostDebtInstrumentNotationScreenerSearch200Response:
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
- valueUnit
- market
- symbol
- nsin
- fsym
- instrument
- yield
- macaulayDuration
- sensitivities
- tradedValue
properties:
id:
nullable: true
description: Identifier of the notation.
type: string
format: id64
x-positive: true
valueUnit:
nullable: false
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.
type: object
x-property-sort:
- id
- code
properties:
id:
nullable: true
description: Identifier of the value unit.
type: number
format: id32
x-positive: true
code:
nullable: true
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.'
x-sortable: true
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.
x-sortable: true
type: string
format: localizedString
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.
x-sortable: true
type: string
nsin:
nullable: false
description: NSIN data of the notation.
type: object
x-property-sort:
- sedol
properties:
sedol:
nullable: true
description: The SEDOL or IDII for the notation.
type: string
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
- categorization
- lifeCycle
- subordinated
- ratingSystem1
- ratingSystem2
- issuer
- issue
- tradingVolume
- compliance
- coupon
properties:
id:
nullable: true
description: Identifier of the instrument.
type: string
format: id64
x-positive: true
name:
nullable: true
description: Name of the instrument.
x-sortable: true
x-default-sort-attribute: true
x-default-sort-direction: 1
type: string
format: localizedString
shortName:
nullable: true
description: Short name of the instrument.
x-sortable: true
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
- cusip
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
cusip:
nullable: true
description: The CUSIP (Committee on Uniform Security Identification Procedures) or CINS (CUSIP International Numbering System) identifier of the instrument. These numbers are 9-character codes of digits and upper-case letters that uniquely identify 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).
categorization:
nullable: false
type: object
x-property-sort:
- level1
- level2
- level3
description: Debt instrument categorization. See endpoint `/category/listBySystem` with `id=18` for valid values.
properties:
level1:
nullable: false
type: object
x-property-sort:
- id
- name
description: First, most coarse, level of categorization.
properties:
id:
nullable: true
description: Identifier of the category.
type: number
format: id32
x-positive: true
name:
nullable: true
description: Name of the category.
x-sortable: true
type: string
format: localizedString
level2:
nullable: false
type: object
x-property-sort:
- id
- name
description: Second level of categorization.
properties:
id:
nullable: true
description: Identifier of the category.
type: number
format: id32
x-positive: true
name:
nullable: true
description: Name of the category.
x-sortable: true
type: string
format: localizedString
level3:
nullable: false
type: object
x-property-sort:
- id
- name
description: Third, most detailed, level of categorization.
properties:
id:
nullable: true
description: Identifier of the category.
type: number
format: id32
x-positive: true
name:
nullable: true
description: Name of the category.
x-sortable: true
type: string
format: localizedString
lifeCycle:
nullable: false
description: Important dates of the debt instrument.
type: object
x-property-sort:
- issue
- maturity
- callable
properties:
issue:
nullable: true
description: Date of the issue.
x-sortable: true
type: string
format: date
maturity:
nullable: false
description: Maturity data.
type: object
x-property-sort:
- date
- remainingTermYears
- perpetual
properties:
date:
nullable: true
description: Date of the debt instrument's maturity. The value is empty if the instrument is perpetual.
x-sortable: true
type: string
format: date
remainingTermYears:
nullable: true
description: Remaining term to maturity expressed in years.
x-sortable: true
type: number
format: real
perpetual:
nullable: true
description: If `true`, the debt instrument is perpetual, i.e. it does not mature, therefore the attribute `date` is `null`.
x-sortable: true
type: boolean
callable:
nullable: true
description: If `true`, the issuer may redeem the instrument prior to maturity.
x-sortable: true
type: boolean
subordinated:
nullable: true
description: If `true`, the debt instrument is subordinated.
x-sortable: true
type: boolean
ratingSystem1:
nullable: false
description: Rating of the debt instrument according to the rating system of the first identifier in the list provided in the parameter `rating.grade.minimum.ids`.
type: object
x-property-sort:
- rating
properties:
rating:
nullable: false
description: Rating of the debt instrument. See endpoint `/rating/grade/listBySystem` with the identifier of the respective rating system for possible values. See endpoint `/rating/grade/get` with the identifier of the rating grade for the identifier of the rating system.
type: object
x-property-sort:
- id
- grade
properties:
id:
nullable: true
description: Identifier of the rating grade.
type: number
format: id32
x-positive: true
grade:
nullable: true
description: Rating grade.
x-sortable: true
type: string
ratingSystem2:
nullable: false
description: Rating of the debt instrument according to the rating system of the second identifier in the list provided in the parameter `rating.grade.minimum.ids`.
type: object
x-property-sort:
- rating
properties:
rating:
nullable: false
description: Rating of the debt instrument. See endpoint `/rating/grade/listBySystem` with the identifier of the respective rating system for possible values. See endpoint `/rating/grade/get` with the identifier of the rating grade for the identifier of the rating system.
type: object
x-property-sort:
- id
- grade
properties:
id:
nullable: true
description: Identifier of the rating grade.
type: number
format: id32
x-positive: true
grade:
nullable: true
description: Rating grade.
x-sortable: true
type: string
issuer:
nullable: false
description: Issuer of the debt instrument. See endpoint `/legalEntity/list` for possible values.
type: object
x-property-sort:
- id
- name
- country
properties:
id:
nullable: true
description: Identifier of the issuer.
type: number
format: id32
x-positive: true
name:
nullable: true
description: Name of the issuer.
x-sortable: true
type: string
country:
nullable: false
description: Country of registration of the issuer. 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.
x-sortable: true
type: string
format: localizedString
issue:
nullable: false
description: Issue data of the debt instrument.
type: object
x-property-sort:
- volume
properties:
volume:
nullable: false
description: Issue volume data.
type: object
x-property-sort:
- currency
properties:
currency:
nullable: false
description: Main currency of denomination of the issue volume. See endpoint `/basic/valueUnit/currency/main/list` for possible values.
type: object
x-property-sort:
- id
- isoCode
properties:
id:
nullable: true
description: Identifier of the currency.
type: number
format: id32
x-positive: true
isoCode:
nullable: true
description: ISO 4217 code of the currency.
x-sortable: true
type: string
tradingVolume:
nullable: false
description: Requirements regarding the trading volume. The currency is the currency of denomination (see attribute `issue.volume.currency`), thus the values are not comparable if debt instruments with different currencies of denomination are among the results.
type: object
x-property-sort:
- otc
properties:
otc:
nullable: false
description: Volume applicable to the over-the-counter (non-exchange based) trading.
type: object
x-property-sort:
- minimum
properties:
minimum:
nullable: true
description: Minimum trading volume.
x-sortable: true
type: number
format: real
compliance:
nullable: false
description: Compliance properties.
type: object
x-property-sort:
- germany
properties:
germany:
nullable: false
description: Compliance properties in accordance with the German law.
type: object
x-property-sort:
- trusteeEligible
properties:
trusteeEligible:
nullable: true
x-sortable: true
type: boolean
description: If `true`, the debt instrument is eligible for investments by trustees according to §§1806ff of the BGB (German Civil Code). The German legislative has declared it to be virtually free of the risk of loss, such as government and state bonds. Eligible are primarily German debt instruments.
coupon:
nullable: false
description: Interest rate details.
type: object
x-property-sort:
- occurrence
- currentInterestRate
properties:
occurrence:
nullable: false
description: Occurrence and frequency of the coupon payments.
type: object
x-property-sort:
- type
- frequency
properties:
type:
nullable: true
type: string
description: Occurrence type of the coupon payments.
x-enum-description:
- The debt instrument does not pay out a coupon.
- The debt instrument pays out a coupon only once.
- The debt instrument pays out a coupon on a repeated basis.
enum:
- never
- once
- repeated
frequency:
nullable: false
description: Frequency of the coupon payments. Information about the frequency is available only if the attribute `occurrence.type` is set to `repeated`. See endpoint `/basic/frequency/type/list` for possible values of the frequency.
type: object
x-property-sort:
- id
- name
properties:
id:
nullable: true
description: Identifier of the frequency.
type: number
format: id32
x-positive: true
name:
nullable: true
description: Name of the frequency.
x-sortable: true
type: string
format: localizedString
currentInterestRate:
nullable: false
description: Details of the current coupon period.
type: object
x-property-sort:
- type
- value
properties:
type:
nullable: false
description: Type of the interest rate, see endpoint `/instrument/coupon/interestRate/type/list` for possible values.
type: object
x-property-sort:
- id
- name
properties:
id:
nullable: true
description: Identifier of the type.
type: number
format: id32
x-positive: true
name:
nullable: true
description: Name of the type.
x-sortable: true
type: string
format: localizedString
value:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Value of the interest rate; annualized if the payment frequency is not "annually". See endpoint `/instrument/coupon/keyData/get` for details regarding the current period.
yield:
nullable: false
description: Yield-related key figures.
type: object
x-property-sort:
- current
- toMaturity
- spread
properties:
current:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Current yield, which is the next annual interest payment divided by the price. If the coupon period is different than a year, the interest payment is annualized.
toMaturity:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Yield to maturity, which is the annual rate of return, assuming the instrument is held until maturity.
spread:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Credit spread, which is the difference in yield to maturity between a highest-quality debt instrument, also called a benchmark bond, and the debt instrument. See endpoint `/instrument/benchmark/list` for the benchmark bond.
macaulayDuration:
nullable: true
x-sortable: true
type: number
format: real
description: Macaulay duration, which is the average period (in years) of capital commitment.
sensitivities:
nullable: false
description: Price sensitivities of the debt instrument with respect to the prevailing market interest rate.
type: object
x-property-sort:
- basePointValue
- modifiedDuration
- elasticity
- convexity
properties:
basePointValue:
nullable: true
x-sortable: true
type: number
format: real
description: Base point value, which is the change of the debt instrument's price for a one base point change (nominally, not relatively) of the prevailing market interest rate. One base point is equivalent to 0.01 percent (1/100 of a percent). The unit of the base point value is the value unit of the notation (see attribute `valueUnit`), thus the values are not comparable if notations with different value units are among the results.
modifiedDuration:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Modified duration, which is the percentage change of the debt instrument's price for a one percent change (nominally, not relatively) of the prevailing market interest rate.
elasticity:
nullable: true
x-sortable: true
type: number
format: real
description: Yield elasticity, which is the ratio of the percentage change of the debt instrument's price for a one percent change (relatively, not nominally) of the prevailing market interest rate.
convexity:
nullable: true
x-sortable: true
type: number
format: real
description: Convexity, which is a measure for the change of the modified duration as the prevailing market interest rate changes.
tradedValue:
nullable: false
description: Cash flow for all transactions over a certain time range. The currency is the currency of denomination (see attribute `issue.volume.currency`), thus the values are not comparable if debt instruments with different currencies of denomination are among the results.
type: object
x-property-sort:
- days30
properties:
days30:
nullable: false
description: Cash flow for the time range 30 trading days.
type: object
x-property-sort:
- sum
- average
properties:
sum:
nullable: true
x-sortable: true
type: number
format: real
description: Sum of the cash flow.
average:
nullable: true
x-sortable: true
type: number
format: real
description: Average daily cash flow.
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
PostNotationMarketList200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: array
description: List of entitled markets.
nullable: false
items:
type: object
nullable: false
x-property-sort:
- id
- name
- shortName
- country
- type
- group
- timezone
- count
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of a market.
name:
nullable: true
x-sortable: true
x-default-sort-attribute: true
x-default-sort-direction: 1
type: string
format: localizedString
description: Name of the market.
shortName:
nullable: true
type: string
format: localizedString
description: Short name of the market.
country:
nullable: false
type: object
x-property-sort:
- id
- name
description: Country of the market. See endpoint `/basic/region/country/list` for possible values.
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the country.
name:
nullable: true
type: string
format: localizedString
description: Name of the country.
type:
nullable: false
type: object
x-property-sort:
- id
- name
description: Type of the market. See endpoint `/basic/market/type/list` for possible values.
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the type.
name:
nullable: true
type: string
format: localizedString
description: Name of the type.
group:
nullable: false
type: object
x-property-sort:
- id
- name
description: Market group of the market. See endpoint `/basic/market/list` for possible values.
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the market group.
name:
nullable: true
type: string
format: localizedString
description: Name of the market group.
timezone:
nullable: false
type: object
x-property-sort:
- id
- name
description: Timezone of the market. See endpoint `/basic/timezone/list` for possible values.
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the timezone.
name:
nullable: true
type: string
description: Name of the timezone.
count:
nullable: true
x-sortable: true
type: number
format: int32
description: Number of entitled notations.
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject'
pagination:
$ref: '#/components/schemas/OffsetBasedPaginationOutputObjectWithoutTotal'
x-property-sort:
- status
- pagination
x-property-sort:
- data
- meta
GetStockNotationKeyFiguresBenchmarkYear3Get200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
description: List of benchmarks with related key figures for a stock notation.
nullable: false
type: object
x-property-sort:
- idNotation
- sourceIdentifier
- benchmarks
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.
benchmarks:
nullable: false
description: List of benchmarks with related key figures. The order of the benchmark notations in the response is unrelated to their order in the request array.
type: array
items:
type: object
nullable: false
x-property-sort:
- notation
- beta
- correlation
- outperformance
- status
properties:
notation:
nullable: false
type: object
x-property-sort:
- id
- instrument
description: Notation of a benchmark.
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
- name
description: Instrument of the benchmark.
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.
beta:
nullable: true
type: number
format: real
description: Beta of the notation.
correlation:
nullable: true
type: number
format: real
description: Correlation of the notation.
outperformance:
nullable: true
type: number
format: relativeValue
description: Outperformance of the notation.
status:
nullable: false
type: object
x-property-sort:
- code
- identifier
- encryptedDetails
description: Error status for the requested identifier.
properties:
code:
nullable: true
type: string
description: Code of the error condition.
x-enum-description:
- No error.
- The provided identifier does not refer to a valid benchmark notation.
enum:
- none
- parameter
identifier:
nullable: true
type: string
format: id64
x-positive: true
description: Provided identifier.
encryptedDetails:
nullable: true
type: string
description: Base64-encoded internal details about the error.
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject_2'
x-property-sort:
- status
GetNotationKeyFiguresWeek1Get200Response:
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.
referenceDate:
nullable: true
type: string
format: date
description: Reference date of the time range.
performance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- referencePrice
description: Performance values.
properties:
absolute:
nullable: true
type: number
format: real
description: Absolute difference of a notation's most recent EOD closing price against the EOD closing price on the reference date.
relative:
nullable: true
type: number
format: relativeValue
description: Difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date.
referencePrice:
nullable: true
type: number
format: real
description: EOD closing price as of the reference date (see attribute `referenceDate`) used for calculation.
high:
nullable: false
type: object
x-property-sort:
- price
- date
description: Maximum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Maximum value.
date:
nullable: true
type: string
format: date
description: Date of the maximum value.
low:
nullable: false
type: object
x-property-sort:
- price
- date
description: Minimum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Minimum value.
date:
nullable: true
type: string
format: date
description: Date of the minimum value.
averagePrice:
nullable: true
type: number
format: real
description: Arithmetic mean of the notation's EOD closing prices for the given time range.
tradingVolume:
nullable: false
type: object
x-property-sort:
- average
- sum
description: Average and total trading volume for the given time range.
properties:
average:
nullable: true
type: number
format: real
description: Arithmetic mean of the daily trading volumes.
sum:
nullable: true
type: number
format: real
description: Sum of the daily trading volumes.
tradingValue:
nullable: true
type: number
format: real
description: Sum of the cash flow for all transactions of one notation over a certain time range. The cash flow of a transaction is its volume multiplied by its trade price.
volatility:
nullable: true
type: number
format: real
description: Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- referenceDate
- performance
- high
- low
- averagePrice
- tradingVolume
- tradingValue
- volatility
description: EOD key figures.
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
GetStockNotationKeyFiguresBenchmarkMonth3Get200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
description: List of benchmarks with related key figures for a stock notation.
nullable: false
type: object
x-property-sort:
- idNotation
- sourceIdentifier
- benchmarks
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.
benchmarks:
nullable: false
description: List of benchmarks with related key figures. The order of the benchmark notations in the response is unrelated to their order in the request array.
type: array
items:
type: object
nullable: false
x-property-sort:
- notation
- beta
- correlation
- outperformance
- status
properties:
notation:
nullable: false
type: object
x-property-sort:
- id
- instrument
description: Notation of a benchmark.
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
- name
description: Instrument of the benchmark.
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.
beta:
nullable: true
type: number
format: real
description: Beta of the notation.
correlation:
nullable: true
type: number
format: real
description: Correlation of the notation.
outperformance:
nullable: true
type: number
format: relativeValue
description: Outperformance of the notation.
status:
nullable: false
type: object
x-property-sort:
- code
- identifier
- encryptedDetails
description: Error status for the requested identifier.
properties:
code:
nullable: true
type: string
description: Code of the error condition.
x-enum-description:
- No error.
- The provided identifier does not refer to a valid benchmark notation.
enum:
- none
- parameter
identifier:
nullable: true
type: string
format: id64
x-positive: true
description: Provided identifier.
encryptedDetails:
nullable: true
type: string
description: Base64-encoded internal details about the error.
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject_2'
x-property-sort:
- status
GetNotationKeyFiguresMonth1List200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: array
description: EOD key figures for a list of notations.
nullable: false
items:
type: object
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- referenceDate
- performance
- high
- low
- averagePrice
- tradingVolume
- tradingValue
- volatility
- status
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
referenceDate:
nullable: true
type: string
format: date
description: Reference date of the time range.
performance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- referencePrice
description: Performance values.
properties:
absolute:
nullable: true
type: number
format: real
description: Absolute difference of a notation's most recent EOD closing price against the EOD closing price on the reference date.
relative:
nullable: true
type: number
format: relativeValue
description: Difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date.
referencePrice:
nullable: true
type: number
format: real
description: EOD closing price as of the reference date (see attribute `referenceDate`) used for calculation.
high:
nullable: false
type: object
x-property-sort:
- price
- date
description: Maximum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Maximum value.
date:
nullable: true
type: string
format: date
description: Date of the maximum value.
low:
nullable: false
type: object
x-property-sort:
- price
- date
description: Minimum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Minimum value.
date:
nullable: true
type: string
format: date
description: Date of the minimum value.
averagePrice:
nullable: true
type: number
format: real
description: Arithmetic mean of the notation's EOD closing prices for the given time range.
tradingVolume:
nullable: false
type: object
x-property-sort:
- average
- sum
description: Average and total trading volume for the given time range.
properties:
average:
nullable: true
type: number
format: real
description: Arithmetic mean of the daily trading volumes.
sum:
nullable: true
type: number
format: real
description: Sum of the daily trading volumes.
tradingValue:
nullable: true
type: number
format: real
description: Sum of the cash flow for all transactions of one notation over a certain time range. The cash flow of a transaction is its volume multiplied by its trade price.
volatility:
nullable: true
type: number
format: real
description: Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year.
status:
nullable: false
type: object
x-property-sort:
- code
- identifier
- details
- encryptedDetails
description: Error status for the requested identifier.
properties:
code:
nullable: true
type: string
description: Code of the error condition.
x-enum-description:
- No error.
- The provided identifier does not refer to a valid notation.
- Not entitled to see data for the notation.
- Unable to resolve the provided identifier.
enum:
- none
- parameter
- entitlement
- identifierMapping
identifier:
nullable: true
type: string
format: id64
x-positive: true
description: Provided identifier.
details:
nullable: true
type: string
description: A human-readable, unstructured explanation specific to this occurrence of the problem.
encryptedDetails:
nullable: true
type: string
description: Base64-encoded internal details about the error.
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
GetNotationKeyFiguresYear10List200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: array
description: EOD key figures for a list of notations.
nullable: false
items:
type: object
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- referenceDate
- performance
- high
- low
- tradingVolume
- volatility
- status
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
referenceDate:
nullable: true
type: string
format: date
description: Reference date of the time range.
performance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- referencePrice
description: Performance values.
properties:
absolute:
nullable: true
type: number
format: real
description: Absolute difference of a notation's most recent EOD closing price against the EOD closing price on the reference date.
relative:
nullable: true
type: number
format: relativeValue
description: Difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date.
referencePrice:
nullable: true
type: number
format: real
description: EOD closing price as of the reference date (see attribute `referenceDate`) used for calculation.
high:
nullable: false
type: object
x-property-sort:
- price
- date
description: Maximum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Maximum value.
date:
nullable: true
type: string
format: date
description: Date of the maximum value.
low:
nullable: false
type: object
x-property-sort:
- price
- date
description: Minimum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Minimum value.
date:
nullable: true
type: string
format: date
description: Date of the minimum value.
tradingVolume:
nullable: true
type: number
format: real
description: Sum of the trading volume of a notation in number of shares for the time-range between the date of the most recent end-of-day (EOD) closing price (inclusive) and the reference date (exclusive).
volatility:
nullable: true
type: number
format: real
description: Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year.
status:
nullable: false
type: object
x-property-sort:
- code
- identifier
- details
- encryptedDetails
description: Error status for the requested identifier.
properties:
code:
nullable: true
type: string
description: Code of the error condition.
x-enum-description:
- No error.
- The provided identifier does not refer to a valid notation.
- Not entitled to see data for the notation.
- Unable to resolve the provided identifier.
enum:
- none
- parameter
- entitlement
- identifierMapping
identifier:
nullable: true
type: string
format: id64
x-positive: true
description: Provided identifier.
details:
nullable: true
type: string
description: A human-readable, unstructured explanation specific to this occurrence of the problem.
encryptedDetails:
nullable: true
type: string
description: Base64-encoded internal details about the error.
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
GetNotationKeyFiguresMonth3Get200Response:
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.
referenceDate:
nullable: true
type: string
format: date
description: Reference date of the time range.
performance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- referencePrice
description: Performance values.
properties:
absolute:
nullable: true
type: number
format: real
description: Absolute difference of a notation's most recent EOD closing price against the EOD closing price on the reference date.
relative:
nullable: true
type: number
format: relativeValue
description: Difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date.
referencePrice:
nullable: true
type: number
format: real
description: EOD closing price as of the reference date (see attribute `referenceDate`) used for calculation.
high:
nullable: false
type: object
x-property-sort:
- price
- date
description: Maximum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Maximum value.
date:
nullable: true
type: string
format: date
description: Date of the maximum value.
low:
nullable: false
type: object
x-property-sort:
- price
- date
description: Minimum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Minimum value.
date:
nullable: true
type: string
format: date
description: Date of the minimum value.
tradingVolume:
nullable: true
type: number
format: real
description: Sum of the trading volume of a notation in number of shares for the time-range between the date of the most recent end-of-day (EOD) closing price (inclusive) and the reference date (exclusive).
volatility:
nullable: true
type: number
format: real
description: Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- referenceDate
- performance
- high
- low
- tradingVolume
- volatility
description: EOD key figures.
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
GetNotationKeyFiguresMonth1Get200Response:
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.
referenceDate:
nullable: true
type: string
format: date
description: Reference date of the time range.
performance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- referencePrice
description: Performance values.
properties:
absolute:
nullable: true
type: number
format: real
description: Absolute difference of a notation's most recent EOD closing price against the EOD closing price on the reference date.
relative:
nullable: true
type: number
format: relativeValue
description: Difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date.
referencePrice:
nullable: true
type: number
format: real
description: EOD closing price as of the reference date (see attribute `referenceDate`) used for calculation.
high:
nullable: false
type: object
x-property-sort:
- price
- date
description: Maximum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Maximum value.
date:
nullable: true
type: string
format: date
description: Date of the maximum value.
low:
nullable: false
type: object
x-property-sort:
- price
- date
description: Minimum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Minimum value.
date:
nullable: true
type: string
format: date
description: Date of the minimum value.
averagePrice:
nullable: true
type: number
format: real
description: Arithmetic mean of the notation's EOD closing prices for the given time range.
tradingVolume:
nullable: false
type: object
x-property-sort:
- average
- sum
description: Average and total trading volume for the given time range.
properties:
average:
nullable: true
type: number
format: real
description: Arithmetic mean of the daily trading volumes.
sum:
nullable: true
type: number
format: real
description: Sum of the daily trading volumes.
tradingValue:
nullable: true
type: number
format: real
description: Sum of the cash flow for all transactions of one notation over a certain time range. The cash flow of a transaction is its volume multiplied by its trade price.
volatility:
nullable: true
type: number
format: real
description: Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- referenceDate
- performance
- high
- low
- averagePrice
- tradingVolume
- tradingValue
- volatility
description: EOD key figures.
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
PostNotationCrossReferenceFactSetIdentifierListByFactSetIdentifier200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: object
properties:
instrument:
nullable: false
type: object
x-property-sort:
- id
- name
- shortName
description: Instrument data.
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.
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).
regional:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- isPrimary
- permanentIdentifier
- tickerRegion
- listing
properties:
isPrimary:
nullable: true
type: boolean
description: Indicates whether the regional identifier is the primary regional identifier of the security (`true`) or not (`false`).
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: FDS-US).'
listing:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- notation
- isPrimary
- permanentIdentifier
- tickerExchange
properties:
notation:
nullable: false
type: object
x-property-sort:
- id
- market
- valueUnit
description: Notation data.
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of a notation.
market:
nullable: false
type: object
x-property-sort:
- id
- name
description: Market of the notation. See endpoint `/basic/market/list` for possible values.
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
- isoCode
- name
description: Value unit of the notation. 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.'
isoCode:
nullable: true
type: string
description: ISO 4217 code of the value unit. Empty if the ISO 4217 standard does not define a code for the currency.
name:
nullable: true
type: string
format: localizedString
description: Name of the value unit.
isPrimary:
nullable: true
type: boolean
description: Indicates whether the listing identifier is the one for the primary listing among all listings with the same regional identifier (`true`) or not (`false`).
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. "FDS" for FactSet Research Systems Inc.) and the three-character code of the exchange on which the listing is traded (example: FDS-NYS).'
description: Listing-level data with a list of notations. If the set of listing identifiers contains an element for which the attribute `isPrimary = true`, then this element is the first one in the array.
description: Regional-level data with assigned listing-level data. If the set of regional identifiers contains an element for which the attribute `isPrimary = true`, then this element is the first one in the array.
description: Instrument data with a list of regional-level data and assigned listing-level data.
nullable: false
x-property-sort:
- instrument
- permanentIdentifier
- regional
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
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
GetNotationKeyFiguresYear7Get200Response:
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.
referenceDate:
nullable: true
type: string
format: date
description: Reference date of the time range.
performance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- referencePrice
description: Performance values.
properties:
absolute:
nullable: true
type: number
format: real
description: Absolute difference of a notation's most recent EOD closing price against the EOD closing price on the reference date.
relative:
nullable: true
type: number
format: relativeValue
description: Difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date.
referencePrice:
nullable: true
type: number
format: real
description: EOD closing price as of the reference date (see attribute `referenceDate`) used for calculation.
high:
nullable: false
type: object
x-property-sort:
- price
- date
description: Maximum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Maximum value.
date:
nullable: true
type: string
format: date
description: Date of the maximum value.
low:
nullable: false
type: object
x-property-sort:
- price
- date
description: Minimum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Minimum value.
date:
nullable: true
type: string
format: date
description: Date of the minimum value.
tradingVolume:
nullable: true
type: number
format: real
description: Sum of the trading volume of a notation in number of shares for the time-range between the date of the most recent end-of-day (EOD) closing price (inclusive) and the reference date (exclusive).
volatility:
nullable: true
type: number
format: real
description: Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- referenceDate
- performance
- high
- low
- tradingVolume
- volatility
description: EOD key figures.
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
PostInstrumentNotationList200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: array
description: List of instruments (one for each element in the parameter `identifier.values` and in the same order) with a list of entitled notations.
nullable: false
items:
type: object
nullable: false
x-property-sort:
- idInstrument
- sourceIdentifier
- status
- notations
properties:
idInstrument:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the instrument.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
status:
nullable: false
type: object
x-property-sort:
- code
- identifier
- details
- encryptedDetails
description: Error status for the requested identifier.
properties:
code:
nullable: true
type: string
description: Code of the error condition.
x-enum-description:
- No error.
- The provided identifier does not refer to a valid instrument level identifier.
- Not entitled to see data for the identifier.
- Unable to resolve the provided identifier.
enum:
- none
- parameter
- entitlement
- identifierMapping
identifier:
nullable: true
type: string
description: Provided identifier.
details:
nullable: true
type: string
description: A human-readable, unstructured explanation specific to this occurrence of the problem.
encryptedDetails:
nullable: true
type: string
description: Base64-encoded internal details about the error.
notations:
nullable: false
description: List of entitled notations.
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- symbol
- market
- valueUnit
- fsym
- tradingVolume
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 notations, no symbol will be set for the notations of that market.
market:
nullable: false
type: object
x-property-sort:
- id
- name
description: Market of the notation. See endpoint `/basic/market/list` for possible values.
properties:
id:
nullable: true
x-sortable: true
type: number
format: id32
x-positive: true
description: Identifier of the market.
name:
nullable: true
x-sortable: true
type: string
format: localizedString
description: Name of the market.
valueUnit:
nullable: false
type: object
x-property-sort:
- id
- code
- name
description: Value unit of the notation. See endpoint `/basic/valueUnit/list` for possible values.
properties:
id:
nullable: true
x-sortable: 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.'
name:
nullable: true
x-sortable: true
type: string
format: localizedString
description: Name of the value unit.
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`).
tradingVolume:
nullable: false
type: object
x-property-sort:
- month1
description: Trading volume.
properties:
month1:
nullable: false
type: object
x-property-sort:
- average
description: Trading volume for the time range of one month.
properties:
average:
nullable: true
x-sortable: true
x-default-sort-attribute: true
x-default-sort-direction: 1
type: number
format: real
description: Arithmetic mean of the daily trading volumes.
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
GetNotationSelectionListListByNotation200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: array
description: Set of notation-level selection lists for each given notation.
nullable: false
items:
type: object
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- selectionList
- status
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
selectionList:
nullable: false
description: Set of selection lists.
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 a selection list.
name:
nullable: true
type: string
description: Name of the selection list, as provided by the customer.
status:
nullable: false
type: object
x-property-sort:
- code
- identifier
- details
- encryptedDetails
description: Error status for the requested identifier.
properties:
code:
nullable: true
type: string
description: Code of the error condition.
x-enum-description:
- No error.
- The provided identifier does not refer to a valid listing level identifier.
- Not entitled to see data for the identifier.
- Unable to resolve the provided identifier.
enum:
- none
- parameter
- entitlement
- identifierMapping
identifier:
nullable: true
type: string
description: Provided identifier.
details:
nullable: true
type: string
description: A human-readable, unstructured explanation specific to this occurrence of the problem.
encryptedDetails:
nullable: true
type: string
description: Base64-encoded internal details about the error.
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
GetNotationKeyFiguresYear5List200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: array
description: EOD key figures for a list of notations.
nullable: false
items:
type: object
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- referenceDate
- performance
- high
- low
- tradingVolume
- volatility
- status
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
referenceDate:
nullable: true
type: string
format: date
description: Reference date of the time range.
performance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- referencePrice
description: Performance values.
properties:
absolute:
nullable: true
type: number
format: real
description: Absolute difference of a notation's most recent EOD closing price against the EOD closing price on the reference date.
relative:
nullable: true
type: number
format: relativeValue
description: Difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date.
referencePrice:
nullable: true
type: number
format: real
description: EOD closing price as of the reference date (see attribute `referenceDate`) used for calculation.
high:
nullable: false
type: object
x-property-sort:
- price
- date
description: Maximum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Maximum value.
date:
nullable: true
type: string
format: date
description: Date of the maximum value.
low:
nullable: false
type: object
x-property-sort:
- price
- date
description: Minimum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Minimum value.
date:
nullable: true
type: string
format: date
description: Date of the minimum value.
tradingVolume:
nullable: true
type: number
format: real
description: Sum of the trading volume of a notation in number of shares for the time-range between the date of the most recent end-of-day (EOD) closing price (inclusive) and the reference date (exclusive).
volatility:
nullable: true
type: number
format: real
description: Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year.
status:
nullable: false
type: object
x-property-sort:
- code
- identifier
- details
- encryptedDetails
description: Error status for the requested identifier.
properties:
code:
nullable: true
type: string
description: Code of the error condition.
x-enum-description:
- No error.
- The provided identifier does not refer to a valid notation.
- Not entitled to see data for the notation.
- Unable to resolve the provided identifier.
enum:
- none
- parameter
- entitlement
- identifierMapping
identifier:
nullable: true
type: string
format: id64
x-positive: true
description: Provided identifier.
details:
nullable: true
type: string
description: A human-readable, unstructured explanation specific to this occurrence of the problem.
encryptedDetails:
nullable: true
type: string
description: Base64-encoded internal details about the error.
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
GetNotationSelectionListList200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: array
description: Unsorted set of selection lists.
nullable: false
items:
type: object
nullable: false
x-property-sort:
- id
- name
- description
properties:
id:
nullable: true
description: Identifier of a selection list.
type: number
format: id32
x-positive: true
name:
nullable: true
description: Name of the selection list, as provided by the customer.
type: string
description:
nullable: true
description: Description of the selection list in English.
type: string
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
GetStockNotationKeyFiguresBenchmarkYear1Get200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
description: List of benchmarks with related key figures for a stock notation.
nullable: false
type: object
x-property-sort:
- idNotation
- sourceIdentifier
- benchmarks
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.
benchmarks:
nullable: false
description: List of benchmarks with related key figures. The order of the benchmark notations in the response is unrelated to their order in the request array.
type: array
items:
type: object
nullable: false
x-property-sort:
- notation
- beta
- correlation
- outperformance
- status
properties:
notation:
nullable: false
type: object
x-property-sort:
- id
- instrument
description: Notation of a benchmark.
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
- name
description: Instrument of the benchmark.
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.
beta:
nullable: true
type: number
format: real
description: Beta of the notation.
correlation:
nullable: true
type: number
format: real
description: Correlation of the notation.
outperformance:
nullable: true
type: number
format: relativeValue
description: Outperformance of the notation.
status:
nullable: false
type: object
x-property-sort:
- code
- identifier
- encryptedDetails
description: Error status for the requested identifier.
properties:
code:
nullable: true
type: string
description: Code of the error condition.
x-enum-description:
- No error.
- The provided identifier does not refer to a valid benchmark notation.
enum:
- none
- parameter
identifier:
nullable: true
type: string
format: id64
x-positive: true
description: Provided identifier.
encryptedDetails:
nullable: true
type: string
description: Base64-encoded internal details about the error.
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject_2'
x-property-sort:
- status
GetNotationCrossReferenceGetByFactSetMarketSymbol200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: object
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of the notation.
market:
nullable: false
type: object
x-property-sort:
- id
- name
description: Market of the notation. See endpoint `/basic/market/list` for possible values.
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
- isoCode
- name
description: Value unit of the notation. 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.'
isoCode:
nullable: true
type: string
description: ISO 4217 code of the value unit. Empty if the ISO 4217 standard does not define a code for the currency.
name:
nullable: true
type: string
format: localizedString
description: Name of the value unit.
instrument:
nullable: false
type: object
x-property-sort:
- id
description: Instrument referenced by the notation.
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of the instrument.
description: Notation identified by the FactSet market symbol.
nullable: false
x-property-sort:
- id
- market
- valueUnit
- instrument
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
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
GetNotationKeyFiguresYear5Get200Response:
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.
referenceDate:
nullable: true
type: string
format: date
description: Reference date of the time range.
performance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- referencePrice
description: Performance values.
properties:
absolute:
nullable: true
type: number
format: real
description: Absolute difference of a notation's most recent EOD closing price against the EOD closing price on the reference date.
relative:
nullable: true
type: number
format: relativeValue
description: Difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date.
referencePrice:
nullable: true
type: number
format: real
description: EOD closing price as of the reference date (see attribute `referenceDate`) used for calculation.
high:
nullable: false
type: object
x-property-sort:
- price
- date
description: Maximum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Maximum value.
date:
nullable: true
type: string
format: date
description: Date of the maximum value.
low:
nullable: false
type: object
x-property-sort:
- price
- date
description: Minimum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Minimum value.
date:
nullable: true
type: string
format: date
description: Date of the minimum value.
tradingVolume:
nullable: true
type: number
format: real
description: Sum of the trading volume of a notation in number of shares for the time-range between the date of the most recent end-of-day (EOD) closing price (inclusive) and the reference date (exclusive).
volatility:
nullable: true
type: number
format: real
description: Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- referenceDate
- performance
- high
- low
- tradingVolume
- volatility
description: EOD key figures.
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
PostDebtInstrumentNotationScreenerValueRangesGet200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
description: Possible values and value ranges of the parameters.
nullable: false
type: object
x-property-sort:
- totalCount
- valueUnit
- market
- categorization
- lifeCycle
- subordinated
- ratingSystem1
- ratingSystem2
- issuer
- issue
- tradingVolume
- compliance
- coupon
- yield
- macaulayDuration
- sensitivities
- tradedValue
properties:
totalCount:
nullable: true
type: number
format: int32
description: Number of notations that satisfy the request parameters, hence have been used to retrieve the possible values and value ranges.
valueUnit:
nullable: false
description: List of value unit identifiers. See endpoint `/basic/valueUnit/list` for possible values.
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- code
- count
properties:
id:
nullable: true
description: Identifer of a value unit.
type: number
format: id32
x-positive: true
code:
nullable: true
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.'
type: string
count:
nullable: true
description: Number of notations.
type: number
format: int32
market:
nullable: false
description: List of market identifiers. See endpoint `/basic/market/list` for possible values.
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- name
- count
properties:
id:
nullable: true
description: Identifier of a market.
type: number
format: id32
x-positive: true
name:
nullable: true
description: Name of the market.
type: string
format: localizedString
count:
nullable: true
description: Number of notations.
type: number
format: int32
categorization:
nullable: false
description: Lists of categories of the debt instruments' categorization. Starting with the most coarse level (one), for each level of the category system, the list of categories of the debt instruments, matching the parameters, is returned. See endpoint `/category/listBySystem` with `id=18` for possible values.
type: array
items:
type: object
nullable: false
x-property-sort:
- level
- categories
properties:
level:
nullable: false
description: Category level.
type: object
x-property-sort:
- number
properties:
number:
nullable: true
description: Number of the category level, indicating the distance to the root of the category hierarchy.
type: number
format: int32
categories:
nullable: false
description: List of categories for the given level of the debt instruments' categorization.
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- name
- parent
- count
properties:
id:
nullable: true
description: Identifier of a category.
type: number
format: id32
x-positive: true
name:
nullable: true
description: Name of the category.
type: string
format: localizedString
parent:
nullable: false
description: Parent category or `null` if this category is on the first level.
type: object
x-property-sort:
- id
properties:
id:
nullable: true
description: Identifier of the category.
type: number
format: id32
x-positive: true
count:
nullable: true
description: Number of notations.
type: number
format: int32
lifeCycle:
nullable: false
type: object
x-property-sort:
- issue
- maturity
- callable
description: Values and value ranges related to important dates.
properties:
issue:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Date range of the issue date.
properties:
minimum:
nullable: true
type: string
format: date
description: Minimum date.
maximum:
nullable: true
type: string
format: date
description: Maximum date.
maturity:
nullable: false
type: object
x-property-sort:
- date
- remainingTermYears
- perpetual
description: Ranges related to the maturity.
properties:
date:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Date range of the maturity date.
properties:
minimum:
nullable: true
type: string
format: date
description: Minimum date.
maximum:
nullable: true
type: string
format: date
description: Maximum date.
remainingTermYears:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range for the remaining term to maturity expressed in years.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
perpetual:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- value
- count
properties:
value:
nullable: true
type: boolean
description: Attribute value.
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: Indicates whether perpetual and non-perpetual debt instruments are among the results. A perpetual debt instrument is one that does not mature.
callable:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- value
- count
properties:
value:
nullable: true
type: boolean
description: Attribute value.
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: Indicates whether callable and non-callable debt instruments are among the results. A callable debt instrument is one that may be redeemed by the issuer prior to maturity.
subordinated:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- value
- count
properties:
value:
nullable: true
type: boolean
description: Attribute value.
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: Indicates whether subordinated and non-subordinated are among the results. In case of default, subordinated debt instruments are redeemed with a lower priority than non-subordinated.
ratingSystem1:
nullable: false
type: object
x-property-sort:
- rating
description: Ratings of the debt instruments according to the rating system specified by either the first identifier provided in the parameter `rating.system.ids`, or of the rating system implied by the first identifier provided in the parameter `rating.minimum.grade.ids`. Not available, if a rating system has not been specified via the mentioned parameters.
properties:
rating:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- grade
- count
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of a rating grade.
grade:
nullable: true
type: string
description: Rating grade.
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: List of rating grades.
ratingSystem2:
nullable: false
type: object
x-property-sort:
- rating
description: Ratings of the debt instruments according to the rating system specified by either the second identifier provided in the parameter `rating.system.ids`, or of the rating system implied by the second identifier provided in the parameter `rating.minimum.grade.ids`. Not available, if a rating system has not been specified via the mentioned parameters.
properties:
rating:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- grade
- count
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of a rating grade.
grade:
nullable: true
type: string
description: Rating grade.
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: List of rating grades.
issuer:
nullable: false
type: object
x-property-sort:
- juristicPerson
- country
description: Values and value ranges related to the issuer of the debt instruments.
properties:
juristicPerson:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- name
- count
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of an issuer.
name:
nullable: true
type: string
description: Name of the issuer.
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: List of juristic persons in the role of an issuer. See endpoint `/debtInstrument/issuer/search` for possible values.
country:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- name
- count
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of an issuer.
name:
nullable: true
type: string
description: Name of the issuer.
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: List of countries where the issuers of the debt instruments are registered. See endpoint `/basic/region/country/list` for possible values.
issue:
nullable: false
type: object
x-property-sort:
- volume
description: Values and value ranges related to the issue of the debt instruments.
properties:
volume:
nullable: false
type: object
x-property-sort:
- currency
description: Values and value ranges related to the issue volumes of the debt instruments.
properties:
currency:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- isoCode
- count
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of a currency.
isoCode:
nullable: true
type: string
description: ISO 4217 code of the currency.
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: List of main currencies of denomination of the the issue volumes. See endpoint `/basic/valueUnit/currency/main/list` for possible values.
tradingVolume:
nullable: false
type: object
x-property-sort:
- otc
description: Value ranges regarding requirements related to the trading volume. The currency is the currency of denomination (see attribute `issue.volume.currency`). Not available, if the parameter `issue.volume.currency.restrict.ids` has not been set to a single currency.
properties:
otc:
nullable: false
type: object
x-property-sort:
- minimum
description: Value ranges of the volume applicable to the over-the-counter (non-exchange based) trading.
properties:
minimum:
nullable: true
description: Minimum trading volume.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
compliance:
nullable: false
description: Compliance properties.
type: object
x-property-sort:
- germany
properties:
germany:
nullable: false
description: Compliance properties in accordance with the German law.
type: object
x-property-sort:
- trusteeEligible
properties:
trusteeEligible:
nullable: false
description: Indicates whether debt instruments eligible for investments by trustees according to §§1806ff of the BGB (German Civil Code) are among the results. The German legislative has declared it to be virtually free of the risk of loss, such as government and state bonds. Eligible are primarily German debt instruments.
type: array
items:
type: object
nullable: false
x-property-sort:
- value
- count
properties:
value:
nullable: true
description: Attribute value.
type: boolean
count:
nullable: true
description: Number of notations.
type: number
format: int32
coupon:
nullable: false
description: Values and value ranges related to the interest rate.
type: object
x-property-sort:
- occurrence
- currentInterestRate
properties:
occurrence:
nullable: false
description: Occurrence and frequency of the coupon payments.
type: object
x-property-sort:
- type
- frequency
properties:
type:
nullable: false
description: Occurrence types of the coupon payments.
type: array
items:
type: object
nullable: false
x-property-sort:
- value
- count
properties:
value:
nullable: true
description: Attribute value.
type: string
x-enum-description:
- The debt instrument does not pay out a coupon.
- The debt instrument pays out a coupon only once.
- The debt instrument pays out a coupon on a repeated basis.
enum:
- never
- once
- repeated
count:
nullable: true
description: Number of notations.
type: number
format: int32
frequency:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- name
- count
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of a frequency.
name:
nullable: true
type: string
format: localizedString
description: Name of the frequency.
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: Frequency of the coupon payments; applicable only to debt instruments with an occurrence type `repeated`. See endpoint `/basic/frequency/type/list` for possible values.
currentInterestRate:
nullable: false
description: Values and value ranges applicable to the current coupon period.
type: object
x-property-sort:
- type
- value
properties:
type:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- name
- count
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of a type.
name:
nullable: true
type: string
format: localizedString
description: Name of the type.
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: Interest rate types. See endpoint `/instrument/coupon/interestRate/type/list` for possible values.
value:
nullable: true
description: Value range of the interest rate; annualized if the payment frequency is not annually.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
yield:
nullable: false
description: Value ranges of the yield-related key figures.
type: object
x-property-sort:
- current
- toMaturity
- spread
properties:
current:
nullable: true
description: Current yield, which is the next annual interest payment divided by the price. If the coupon period is different than a year, the interest payment is annualized.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
toMaturity:
nullable: true
description: Yield to maturity, which is the annual rate of return, assuming the instrument is held until maturity.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
spread:
nullable: true
description: Credit spread, which is the difference in yield to maturity between a highest-quality debt instrument, also called a benchmark bond, and the debt instrument.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
macaulayDuration:
nullable: true
description: Value range of the Macaulay duration, which is the average period (in years) of capital commitment.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
sensitivities:
nullable: false
description: Value ranges of the price sensitivities of the debt instruments with respect to the prevailing market interest rate.
type: object
x-property-sort:
- basePointValue
- modifiedDuration
- elasticity
- convexity
properties:
basePointValue:
nullable: true
description: Base point value, which is the change of the debt instrument's price for a one base point change (nominally, not relatively) of the prevailing market interest rate. One base point is equivalent to 0.01 percent (1/100 of a percent). The unit of the base point value is the value unit of the notation (see attribute `valueUnit`). Not available, if the parameter `validation.valueUnit.restrict.ids` has not been set to a single value unit.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
modifiedDuration:
nullable: true
description: Modified duration, which is the percentage change of the debt instrument's price for a one percent change (nominally, not relatively) of the prevailing market interest rate.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
elasticity:
nullable: true
description: Yield elasticity, which is the ratio of the percentage change of the debt instrument's price for a one percent change (relatively, not nominally) of the prevailing market interest rate.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
convexity:
nullable: true
description: Convexity, which is a measure for the change of the modified duration as the prevailing market interest rate changes.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
tradedValue:
nullable: false
description: Value ranges of the cash flow for all transactions over a given time range. The currency is the currency of denomination (see attribute `issue.volume.currency`). Not available, if the parameter `issue.volume.currency.restrict.ids` has not been set to a single currency.
type: object
x-property-sort:
- days30
properties:
days30:
nullable: false
description: Cash flow for the time range 30 trading days.
type: object
x-property-sort:
- sum
- average
properties:
sum:
nullable: true
description: Sum of the cash flow.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
average:
nullable: true
description: Average daily cash flow.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject'
x-property-sort:
- status
PostNotationSearchByText200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: array
description: List of matching and selected notations.
nullable: false
items:
type: object
nullable: false
x-property-sort:
- id
- valueUnit
- market
- symbol
- nsin
- fsym
- instrument
- match
- averageIndicativeTradingValue30TD
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of a notation.
valueUnit:
nullable: false
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.
type: object
x-property-sort:
- id
- code
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.'
market:
nullable: false
description: Market of the notation. See endpoint `/basic/market/list` for possible values.
type: object
x-property-sort:
- id
- name
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.
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.
nsin:
nullable: false
type: object
x-property-sort:
- sedol
description: NSIN data of the notation.
properties:
sedol:
nullable: true
type: string
description: The SEDOL or IDII for the notation.
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
type: object
x-property-sort:
- id
- name
- isin
- nsin
- normalizedSymbol
- fsym
- assetClass
- instrumentCategory
description: Instrument data of the notation.
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of the instrument.
name:
nullable: false
description: Instrument names.
type: object
x-property-sort:
- default
- assetClassSpecific
properties:
default:
nullable: false
description: Default instrument names. Sorting does not require an asset class selection, see parameter `assetClass.ids`.
type: object
x-property-sort:
- long
- short
properties:
long:
nullable: true
x-sortable: true
type: string
format: localizedString
description: Long name.
short:
nullable: true
x-sortable: true
type: string
format: localizedString
description: Short name.
assetClassSpecific:
nullable: false
type: object
x-property-sort:
- long
- short
description: Asset class-specific instrument names. Sorting requires that a single asset-class has been selected, see parameter `assetClass.ids`.
properties:
long:
nullable: true
x-sortable: true
type: string
format: localizedString
description: Long name.
short:
nullable: true
x-sortable: true
type: string
format: localizedString
description: Short name.
isin:
nullable: true
type: string
description: International Securities Identification Number of the instrument.
nsin:
nullable: false
type: object
x-property-sort:
- wkn
- valor
- cusip
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.'
cusip:
nullable: true
type: string
description: The CUSIP (Committee on Uniform Security Identification Procedures) or CINS (CUSIP International Numbering System) identifier of the instrument. These numbers are 9-character codes of digits and upper-case letters that uniquely identify an instrument.
normalizedSymbol:
nullable: true
type: string
description: Symbol of an option or a future, as normalized by FactSet.
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).
assetClass:
nullable: false
type: object
x-property-sort:
- id
- name
description: Asset class of the instrument. See endpoint `/basic/assetClass/list` for possible values.
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the asset class.
name:
nullable: true
type: string
description: English name of the asset class.
instrumentCategory:
nullable: false
description: Set of categories assigned to the instrument. The set of returned categories is limited to the values provided in the request parameter `category.restrict.ids`. Empty, if `category.restrict.ids` has not been used.
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.
match:
nullable: false
description: Details of the match.
type: object
x-property-sort:
- value
- score
properties:
value:
nullable: true
type: string
description: Value matched by the search string.
score:
nullable: true
description: Match score of the string used for the search.
x-sortable: true
x-default-sort-attribute: true
x-default-sort-direction: 2
type: number
format: real
averageIndicativeTradingValue30TD:
nullable: true
x-sortable: true
type: number
format: real
description: Indicative daily average trading value in US dollars for the past 30 trading days. The average cash flow is converted from the notation's trading currency to US dollars using a single exchange rate determined at the end of the period.
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
x-property-sort:
- data
- meta
GetNotationList200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: array
description: Set of basic data for a list of notations.
nullable: false
items:
type: object
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- symbol
- factSetMarketSymbol
- valueUnit
- market
- instrument
- status
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
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 notations, no symbol will be set for the notations of that market.
factSetMarketSymbol:
nullable: true
type: string
description: The FactSet market symbol of the notation (i.e. TICKER_EXCHANGE).
valueUnit:
nullable: false
type: object
x-property-sort:
- id
- code
- isoCode
- name
description: The identifier of the unit in which prices of the notation are expressed.
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the value unit.
code:
nullable: true
type: string
description: Currency code according to ISO 4217, a code such as GBp (for British pence), USc (for U.S. cents), EUc for (Euro cent), or a code for an alternative unit such as PT (points), % (percent).
isoCode:
nullable: true
type: string
description: Currency code according to ISO 4217.
name:
nullable: true
type: string
format: localizedString
description: Name of the value unit.
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.
instrument:
nullable: false
type: object
x-property-sort:
- id
description: Instrument data for the notation.
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of the instrument.
status:
nullable: false
type: object
x-property-sort:
- code
- identifier
- details
- encryptedDetails
description: Error status for the requested identifier
properties:
code:
nullable: true
type: string
description: Code of the error condition.
x-enum-description:
- No error.
- The provided identifier does not refer to a valid notation.
- Not entitled to see data for the notation in the requested quality.
enum:
- none
- parameter
- entitlement
identifier:
nullable: true
type: string
format: id64
x-positive: true
description: Provided identifier.
details:
nullable: true
type: string
description: A human-readable, unstructured explanation specific to this occurrence of the problem.
encryptedDetails:
nullable: true
type: string
description: Base64-encoded internal details about the error.
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
PostStockNotationScreenerValueRangesGet200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
description: 'Possible values and value ranges of the parameters.
'
nullable: false
type: object
x-property-sort:
- totalCount
- valueUnit
- market
- stockType
- industryClassification
- company
- compliance
- reportedKeyFigures
- performance
- volatility
- tradingValue
- simpleMovingAverage
- rsiWilder
- recommendation
- estimates
properties:
totalCount:
nullable: true
description: Number of notations that satisfy the request parameters, hence have been used to retrieve the possible values and value ranges.
type: number
format: int32
valueUnit:
nullable: false
description: List of value unit identifiers. See endpoint `/basic/valueUnit/list` for possible values.
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- code
- count
properties:
id:
nullable: true
description: Identifer of a value unit.
type: number
format: id32
x-positive: true
code:
nullable: true
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.'
type: string
count:
nullable: true
description: Number of notations.
type: number
format: int32
market:
nullable: false
description: List of market identifiers. See endpoint `/basic/market/list` for possible values.
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- name
- count
properties:
id:
nullable: true
description: Identifier of a market.
type: number
format: id32
x-positive: true
name:
nullable: true
description: Name of the market.
type: string
format: localizedString
count:
nullable: true
description: Number of notations.
type: number
format: int32
stockType:
nullable: false
description: List of stock types.
type: array
items:
type: object
nullable: false
x-property-sort:
- value
- count
properties:
value:
nullable: true
description: Type of stock.
type: string
x-enum-description:
- Common stock
- Preferred stock
- Depository receipt
- Other stock
enum:
- common
- preferred
- depositoryReceipt
- other
count:
nullable: true
description: Number of notations.
type: number
format: int32
industryClassification:
nullable: false
description: Lists of categories of the industry classification. Here, an industry is a category from any level of category system FactSet Revere Business Industry Classification System (RBICS). Starting with the most coarse level (one), for each level of the category system, the list of categories of the stocks, matching the parameters, is returned. See endpoint `/category/listBySystem` with `id=48` for possible values.
type: array
items:
type: object
nullable: false
x-property-sort:
- level
- categories
properties:
level:
nullable: false
description: Category level.
type: object
x-property-sort:
- number
- name
properties:
number:
nullable: true
description: Number of the category level, indicating the distance to the root of the category hierarchy.
type: number
format: int32
name:
nullable: true
description: Name of the category level.
type: string
format: localizedString
categories:
nullable: false
description: List of categories for the given level of the industry classification.
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- name
- parent
- count
properties:
id:
nullable: true
description: Identifier of a category.
type: number
format: id32
x-positive: true
name:
nullable: true
description: Name of the category.
type: string
format: localizedString
parent:
nullable: false
description: Parent category or `null` if this category is on the first level.
type: object
x-property-sort:
- id
properties:
id:
nullable: true
description: Identifier of the category.
type: number
format: id32
x-positive: true
count:
nullable: true
description: Number of notations.
type: number
format: int32
company:
nullable: false
description: Details of the companies.
type: object
x-property-sort:
- country
properties:
country:
nullable: false
description: List of countries where a head office of a company is located. See endpoint `/basic/region/country/list` for possible values.
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- name
- count
properties:
id:
nullable: true
description: Identifier of a country.
type: number
format: id32
x-positive: true
name:
nullable: true
description: Name of the country.
type: string
format: localizedString
count:
nullable: true
description: Number of notations.
type: number
format: int32
compliance:
nullable: false
description: Compliance properties. A given compliance property may appear in combination with other compliance properties. The attribute `count` represents the number of all occurences of a compliance property, that is in all existing combinations, whereby the latter are not listed separately. See endpoint `/instrument/complianceProperty/list` for the full list of compliance properties associated with instruments (across all asset classes).
type: object
x-property-sort:
- france
properties:
france:
nullable: false
description: Compliance properties in accordance with the French law.
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- name
- count
properties:
id:
nullable: true
description: Identifier of a compliance property.
type: number
format: id32
x-positive: true
x-enum-description:
- PEA
- PEAPME
- SRD
- SRD long only
enum:
- 2
- 3
- 4
- 10
name:
nullable: true
description: Name of the compliance property.
type: string
format: localizedString
count:
nullable: true
description: Number of notations.
type: number
format: int32
reportedKeyFigures:
nullable: false
description: Value ranges of the reported key figures as of the end of a fiscal year. Not available if a fiscal year has not been specified.
type: object
x-property-sort:
- firstFiscalYear
- secondFiscalYear
- thirdFiscalYear
properties:
firstFiscalYear:
nullable: false
description: Value ranges of the most recent fiscal year that has been requested. If the parameters used in the request refer to data from only one fiscal year, the respective data is found here.
type: object
x-property-sort:
- fiscalYear
- currencyDependentKeyFigures
- ebitMargin
- ebitdaMargin
- netIncomeMargin
- grossIncomeMargin
- operatingMargin
- returnOnAssets
- returnOnEquity
- ratios
properties:
fiscalYear:
nullable: false
description: Fiscal year to which the fiscal year data belongs.
type: object
x-property-sort:
- yearEnd
- year
properties:
yearEnd:
nullable: true
description: Calendar year of the ending date of the fiscal year.
type: number
format: int32
year:
nullable: true
description: Derived fiscal year.
type: number
format: int32
currencyDependentKeyFigures:
nullable: false
description: Value ranges of the currency-dependent figures. Not available if a currency has not been specified.
type: object
x-property-sort:
- currency
- marketCapitalization
- ebit
- ebitda
- perShare
properties:
currency:
nullable: false
description: Currency of the value ranges of the currency-dependent key figures. See endpoint `/basic/valueUnit/currency/main/list` for possible values.
type: object
x-property-sort:
- id
- isoCode
properties:
id:
nullable: true
description: Identifier of the currency.
type: number
format: id32
x-positive: true
isoCode:
nullable: true
description: ISO 4217 code of the currency.
type: string
marketCapitalization:
nullable: true
description: Market capitalization, which is the market value of the shares outstanding over all types of shares of the company.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
ebit:
nullable: true
description: EBIT (earnings before interest and taxes).
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
ebitda:
nullable: true
description: EBITDA (earnings before interest, taxes, depreciation, and amortization).
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
perShare:
nullable: false
description: Value ranges of the per-share attributes.
type: object
x-property-sort:
- sales
- recurringEarnings
- dividends
- bookValue
- cashFlow
properties:
sales:
nullable: true
description: Total sales revenue per share.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
recurringEarnings:
nullable: true
description: Recurring (excluding extraordinary items) diluted earnings per share, which is the ratio of the net income excluding extraordinary items, divided by the diluted shares outstanding. An extraordinary item is an atypical and infrequent gain or loss due to an unforeseeable event.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
dividends:
nullable: true
description: Dividends per share, which is the ratio of the total dividends paid out, divided by the shares outstanding. In general, the figure is based on the gross dividend, i.e. before taxes, except for countries with special tax regimes.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
bookValue:
nullable: true
description: Book value per share, which is the ratio of the book value (common equity), divided by the shares outstanding.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
cashFlow:
nullable: true
description: Cash flow per share, which is the ratio of the net operating cash flow, divided by the diluted shares outstanding.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
ebitMargin:
nullable: true
description: EBIT margin, which is the ratio of the EBIT, divided by the total sales revenue.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
ebitdaMargin:
nullable: true
description: EBITDA margin, which is the ratio of the EBITDA, divided by the total sales revenue.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
netIncomeMargin:
nullable: true
description: Net income margin, which is the ratio of the net income, divided by the total sales revenue.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
grossIncomeMargin:
nullable: true
description: Gross income margin, which is the ratio of the gross income, divided by the total sales revenue.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
operatingMargin:
nullable: true
description: Operating margin, which is the ratio of the operating income, divided by the sales revenue.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
returnOnAssets:
nullable: true
description: Return on assets (ROA), which is the ratio of the net income, divided by the two-fiscal-year average of the total assets.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
returnOnEquity:
nullable: true
description: Return on equity (ROE), which is the ratio of the net income, divided by the two-fiscal-year average of the total shareholders' equity.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
ratios:
nullable: false
description: Ratios.
type: object
x-property-sort:
- priceSales
- priceEarnings
- priceBookValue
- priceCashFlow
- priceFreeCashFlow
- dividendYield
- enterpriseValueEbit
- enterpriseValueEbitda
- enterpriseValueSales
- debtEquity
properties:
priceSales:
nullable: true
description: Ratio of the price, divided by the total sales revenue per share.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceEarnings:
nullable: true
description: Ratio of the price, divided by the reported earnings per share (basic or diluted) by the company.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceBookValue:
nullable: true
description: Ratio of the price, divided by the book value per share.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceCashFlow:
nullable: true
description: Ratio of the price, divided by the cash flow per share.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceFreeCashFlow:
nullable: true
description: Ratio of the price, divided by the free (i.e. without subtraction of dividends) cash flow per share.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
dividendYield:
nullable: true
description: Ratio of the dividend per share, divided by the price.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
enterpriseValueEbit:
nullable: true
description: Ratio of the enterprise value, divided by the EBIT.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
enterpriseValueEbitda:
nullable: true
description: Ratio of the enterprise value, divided by the EBITDA.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
enterpriseValueSales:
nullable: true
description: Ratio of the enterprise value, divided by the total amount of sales revenue.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
debtEquity:
nullable: true
description: Total-debt-to-total-equity ratio, which is the ratio of the total debt, divided by the total shareholders' equity.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
secondFiscalYear:
nullable: false
description: Value ranges of the second most recent fiscal year that has been requested. If the parameters used in the request refer to data from two fiscals year, the respective data of the more distant one is found here.
type: object
x-property-sort:
- fiscalYear
- currencyDependentKeyFigures
- ebitMargin
- ebitdaMargin
- netIncomeMargin
- grossIncomeMargin
- operatingMargin
- returnOnAssets
- returnOnEquity
- ratios
properties:
fiscalYear:
nullable: false
description: Fiscal year to which the fiscal year data belongs.
type: object
x-property-sort:
- yearEnd
- year
properties:
yearEnd:
nullable: true
description: Calendar year of the ending date of the fiscal year.
type: number
format: int32
year:
nullable: true
description: Derived fiscal year.
type: number
format: int32
currencyDependentKeyFigures:
nullable: false
description: Value ranges of the currency-dependent figures. Not available if a currency has not been specified.
type: object
x-property-sort:
- currency
- marketCapitalization
- ebit
- ebitda
- perShare
properties:
currency:
nullable: false
description: Currency of the value ranges of the currency-dependent key figures. See endpoint `/basic/valueUnit/currency/main/list` for possible values.
type: object
x-property-sort:
- id
- isoCode
properties:
id:
nullable: true
description: Identifier of the currency.
type: number
format: id32
x-positive: true
isoCode:
nullable: true
description: ISO 4217 code of the currency.
type: string
marketCapitalization:
nullable: true
description: Market capitalization, which is the market value of the shares outstanding over all types of shares of the company.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
ebit:
nullable: true
description: EBIT (earnings before interest and taxes).
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
ebitda:
nullable: true
description: EBITDA (earnings before interest, taxes, depreciation, and amortization).
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
perShare:
nullable: false
description: Value ranges of the per-share attributes.
type: object
x-property-sort:
- sales
- recurringEarnings
- dividends
- bookValue
- cashFlow
properties:
sales:
nullable: true
description: Total sales revenue per share.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
recurringEarnings:
nullable: true
description: Recurring (excluding extraordinary items) diluted earnings per share, which is the ratio of the net income excluding extraordinary items, divided by the diluted shares outstanding. An extraordinary item is an atypical and infrequent gain or loss due to an unforeseeable event.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
dividends:
nullable: true
description: Dividends per share, which is the ratio of the total dividends paid out, divided by the shares outstanding. In general, the figure is based on the gross dividend, i.e. before taxes, except for countries with special tax regimes.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
bookValue:
nullable: true
description: Book value per share, which is the ratio of the book value (common equity), divided by the shares outstanding.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
cashFlow:
nullable: true
description: Cash flow per share, which is the ratio of the net operating cash flow, divided by the diluted shares outstanding.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
ebitMargin:
nullable: true
description: EBIT margin, which is the ratio of the EBIT, divided by the total sales revenue.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
ebitdaMargin:
nullable: true
description: EBITDA margin, which is the ratio of the EBITDA, divided by the total sales revenue.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
netIncomeMargin:
nullable: true
description: Net income margin, which is the ratio of the net income, divided by the total sales revenue.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
grossIncomeMargin:
nullable: true
description: Gross income margin, which is the ratio of the gross income, divided by the total sales revenue.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
operatingMargin:
nullable: true
description: Operating margin, which is the ratio of the operating income, divided by the sales revenue.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
returnOnAssets:
nullable: true
description: Return on assets (ROA), which is the ratio of the net income, divided by the two-fiscal-year average of the total assets.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
returnOnEquity:
nullable: true
description: Return on equity (ROE), which is the ratio of the net income, divided by the two-fiscal-year average of the total shareholders' equity.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
ratios:
nullable: false
description: Ratios.
type: object
x-property-sort:
- priceSales
- priceEarnings
- priceBookValue
- priceCashFlow
- priceFreeCashFlow
- dividendYield
- enterpriseValueEbit
- enterpriseValueEbitda
- enterpriseValueSales
- debtEquity
properties:
priceSales:
nullable: true
description: Ratio of the price, divided by the total sales revenue per share.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceEarnings:
nullable: true
description: Ratio of the price, divided by the reported earnings per share (basic or diluted) by the company.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceBookValue:
nullable: true
description: Ratio of the price, divided by the book value per share.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceCashFlow:
nullable: true
description: Ratio of the price, divided by the cash flow per share.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceFreeCashFlow:
nullable: true
description: Ratio of the price, divided by the free (i.e. without subtraction of dividends) cash flow per share.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
dividendYield:
nullable: true
description: Ratio of the dividend per share, divided by the price.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
enterpriseValueEbit:
nullable: true
description: Ratio of the enterprise value, divided by the EBIT.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
enterpriseValueEbitda:
nullable: true
description: Ratio of the enterprise value, divided by the EBITDA.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
enterpriseValueSales:
nullable: true
description: Ratio of the enterprise value, divided by the total amount of sales revenue.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
debtEquity:
nullable: true
description: Total-debt-to-total-equity ratio, which is the ratio of the total debt, divided by the total shareholders' equity.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
thirdFiscalYear:
nullable: false
description: Value ranges of the most distant fiscal year that has been requested. Available only if the parameters used in the request refer to data from three fiscals year.
type: object
x-property-sort:
- fiscalYear
- currencyDependentKeyFigures
- ebitMargin
- ebitdaMargin
- netIncomeMargin
- grossIncomeMargin
- operatingMargin
- returnOnAssets
- returnOnEquity
- ratios
properties:
fiscalYear:
nullable: false
description: Fiscal year to which the fiscal year data belongs.
type: object
x-property-sort:
- yearEnd
- year
properties:
yearEnd:
nullable: true
description: Calendar year of the ending date of the fiscal year.
type: number
format: int32
year:
nullable: true
description: Derived fiscal year.
type: number
format: int32
currencyDependentKeyFigures:
nullable: false
description: Value ranges of the currency-dependent figures. Not available if a currency has not been specified.
type: object
x-property-sort:
- currency
- marketCapitalization
- ebit
- ebitda
- perShare
properties:
currency:
nullable: false
description: Currency of the value ranges of the currency-dependent key figures. See endpoint `/basic/valueUnit/currency/main/list` for possible values.
type: object
x-property-sort:
- id
- isoCode
properties:
id:
nullable: true
description: Identifier of the currency.
type: number
format: id32
x-positive: true
isoCode:
nullable: true
description: ISO 4217 code of the currency.
type: string
marketCapitalization:
nullable: true
description: Market capitalization, which is the market value of the shares outstanding over all types of shares of the company.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
ebit:
nullable: true
description: EBIT (earnings before interest and taxes).
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
ebitda:
nullable: true
description: EBITDA (earnings before interest, taxes, depreciation, and amortization).
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
perShare:
nullable: false
description: Value ranges of the per-share attributes.
type: object
x-property-sort:
- sales
- recurringEarnings
- dividends
- bookValue
- cashFlow
properties:
sales:
nullable: true
description: Total sales revenue per share.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
recurringEarnings:
nullable: true
description: Recurring (excluding extraordinary items) diluted earnings per share, which is the ratio of the net income excluding extraordinary items, divided by the diluted shares outstanding. An extraordinary item is an atypical and infrequent gain or loss due to an unforeseeable event.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
dividends:
nullable: true
description: Dividends per share, which is the ratio of the total dividends paid out, divided by the shares outstanding. In general, the figure is based on the gross dividend, i.e. before taxes, except for countries with special tax regimes.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
bookValue:
nullable: true
description: Book value per share, which is the ratio of the book value (common equity), divided by the shares outstanding.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
cashFlow:
nullable: true
description: Cash flow per share, which is the ratio of the net operating cash flow, divided by the diluted shares outstanding.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
ebitMargin:
nullable: true
description: EBIT margin, which is the ratio of the EBIT, divided by the total sales revenue.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
ebitdaMargin:
nullable: true
description: EBITDA margin, which is the ratio of the EBITDA, divided by the total sales revenue.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
netIncomeMargin:
nullable: true
description: Net income margin, which is the ratio of the net income, divided by the total sales revenue.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
grossIncomeMargin:
nullable: true
description: Gross income margin, which is the ratio of the gross income, divided by the total sales revenue.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
operatingMargin:
nullable: true
description: Operating margin, which is the ratio of the operating income, divided by the sales revenue.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
returnOnAssets:
nullable: true
description: Return on assets (ROA), which is the ratio of the net income, divided by the two-fiscal-year average of the total assets.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
returnOnEquity:
nullable: true
description: Return on equity (ROE), which is the ratio of the net income, divided by the two-fiscal-year average of the total shareholders' equity.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
ratios:
nullable: false
description: Ratios.
type: object
x-property-sort:
- priceSales
- priceEarnings
- priceBookValue
- priceCashFlow
- priceFreeCashFlow
- dividendYield
- enterpriseValueEbit
- enterpriseValueEbitda
- enterpriseValueSales
- debtEquity
properties:
priceSales:
nullable: true
description: Ratio of the price, divided by the total sales revenue per share.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceEarnings:
nullable: true
description: Ratio of the price, divided by the reported earnings per share (basic or diluted) by the company.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceBookValue:
nullable: true
description: Ratio of the price, divided by the book value per share.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceCashFlow:
nullable: true
description: Ratio of the price, divided by the cash flow per share.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceFreeCashFlow:
nullable: true
description: Ratio of the price, divided by the free (i.e. without subtraction of dividends) cash flow per share.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
dividendYield:
nullable: true
description: Ratio of the dividend per share, divided by the price.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
enterpriseValueEbit:
nullable: true
description: Ratio of the enterprise value, divided by the EBIT.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
enterpriseValueEbitda:
nullable: true
description: Ratio of the enterprise value, divided by the EBITDA.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
enterpriseValueSales:
nullable: true
description: Ratio of the enterprise value, divided by the total amount of sales revenue.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
debtEquity:
nullable: true
description: Total-debt-to-total-equity ratio, which is the ratio of the total debt, divided by the total shareholders' equity.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
performance:
nullable: false
description: Value ranges related to the relative performance.
type: object
x-property-sort:
- intraday
- endOfDay
properties:
intraday:
nullable: true
description: Value range related to the relative performance intraday.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
endOfDay:
nullable: false
description: Value ranges related to the end-of-day (EOD) relative performance for different time ranges.
type: object
x-property-sort:
- day1
- week1
- month1
- months3
- months6
- year1
- years3
- years5
- yearToDate
properties:
day1:
nullable: true
description: Value range for the time range one day.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
week1:
nullable: true
description: Value range for the time range one week.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
month1:
nullable: true
description: Value range for the time range one month.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
months3:
nullable: true
description: Value range for the time range three months.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
months6:
nullable: true
description: Value range for the time range six months.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
year1:
nullable: true
description: Value range for the time range one year.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
years3:
nullable: true
description: Value range for the time range three years.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
years5:
nullable: true
description: Value range for the time range five years.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
yearToDate:
nullable: true
description: Value range for the time range year-to-date (YTD).
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
volatility:
nullable: false
description: Value ranges related to the volatility for different time ranges.
type: object
x-property-sort:
- week1
- month1
- months3
- months6
- year1
- years3
- years5
- yearToDate
properties:
week1:
nullable: true
description: Value range for the time range one week.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
month1:
nullable: true
description: Value range for the time range one month.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
months3:
nullable: true
description: Value range for the time range three months.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
months6:
nullable: true
description: Value range for the time range six months.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
year1:
nullable: true
description: Value range for the time range one year.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
years3:
nullable: true
description: Value range for the time range three years.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
years5:
nullable: true
description: Value range for the time range five years.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
yearToDate:
nullable: true
description: Value range for the time range year-to-date (YTD).
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
tradingValue:
nullable: false
description: Value range of the sum of the cash flow for all transactions of a notation over a certain time range. The cash flow of a transaction is its volume multiplied by its trade price.
type: object
x-property-sort:
- average
properties:
average:
nullable: false
description: Value range of the arithmetic mean of the trading value for different time ranges.
type: object
x-property-sort:
- days5
- days30
properties:
days5:
nullable: true
description: Value range for the time range five trading days.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
days30:
nullable: true
description: Value range for the time range 30 trading days.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
simpleMovingAverage:
nullable: false
description: Value ranges of the simple moving average (SMA), that is the arithmetic mean of a notation�"s EOD closing price, for different time ranges.
type: object
x-property-sort:
- days20
- days50
- days200
- tradingDaysSinceCrossover
properties:
days20:
nullable: true
description: Value range for the time range 20 trading days.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
days50:
nullable: true
description: Value range for the time range 50 trading days.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
days200:
nullable: true
description: Value range for the time range 200 trading days.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
tradingDaysSinceCrossover:
nullable: false
description: Value ranges of the number of trading days since a simple moving average crossed another one. All SMAs are calculated with EOD prices, thus the value 0 for the number of days means the crossover occurred on the most recent trading day for which such prices are available.
type: object
x-property-sort:
- sma20vs50
- sma50vs200
properties:
sma20vs50:
nullable: false
description: Value ranges of the number of trading days since a crossover of the SMA 20 and the SMA 50.
type: object
x-property-sort:
- up
- down
properties:
up:
nullable: false
description: Value range of the up direction, i.e. the SMA 20 crossed the SMA 50 from below, hence the SMA 20 has currently a higher value.
type: object
x-property-sort:
- numberDays
- count
properties:
numberDays:
nullable: true
description: Value range of the number of trading days since the crossover.
type: object
format: int32Range
properties:
minimum:
nullable: true
type: number
format: int32
description: Minimum value.
maximum:
nullable: true
type: number
format: int32
description: Maximum value.
x-property-sort:
- minimum
- maximum
count:
nullable: true
description: Number of notations.
type: number
format: int32
down:
nullable: false
description: Value range of the down direction, i.e. the SMA 20 crossed the SMA 50 from above, hence the SMA 20 has currently a lower value.
type: object
x-property-sort:
- numberDays
- count
properties:
numberDays:
nullable: true
description: Value range of the number of trading days since the crossover.
type: object
format: int32Range
properties:
minimum:
nullable: true
type: number
format: int32
description: Minimum value.
maximum:
nullable: true
type: number
format: int32
description: Maximum value.
x-property-sort:
- minimum
- maximum
count:
nullable: true
description: Number of notations.
type: number
format: int32
sma50vs200:
nullable: false
description: Value ranges of the number of trading days since a crossover of the SMA 50 and the SMA 200.
type: object
x-property-sort:
- up
- down
properties:
up:
nullable: false
description: Value range of the up direction, i.e. the SMA 50 crossed the SMA 200 from below, hence the SMA 50 has currently a higher value.
type: object
x-property-sort:
- numberDays
- count
properties:
numberDays:
nullable: true
description: Value range of the number of trading days since the crossover.
type: object
format: int32Range
properties:
minimum:
nullable: true
type: number
format: int32
description: Minimum value.
maximum:
nullable: true
type: number
format: int32
description: Maximum value.
x-property-sort:
- minimum
- maximum
count:
nullable: true
description: Number of notations.
type: number
format: int32
down:
nullable: false
description: Value range of the down direction, i.e. the SMA 50 crossed the SMA 200 from above, hence the SMA 50 has currently a lower value.
type: object
x-property-sort:
- numberDays
- count
properties:
numberDays:
nullable: true
description: Value range of the number of trading days since the crossover.
type: object
format: int32Range
properties:
minimum:
nullable: true
type: number
format: int32
description: Minimum value.
maximum:
nullable: true
type: number
format: int32
description: Maximum value.
x-property-sort:
- minimum
- maximum
count:
nullable: true
description: Number of notations.
type: number
format: int32
rsiWilder:
nullable: false
description: Value range of the relative strength index (RSI) by Wilder for different time ranges. This is the ratio of the smoothed moving averages of the upwards and downwards daily returns over the given period, normalized to the range between 0 and 100. The RSI by Wilder measures the magnitude of the price changes in a given time period evaluating whether an asset is overbought or oversold and deriving a respective sell or buy signal.
type: object
x-property-sort:
- days14
properties:
days14:
nullable: true
description: Value range for the time range 14 trading days.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
recommendation:
nullable: false
description: Value ranges related to recommendations.
type: object
x-property-sort:
- counts
- consensus
properties:
counts:
nullable: false
description: Value ranges related to recommendations counts.
type: object
x-property-sort:
- total
properties:
total:
nullable: true
description: Value range of the total number of recommendations.
type: object
format: int32Range
properties:
minimum:
nullable: true
type: number
format: int32
description: Minimum value.
maximum:
nullable: true
type: number
format: int32
description: Maximum value.
x-property-sort:
- minimum
- maximum
consensus:
nullable: true
description: Value range of the recommendation consensus.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
estimates:
nullable: false
description: Value ranges of the stock-specific consolidated estimates for a fiscal year. Not available if a fiscal year has not been specified.
type: object
x-property-sort:
- firstFiscalYear
- secondFiscalYear
- thirdFiscalYear
properties:
firstFiscalYear:
nullable: false
description: Value ranges of the estimates for the closest fiscal year that has been requested. If the parameters used in the request refer to data from only one fiscal year, the respective data is found here.
type: object
x-property-sort:
- fiscalYear
- currencyDependentEstimates
- returnOnAssets
- returnOnEquity
- ratios
properties:
fiscalYear:
nullable: false
description: Fiscal year to which the value ranges belong.
type: object
x-property-sort:
- yearEnd
- year
properties:
yearEnd:
nullable: true
description: Calendar year of the ending date of the fiscal year.
type: number
format: int32
year:
nullable: true
description: Derived fiscal year.
type: number
format: int32
currencyDependentEstimates:
nullable: false
description: Value ranges of the currency-dependent estimates. Not available if a currency has not been specified.
type: object
x-property-sort:
- currency
- ebit
- ebitda
- perShare
properties:
currency:
nullable: false
description: Currency of the value ranges of the currency-dependent estimates. See endpoint `/basic/valueUnit/currency/main/list` for possible values.
type: object
x-property-sort:
- id
- isoCode
properties:
id:
nullable: true
description: Identifier of a currency.
type: number
format: int32
isoCode:
nullable: true
description: ISO 4217 code of the currency.
type: string
ebit:
nullable: false
description: EBIT (earnings before interest and taxes).
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
ebitda:
nullable: false
description: EBITDA (earnings before interest, taxes, depreciation, and amortization).
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
perShare:
nullable: false
description: Per-share estimates.
type: object
x-property-sort:
- sales
- earnings
- dividends
- cashFlow
properties:
sales:
nullable: false
description: Total sales revenue per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
earnings:
nullable: false
description: Earnings per share (EPS), which is ratio of the net income, divided by the shares outstanding. For European equities, EPS is adjusted for exceptional and any non-recurring items. For Asian equities, EPS is as reported (as per local accounting standards). For US, Canada & South Africa, EPS reflects the analysts�" and company�"s standards.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
dividends:
nullable: false
description: Dividends per share, which is the ratio of the total dividends paid out, divided by the shares outstanding.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
cashFlow:
nullable: false
description: Cash flow per share, which is the ratio of the net operating cash flow, divided by the shares outstanding.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
returnOnAssets:
nullable: false
description: Return on assets (ROA), which is the ratio of the net income, divided by the total assets.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
returnOnEquity:
nullable: false
description: Return on equity (ROE), which is the ratio of the net income, divided by the total shareholders' equity.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
ratios:
nullable: false
description: Ratios.
type: object
x-property-sort:
- priceSales
- priceEarnings
- priceEarningsGrowth
- priceBookValue
- priceCashFlow
- priceFreeCashFlow
- dividendYield
- enterpriseValueEbit
- enterpriseValueEbitda
- enterpriseValueSales
properties:
priceSales:
nullable: false
description: Ratio of the price, divided by the total sales revenue per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceEarnings:
nullable: false
description: Ratio of the price, divided by the earnings per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceEarningsGrowth:
nullable: false
description: Price-earnings ratio divided by the growth rate of the earnings.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceBookValue:
nullable: false
description: Ratio of the price, divided by the book value per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceCashFlow:
nullable: false
description: Ratio of the price, divided by the cash flow per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceFreeCashFlow:
nullable: false
description: Ratio of the price, divided by the free (i.e. without subtraction of dividends) cash flow per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
dividendYield:
nullable: false
description: Ratio of the dividend per share, divided by the price.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
enterpriseValueEbit:
nullable: false
description: Ratio of the enterprise value, divided by the EBIT.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
enterpriseValueEbitda:
nullable: false
description: Ratio of the enterprise value, divided by the EBITDA.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
enterpriseValueSales:
nullable: false
description: Ratio of the enterprise value, divided by the total amount of sales revenue.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
secondFiscalYear:
nullable: false
description: Value ranges of the estimates for the second most distant fiscal year that has been requested. If the parameters used in the request refer to data from two fiscals year, the respective data of the more distant one is found here.
type: object
x-property-sort:
- fiscalYear
- currencyDependentEstimates
- returnOnAssets
- returnOnEquity
- ratios
properties:
fiscalYear:
nullable: false
description: Fiscal year to which the value ranges belong.
type: object
x-property-sort:
- yearEnd
- year
properties:
yearEnd:
nullable: true
description: Calendar year of the ending date of the fiscal year.
type: number
format: int32
year:
nullable: true
description: Derived fiscal year.
type: number
format: int32
currencyDependentEstimates:
nullable: false
description: Value ranges of the currency-dependent estimates. Not available if a currency has not been specified.
type: object
x-property-sort:
- currency
- ebit
- ebitda
- perShare
properties:
currency:
nullable: false
description: Currency of the value ranges of the currency-dependent estimates. See endpoint `/basic/valueUnit/currency/main/list` for possible values.
type: object
x-property-sort:
- id
- isoCode
properties:
id:
nullable: true
description: Identifier of a currency.
type: number
format: int32
isoCode:
nullable: true
description: ISO 4217 code of the currency.
type: string
ebit:
nullable: false
description: EBIT (earnings before interest and taxes).
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
ebitda:
nullable: false
description: EBITDA (earnings before interest, taxes, depreciation, and amortization).
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
perShare:
nullable: false
description: Per-share estimates.
type: object
x-property-sort:
- sales
- earnings
- dividends
- cashFlow
properties:
sales:
nullable: false
description: Total sales revenue per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
earnings:
nullable: false
description: Earnings per share (EPS), which is ratio of the net income, divided by the shares outstanding. For European equities, EPS is adjusted for exceptional and any non-recurring items. For Asian equities, EPS is as reported (as per local accounting standards). For US, Canada & South Africa, EPS reflects the analysts�" and company�"s standards.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
dividends:
nullable: false
description: Dividends per share, which is the ratio of the total dividends paid out, divided by the shares outstanding.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
cashFlow:
nullable: false
description: Cash flow per share, which is the ratio of the net operating cash flow, divided by the shares outstanding.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
returnOnAssets:
nullable: false
description: Return on assets (ROA), which is the ratio of the net income, divided by the total assets.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
returnOnEquity:
nullable: false
description: Return on equity (ROE), which is the ratio of the net income, divided by the total shareholders' equity.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
ratios:
nullable: false
description: Ratios.
type: object
x-property-sort:
- priceSales
- priceEarnings
- priceEarningsGrowth
- priceBookValue
- priceCashFlow
- priceFreeCashFlow
- dividendYield
- enterpriseValueEbit
- enterpriseValueEbitda
- enterpriseValueSales
properties:
priceSales:
nullable: false
description: Ratio of the price, divided by the total sales revenue per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceEarnings:
nullable: false
description: Ratio of the price, divided by the earnings per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceEarningsGrowth:
nullable: false
description: Price-earnings ratio divided by the growth rate of the earnings.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceBookValue:
nullable: false
description: Ratio of the price, divided by the book value per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceCashFlow:
nullable: false
description: Ratio of the price, divided by the cash flow per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceFreeCashFlow:
nullable: false
description: Ratio of the price, divided by the free (i.e. without subtraction of dividends) cash flow per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
dividendYield:
nullable: false
description: Ratio of the dividend per share, divided by the price.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
enterpriseValueEbit:
nullable: false
description: Ratio of the enterprise value, divided by the EBIT.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
enterpriseValueEbitda:
nullable: false
description: Ratio of the enterprise value, divided by the EBITDA.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
enterpriseValueSales:
nullable: false
description: Ratio of the enterprise value, divided by the total amount of sales revenue.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
thirdFiscalYear:
nullable: false
description: Value ranges of the estimates for the most distant fiscal year that has been requested. Available only if the parameters used in the request refer to data from three fiscals year.
type: object
x-property-sort:
- fiscalYear
- currencyDependentEstimates
- returnOnAssets
- returnOnEquity
- ratios
properties:
fiscalYear:
nullable: false
description: Fiscal year to which the value ranges belong.
type: object
x-property-sort:
- yearEnd
- year
properties:
yearEnd:
nullable: true
description: Calendar year of the ending date of the fiscal year.
type: number
format: int32
year:
nullable: true
description: Derived fiscal year.
type: number
format: int32
currencyDependentEstimates:
nullable: false
description: Value ranges of the currency-dependent estimates. Not available if a currency has not been specified.
type: object
x-property-sort:
- currency
- ebit
- ebitda
- perShare
properties:
currency:
nullable: false
description: Currency of the value ranges of the currency-dependent estimates. See endpoint `/basic/valueUnit/currency/main/list` for possible values.
type: object
x-property-sort:
- id
- isoCode
properties:
id:
nullable: true
description: Identifier of a currency.
type: number
format: int32
isoCode:
nullable: true
description: ISO 4217 code of the currency.
type: string
ebit:
nullable: false
description: EBIT (earnings before interest and taxes).
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
ebitda:
nullable: false
description: EBITDA (earnings before interest, taxes, depreciation, and amortization).
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
perShare:
nullable: false
description: Per-share estimates.
type: object
x-property-sort:
- sales
- earnings
- dividends
- cashFlow
properties:
sales:
nullable: false
description: Total sales revenue per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
earnings:
nullable: false
description: Earnings per share (EPS), which is ratio of the net income, divided by the shares outstanding. For European equities, EPS is adjusted for exceptional and any non-recurring items. For Asian equities, EPS is as reported (as per local accounting standards). For US, Canada & South Africa, EPS reflects the analysts�" and company�"s standards.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
dividends:
nullable: false
description: Dividends per share, which is the ratio of the total dividends paid out, divided by the shares outstanding.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
cashFlow:
nullable: false
description: Cash flow per share, which is the ratio of the net operating cash flow, divided by the shares outstanding.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
returnOnAssets:
nullable: false
description: Return on assets (ROA), which is the ratio of the net income, divided by the total assets.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
returnOnEquity:
nullable: false
description: Return on equity (ROE), which is the ratio of the net income, divided by the total shareholders' equity.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
ratios:
nullable: false
description: Ratios.
type: object
x-property-sort:
- priceSales
- priceEarnings
- priceEarningsGrowth
- priceBookValue
- priceCashFlow
- priceFreeCashFlow
- dividendYield
- enterpriseValueEbit
- enterpriseValueEbitda
- enterpriseValueSales
properties:
priceSales:
nullable: false
description: Ratio of the price, divided by the total sales revenue per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceEarnings:
nullable: false
description: Ratio of the price, divided by the earnings per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceEarningsGrowth:
nullable: false
description: Price-earnings ratio divided by the growth rate of the earnings.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceBookValue:
nullable: false
description: Ratio of the price, divided by the book value per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceCashFlow:
nullable: false
description: Ratio of the price, divided by the cash flow per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
priceFreeCashFlow:
nullable: false
description: Ratio of the price, divided by the free (i.e. without subtraction of dividends) cash flow per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
dividendYield:
nullable: false
description: Ratio of the dividend per share, divided by the price.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: relativeValueRange
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
x-property-sort:
- minimum
- maximum
enterpriseValueEbit:
nullable: false
description: Ratio of the enterprise value, divided by the EBIT.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
enterpriseValueEbitda:
nullable: false
description: Ratio of the enterprise value, divided by the EBITDA.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
enterpriseValueSales:
nullable: false
description: Ratio of the enterprise value, divided by the total amount of sales revenue.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Value range of the mean value.
type: object
format: realRange
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
x-property-sort:
- minimum
- maximum
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject_2'
x-property-sort:
- status
PostNotationCrossReferenceFactSetIdentifierListByInstrument200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: object
properties:
idInstrument:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the instrument.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
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).
regional:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- isPrimary
- permanentIdentifier
- tickerRegion
- listing
properties:
isPrimary:
nullable: true
type: boolean
description: Indicates whether the regional identifier is the primary regional identifier of the security (`true`) or not (`false`).
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: FDS-US).'
listing:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- notation
- isPrimary
- permanentIdentifier
- tickerExchange
properties:
notation:
nullable: false
type: object
x-property-sort:
- id
- market
- valueUnit
description: Notation data.
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of a notation.
market:
nullable: false
type: object
x-property-sort:
- id
- name
description: Market of the notation. See endpoint `/basic/market/list` for possible values.
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
- isoCode
- name
description: Value unit of the notation. 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.'
isoCode:
nullable: true
type: string
description: ISO 4217 code of the value unit. Empty if the ISO 4217 standard does not define a code for the currency.
name:
nullable: true
type: string
format: localizedString
description: Name of the value unit.
isPrimary:
nullable: true
type: boolean
description: Indicates whether the listing identifier is the one for the primary listing among all listings with the same regional identifier (`true`) or not (`false`).
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. "FDS" for FactSet Research Systems Inc.) and the three-character code of the exchange on which the listing is traded (example: FDS-NYS).'
description: Listing-level data with a list of notations. If the set of listing identifiers contains an element for which the attribute `isPrimary = true`, then this element is the first one in the array.
description: Regional-level data with assigned listing-level data. If the set of regional identifiers contains an element for which the attribute `isPrimary = true`, then this element is the first one in the array.
description: Instrument data with a list of regional-level data and assigned listing-level data.
nullable: false
x-property-sort:
- idInstrument
- sourceIdentifier
- permanentIdentifier
- regional
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
GetInstrumentGetByNotation200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: object
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
format: isin
description: International Securities Identification Number of the instrument.
nsin:
nullable: false
type: object
x-property-sort:
- wkn
- valor
- cusip
- sedol
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.'
cusip:
nullable: true
type: string
description: The CUSIP (Committee on Uniform Security Identification Procedures) or CINS (CUSIP International Numbering System) identifier of the instrument. These numbers are 9-character codes of digits and upper-case letters that uniquely identify an instrument.
sedol:
nullable: true
type: string
description: The SEDOL or IDII for the 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).
assetClass:
nullable: false
type: object
x-property-sort:
- id
- code
description: 'Asset class of the instrument. For possible values see endpoint
/basic/assetClass/list.'
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the asset class.
code:
nullable: true
type: string
description: code of the asset class.
type:
nullable: false
description: Instrument type as defined by FactSet Digital Solutions. Instrument types are arranged in a hierarchy, with level 1 representing the most coarse granularity and further levels successively refining the granularity (see MDG category system 18).
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 instrument type.
name:
nullable: true
type: string
format: localizedString
description: Name of the instrument type.
description: Set of basic data for the instrument.
nullable: false
x-property-sort:
- id
- name
- shortName
- isin
- nsin
- fsym
- assetClass
- type
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
GetStockCompositeProfileGetByNotation200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
description: Description missing
nullable: false
type: object
x-property-sort:
- idNotation
- sourceIdentifier
- description
- CEO
- industry
- headquarters
- symbol
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.
description:
nullable: true
type: string
format: localizedString
description: Body of the background text for the description of the company.
CEO:
nullable: true
type: string
description: Full name of the CEO officer.
industry:
nullable: true
type: string
format: localizedString
description: Name of the industry category.
headquarters:
nullable: true
type: string
format: localizedString
description: Postal address and name of the country for theheadquarters of the company
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 notations, no symbol will be set for the notations of that market.
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject_2'
x-property-sort:
- status
GetNotationGet200Response:
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.
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 notations, no symbol will be set for the notations of that market.
factSetMarketSymbol:
nullable: true
type: string
description: The FactSet market symbol of the notation (i.e. TICKER_EXCHANGE).
valueUnit:
nullable: false
type: object
x-property-sort:
- id
- code
- isoCode
- name
description: The identifier of the unit in which prices of the notation are expressed.
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the value unit.
code:
nullable: true
type: string
description: Currency code according to ISO 4217, a code such as GBp (for British pence), USc (for U.S. cents), EUc for (Euro cent), or a code for an alternative unit such as PT (points), % (percent).
isoCode:
nullable: true
type: string
description: Currency code according to ISO 4217.
name:
nullable: true
type: string
format: localizedString
description: Name of the value unit.
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.
instrument:
nullable: false
type: object
x-property-sort:
- id
description: Instrument data for the notation.
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of the instrument.
description: Set of basic data for the notation.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- symbol
- factSetMarketSymbol
- valueUnit
- market
- instrument
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
PostNotationCategoryList200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: array
description: List of datasets with their categories as assigned to the notation.
nullable: false
items:
type: object
nullable: false
x-property-sort:
- dataset
- categories
properties:
dataset:
nullable: false
type: object
x-property-sort:
- id
- name
description: Category dataset of the assigned categories. For a list of possible values see endpoint `/category/dataset/list.`
properties:
id:
nullable: true
x-sortable: true
type: number
format: id32
x-positive: true
description: Identifier of the category dataset.
name:
nullable: true
x-sortable: true
x-default-sort-attribute: true
x-default-sort-direction: 1
type: string
description: Name of the category dataset in English.
categories:
nullable: false
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.
description: List of categories covering the full path (without gaps) from the most coarse granularity to the most detailed.
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
GetNotationKeyFiguresYear1List200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: array
description: EOD key figures for a list of notations.
nullable: false
items:
type: object
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- referenceDate
- performance
- high
- low
- averagePrice
- tradingVolume
- tradingValue
- volatility
- status
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
referenceDate:
nullable: true
type: string
format: date
description: Reference date of the time range.
performance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- referencePrice
description: Performance values.
properties:
absolute:
nullable: true
type: number
format: real
description: Absolute difference of a notation's most recent EOD closing price against the EOD closing price on the reference date.
relative:
nullable: true
type: number
format: relativeValue
description: Difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date.
referencePrice:
nullable: true
type: number
format: real
description: EOD closing price as of the reference date (see attribute `referenceDate`) used for calculation.
high:
nullable: false
type: object
x-property-sort:
- price
- date
description: Maximum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Maximum value.
date:
nullable: true
type: string
format: date
description: Date of the maximum value.
low:
nullable: false
type: object
x-property-sort:
- price
- date
description: Minimum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Minimum value.
date:
nullable: true
type: string
format: date
description: Date of the minimum value.
averagePrice:
nullable: true
type: number
format: real
description: Arithmetic mean of the notation's EOD closing prices for the given time range.
tradingVolume:
nullable: false
type: object
x-property-sort:
- average
- sum
description: Average and total trading volume for the given time range.
properties:
average:
nullable: true
type: number
format: real
description: Arithmetic mean of the daily trading volumes.
sum:
nullable: true
type: number
format: real
description: Sum of the daily trading volumes.
tradingValue:
nullable: true
type: number
format: real
description: Sum of the cash flow for all transactions of one notation over a certain time range. The cash flow of a transaction is its volume multiplied by its trade price.
volatility:
nullable: true
type: number
format: real
description: Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year.
status:
nullable: false
type: object
x-property-sort:
- code
- identifier
- details
- encryptedDetails
description: Error status for the requested identifier.
properties:
code:
nullable: true
type: string
description: Code of the error condition.
x-enum-description:
- No error.
- The provided identifier does not refer to a valid notation.
- Not entitled to see data for the notation.
- Unable to resolve the provided identifier.
enum:
- none
- parameter
- entitlement
- identifierMapping
identifier:
nullable: true
type: string
format: id64
x-positive: true
description: Provided identifier.
details:
nullable: true
type: string
description: A human-readable, unstructured explanation specific to this occurrence of the problem.
encryptedDetails:
nullable: true
type: string
description: Base64-encoded internal details about the error.
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
GetNotationKeyFiguresMonth3List200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: array
description: EOD key figures for a list of notations.
nullable: false
items:
type: object
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- referenceDate
- performance
- high
- low
- tradingVolume
- volatility
- status
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
referenceDate:
nullable: true
type: string
format: date
description: Reference date of the time range.
performance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- referencePrice
description: Performance values.
properties:
absolute:
nullable: true
type: number
format: real
description: Absolute difference of a notation's most recent EOD closing price against the EOD closing price on the reference date.
relative:
nullable: true
type: number
format: relativeValue
description: Difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date.
referencePrice:
nullable: true
type: number
format: real
description: EOD closing price as of the reference date (see attribute `referenceDate`) used for calculation.
high:
nullable: false
type: object
x-property-sort:
- price
- date
description: Maximum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Maximum value.
date:
nullable: true
type: string
format: date
description: Date of the maximum value.
low:
nullable: false
type: object
x-property-sort:
- price
- date
description: Minimum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Minimum value.
date:
nullable: true
type: string
format: date
description: Date of the minimum value.
tradingVolume:
nullable: true
type: number
format: real
description: Sum of the trading volume of a notation in number of shares for the time-range between the date of the most recent end-of-day (EOD) closing price (inclusive) and the reference date (exclusive).
volatility:
nullable: true
type: number
format: real
description: Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year.
status:
nullable: false
type: object
x-property-sort:
- code
- identifier
- details
- encryptedDetails
description: Error status for the requested identifier.
properties:
code:
nullable: true
type: string
description: Code of the error condition.
x-enum-description:
- No error.
- The provided identifier does not refer to a valid notation.
- Not entitled to see data for the notation.
- Unable to resolve the provided identifier.
enum:
- none
- parameter
- entitlement
- identifierMapping
identifier:
nullable: true
type: string
format: id64
x-positive: true
description: Provided identifier.
details:
nullable: true
type: string
description: A human-readable, unstructured explanation specific to this occurrence of the problem.
encryptedDetails:
nullable: true
type: string
description: Base64-encoded internal details about the error.
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
GetSecuritizedDerivativeKeyFiguresNotationGet200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
nullable: false
type: object
x-property-sort:
- prices
- underlyings
- currency
- performanceIssue
- bonusYield
- sidewaysYield
- maximumYield
- agio
- discount
- breakEven
- spread
- delta
- thetaOneWeek
- vega
- leverage
- omega
- impliedVolatility
- intrinsicValue
- timeValue
- outperformancePoint
- parity
description: Notation-based key figures of the securitized derivative.
properties:
prices:
nullable: false
type: object
x-property-sort:
- ask
- bid
- valueUnit
description: Prices of the securitized derivative, used for the calculation. See attribute `prices.valueUnit` for the unit.
properties:
ask:
nullable: false
type: object
x-property-sort:
- time
- price
description: Ask price.
properties:
time:
nullable: true
type: string
format: datetime
description: Date and time.
price:
nullable: true
type: number
format: real
description: Price value.
bid:
nullable: false
type: object
x-property-sort:
- time
- price
description: Bid price.
properties:
time:
nullable: true
type: string
format: datetime
description: Date and time.
price:
nullable: true
type: number
format: real
description: Price value.
valueUnit:
nullable: false
type: object
x-property-sort:
- id
- code
description: Value unit of the notation of the securitized derivative, such as a main or a fractional currency for a per-unit-quoted securitized derivative, or percentages for a securitized derivative quoted in percent of the nominal (see attribute `nominal` in endpoint `/securitizedDerivative/get`). 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.
underlyings:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- name
- notation
- level
- valueUnit
properties:
name:
nullable: true
type: string
format: localizedString
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. If there is no notation for the underlying, the object is null.
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
description: Instrument of the underlying.
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of the instrument.
level:
nullable: false
type: object
x-property-sort:
- time
- value
description: Level (e.g. price or index value) of the underlying used for calculation.
properties:
time:
nullable: true
type: string
format: datetime
description: Date and time.
value:
nullable: true
type: number
format: real
description: Level value. See attribute `underlyings.valueUnit` for the unit.
valueUnit:
nullable: false
type: object
x-property-sort:
- id
- code
description: Value unit of the underlying, provided also if there is no notation for the underlying. 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.
description: Details of the underlyings.
currency:
nullable: false
type: object
x-property-sort:
- id
- code
description: Main or fractional currency of the attributes expressed in absolute terms, unless specified otherwise. See endpoint `/basic/valueUnit/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.
performanceIssue:
nullable: false
type: object
x-property-sort:
- ask
- bid
description: Ask and bid-based performance since issue, see attribute `issue` in endpoint `/securitizedDerivative/get` for the issue date. It represents the difference between the ask (bid respectively) price of the derivative's notation and the issue price. For securitized derivatives quoted in percent, the result is multiplied with the nominal (see attribute `nominal.value` in endpoint `/securitizedDerivative/get`) in order to calculate the value in absolute terms.
properties:
ask:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- annualized
description: Ask-based performance.
properties:
absolute:
nullable: true
type: number
format: real
description: Performance in absolute terms.
relative:
nullable: true
type: number
format: relativeValue
description: Performance relative to the issue price.
annualized:
nullable: true
type: number
format: relativeValue
description: Annualized performance relative to the issue price.
bid:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- annualized
description: Bid-based performance.
properties:
absolute:
nullable: true
type: number
format: real
description: Performance in absolute terms.
relative:
nullable: true
type: number
format: relativeValue
description: Performance relative to the issue price.
annualized:
nullable: true
type: number
format: relativeValue
description: Annualized performance relative to the issue price.
bonusYield:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- annualized
description: Bonus yield based on the ask price. It represents the bonus level adjusted for the cover ratio and currency cross rate minus the ask price of the securitized derivative. The value can become negative (e.g. for uncapped products), which does not mean that the investor will necessarily suffer a loss buying it. This key figure is calculated for bonus certificates with intact knock-in barrier only. For the barrier breach of barriers with a single limit, see attribute `barrierTypeConditions.barriers.single.breach.isBreached` in endpoint `/securitizedDerivative/underlying/list`, for the breach of the up and down limit of range barriers see attribute `barrierTypeConditions.barriers.range.up/down.breach.isBreached` respectively.
properties:
absolute:
nullable: true
type: number
format: real
description: Bonus yield in absolute terms.
relative:
nullable: true
type: number
format: relativeValue
description: Bonus yield relative to the ask price.
annualized:
nullable: true
type: number
format: relativeValue
description: Annualized bonus yield relative to the ask price.
sidewaysYield:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- annualized
description: Sideways yield based on the ask price. It represents a hypothetical payout at maturity minus the ask price of the securitized derivative, under the assumption that all payout-influencing factors remain unchanged until maturity.
properties:
absolute:
nullable: true
type: number
format: real
description: Sideways yield in absolute terms.
relative:
nullable: true
type: number
format: relativeValue
description: Sideways yield relative to the ask price.
annualized:
nullable: true
type: number
format: relativeValue
description: Annualized sideways yield relative to the ask price.
maximumYield:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- annualized
description: Maximum yield based on the ask price. It represents a hypothetical maximum payout at maturity minus the ask price of the derivative. This key figure represents a theoretically possible best-case scenario, disregarding the probability of occurrence. It is calculated only for securitized derivatives with a limited payout (e.g. capped products).
properties:
absolute:
nullable: true
type: number
format: real
description: Maximum yield in absolute terms.
relative:
nullable: true
type: number
format: relativeValue
description: Maximum yield relative to the ask price.
annualized:
nullable: true
type: number
format: relativeValue
description: Annualized maximum yield relative to the ask price.
agio:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- annualized
description: Agio based on the ask price. For plain vanilla warrants, it represents the difference between the ask price of the derivative and its parity (see attribute `parity`). Thus, for those with exercise right call, the agio indicates how much more expensive would it be to obtain the underlying through purchasing and exercising the warrant compared to directly purchasing the underlying. For those with exercise right put, the above consideration is applied inversely. For other types of securitized derivatives, the calculation and interpretation of the agio depends on their category. Negative values are possible. This key figure is not calculated for securitized derivatives with multiple underlyings.
properties:
absolute:
nullable: true
type: number
format: real
description: Agio in absolute terms.
relative:
nullable: true
type: number
format: relativeValue
description: Agio relative to the underlying level.
annualized:
nullable: true
type: number
format: relativeValue
description: Annualized agio relative to the underlying level.
discount:
nullable: false
type: object
x-property-sort:
- absolute
- relative
description: Discount based on the ask price. It represents the difference between the ask price of the securitized derivative and the underlying level, adjusted for the cover ratio and the currency cross rate. This key figure is calculated only for discount certificates. This key figure is not calculated for securitized derivatives with multiple underlyings. For the value unit, see attribute `underlyings.valueUnit`.
properties:
absolute:
nullable: true
type: number
format: real
description: Discount in absolute terms.
relative:
nullable: true
type: number
format: relativeValue
description: Discount relative to the underlying level.
breakEven:
nullable: false
type: object
x-property-sort:
- breakEvenPoint
- distance
description: Break even point based on the ask price. It represents the underlying level that has to be reached at maturity, such that no loss or profit occurs for the holder of the securitized derivative. This key figure is not calculated for securitized derivatives with multiple underlyings. For the value unit, see attribute `underlyings.valueUnit`.
properties:
breakEvenPoint:
nullable: true
type: number
format: real
description: Break even point.
distance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
description: Distance from the underlying level to the break even point.
properties:
absolute:
nullable: true
type: number
format: real
description: Distance in absolute terms. For the value unit, see attribute `underlyings.valueUnit`.
relative:
nullable: true
type: number
format: relativeValue
description: 'Distance relative to the underlying level. '
spread:
nullable: false
type: object
x-property-sort:
- harmonized
- relative
description: Spread of the securitized derivative. It represents the difference between the ask and bid price.
properties:
harmonized:
nullable: true
type: number
format: real
description: Spread in absolute terms, adjusted for the cover ratio.
relative:
nullable: true
type: number
format: relativeValue
description: Spread relative to the ask price.
delta:
nullable: false
type: object
x-property-sort:
- effective
- unadjusted
description: Ask-based delta. It represents the first partial derivative of the function determining the derivative notation's theoretical price with respect to the underlying level, evaluated at the underlying level. Delta indicates the ratio of the absolute change of the price of a derivative for an indefinitely small absolute change in the underlying level, thus it represents the price sensitivity of the derivative relative to changes in the underlying level. This key figure is calculated for plain vanilla warrants only.
properties:
effective:
nullable: true
type: number
format: real
description: Delta calculated using the actual cover ration of the securitized derivative.
unadjusted:
nullable: true
type: number
format: real
description: Delta calculated using a (hypothetical) cover ratio of 1:1.
thetaOneWeek:
nullable: false
type: object
x-property-sort:
- effective
- unadjusted
description: Ask-based weekly theta. It represents the first partial derivative of the function determining the derivative notation's theoretical price with respect to the residual term, evaluated at the current residual term and multiplied by 7/365. Weekly theta indicates the absolute change (decrease) of the price of a derivative for a reduction of the residual term by one week (seven calendar days), thus it represents the price sensitivity of the derivative relative to changes in the residual term. This key figure is calculated for plain vanilla warrants only.
properties:
effective:
nullable: true
type: number
format: real
description: Weekly theta calculated using the actual cover ratio of the securitized derivative.
unadjusted:
nullable: true
type: number
format: real
description: Weekly theta calculated using a (hypothetical) cover ratio of 1:1.
vega:
nullable: false
type: object
x-property-sort:
- effective
- unadjusted
description: Ask-based vega. It represents the first partial derivative of the function determining the derivative notation's theoretical price with respect to the implied volatility, evaluated at the current implied volatility. Vega indicates the ratio of the absolute change of the price of a derivative for an absolute change of the implied volatility, thus it represents the price sensitivity of the derivative relative to changes in the implied volatility. This key figure is calculated for plain vanilla warrants only.
properties:
effective:
nullable: true
type: number
format: real
description: Vega calculated using the actual cover ratio of the securitized derivative.
unadjusted:
nullable: true
type: number
format: real
description: Vega calculated using a (hypothetical) cover ratio of 1:1.
leverage:
nullable: true
type: number
format: real
description: Ask-based leverage. It represents the ratio of the underlying level to the ask price of the securitized derivative, adjusted for the cover ratio and the currency cross rate. This key figure is calculated only for leveraged derivatives (e.g. warrants, knock-out certificates).
omega:
nullable: true
type: number
format: real
description: Ask-based omega. It represents unadjusted delta (see attribute `delta.unadjusted`) multiplied with the leverage (see attribute `leverage`), both calculated based on the ask price of the derivative. Omega indicates the elasticity of the securitized derivative's price regarding the underlying level. This key figure is calculated for plain vanilla warrants only.
impliedVolatility:
nullable: true
type: number
format: relativeValue
description: Ask-based implied volatility. It represents the volatility of the underlying that justifies the ask price of the derivative, when used as a parameter in the derivative's pricing model (such as Black-Scholes). Its value is a result of the pricing process, thus it represents the annual volatility of the underlying expected by the market participants until maturity of the derivative. This key figure is calculated for plain vanilla warrants only.
intrinsicValue:
nullable: true
type: number
format: real
description: Intrinsic value. It represents the difference between the underlying level and the strike of the securitized derivative, adjusted for the cover ratio and the currency cross rate. If the difference is negative, the intrinsic value is given as 0. The intrinsic value represents the theoretical profit from an immediate exercise of the derivative. This key figure is calculated for plain vanilla warrants only.
timeValue:
nullable: true
type: number
format: real
description: Ask-based time value. It represents the difference between the ask price of the securitized derivative and its intrinsic value (see attribute `intrinsicValue`). This key figure is calculated for plain vanilla warrants only.
outperformancePoint:
nullable: true
type: number
format: real
description: Ask-based outperformance point. It represents the underlying level from which the underlying starts to outperform the securitized derivative, thus the investor would be better off investing directly in the underlying. It is calculated only for securitized derivatives with a limited payout (e.g. capped products). This key figure is not calculated for securitized derivatives with multiple underlyings. For the value unit, see attribute `underlyings.valueUnit`.
parity:
nullable: true
type: number
format: real
description: Parity. It represents the difference between the underlying level and the strike of the derivative, adjusted for the cover ratio and the currency cross rate. Negative values are possible. It is the gain or loss that would result from the immediate exercise of an already present warrant and a simultaneously executed compensation transaction on the spot markets. This key figure is calculated for plain vanilla warrants only.
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject'
x-property-sort:
- status
GetNotationCrossReferenceFactSetIdentifierGet200Response:
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.
instrument:
nullable: false
type: object
x-property-sort:
- id
description: Instrument data.
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of the instrument.
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).
regional:
nullable: false
type: object
x-property-sort:
- isPrimary
- permanentIdentifier
- tickerRegion
- listing
description: Regional-level data with assigned listing-level data. If the set of regional identifiers contains an element for which the attribute `isPrimary = true`, then this element is the first one in the array.
properties:
isPrimary:
nullable: true
type: boolean
description: Indicates whether the regional identifier is the primary regional identifier of the security (`true`) or not (`false`).
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: FDS-US).'
listing:
nullable: false
type: object
x-property-sort:
- isPrimary
- permanentIdentifier
- tickerExchange
description: Listing-level data with a list of notations. If the set of listing identifiers contains an element for which the attribute `isPrimary = true`, then this element is the first one in the array.
properties:
isPrimary:
nullable: true
type: boolean
description: Indicates whether the listing identifier is the one for the primary listing among all listings with the same regional identifier (`true`) or not (`false`).
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. "FDS" for FactSet Research Systems Inc.) and the three-character code of the exchange on which the listing is traded (example: FDS-NYS).'
description: Instrument data with a list of regional-level data and assigned listing-level data.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- instrument
- permanentIdentifier
- regional
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
GetNotationKeyFiguresTradingDayAverageGet200Response:
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.
price:
nullable: false
type: object
x-property-sort:
- days5
- days20
- days30
- days38
- days50
- days100
- days200
- days250
description: Average price. See attribute `valueUnit` in endpoint `/notation/get` for its unit.
properties:
days5:
nullable: true
type: number
format: real
description: Five trading days.
days20:
nullable: true
type: number
format: real
description: 20 trading days.
days30:
nullable: true
type: number
format: real
description: 30 trading days.
days38:
nullable: true
type: number
format: real
description: 38 trading days.
days50:
nullable: true
type: number
format: real
description: 50 trading days.
days100:
nullable: true
type: number
format: real
description: 100 trading days.
days200:
nullable: true
type: number
format: real
description: 200 trading days.
days250:
nullable: true
type: number
format: real
description: 250 trading days.
volume:
nullable: false
type: object
x-property-sort:
- days5
- days30
- days50
- days100
- days200
- days250
description: Average trading volume.
properties:
days5:
nullable: true
type: number
format: real
description: Five trading days.
days30:
nullable: true
type: number
format: real
description: 30 trading days.
days50:
nullable: true
type: number
format: real
description: 50 trading days.
days100:
nullable: true
type: number
format: real
description: 100 trading days.
days200:
nullable: true
type: number
format: real
description: 200 trading days.
days250:
nullable: true
type: number
format: real
description: 250 trading days.
value:
nullable: false
type: object
x-property-sort:
- days5
- days30
- days100
- days250
description: Average trading value. See attribute `valueUnit` in endpoint `/notation/get` for its unit.
properties:
days5:
nullable: true
type: number
format: real
description: Five trading days.
days30:
nullable: true
type: number
format: real
description: 30 trading days.
days100:
nullable: true
type: number
format: real
description: 100 trading days.
days250:
nullable: true
type: number
format: real
description: 250 trading days.
description: Average end-of-day (EOD) key figures for various time ranges.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- price
- volume
- value
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
PostSecuritizedDerivativeNotationScreenerSearch200Response:
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
- fsym
- valueUnit
- market
- instrument
- keyFigures
- performance
- volatility
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of the notation.
symbol:
nullable: true
x-sortable: 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`).
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.'
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
x-sortable: true
type: string
format: localizedString
description: Name of the market.
instrument:
nullable: false
type: object
x-property-sort:
- id
- name
- shortName
- isin
- nsin
- fsym
- categorization
- lifeCycle
- issuer
- exercise
- settlement
- collateralized
- quanto
- capitalProtection
- underlying
- strike
- bonusLevel
- cap
- knockOut
- knockIn
- lockOut
- lockIn
- capitalGuarantee
- couponTriggerLevel
- rangeKnockOut
- participation
- constantLeverage
- nominalCurrency
- currentInterestRate
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
x-sortable: true
x-default-sort-attribute: true
x-default-sort-direction: 1
type: string
format: localizedString
description: Name of the instrument.
shortName:
nullable: true
x-sortable: 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 identifiesan 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.
properties:
ddv:
nullable: false
type: object
x-property-sort:
- level1
- level2
- level3
description: Categorization based on the DDV (Deutscher Derivate Verband, German for German Derivatives Association) product classification. This category system (id=23) covers securitized derivatives traded in Germany except exchange trade commodities (ETC) and exchange traded notes (ETN).
properties:
level1:
nullable: false
type: object
x-property-sort:
- id
- name
description: First, most coarse, level of categorization.
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the category.
name:
nullable: true
x-sortable: true
type: string
format: localizedString
description: Name of the category.
level2:
nullable: false
type: object
x-property-sort:
- id
- name
description: Second level of categorization.
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the category.
name:
nullable: true
x-sortable: true
type: string
format: localizedString
description: Name of the category.
level3:
nullable: false
type: object
x-property-sort:
- id
- name
description: Third, most detailed, level of categorization.
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the category.
name:
nullable: true
x-sortable: true
type: string
format: localizedString
description: Name of the category.
eusipa:
nullable: false
type: object
x-property-sort:
- level1
- level2
- level3
description: Categorization based on the EUSIPA (European Structured Investment Products Association) product classification. This category system (id=18) covers all securitized derivatives.
properties:
level1:
nullable: false
type: object
x-property-sort:
- id
- name
description: First, most coarse, level of categorization.
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the category.
name:
nullable: true
x-sortable: true
type: string
format: localizedString
description: Name of the category.
level2:
nullable: false
type: object
x-property-sort:
- id
- name
description: Second level of categorization.
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the category.
name:
nullable: true
x-sortable: true
type: string
format: localizedString
description: Name of the category.
level3:
nullable: false
type: object
x-property-sort:
- id
- name
description: Third, most detailed, level of categorization.
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the category.
name:
nullable: true
x-sortable: true
type: string
format: localizedString
description: Name of the category.
lifeCycle:
nullable: false
type: object
x-property-sort:
- issue
- maturity
- callable
- valuation
- repayment
description: Important dates of the securitized derivative.
properties:
issue:
nullable: true
type: string
format: date
description: Date of the issue.
maturity:
nullable: false
type: object
x-property-sort:
- date
- remainingTermDays
- perpetual
description: Maturity data.
properties:
date:
nullable: true
x-sortable: true
type: string
format: date
description: Date of the securitized derivative's maturity. The value is empty if the instrument is perpetual.
remainingTermDays:
nullable: true
x-sortable: true
type: number
format: real
description: Remaining term to maturity expressed in days. The value is empty if the instrument is perpetual.
perpetual:
nullable: true
x-sortable: true
type: boolean
description: If `true`, the securitized derivative is perpetual, i.e. it does not mature, therefore the attributes `date` and `remainingTermDays` are `null`.
callable:
nullable: true
x-sortable: true
type: boolean
description: If `true`, the issuer may redeem the instrument prior to maturity.
valuation:
nullable: true
x-sortable: true
type: string
format: date
description: Date of the valuation.
repayment:
nullable: true
x-sortable: true
type: string
format: date
description: Date of the repayment.
issuer:
nullable: false
type: object
x-property-sort:
- id
- name
- group
description: Issuer data of the securitized derivative.
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the issuer. See endpoint `/securitizedDerivative/issuer/search` for possible values.
name:
nullable: true
x-sortable: 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. See endpoint `/securitizedDerivative/issuer/search` for possible values.
name:
nullable: true
x-sortable: true
type: string
description: Name of the issuer group.
exercise:
nullable: false
type: object
x-property-sort:
- right
- style
description: Exercise data of the securitized derivative.
properties:
right:
nullable: true
x-sortable: 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
style:
nullable: true
x-sortable: true
type: string
description: Exercise style.
x-enum-description:
- An American-style securitized derivative can be exercised anytime during its life.
- An European-style securitized derivative can be exercised at maturity only.
- A Bermudan-style securitized derivative can be exercised only on predetermined dates .
enum:
- american
- european
- bermudan
settlement:
nullable: true
x-sortable: true
type: string
description: Settlement of the securitized derivative. It concerns the fulfillment of the issuer's contractual obligations arising from the securitized derivative. Depending on the terms, the underlying asset may be delivered physically or its equivalent monetary value may be payed out.
x-enum-description:
- Transfer of a cash amount.
- Physical delivery of the underlying asset.
- Cash or physical, at the discretion of the issuer.
enum:
- cash
- physical
- either
collateralized:
nullable: true
type: boolean
description: If `true`, this instrument is protected against an issuer default by collateral (e.g. COSI collateralization by SIX Swiss Exchange).
quanto:
nullable: true
x-sortable: true
type: boolean
description: If `true`, the risk of exchange rate fluctuations between the value unit of the underlying and the value unit of the cash flows is hedged.
capitalProtection:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Proportion of the nominal amount protected against loss.
underlying:
nullable: false
type: object
x-property-sort:
- name
- valueUnit
- coverRatio
- notation
- effectiveUnderlying
description: Underlying data of the securitized derivative.
properties:
name:
nullable: true
x-sortable: true
type: string
description: Name of the underlying, provided also if there is no notation for the underlying.
valueUnit:
nullable: false
type: object
x-property-sort:
- id
- code
description: Value unit of the underlying, provided also if there is no notation for the underlying. 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
x-sortable: true
type: string
description: Code of the value unit.
coverRatio:
nullable: true
type: number
format: real
description: 'Cover ratio. It indicates the number of units of the underlying to which the securitized derivative refers. If the underlying is a bond the cover ratio represents the value of one percentage point. '
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
x-sortable: 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.
strike:
nullable: false
type: object
x-property-sort:
- value
- distance
description: Strike of the securitized derivative.
properties:
value:
nullable: true
x-sortable: true
type: number
format: real
description: Value of the strike.
distance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
description: Distance of the current underlying level to the strike.
properties:
absolute:
nullable: true
x-sortable: true
type: number
format: real
description: Distance in absolute terms.
relative:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Distance relative to the current underlying level.
bonusLevel:
nullable: false
type: object
x-property-sort:
- value
- distance
description: Bonus level of the securitized derivative.
properties:
value:
nullable: true
x-sortable: true
type: number
format: real
description: Value of the bonus level.
distance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
description: Distance of the current underlying level to the bonus level.
properties:
absolute:
nullable: true
x-sortable: true
type: number
format: real
description: Distance in absolute terms.
relative:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Distance relative to the current underlying level.
cap:
nullable: false
type: object
x-property-sort:
- value
- distance
- cashFlow
description: Cap of the securitized derivative.
properties:
value:
nullable: true
x-sortable: true
type: number
format: real
description: Value of the cap.
distance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
description: Distance of the current underlying level to the cap.
properties:
absolute:
nullable: true
x-sortable: true
type: number
format: real
description: Distance in absolute terms.
relative:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Distance relative to the current underlying level.
cashFlow:
nullable: true
x-sortable: true
type: number
format: real
description: Cash flow amount.
knockOut:
nullable: false
type: object
x-property-sort:
- observation
- value
- distance
- breach
description: Knock-out of the securitized derivative.
properties:
observation:
nullable: false
type: object
x-property-sort:
- type
description: Barrier observation modality.
properties:
type:
nullable: true
x-sortable: true
type: string
description: Type of the barrier observation.
x-enum-description:
- The barrier is observed on a continuous basis (intraday prices are relevant).
- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance).
enum:
- continuous
- eod
value:
nullable: true
x-sortable: true
type: number
format: real
description: Value of the knock-out.
distance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
description: Distance of the current underlying level to the knock-out.
properties:
absolute:
nullable: true
x-sortable: true
type: number
format: real
description: Distance in absolute terms.
relative:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Distance relative to the current underlying level.
breach:
nullable: false
type: object
x-property-sort:
- breached
- datetime
description: Information whether or not, and if yes - when a barrier breach has occurred.
properties:
breached:
nullable: true
x-sortable: true
type: boolean
description: If `true`, the barrier has been breached.
datetime:
nullable: true
x-sortable: true
type: string
format: datetime
description: Date and time of the breach.
knockIn:
nullable: false
type: object
x-property-sort:
- observation
- value
- distance
- breach
- cashFlow
description: Knock-in of the securitized derivative.
properties:
observation:
nullable: false
type: object
x-property-sort:
- type
description: Barrier observation modality.
properties:
type:
nullable: true
x-sortable: true
type: string
description: Type of the barrier observation.
x-enum-description:
- The barrier is observed on a continuous basis (intraday prices are relevant).
- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance).
enum:
- continuous
- eod
value:
nullable: true
x-sortable: true
type: number
format: real
description: Value of the knock-in.
distance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
description: Distance of the current underlying level to the knock-in.
properties:
absolute:
nullable: true
x-sortable: true
type: number
format: real
description: Distance in absolute terms.
relative:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Distance relative to the current underlying level.
breach:
nullable: false
type: object
x-property-sort:
- breached
- datetime
description: Information whether or not, and if yes - when a barrier breach has occurred.
properties:
breached:
nullable: true
x-sortable: true
type: boolean
description: If `true`, the barrier has been breached.
datetime:
nullable: true
x-sortable: true
type: string
format: datetime
description: Date and time of the breach.
cashFlow:
nullable: true
type: number
format: real
description: Cash flow amount.
lockOut:
nullable: false
type: object
x-property-sort:
- observation
- value
- distance
- cashFlow
description: Lock-out of the securitized derivative.
properties:
observation:
nullable: false
type: object
x-property-sort:
- type
description: Barrier observation modality.
properties:
type:
nullable: true
x-sortable: true
type: string
description: Type of the barrier observation.
x-enum-description:
- The barrier is observed on a continuous basis (intraday prices are relevant).
- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance).
enum:
- continuous
- eod
value:
nullable: true
x-sortable: true
type: number
format: real
description: Value of the lock-out.
distance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
description: Distance of the current underlying level to the lock-out.
properties:
absolute:
nullable: true
x-sortable: true
type: number
format: real
description: Distance in absolute terms.
relative:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Distance relative to the current underlying level.
cashFlow:
nullable: true
x-sortable: true
type: number
format: real
description: Cash flow amount.
lockIn:
nullable: false
type: object
x-property-sort:
- observation
- value
- distance
- cashFlow
description: Lock-in of the securitized derivative.
properties:
observation:
nullable: false
type: object
x-property-sort:
- type
description: Barrier observation modality.
properties:
type:
nullable: true
x-sortable: true
type: string
description: Type of the barrier observation.
x-enum-description:
- The barrier is observed on a continuous basis (intraday prices are relevant).
- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance).
enum:
- continuous
- eod
value:
nullable: true
x-sortable: true
type: number
format: real
description: Value of the lock-in.
distance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
description: Distance of the current underlying level to the lock-in.
properties:
absolute:
nullable: true
x-sortable: true
type: number
format: real
description: Distance in absolute terms.
relative:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Distance relative to the current underlying level.
cashFlow:
nullable: true
x-sortable: true
type: number
format: real
description: Cash flow amount.
capitalGuarantee:
nullable: false
type: object
x-property-sort:
- value
- distance
- cashFlow
description: Capital guarantee of the securitized derivative.
properties:
value:
nullable: true
x-sortable: true
type: number
format: real
description: Value of the capital guarantee.
distance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
description: Distance of the current underlying level to the capital guarantee.
properties:
absolute:
nullable: true
x-sortable: true
type: number
format: real
description: Distance in absolute terms.
relative:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Distance relative to the current underlying level.
cashFlow:
nullable: true
x-sortable: true
type: number
format: real
description: Cash flow amount.
couponTriggerLevel:
nullable: false
type: object
x-property-sort:
- value
- distance
- cashFlow
description: Coupon trigger level of the securitized derivative.
properties:
value:
nullable: true
x-sortable: true
type: number
format: real
description: Value of the coupon trigger level.
distance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
description: Distance of the current underlying level to the coupon trigger level.
properties:
absolute:
nullable: true
x-sortable: true
type: number
format: real
description: Distance in absolute terms.
relative:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Distance relative to the current underlying level.
cashFlow:
nullable: true
x-sortable: true
type: number
format: real
description: Cash flow amount.
rangeKnockOut:
nullable: false
type: object
x-property-sort:
- observation
- upper
- lower
- breach
- cashFlow
description: Range knock-out of the securitized derivative.
properties:
observation:
nullable: false
type: object
x-property-sort:
- type
description: Barrier observation modality.
properties:
type:
nullable: true
x-sortable: true
type: string
description: Type of the barrier observation.
x-enum-description:
- The barrier is observed on a continuous basis (intraday prices are relevant).
- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance).
enum:
- continuous
- eod
upper:
nullable: false
type: object
x-property-sort:
- value
description: Upper bound of the range knock-out.
properties:
value:
nullable: true
x-sortable: true
type: number
format: real
description: Value of the upper bound.
lower:
nullable: false
type: object
x-property-sort:
- value
description: Lower bound of the range knock-out.
properties:
value:
nullable: true
x-sortable: true
type: number
format: real
description: Value of the lower bound.
breach:
nullable: false
type: object
x-property-sort:
- breached
- datetime
description: Information whether or not, and if yes - when a barrier breach has occurred.
properties:
breached:
nullable: true
x-sortable: true
type: boolean
description: If `true`, the barrier has been breached.
datetime:
nullable: true
x-sortable: true
type: string
format: datetime
description: Date and time of the breach.
cashFlow:
nullable: true
x-sortable: true
type: number
format: real
description: Cash flow amount.
participation:
nullable: true
x-sortable: 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
constantLeverage:
nullable: true
x-sortable: true
type: number
format: real
description: Constant leverage of a factor certificate.
nominalCurrency:
nullable: false
type: object
x-property-sort:
- id
- isoCode
description: Main currency of the nominal and of the coupon payments.
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the currency. See endpoint `/basic/valueUnit/currency/main/list` for possible values.
isoCode:
nullable: true
x-sortable: true
type: string
description: ISO 4217 code of the currency.
currentInterestRate:
nullable: false
type: object
x-property-sort:
- type
- value
description: Interest rate of the current coupon period.
properties:
type:
nullable: true
x-sortable: true
type: string
description: Type of the interest rate.
x-enum-description:
- The interest rate is fixed for all periods and remains unchanged throughout the lifetime of the securitized derivative.
- The interest rate is variable and might change from period to period throughout the lifetime of the securitized derivative.
enum:
- fixed
- variable
value:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Interest rate of the current coupon period. For coupon periods different than one year, the value is annualized. Not available for securitized derivatives with a current interest rate type other than `fixed`.
keyFigures:
nullable: false
type: object
x-property-sort:
- currency
- bonusYield
- sidewaysYield
- maximumYield
- agio
- discount
- breakEven
- spread
- delta
- thetaOneWeek
- vega
- leverage
- omega
- impliedVolatility
- intrinsicValue
- timeValue
- outperformancePoint
- parity
description: Key figures specific to securitized derivatives; based on ask prices.
properties:
currency:
nullable: false
type: object
x-property-sort:
- id
- isoCode
description: Main currency of key figures, if not stated otherwise.
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the currency. See endpoint `/basic/valueUnit/currency/main/list` for possible values.
isoCode:
nullable: true
type: string
description: ISO 4217 code of the currency.
bonusYield:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- annualized
description: Bonus yield. It represents the bonus level adjusted for the cover ratio and currency cross rate minus the ask price of the securitized derivative. The value can become negative (e.g. for uncapped products), which does not mean that the investor will necessarily suffer a loss buying it. This key figure is calculated for bonus certificates with an intact knock-in barrier only, i.e. the attribute `knockIn.breach.breached` is false.
properties:
absolute:
nullable: true
x-sortable: true
type: number
format: real
description: Bonus yield in absolute terms.
relative:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Bonus yield relative to the ask price.
annualized:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Annualized bonus yield relative to the ask price.
sidewaysYield:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- annualized
description: Sideways yield. It represents a hypothetical payout at maturity minus the ask price of the securitized derivative, under the assumption that all payout-influencing factors remain unchanged until maturity.
properties:
absolute:
nullable: true
x-sortable: true
type: number
format: real
description: Sideways yield in absolute terms.
relative:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Sideways yield relative to the ask price.
annualized:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Annualized sideways yield relative to the ask price.
maximumYield:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- annualized
description: Maximum yield. It represents a hypothetical maximum payout at maturity minus the ask price of the derivative. This key figure represents a theoretically possible best-case scenario, disregarding the probability of occurrence. It is calculated only for securitized derivatives with a limited payout (e.g. capped products).
properties:
absolute:
nullable: true
x-sortable: true
type: number
format: real
description: Maximum yield in absolute terms.
relative:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Maximum yield relative to the ask price.
annualized:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Annualized maximum yield relative to the ask price.
agio:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- annualized
description: Agio. For plain vanilla warrants, it represents the difference between the ask price of the derivative and its parity (see attribute `parity`). Thus, for those with exercise right `call`, the agio indicates how much more expensive would it be to obtain the underlying through purchasing and exercising the warrant compared to directly purchasing the underlying. For those with exercise right `put`, the above consideration is applied inversely. For other types of securitized derivatives, the calculation and interpretation of the agio depends on their category. Negative values are possible.
properties:
absolute:
nullable: true
x-sortable: true
type: number
format: real
description: Agio in absolute terms.
relative:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Agio relative to the underlying level.
annualized:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Annualized agio relative to the underlying level.
discount:
nullable: false
type: object
x-property-sort:
- absolute
- relative
description: Discount. It represents the difference between the ask price of the securitized derivative and the underlying level, adjusted for the cover ratio and the currency cross rate. This key figure is calculated only for discount certificates. For the value unit, see attribute `instrument.underlying.valueUnit.`
properties:
absolute:
nullable: true
x-sortable: true
type: number
format: real
description: Discount in absolute terms.
relative:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Discount relative to the underlying level.
breakEven:
nullable: false
type: object
x-property-sort:
- breakEvenPoint
- distance
description: Break even point. It represents the underlying level that has to be reached at maturity, such that no loss or profit occurs for the holder of the securitized derivative.
properties:
breakEvenPoint:
nullable: true
x-sortable: true
type: number
format: real
description: Break even point. For the value unit, see attribute `instrument.underlying.valueUnit`.
distance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
description: Distance from the underlying level to the break even point.
properties:
absolute:
nullable: true
type: number
format: real
description: Distance in absolute terms. For the value unit, see attribute `instrument.underlying.valueUnit`.
relative:
nullable: true
type: number
format: relativeValue
description: Distance relative to the underlying level.
spread:
nullable: false
type: object
x-property-sort:
- harmonized
- relative
description: Spread of the securitized derivative. It represents the difference between the ask and bid price.
properties:
harmonized:
nullable: true
x-sortable: true
type: number
format: real
description: Spread in absolute terms, adjusted for the cover ratio.
relative:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Spread relative to the ask price.
delta:
nullable: false
type: object
x-property-sort:
- effective
- unadjusted
description: Delta. It represents the first partial derivative of the function determining the derivative notation's theoretical price with respect to the underlying level, evaluated at the underlying level. Delta indicates the ratio of the absolute change of the price of a derivative for an indefinitely small absolute change in the underlying level, thus it represents the price sensitivity of the derivative relative to changes in the underlying level. This key figure is calculated for plain vanilla warrants only.
properties:
effective:
nullable: true
x-sortable: true
type: number
format: real
description: Delta calculated using the actual cover ration of the securitized derivative.
unadjusted:
nullable: true
x-sortable: true
type: number
format: real
description: Delta calculated using a (hypothetical) cover ratio of 1:1.
thetaOneWeek:
nullable: false
type: object
x-property-sort:
- effective
- unadjusted
description: Weekly theta. It represents the first partial derivative of the function determining the derivative notation's theoretical price with respect to the residual term, evaluated at the current residual term and multiplied by 7 / 365. Weekly theta indicates the absolute change (decrease) of the price of a derivative for a reduction of the residual term by one week (seven calendar days), thus it represents the price sensitivity of the derivative relative to changes in the residual term. This key figure is calculated for plain vanilla warrants only.
properties:
effective:
nullable: true
x-sortable: true
type: number
format: real
description: Weekly theta calculated using the actual cover ratio of the securitized derivative.
unadjusted:
nullable: true
x-sortable: true
type: number
format: real
description: Weekly theta calculated using a (hypothetical) cover ratio of 1:1.
vega:
nullable: false
type: object
x-property-sort:
- effective
- unadjusted
description: Vega. It represents the first partial derivative of the function determining the derivative notation's theoretical price with respect to the implied volatility, evaluated at the current implied volatility. Vega indicates the ratio of the absolute change of the price of a derivative for an absolute change of the implied volatility, thus it represents the price sensitivity of the derivative relative to changes in the implied volatility. This key figure is calculated for plain vanilla warrants only.
properties:
effective:
nullable: true
x-sortable: true
type: number
format: real
description: Vega calculated using the actual cover ratio of the securitized derivative.
unadjusted:
nullable: true
x-sortable: true
type: number
format: real
description: Vega calculated using a (hypothetical) cover ratio of 1:1.
leverage:
nullable: true
x-sortable: true
type: number
format: real
description: Leverage. It represents the ratio of the underlying level to the ask price of the securitized derivative, adjusted for the cover ratio and the currency cross rate. This key figure is calculated only for leveraged securitized derivatives (e.g. warrants, knock-out certificates).
omega:
nullable: true
x-sortable: true
type: number
format: real
description: Omega. It represents unadjusted delta (see attribute `delta.unadjusted`) multiplied with the leverage (see attribute `leverage`), both calculated based on the ask price of the derivative. Omega indicates the elasticity of the securitized derivative's price regarding the underlying level. This key figure is calculated for plain vanilla warrants only.
impliedVolatility:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Implied volatility. It represents the volatility of the underlying that justifies the ask price of the derivative, when used as a parameter in the derivative's pricing model (such as Black-Scholes). Its value is a result of the pricing process, thus it represents the annual volatility of the underlying expected by the market participants until maturity of the derivative. This key figure is calculated for plain vanilla warrants only.
intrinsicValue:
nullable: true
x-sortable: true
type: number
format: real
description: Intrinsic value. It represents the difference between the underlying level and the strike of the securitized derivative, adjusted for the cover ratio and the currency cross rate. If the difference is negative, the intrinsic value is given as 0. The intrinsic value represents the theoretical profit from an immediate exercise of the derivative. This key figure is calculated for plain vanilla warrants only.
timeValue:
nullable: true
x-sortable: true
type: number
format: real
description: Time value. It represents the difference between the ask price of the securitized derivative and its intrinsic value (see attribute `intrinsicValue`). This key figure is calculated for plain vanilla warrants only.
outperformancePoint:
nullable: true
x-sortable: true
type: number
format: real
description: Outperformance point. It represents the underlying level from which the underlying starts to outperform the securitized derivative, thus the investor would be better off investing directly in the underlying. It is calculated only for securitized derivatives with a limited payout (e.g. capped products). For the value unit, see attribute `instrument.underlying.valueUnit`.
parity:
nullable: true
x-sortable: true
type: number
format: real
description: Parity. It represents the difference between the underlying level and the strike of the derivative, adjusted for the cover ratio and the currency cross rate. Negative values are possible. It is the gain or loss that would result from the immediate exercise of an already present warrant and a simultaneously executed compensation transaction on the spot markets. This key figure is calculated for plain vanilla warrants only.
performance:
nullable: false
type: object
x-property-sort:
- intraday
- sinceIssue
- endOfDay
description: Relative performance for different time ranges.
properties:
intraday:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Intraday relative performance. That is the difference of a notation's most recent price from the current trading day against the most recent EOD closing price.
sinceIssue:
nullable: false
type: object
x-property-sort:
- ask
- bid
description: Relative performance since issue. That is the difference of a notation's most recent price against the price on the issue date, relative to the price on the issue date.
properties:
ask:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Ask-based relative performance since issue.
bid:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Bid-based relative performance since issue.
endOfDay:
nullable: false
type: object
x-property-sort:
- day1
- week1
- month1
- months3
- months6
- year1
- years3
- years5
- yearToDate
description: End-of-day (EOD) relative performance for different time ranges. The relative performance is the difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date.
properties:
day1:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: One day.
week1:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: One week.
month1:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: One month.
months3:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Three months.
months6:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Six months.
year1:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: One year.
years3:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Three years.
years5:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Five years.
yearToDate:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Year-to-date.
volatility:
nullable: false
type: object
x-property-sort:
- week1
- month1
- months3
- months6
- year1
- years3
- years5
- yearToDate
description: Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year for different time ranges.
properties:
week1:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: One week.
month1:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: One month.
months3:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Three months.
months6:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Six months.
year1:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: One year.
years3:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Three years.
years5:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Five years.
yearToDate:
nullable: true
x-sortable: true
type: number
format: relativeValue
description: Year-to-date.
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
GetNotationStatusGet200Response:
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.
suspended:
nullable: true
type: boolean
description: Indicates whether the notation is currently suspended from trading. The notation is tradable if it is not suspended and the market is open, see attribute `market.isOpen`.
tradingStatus:
nullable: true
type: string
description: Market-specific code of the trading status and/or the suspension of the notation.
priceDelay:
nullable: true
type: number
format: int32
description: Exchange-imposed delay in seconds for delayed-quality tick data.
tickSize:
nullable: true
type: number
format: real
description: The minimum price movement of the notation. Prices can only be integral multiples of this minimum value. See endpoint `/notation/get` for the value unit of the `tickSize` for this notation.
lotSize:
nullable: true
type: number
format: real
description: The minimum tradable volume of the notation. The number of units traded can only be integral multiples of this minimum value.
tradeImbalance:
nullable: true
x-pushable: true
type: number
format: real
description: Trade imbalance after the previous closed auction. A positive value indicates that more buy orders have been placed for the security; a negative value indicates more sell orders.
market:
nullable: false
type: object
x-property-sort:
- id
- isOpen
- phase
description: Market of the notation.
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: 'Identifier of the market. See endpoint `/basic/market/list` for possible values. '
isOpen:
nullable: true
type: boolean
description: Indicates whether the market of the notation is currently open, that is, the current time is between the open and adjusted close of the notation's market, see endpoint `/prices/tradingSchedule/event/list` for the trading schedule of the notation's market. The adjusted close is later than the official closing time specified by the market and includes the time after closing when trades might still be reported. Breaks such as a lunch break are not considered.
phase:
nullable: true
type: string
description: Market-specific code of the current market phase.
regional:
nullable: false
type: object
x-property-sort:
- us
description: Region-specific trading indicators.
properties:
us:
nullable: false
type: object
x-property-sort:
- caveatEmptor
- proprietaryQuoteEligible
description: Trading indicators specific to the United States.
properties:
caveatEmptor:
nullable: true
x-pushable: true
type: boolean
description: Indicates whether a Caveat Emptor (Buyer Beware) warning has been applied to the security.
proprietaryQuoteEligible:
nullable: true
x-pushable: true
type: boolean
description: Security is eligible for proprietary quoting under SEC Rule 15c-211.
description: ''
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- suspended
- tradingStatus
- priceDelay
- tickSize
- lotSize
- tradeImbalance
- market
- regional
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
GetStockNotationKeyFiguresBenchmarkYear5Get200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
description: List of benchmarks with related key figures for a stock notation.
nullable: false
type: object
x-property-sort:
- idNotation
- sourceIdentifier
- benchmarks
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.
benchmarks:
nullable: false
description: List of benchmarks with related key figures. The order of the benchmark notations in the response is unrelated to their order in the request array.
type: array
items:
type: object
nullable: false
x-property-sort:
- notation
- beta
- correlation
- outperformance
- status
properties:
notation:
nullable: false
type: object
x-property-sort:
- id
- instrument
description: Notation of a benchmark.
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
- name
description: Instrument of the benchmark.
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.
beta:
nullable: true
type: number
format: real
description: Beta of the notation.
correlation:
nullable: true
type: number
format: real
description: Correlation of the notation.
outperformance:
nullable: true
type: number
format: relativeValue
description: Outperformance of the notation.
status:
nullable: false
type: object
x-property-sort:
- code
- identifier
- encryptedDetails
description: Error status for the requested identifier.
properties:
code:
nullable: true
type: string
description: Code of the error condition.
x-enum-description:
- No error.
- The provided identifier does not refer to a valid benchmark notation.
enum:
- none
- parameter
identifier:
nullable: true
type: string
format: id64
x-positive: true
description: Provided identifier.
encryptedDetails:
nullable: true
type: string
description: Base64-encoded internal details about the error.
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject_2'
x-property-sort:
- status
GetNotationKeyFiguresYear3Get200Response:
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.
referenceDate:
nullable: true
type: string
format: date
description: Reference date of the time range.
performance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- referencePrice
description: Performance values.
properties:
absolute:
nullable: true
type: number
format: real
description: Absolute difference of a notation's most recent EOD closing price against the EOD closing price on the reference date.
relative:
nullable: true
type: number
format: relativeValue
description: Difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date.
referencePrice:
nullable: true
type: number
format: real
description: EOD closing price as of the reference date (see attribute `referenceDate`) used for calculation.
high:
nullable: false
type: object
x-property-sort:
- price
- date
description: Maximum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Maximum value.
date:
nullable: true
type: string
format: date
description: Date of the maximum value.
low:
nullable: false
type: object
x-property-sort:
- price
- date
description: Minimum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Minimum value.
date:
nullable: true
type: string
format: date
description: Date of the minimum value.
tradingVolume:
nullable: true
type: number
format: real
description: Sum of the trading volume of a notation in number of shares for the time-range between the date of the most recent end-of-day (EOD) closing price (inclusive) and the reference date (exclusive).
volatility:
nullable: true
type: number
format: real
description: Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- referenceDate
- performance
- high
- low
- tradingVolume
- volatility
description: EOD key figures.
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
GetNotationSearchBasic200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: array
description: List of notations.
nullable: false
items:
type: object
nullable: false
x-property-sort:
- id
- symbol
- nsin
- price
- instrument
description: The data member contains a list of the matching notations.
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of the 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.
nsin:
nullable: false
type: object
x-property-sort:
- sedol
description: NSIN data of the notation.
properties:
sedol:
nullable: true
type: string
description: The SEDOL or IDII for the notation.
price:
nullable: false
type: object
x-property-sort:
- value
- time
description: Most recent trade or price of the trading day. See attribute `valueUnit` for its unit.
properties:
value:
nullable: true
type: number
format: real
description: Value of the latest price.
time:
nullable: true
type: string
format: datetime
description: Date and time of the most recent bid price of the trading day.
instrument:
nullable: false
type: object
x-property-sort:
- id
- name
- isin
- nsin
- assetClass
- type
description: Instrument data of the notation.
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of the instrument of the notation.
name:
nullable: true
type: string
description: Asset class-unspecific name in English.
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
- cusip
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.'
cusip:
nullable: true
type: string
description: The CUSIP (Committee on Uniform Security Identification Procedures) or CINS (CUSIP International Numbering System) identifier of the instrument. These numbers are 9-character codes of digits and upper-case letters that uniquely identify an instrument.
assetClass:
nullable: true
type: string
description: Name of the asset class of the instrument. Possible values are listed in the enumeration in the parameter description.
type:
nullable: false
description: Instrument type as defined by FactSet Digital Solutions. Instrument categories are arranged in a hierarchy, with level 1 representing the most coarse granularity and further levels successively refining the granularity (see MDG category system 18).
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.
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
x-property-sort:
- data
- meta
GetNotationKeyFiguresYearToDateList200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: array
description: EOD key figures for a list of notations.
nullable: false
items:
type: object
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- referenceDate
- performance
- high
- low
- volatility
- status
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
referenceDate:
nullable: true
type: string
format: date
description: Reference date of the time range.
performance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- referencePrice
description: Performance values.
properties:
absolute:
nullable: true
type: number
format: real
description: Absolute difference of a notation's most recent EOD closing price against the EOD closing price on the reference date.
relative:
nullable: true
type: number
format: relativeValue
description: Difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date.
referencePrice:
nullable: true
type: number
format: real
description: EOD closing price as of the reference date (see attribute `referenceDate`) used for calculation.
high:
nullable: false
type: object
x-property-sort:
- price
- date
description: Maximum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Maximum value.
date:
nullable: true
type: string
format: date
description: Date of the maximum value.
low:
nullable: false
type: object
x-property-sort:
- price
- date
description: Minimum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Minimum value.
date:
nullable: true
type: string
format: date
description: Date of the minimum value.
volatility:
nullable: true
type: number
format: real
description: Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year.
status:
nullable: false
type: object
x-property-sort:
- code
- identifier
- details
- encryptedDetails
description: Error status for the requested identifier.
properties:
code:
nullable: true
type: string
description: Code of the error condition.
x-enum-description:
- No error.
- The provided identifier does not refer to a valid notation.
- Not entitled to see data for the notation.
- Unable to resolve the provided identifier.
enum:
- none
- parameter
- entitlement
- identifierMapping
identifier:
nullable: true
type: string
format: id64
x-positive: true
description: Provided identifier.
details:
nullable: true
type: string
description: A human-readable, unstructured explanation specific to this occurrence of the problem.
encryptedDetails:
nullable: true
type: string
description: Base64-encoded internal details about the error.
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
GetNotationKeyFiguresYear1Get200Response:
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.
referenceDate:
nullable: true
type: string
format: date
description: Reference date of the time range.
performance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- referencePrice
description: Performance values.
properties:
absolute:
nullable: true
type: number
format: real
description: Absolute difference of a notation's most recent EOD closing price against the EOD closing price on the reference date.
relative:
nullable: true
type: number
format: relativeValue
description: Difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date.
referencePrice:
nullable: true
type: number
format: real
description: EOD closing price as of the reference date (see attribute `referenceDate`) used for calculation.
high:
nullable: false
type: object
x-property-sort:
- price
- date
description: Maximum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Maximum value.
date:
nullable: true
type: string
format: date
description: Date of the maximum value.
low:
nullable: false
type: object
x-property-sort:
- price
- date
description: Minimum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Minimum value.
date:
nullable: true
type: string
format: date
description: Date of the minimum value.
averagePrice:
nullable: true
type: number
format: real
description: Arithmetic mean of the notation's EOD closing prices for the given time range.
tradingVolume:
nullable: false
type: object
x-property-sort:
- average
- sum
description: Average and total trading volume for the given time range.
properties:
average:
nullable: true
type: number
format: real
description: Arithmetic mean of the daily trading volumes.
sum:
nullable: true
type: number
format: real
description: Sum of the daily trading volumes.
tradingValue:
nullable: true
type: number
format: real
description: Sum of the cash flow for all transactions of one notation over a certain time range. The cash flow of a transaction is its volume multiplied by its trade price.
volatility:
nullable: true
type: number
format: real
description: Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- referenceDate
- performance
- high
- low
- averagePrice
- tradingVolume
- tradingValue
- volatility
description: EOD key figures.
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
GetNotationKeyFiguresYear7List200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: array
description: EOD key figures for a list of notations.
nullable: false
items:
type: object
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- referenceDate
- performance
- high
- low
- tradingVolume
- volatility
- status
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
referenceDate:
nullable: true
type: string
format: date
description: Reference date of the time range.
performance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- referencePrice
description: Performance values.
properties:
absolute:
nullable: true
type: number
format: real
description: Absolute difference of a notation's most recent EOD closing price against the EOD closing price on the reference date.
relative:
nullable: true
type: number
format: relativeValue
description: Difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date.
referencePrice:
nullable: true
type: number
format: real
description: EOD closing price as of the reference date (see attribute `referenceDate`) used for calculation.
high:
nullable: false
type: object
x-property-sort:
- price
- date
description: Maximum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Maximum value.
date:
nullable: true
type: string
format: date
description: Date of the maximum value.
low:
nullable: false
type: object
x-property-sort:
- price
- date
description: Minimum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Minimum value.
date:
nullable: true
type: string
format: date
description: Date of the minimum value.
tradingVolume:
nullable: true
type: number
format: real
description: Sum of the trading volume of a notation in number of shares for the time-range between the date of the most recent end-of-day (EOD) closing price (inclusive) and the reference date (exclusive).
volatility:
nullable: true
type: number
format: real
description: Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year.
status:
nullable: false
type: object
x-property-sort:
- code
- identifier
- details
- encryptedDetails
description: Error status for the requested identifier.
properties:
code:
nullable: true
type: string
description: Code of the error condition.
x-enum-description:
- No error.
- The provided identifier does not refer to a valid notation.
- Not entitled to see data for the notation.
- Unable to resolve the provided identifier.
enum:
- none
- parameter
- entitlement
- identifierMapping
identifier:
nullable: true
type: string
format: id64
x-positive: true
description: Provided identifier.
details:
nullable: true
type: string
description: A human-readable, unstructured explanation specific to this occurrence of the problem.
encryptedDetails:
nullable: true
type: string
description: Base64-encoded internal details about the error.
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
GetNotationKeyFiguresMonth6Get200Response:
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.
referenceDate:
nullable: true
type: string
format: date
description: Reference date of the time range.
performance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- referencePrice
description: Performance values.
properties:
absolute:
nullable: true
type: number
format: real
description: Absolute difference of a notation's most recent EOD closing price against the EOD closing price on the reference date.
relative:
nullable: true
type: number
format: relativeValue
description: Difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date.
referencePrice:
nullable: true
type: number
format: real
description: EOD closing price as of the reference date (see attribute `referenceDate`) used for calculation.
high:
nullable: false
type: object
x-property-sort:
- price
- date
description: Maximum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Maximum value.
date:
nullable: true
type: string
format: date
description: Date of the maximum value.
low:
nullable: false
type: object
x-property-sort:
- price
- date
description: Minimum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Minimum value.
date:
nullable: true
type: string
format: date
description: Date of the minimum value.
tradingVolume:
nullable: true
type: number
format: real
description: Sum of the trading volume of a notation in number of shares for the time-range between the date of the most recent end-of-day (EOD) closing price (inclusive) and the reference date (exclusive).
volatility:
nullable: true
type: number
format: real
description: Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- referenceDate
- performance
- high
- low
- tradingVolume
- volatility
description: EOD key figures.
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
GetNotationKeyFiguresYearToDateGet200Response:
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.
referenceDate:
nullable: true
type: string
format: date
description: Reference date of the time range.
performance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- referencePrice
description: Performance values.
properties:
absolute:
nullable: true
type: number
format: real
description: Absolute difference of a notation's most recent EOD closing price against the EOD closing price on the reference date.
relative:
nullable: true
type: number
format: relativeValue
description: Difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date.
referencePrice:
nullable: true
type: number
format: real
description: EOD closing price as of the reference date (see attribute `referenceDate`) used for calculation.
high:
nullable: false
type: object
x-property-sort:
- price
- date
description: Maximum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Maximum value.
date:
nullable: true
type: string
format: date
description: Date of the maximum value.
low:
nullable: false
type: object
x-property-sort:
- price
- date
description: Minimum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Minimum value.
date:
nullable: true
type: string
format: date
description: Date of the minimum value.
volatility:
nullable: true
type: number
format: real
description: Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- referenceDate
- performance
- high
- low
- volatility
description: EOD key figures.
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
PostNotationSelectionListMembersList200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: array
description: List of notations.
nullable: false
items:
type: object
nullable: false
x-property-sort:
- id
- market
- valueUnit
- symbol
- nsin
- fsym
- instrument
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of a notation.
market:
nullable: false
description: Market of the notation. See endpoint `/basic/market/list` for possible values.
type: object
x-property-sort:
- id
- name
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the market.
name:
nullable: true
x-sortable: true
description: Name of the market.
type: string
format: localizedString
valueUnit:
nullable: false
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.
type: object
x-property-sort:
- id
- name
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the value unit.
name:
nullable: true
x-sortable: true
type: string
format: localizedString
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.'
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
nsin:
nullable: false
type: object
x-property-sort:
- sedol
description: NSIN data of the instrument.
properties:
sedol:
nullable: true
type: string
description: The SEDOL or IDII for the notation.
fsym:
nullable: false
description: Notation-level FactSet identifiers of the financial instrument used primarily in FactSet products other than the MDG.
type: object
x-property-sort:
- listing
- regional
properties:
listing:
nullable: false
description: Listing-level identifiers.
type: object
x-property-sort:
- permanentIdentifier
- tickerExchange
- isPrimary
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
description: Regional-level identifiers.
type: object
x-property-sort:
- permanentIdentifier
- tickerExchange
- isPrimary
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).
tickerExchange:
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
- isin
- nsin
- fsym
- assetClass
- instrumentCategory
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of the instrument.
name:
nullable: false
description: Instrument names.
type: object
x-property-sort:
- default
- assetClassSpecific
properties:
default:
nullable: false
description: Default instrument names. Sorting does not require an asset class selection, see parameter `assetClass.ids`.
type: object
x-property-sort:
- long
- short
properties:
long:
nullable: true
x-sortable: true
x-default-sort-attribute: true
x-default-sort-direction: 1
type: string
format: localizedString
description: Long name.
short:
nullable: true
x-sortable: true
type: string
format: localizedString
description: Short name.
assetClassSpecific:
nullable: false
description: Asset class-specific instrument names. Sorting requires that a single asset-class has been selected, see parameter `assetClass.ids`.
type: object
x-property-sort:
- long
- short
properties:
long:
nullable: true
x-sortable: true
type: string
format: localizedString
description: Long name.
short:
nullable: true
x-sortable: true
type: string
format: localizedString
description: Short name.
isin:
nullable: true
type: string
description: International Securities Identification Number of the instrument.
nsin:
nullable: false
description: NSIN data of the instrument.
type: object
x-property-sort:
- wkn
- valor
- cusip
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 aninteger number that uniquely identifies an instrument.'
cusip:
nullable: true
type: string
description: The CUSIP (Committee on Uniform Security Identification Procedures) or CINS (CUSIP International Numbering System) identifier of the instrument. These numbers are 9-character codes of digits and upper-case letters that uniquely identify an instrument.
fsym:
nullable: false
description: Instrument-level FactSet identifier of the financial instrument used primarily in FactSet products other than the MDG.
type: object
x-property-sort:
- security
properties:
security:
nullable: false
description: Security-level identifier.
type: object
x-property-sort:
- permanentIdentifier
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).
assetClass:
nullable: false
description: Asset class of the instrument. See endpoint `/basic/assetClass/list` for possible values.
type: object
x-property-sort:
- id
- name
properties:
id:
nullable: true
description: Identifier of the asset class.
type: number
format: id32
x-positive: true
name:
nullable: true
description: English name of the asset class.
type: string
format: localizedString
instrumentCategory:
nullable: false
description: Set of categories assigned to the instrument. The set of returned categories is limited to the values provided in the request parameter `category.restrict.ids.` Empty, if `category.restrict.ids` has not been used.
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- name
properties:
id:
nullable: true
description: Identifier of a category.
type: number
format: id32
x-positive: true
name:
nullable: true
description: Name of the category.
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'
pagination:
$ref: '#/components/schemas/OffsetBasedPaginationOutputObject'
partial:
$ref: '#/components/schemas/PartialOutputObject'
x-property-sort:
- status
- pagination
- partial
x-property-sort:
- data
- meta
GetNotationKeyFiguresYear3List200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: array
description: EOD key figures for a list of notations.
nullable: false
items:
type: object
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- referenceDate
- performance
- high
- low
- tradingVolume
- volatility
- status
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
referenceDate:
nullable: true
type: string
format: date
description: Reference date of the time range.
performance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- referencePrice
description: Performance values.
properties:
absolute:
nullable: true
type: number
format: real
description: Absolute difference of a notation's most recent EOD closing price against the EOD closing price on the reference date.
relative:
nullable: true
type: number
format: relativeValue
description: Difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date.
referencePrice:
nullable: true
type: number
format: real
description: EOD closing price as of the reference date (see attribute `referenceDate`) used for calculation.
high:
nullable: false
type: object
x-property-sort:
- price
- date
description: Maximum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Maximum value.
date:
nullable: true
type: string
format: date
description: Date of the maximum value.
low:
nullable: false
type: object
x-property-sort:
- price
- date
description: Minimum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Minimum value.
date:
nullable: true
type: string
format: date
description: Date of the minimum value.
tradingVolume:
nullable: true
type: number
format: real
description: Sum of the trading volume of a notation in number of shares for the time-range between the date of the most recent end-of-day (EOD) closing price (inclusive) and the reference date (exclusive).
volatility:
nullable: true
type: number
format: real
description: Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year.
status:
nullable: false
type: object
x-property-sort:
- code
- identifier
- details
- encryptedDetails
description: Error status for the requested identifier.
properties:
code:
nullable: true
type: string
description: Code of the error condition.
x-enum-description:
- No error.
- The provided identifier does not refer to a valid notation.
- Not entitled to see data for the notation.
- Unable to resolve the provided identifier.
enum:
- none
- parameter
- entitlement
- identifierMapping
identifier:
nullable: true
type: string
format: id64
x-positive: true
description: Provided identifier.
details:
nullable: true
type: string
description: A human-readable, unstructured explanation specific to this occurrence of the problem.
encryptedDetails:
nullable: true
type: string
description: Base64-encoded internal details about the error.
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
GetNotationKeyFiguresMonth6List200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: array
description: EOD key figures for a list of notations.
nullable: false
items:
type: object
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- referenceDate
- performance
- high
- low
- tradingVolume
- volatility
- status
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
referenceDate:
nullable: true
type: string
format: date
description: Reference date of the time range.
performance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- referencePrice
description: Performance values.
properties:
absolute:
nullable: true
type: number
format: real
description: Absolute difference of a notation's most recent EOD closing price against the EOD closing price on the reference date.
relative:
nullable: true
type: number
format: relativeValue
description: Difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date.
referencePrice:
nullable: true
type: number
format: real
description: EOD closing price as of the reference date (see attribute `referenceDate`) used for calculation.
high:
nullable: false
type: object
x-property-sort:
- price
- date
description: Maximum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Maximum value.
date:
nullable: true
type: string
format: date
description: Date of the maximum value.
low:
nullable: false
type: object
x-property-sort:
- price
- date
description: Minimum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Minimum value.
date:
nullable: true
type: string
format: date
description: Date of the minimum value.
tradingVolume:
nullable: true
type: number
format: real
description: Sum of the trading volume of a notation in number of shares for the time-range between the date of the most recent end-of-day (EOD) closing price (inclusive) and the reference date (exclusive).
volatility:
nullable: true
type: number
format: real
description: Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year.
status:
nullable: false
type: object
x-property-sort:
- code
- identifier
- details
- encryptedDetails
description: Error status for the requested identifier.
properties:
code:
nullable: true
type: string
description: Code of the error condition.
x-enum-description:
- No error.
- The provided identifier does not refer to a valid notation.
- Not entitled to see data for the notation.
- Unable to resolve the provided identifier.
enum:
- none
- parameter
- entitlement
- identifierMapping
identifier:
nullable: true
type: string
format: id64
x-positive: true
description: Provided identifier.
details:
nullable: true
type: string
description: A human-readable, unstructured explanation specific to this occurrence of the problem.
encryptedDetails:
nullable: true
type: string
description: Base64-encoded internal details about the error.
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
GetNotationKeyFiguresWeek1List200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: array
description: EOD key figures for a list of notations.
nullable: false
items:
type: object
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- referenceDate
- performance
- high
- low
- averagePrice
- tradingVolume
- tradingValue
- volatility
- status
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
referenceDate:
nullable: true
type: string
format: date
description: Reference date of the time range.
performance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- referencePrice
description: Performance values.
properties:
absolute:
nullable: true
type: number
format: real
description: Absolute difference of a notation's most recent EOD closing price against the EOD closing price on the reference date.
relative:
nullable: true
type: number
format: relativeValue
description: Difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date.
referencePrice:
nullable: true
type: number
format: real
description: EOD closing price as of the reference date (see attribute `referenceDate`) used for calculation.
high:
nullable: false
type: object
x-property-sort:
- price
- date
description: Maximum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Maximum value.
date:
nullable: true
type: string
format: date
description: Date of the maximum value.
low:
nullable: false
type: object
x-property-sort:
- price
- date
description: Minimum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Minimum value.
date:
nullable: true
type: string
format: date
description: Date of the minimum value.
averagePrice:
nullable: true
type: number
format: real
description: Arithmetic mean of the notation's EOD closing prices for the given time range.
tradingVolume:
nullable: false
type: object
x-property-sort:
- average
- sum
description: Average and total trading volume for the given time range.
properties:
average:
nullable: true
type: number
format: real
description: Arithmetic mean of the daily trading volumes.
sum:
nullable: true
type: number
format: real
description: Sum of the daily trading volumes.
tradingValue:
nullable: true
type: number
format: real
description: Sum of the cash flow for all transactions of one notation over a certain time range. The cash flow of a transaction is its volume multiplied by its trade price.
volatility:
nullable: true
type: number
format: real
description: Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year.
status:
nullable: false
type: object
x-property-sort:
- code
- identifier
- details
- encryptedDetails
description: Error status for the requested identifier.
properties:
code:
nullable: true
type: string
description: Code of the error condition.
x-enum-description:
- No error.
- The provided identifier does not refer to a valid notation.
- Not entitled to see data for the notation.
- Unable to resolve the provided identifier.
enum:
- none
- parameter
- entitlement
- identifierMapping
identifier:
nullable: true
type: string
format: id64
x-positive: true
description: Provided identifier.
details:
nullable: true
type: string
description: A human-readable, unstructured explanation specific to this occurrence of the problem.
encryptedDetails:
nullable: true
type: string
description: Base64-encoded internal details about the error.
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
GetStockNotationKeyFiguresBenchmarkWeek1Get200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
description: List of benchmarks with related key figures for a stock notation.
nullable: false
type: object
x-property-sort:
- idNotation
- sourceIdentifier
- benchmarks
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.
benchmarks:
nullable: false
description: List of benchmarks with related key figures. The order of the benchmark notations in the response is unrelated to their order in the request array.
type: array
items:
type: object
nullable: false
x-property-sort:
- notation
- beta
- correlation
- outperformance
- status
properties:
notation:
nullable: false
type: object
x-property-sort:
- id
- instrument
description: Notation of a benchmark.
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
- name
description: Instrument of the benchmark.
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.
beta:
nullable: true
type: number
format: real
description: Beta of the notation.
correlation:
nullable: true
type: number
format: real
description: Correlation of the notation.
outperformance:
nullable: true
type: number
format: relativeValue
description: Outperformance of the notation.
status:
nullable: false
type: object
x-property-sort:
- code
- identifier
- encryptedDetails
description: Error status for the requested identifier.
properties:
code:
nullable: true
type: string
description: Code of the error condition.
x-enum-description:
- No error.
- The provided identifier does not refer to a valid benchmark notation.
enum:
- none
- parameter
identifier:
nullable: true
type: string
format: id64
x-positive: true
description: Provided identifier.
encryptedDetails:
nullable: true
type: string
description: Base64-encoded internal details about the error.
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject_2'
x-property-sort:
- status
PostStockNotationScreenerSearch200Response:
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
- valueUnit
- market
- symbol
- nsin
- fsym
- instrument
- esg
- compliance
- currentKeyFigures
- reportedKeyFigures
- benchmark
- performance
- volatility
- tradingValue
- simpleMovingAverage
- rsiWilder
- recommendation
- estimates
properties:
id:
nullable: true
description: Identifier of the notation.
type: string
format: id64
x-positive: true
valueUnit:
nullable: false
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.
type: object
x-property-sort:
- id
- code
properties:
id:
nullable: true
description: Identifier of the value unit.
type: number
format: id32
x-positive: true
code:
nullable: true
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.'
x-sortable: true
type: string
market:
nullable: false
description: Market of the notation. See endpoint `/basic/market/list` for possible values.
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.
x-sortable: true
type: string
format: localizedString
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.
x-sortable: true
type: string
nsin:
nullable: false
description: NSIN data of the notation.
type: object
x-property-sort:
- sedol
properties:
sedol:
nullable: true
description: The SEDOL or IDII for the notation.
type: string
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
- stockType
- 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.
x-sortable: true
x-default-sort-attribute: true
x-default-sort-direction: 1
type: string
format: localizedString
shortName:
nullable: true
description: Short name of the instrument.
x-sortable: true
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
- cusip
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
cusip:
nullable: true
description: The CUSIP (Committee on Uniform Security Identification Procedures) or CINS (CUSIP International Numbering System) identifier of the instrument. These numbers are 9-character codes of digits and upper-case letters that uniquely identify 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).
stockType:
nullable: true
description: Type of stock.
x-sortable: true
type: string
x-enum-description:
- Common stock
- Preferred stock
- Depository receipt
- Other stock
enum:
- common
- preferred
- depositoryReceipt
- other
industryClassification:
nullable: false
description: Industry classification. See endpoint `/category/listBySystem` with `id=48` for possible values.
type: object
x-property-sort:
- rbics
properties:
rbics:
nullable: false
description: Classification based on FactSet Revere Business Industry Classification System (RBICS).
type: object
x-property-sort:
- level1
- level2
- level3
- level4
- level5
- level6
properties:
level1:
nullable: false
description: Economy level of classification.
type: object
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.
x-sortable: true
type: string
format: localizedString
level2:
nullable: false
description: Sector level of classification.
type: object
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.
x-sortable: true
type: string
format: localizedString
level3:
nullable: false
description: Sub-sector level of classification.
type: object
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.
x-sortable: true
type: string
format: localizedString
level4:
nullable: false
description: Industry group level of classification.
type: object
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.
x-sortable: true
type: string
format: localizedString
level5:
nullable: false
description: Industry level of classification.
type: object
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.
x-sortable: true
type: string
format: localizedString
level6:
nullable: false
description: Sub-industry level of classification.
type: object
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.
x-sortable: true
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.
x-sortable: true
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.
x-sortable: true
type: string
format: localizedString
esg:
nullable: false
description: Parameters related to Environmental, Social, and Governance (ESG) data.
type: object
x-property-sort:
- truvalueLabs
properties:
truvalueLabs:
nullable: false
description: ESG data provided by FactSet's Truvalue Labs.
type: object
x-property-sort:
- sasb
- sdg
properties:
sasb:
nullable: false
description: ESG data for categories as defined by the Sustainability Accounting Standards Board (SASB).
type: object
x-property-sort:
- allCategories
- materiality
properties:
allCategories:
nullable: false
description: ESG data for all 26 SASB categories.
type: object
x-property-sort:
- insight
- momentum
- ranking
properties:
insight:
nullable: true
description: Insight score.
x-sortable: true
type: number
format: real
momentum:
nullable: true
description: Momentum score.
x-sortable: true
type: number
format: real
ranking:
nullable: true
description: Ranking.
x-sortable: true
type: string
x-enum-description:
- Indicates that the company's ESG rating is within the percentile range of 90% to 100% of all companies.
- Indicates that the company's ESG rating is within the percentile range of 70% to 90% (exclusive) of all companies.
- Indicates that the company's ESG rating is within the percentile range of 30% to 70% (exclusive) of all companies.
- Indicates that the company's ESG rating is within the percentile range of 10% to 30% (exclusive) of all companies.
- Indicates that the company's ESG rating is within the percentile range of 0% to 10% (exclusive) of all companies.
enum:
- leader
- aboveAverage
- average
- belowAverage
- laggard
materiality:
nullable: false
description: ESG data for all materiality categories.
type: object
x-property-sort:
- insight
- momentum
- ranking
properties:
insight:
nullable: true
description: Insight score.
x-sortable: true
type: number
format: real
momentum:
nullable: true
description: Momentum score.
x-sortable: true
type: number
format: real
ranking:
nullable: true
description: Ranking.
x-sortable: true
type: string
x-enum-description:
- Indicates that the company's ESG rating is within the percentile range of 90% to 100% of all companies.
- Indicates that the company's ESG rating is within the percentile range of 70% to 90% (exclusive) of all companies.
- Indicates that the company's ESG rating is within the percentile range of 30% to 70% (exclusive) of all companies.
- Indicates that the company's ESG rating is within the percentile range of 10% to 30% (exclusive) of all companies.
- Indicates that the company's ESG rating is within the percentile range of 0% to 10% (exclusive) of all companies.
enum:
- leader
- aboveAverage
- average
- belowAverage
- laggard
sdg:
nullable: false
description: ESG data for categories based on the Sustainable Development Goals (SDG) as defined by the United Nations.
type: object
x-property-sort:
- impact
properties:
impact:
nullable: false
description: ESG data for the category impact.
type: object
x-property-sort:
- insight
- momentum
properties:
insight:
nullable: true
description: Insight score.
x-sortable: true
type: number
format: real
momentum:
nullable: true
description: Momentum score.
x-sortable: true
type: number
format: real
compliance:
nullable: false
description: 'Compliance properties. See endpoint `/instrument/complianceProperty/list` for the full list of compliance properties associated with instruments (across all asset classes). '
type: object
x-property-sort:
- france
properties:
france:
nullable: false
description: List of compliance properties in accordance with the French law to which the stock is compliant.
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- name
properties:
id:
nullable: true
description: Identifier of a compliance property.
type: number
format: id32
x-positive: true
x-enum-description:
- PEA
- PEAPME
- SRD
- SRD long only
enum:
- 2
- 3
- 4
- 10
name:
nullable: true
description: Name of the compliance property.
type: string
format: localizedString
currentKeyFigures:
nullable: false
description: Stock-specific current key figures.
type: object
x-property-sort:
- company
- shareInstrument
properties:
company:
nullable: false
description: Company key figures.
type: object
x-property-sort:
- sharesOutstanding
- freeFloat
- currencyDependent
properties:
sharesOutstanding:
nullable: true
description: Number of outstanding shares.
x-sortable: true
type: string
format: int64
freeFloat:
nullable: true
description: Number of free float shares.
x-sortable: true
type: string
format: int64
currencyDependent:
nullable: false
description: Currency-dependent key figures.
type: object
x-property-sort:
- marketCapitalizationSharesOutstanding
- perShare
properties:
marketCapitalizationSharesOutstanding:
nullable: true
description: Market capitalization based on the number of outstanding shares.
x-sortable: true
type: number
format: real
perShare:
nullable: false
description: Per-share key figures.
type: object
x-property-sort:
- earnings
- bookValue
- cashFlow
- sales
properties:
earnings:
nullable: true
description: Earnings per share.
x-sortable: true
type: number
format: real
bookValue:
nullable: true
description: Book value per share.
x-sortable: true
type: number
format: real
cashFlow:
nullable: true
description: Cash flow per share.
x-sortable: true
type: number
format: real
sales:
nullable: true
description: Sales per share.
x-sortable: true
type: number
format: real
shareInstrument:
nullable: false
description: Share instrument key figures.
type: object
x-property-sort:
- sharesOutstanding
- freeFloat
- ratios
- currencyDependent
properties:
sharesOutstanding:
nullable: true
description: Number of outstanding shares.
x-sortable: true
type: string
format: int64
freeFloat:
nullable: true
description: Number of free float shares.
x-sortable: true
type: string
format: int64
ratios:
nullable: false
description: Ratios.
type: object
x-property-sort:
- priceEarnings
- priceBookValue
- priceCashFlow
- priceSales
- dividendYield
- earningsYield
properties:
priceEarnings:
nullable: true
description: Price earnings ratio.
x-sortable: true
type: number
format: real
priceBookValue:
nullable: true
description: Price book value ratio.
x-sortable: true
type: number
format: real
priceCashFlow:
nullable: true
description: Price cash flow ratio.
x-sortable: true
type: number
format: real
priceSales:
nullable: true
description: Price sales ratio.
x-sortable: true
type: number
format: real
dividendYield:
nullable: true
description: Dividend yield.
x-sortable: true
type: number
format: relativeValue
earningsYield:
nullable: true
description: Earnings yield.
x-sortable: true
type: number
format: relativeValue
currencyDependent:
nullable: false
description: Currency-dependent key figures.
type: object
x-property-sort:
- marketCapitalizationSharesOutstanding
- perShare
properties:
marketCapitalizationSharesOutstanding:
nullable: true
description: Market capitalization based on the number of outstanding shares.
x-sortable: true
type: number
format: real
perShare:
nullable: false
description: Per-share key figures.
type: object
x-property-sort:
- dividend
properties:
dividend:
nullable: true
description: Dividend per share.
x-sortable: true
type: number
format: real
reportedKeyFigures:
nullable: false
description: Stock-specific key figures as reported for a fiscal year.
type: object
x-property-sort:
- firstFiscalYear
- secondFiscalYear
- thirdFiscalYear
properties:
firstFiscalYear:
nullable: false
description: Data of the most recent fiscal year that has been requested. If the parameters used in the request refer to data from only one fiscal year, the respective data is found here.
type: object
x-property-sort:
- fiscalYear
- currencyDependentKeyFigures
- ebitMargin
- ebitdaMargin
- netIncomeMargin
- grossIncomeMargin
- operatingMargin
- returnOnAssets
- returnOnEquity
- ratios
properties:
fiscalYear:
nullable: false
description: Fiscal year to which the fiscal year data belongs.
type: object
x-property-sort:
- yearEnd
- year
properties:
yearEnd:
nullable: true
description: Calendar year of the ending date of the fiscal year.
type: number
format: int32
year:
nullable: true
description: Derived fiscal year.
type: number
format: int32
currencyDependentKeyFigures:
nullable: false
description: Currency-dependent key figures. If no currency has been selected (see parameter `reportedKeyFigures.currencyDependentKeyFigures.currency.isoCode`), the returned values are in the reporting currency of the company.
type: object
x-property-sort:
- currency
- marketCapitalization
- ebit
- ebitda
- perShare
properties:
currency:
nullable: false
description: Currency of the attributes representing a monetary value. See endpoint `/basic/valueUnit/currency/main/list` for possible values.
type: object
x-property-sort:
- id
- isoCode
properties:
id:
nullable: true
description: Identifier of the currency.
type: number
format: id32
x-positive: true
isoCode:
nullable: true
description: ISO 4217 code of the currency.
x-sortable: true
type: string
marketCapitalization:
nullable: true
description: Market capitalization, which is the market value of the shares outstanding over all types of shares of the company.
x-sortable: true
type: number
format: real
ebit:
nullable: true
description: EBIT (earnings before interest and taxes).
x-sortable: true
type: number
format: real
ebitda:
nullable: true
description: EBITDA (earnings before interest, taxes, depreciation, and amortization).
x-sortable: true
type: number
format: real
perShare:
nullable: false
description: Per-share figures.
type: object
x-property-sort:
- sales
- recurringDilutedEarnings
- dividends
- bookValue
- cashFlow
properties:
sales:
nullable: true
description: Total sales revenue per share.
x-sortable: true
type: number
format: real
recurringDilutedEarnings:
nullable: true
description: Recurring (excluding extraordinary items) diluted earnings per share, which is the ratio of the net income excluding extraordinary items, divided by the diluted shares outstanding. An extraordinary item is an atypical and infrequent gain or loss due to an unforeseeable event.
x-sortable: true
type: number
format: real
dividends:
nullable: true
description: Dividends per share, which is the ratio of the total dividends paid out, divided by the shares outstanding. In general, the figure is based on the gross dividend, i.e. before taxes, except for countries with special tax regimes.
x-sortable: true
type: number
format: real
bookValue:
nullable: true
description: Book value per share, which is the ratio of the book value (common equity), divided by the shares outstanding.
x-sortable: true
type: number
format: real
cashFlow:
nullable: true
description: Cash flow per share, which is the ratio of the net operating cash flow, divided by the diluted shares outstanding.
x-sortable: true
type: number
format: real
ebitMargin:
nullable: true
description: EBIT margin, which is the ratio of the EBIT, divided by the total sales revenue.
x-sortable: true
type: number
format: relativeValue
ebitdaMargin:
nullable: true
description: EBITDA margin, which is the ratio of the EBITDA, divided by the total sales revenue.
x-sortable: true
type: number
format: relativeValue
netIncomeMargin:
nullable: true
description: Net income margin, which is the ratio of the net income, divided by the total sales revenue.
x-sortable: true
type: number
format: relativeValue
grossIncomeMargin:
nullable: true
description: Gross income margin, which is the ratio of the gross income, divided by the total sales revenue.
x-sortable: true
type: number
format: relativeValue
operatingMargin:
nullable: true
description: Operating margin, which is the ratio of the operating income, divided by the sales revenue.
x-sortable: true
type: number
format: relativeValue
returnOnAssets:
nullable: true
description: Return on assets (ROA), which is the ratio of the net income, divided by the two-fiscal-year average of the total assets.
x-sortable: true
type: number
format: relativeValue
returnOnEquity:
nullable: true
description: Return on equity (ROE), which is the ratio of the net income, divided by the two-fiscal-year average of the total shareholders' equity.
x-sortable: true
type: number
format: relativeValue
ratios:
nullable: false
description: Ratios.
type: object
x-property-sort:
- priceSales
- priceEarnings
- priceBookValue
- priceCashFlow
- priceFreeCashFlow
- dividendYield
- enterpriseValueEbit
- enterpriseValueEbitda
- enterpriseValueSales
- debtEquity
properties:
priceSales:
nullable: true
description: Ratio of the price, divided by the total sales revenue per share.
x-sortable: true
type: number
format: real
priceEarnings:
nullable: true
description: Ratio of the price, divided by the reported earnings per share (basic or diluted) by the company.
x-sortable: true
type: number
format: real
priceBookValue:
nullable: true
description: Ratio of the price, divided by the book value per share.
x-sortable: true
type: number
format: real
priceCashFlow:
nullable: true
description: Ratio of the price, divided by the cash flow per share.
x-sortable: true
type: number
format: real
priceFreeCashFlow:
nullable: true
description: Ratio of the price, divided by the free (i.e. without subtraction of dividends) cash flow per share.
x-sortable: true
type: number
format: real
dividendYield:
nullable: true
description: Ratio of the dividend per share, divided by the price.
x-sortable: true
type: number
format: relativeValue
enterpriseValueEbit:
nullable: true
description: Ratio of the enterprise value, divided by the EBIT.
x-sortable: true
type: number
format: real
enterpriseValueEbitda:
nullable: true
description: Ratio of the enterprise value, divided by the EBITDA.
x-sortable: true
type: number
format: real
enterpriseValueSales:
nullable: true
description: Ratio of the enterprise value, divided by the total amount of sales revenue.
x-sortable: true
type: number
format: real
debtEquity:
nullable: true
description: Total-debt-to-total-equity ratio, which is the ratio of the total debt, divided by the total shareholders' equity.
x-sortable: true
type: number
format: real
secondFiscalYear:
nullable: false
description: Data of the second most recent fiscal year that has been requested. If the parameters used in the request refer to data from two fiscals year, the respective data of the more distant one is found here.
type: object
x-property-sort:
- fiscalYear
- currencyDependentKeyFigures
- ebitMargin
- ebitdaMargin
- netIncomeMargin
- grossIncomeMargin
- operatingMargin
- returnOnAssets
- returnOnEquity
- ratios
properties:
fiscalYear:
nullable: false
description: Fiscal year to which the fiscal year data belongs.
type: object
x-property-sort:
- yearEnd
- year
properties:
yearEnd:
nullable: true
description: Calendar year of the ending date of the fiscal year.
type: number
format: int32
year:
nullable: true
description: Derived fiscal year.
type: number
format: int32
currencyDependentKeyFigures:
nullable: false
description: Currency-dependent key figures. If no currency has been selected (see parameter `reportedKeyFigures.currencyDependentKeyFigures.currency.isoCode`), the returned values are in the reporting currency of the company.
type: object
x-property-sort:
- currency
- marketCapitalization
- ebit
- ebitda
- perShare
properties:
currency:
nullable: false
description: Currency of the attributes representing a monetary value. See endpoint `/basic/valueUnit/currency/main/list` for possible values.
type: object
x-property-sort:
- id
- isoCode
properties:
id:
nullable: true
description: Identifier of the currency.
type: number
format: id32
x-positive: true
isoCode:
nullable: true
description: ISO 4217 code of the currency.
x-sortable: true
type: string
marketCapitalization:
nullable: true
description: Market capitalization, which is the market value of the shares outstanding over all types of shares of the company.
x-sortable: true
type: number
format: real
ebit:
nullable: true
description: EBIT (earnings before interest and taxes).
x-sortable: true
type: number
format: real
ebitda:
nullable: true
description: EBITDA (earnings before interest, taxes, depreciation, and amortization).
x-sortable: true
type: number
format: real
perShare:
nullable: false
description: Per-share figures.
type: object
x-property-sort:
- sales
- recurringDilutedEarnings
- dividends
- bookValue
- cashFlow
properties:
sales:
nullable: true
description: Total sales revenue per share.
x-sortable: true
type: number
format: real
recurringDilutedEarnings:
nullable: true
description: Recurring (excluding extraordinary items) diluted earnings per share, which is the ratio of the net income excluding extraordinary items, divided by the diluted shares outstanding. An extraordinary item is an atypical and infrequent gain or loss due to an unforeseeable event.
x-sortable: true
type: number
format: real
dividends:
nullable: true
description: Dividends per share, which is the ratio of the total dividends paid out, divided by the shares outstanding. In general, the figure is based on the gross dividend, i.e. before taxes, except for countries with special tax regimes.
x-sortable: true
type: number
format: real
bookValue:
nullable: true
description: Book value per share, which is the ratio of the book value (common equity), divided by the shares outstanding.
x-sortable: true
type: number
format: real
cashFlow:
nullable: true
description: Cash flow per share, which is the ratio of the net operating cash flow, divided by the diluted shares outstanding.
x-sortable: true
type: number
format: real
ebitMargin:
nullable: true
description: EBIT margin, which is the ratio of the EBIT, divided by the total sales revenue.
x-sortable: true
type: number
format: relativeValue
ebitdaMargin:
nullable: true
description: EBITDA margin, which is the ratio of the EBITDA, divided by the total sales revenue.
x-sortable: true
type: number
format: relativeValue
netIncomeMargin:
nullable: true
description: Net income margin, which is the ratio of the net income, divided by the total sales revenue.
x-sortable: true
type: number
format: relativeValue
grossIncomeMargin:
nullable: true
description: Gross income margin, which is the ratio of the gross income, divided by the total sales revenue.
x-sortable: true
type: number
format: relativeValue
operatingMargin:
nullable: true
description: Operating margin, which is the ratio of the operating income, divided by the sales revenue.
x-sortable: true
type: number
format: relativeValue
returnOnAssets:
nullable: true
description: Return on assets (ROA), which is the ratio of the net income, divided by the two-fiscal-year average of the total assets.
x-sortable: true
type: number
format: relativeValue
returnOnEquity:
nullable: true
description: Return on equity (ROE), which is the ratio of the net income, divided by the two-fiscal-year average of the total shareholders' equity.
x-sortable: true
type: number
format: relativeValue
ratios:
nullable: false
description: Ratios.
type: object
x-property-sort:
- priceSales
- priceEarnings
- priceBookValue
- priceCashFlow
- priceFreeCashFlow
- dividendYield
- enterpriseValueEbit
- enterpriseValueEbitda
- enterpriseValueSales
- debtEquity
properties:
priceSales:
nullable: true
description: Ratio of the price, divided by the total sales revenue per share.
x-sortable: true
type: number
format: real
priceEarnings:
nullable: true
description: Ratio of the price, divided by the reported earnings per share (basic or diluted) by the company.
x-sortable: true
type: number
format: real
priceBookValue:
nullable: true
description: Ratio of the price, divided by the book value per share.
x-sortable: true
type: number
format: real
priceCashFlow:
nullable: true
description: Ratio of the price, divided by the cash flow per share.
x-sortable: true
type: number
format: real
priceFreeCashFlow:
nullable: true
description: Ratio of the price, divided by the free (i.e. without subtraction of dividends) cash flow per share.
x-sortable: true
type: number
format: real
dividendYield:
nullable: true
description: Ratio of the dividend per share, divided by the price.
x-sortable: true
type: number
format: relativeValue
enterpriseValueEbit:
nullable: true
description: Ratio of the enterprise value, divided by the EBIT.
x-sortable: true
type: number
format: real
enterpriseValueEbitda:
nullable: true
description: Ratio of the enterprise value, divided by the EBITDA.
x-sortable: true
type: number
format: real
enterpriseValueSales:
nullable: true
description: Ratio of the enterprise value, divided by the total amount of sales revenue.
x-sortable: true
type: number
format: real
debtEquity:
nullable: true
description: Total-debt-to-total-equity ratio, which is the ratio of the total debt, divided by the total shareholders' equity.
x-sortable: true
type: number
format: real
thirdFiscalYear:
nullable: false
description: Data of the most distant fiscal year that has been requested. Available only if the parameters used in the request refer to data from three fiscals year.
type: object
x-property-sort:
- fiscalYear
- currencyDependentKeyFigures
- ebitMargin
- ebitdaMargin
- netIncomeMargin
- grossIncomeMargin
- operatingMargin
- returnOnAssets
- returnOnEquity
- ratios
properties:
fiscalYear:
nullable: false
description: Fiscal year to which the fiscal year data belongs.
type: object
x-property-sort:
- yearEnd
- year
properties:
yearEnd:
nullable: true
description: Calendar year of the ending date of the fiscal year.
type: number
format: int32
year:
nullable: true
description: Derived fiscal year.
type: number
format: int32
currencyDependentKeyFigures:
nullable: false
description: Currency-dependent key figures. If no currency has been selected (see parameter `reportedKeyFigures.currencyDependentKeyFigures.currency.isoCode`), the returned values are in the reporting currency of the company.
type: object
x-property-sort:
- currency
- marketCapitalization
- ebit
- ebitda
- perShare
properties:
currency:
nullable: false
description: Currency of the attributes representing a monetary value. See endpoint `/basic/valueUnit/currency/main/list` for possible values.
type: object
x-property-sort:
- id
- isoCode
properties:
id:
nullable: true
description: Identifier of the currency.
type: number
format: id32
x-positive: true
isoCode:
nullable: true
description: ISO 4217 code of the currency.
x-sortable: true
type: string
marketCapitalization:
nullable: true
description: Market capitalization, which is the market value of the shares outstanding over all types of shares of the company.
x-sortable: true
type: number
format: real
ebit:
nullable: true
description: EBIT (earnings before interest and taxes).
x-sortable: true
type: number
format: real
ebitda:
nullable: true
description: EBITDA (earnings before interest, taxes, depreciation, and amortization).
x-sortable: true
type: number
format: real
perShare:
nullable: false
description: Per-share figures.
type: object
x-property-sort:
- sales
- recurringDilutedEarnings
- dividends
- bookValue
- cashFlow
properties:
sales:
nullable: true
description: Total sales revenue per share.
x-sortable: true
type: number
format: real
recurringDilutedEarnings:
nullable: true
description: Recurring (excluding extraordinary items) diluted earnings per share, which is the ratio of the net income excluding extraordinary items, divided by the diluted shares outstanding. An extraordinary item is an atypical and infrequent gain or loss due to an unforeseeable event.
x-sortable: true
type: number
format: real
dividends:
nullable: true
description: Dividends per share, which is the ratio of the total dividends paid out, divided by the shares outstanding. In general, the figure is based on the gross dividend, i.e. before taxes, except for countries with special tax regimes.
x-sortable: true
type: number
format: real
bookValue:
nullable: true
description: Book value per share, which is the ratio of the book value (common equity), divided by the shares outstanding.
x-sortable: true
type: number
format: real
cashFlow:
nullable: true
description: Cash flow per share, which is the ratio of the net operating cash flow, divided by the diluted shares outstanding.
x-sortable: true
type: number
format: real
ebitMargin:
nullable: true
description: EBIT margin, which is the ratio of the EBIT, divided by the total sales revenue.
x-sortable: true
type: number
format: relativeValue
ebitdaMargin:
nullable: true
description: EBITDA margin, which is the ratio of the EBITDA, divided by the total sales revenue.
x-sortable: true
type: number
format: relativeValue
netIncomeMargin:
nullable: true
description: Net income margin, which is the ratio of the net income, divided by the total sales revenue.
x-sortable: true
type: number
format: relativeValue
grossIncomeMargin:
nullable: true
description: Gross income margin, which is the ratio of the gross income, divided by the total sales revenue.
x-sortable: true
type: number
format: relativeValue
operatingMargin:
nullable: true
description: Operating margin, which is the ratio of the operating income, divided by the sales revenue.
x-sortable: true
type: number
format: relativeValue
returnOnAssets:
nullable: true
description: Return on assets (ROA), which is the ratio of the net income, divided by the two-fiscal-year average of the total assets.
x-sortable: true
type: number
format: relativeValue
returnOnEquity:
nullable: true
description: Return on equity (ROE), which is the ratio of the net income, divided by the two-fiscal-year average of the total shareholders' equity.
x-sortable: true
type: number
format: relativeValue
ratios:
nullable: false
description: Ratios.
type: object
x-property-sort:
- priceSales
- priceEarnings
- priceBookValue
- priceCashFlow
- priceFreeCashFlow
- dividendYield
- enterpriseValueEbit
- enterpriseValueEbitda
- enterpriseValueSales
- debtEquity
properties:
priceSales:
nullable: true
description: Ratio of the price, divided by the total sales revenue per share.
x-sortable: true
type: number
format: real
priceEarnings:
nullable: true
description: Ratio of the price, divided by the reported earnings per share (basic or diluted) by the company.
x-sortable: true
type: number
format: real
priceBookValue:
nullable: true
description: Ratio of the price, divided by the book value per share.
x-sortable: true
type: number
format: real
priceCashFlow:
nullable: true
description: Ratio of the price, divided by the cash flow per share.
x-sortable: true
type: number
format: real
priceFreeCashFlow:
nullable: true
description: Ratio of the price, divided by the free (i.e. without subtraction of dividends) cash flow per share.
x-sortable: true
type: number
format: real
dividendYield:
nullable: true
description: Ratio of the dividend per share, divided by the price.
x-sortable: true
type: number
format: relativeValue
enterpriseValueEbit:
nullable: true
description: Ratio of the enterprise value, divided by the EBIT.
x-sortable: true
type: number
format: real
enterpriseValueEbitda:
nullable: true
description: Ratio of the enterprise value, divided by the EBITDA.
x-sortable: true
type: number
format: real
enterpriseValueSales:
nullable: true
description: Ratio of the enterprise value, divided by the total amount of sales revenue.
x-sortable: true
type: number
format: real
debtEquity:
nullable: true
description: Total-debt-to-total-equity ratio, which is the ratio of the total debt, divided by the total shareholders' equity.
x-sortable: true
type: number
format: real
benchmark:
nullable: false
description: Benchmark-related data.
type: object
x-property-sort:
- index
- beta
- correlation
- outperformance
properties:
index:
nullable: false
description: Benchmark index-related data.
type: object
x-property-sort:
- id
- instrument
properties:
id:
nullable: true
description: Identifier of the notation.
type: string
format: id64
x-positive: true
instrument:
nullable: false
description: Instrument of the benchmark.
type: object
x-property-sort:
- id
- name
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
beta:
nullable: false
description: Beta of the stock notation with respect to the benchmark notation.
type: object
x-property-sort:
- week1
- month1
- months3
- months6
- year1
- years3
- years5
properties:
week1:
nullable: true
description: Beta for the time range one week.
x-sortable: true
type: number
format: real
month1:
nullable: true
description: Beta for the time range one month.
x-sortable: true
type: number
format: real
months3:
nullable: true
description: Beta for the time range three months.
x-sortable: true
type: number
format: real
months6:
nullable: true
description: Beta for the time range six months.
x-sortable: true
type: number
format: real
year1:
nullable: true
description: Beta for the time range one year.
x-sortable: true
type: number
format: real
years3:
nullable: true
description: Beta for the time range three years.
x-sortable: true
type: number
format: real
years5:
nullable: true
description: Beta for the time range five years.
x-sortable: true
type: number
format: real
correlation:
nullable: false
description: Correlation of the stock notation with respect to the benchmark notation.
type: object
x-property-sort:
- week1
- month1
- months3
- months6
- year1
- years3
- years5
properties:
week1:
nullable: true
description: Correlation for the time range one week.
x-sortable: true
type: number
format: real
month1:
nullable: true
description: Correlation for the time range one month.
x-sortable: true
type: number
format: real
months3:
nullable: true
description: Correlation for the time range three months.
x-sortable: true
type: number
format: real
months6:
nullable: true
description: Correlation for the time range six months.
x-sortable: true
type: number
format: real
year1:
nullable: true
description: Correlation for the time range one year.
x-sortable: true
type: number
format: real
years3:
nullable: true
description: Correlation for the time range three years.
x-sortable: true
type: number
format: real
years5:
nullable: true
description: Correlation for the time range five years.
x-sortable: true
type: number
format: real
outperformance:
nullable: false
description: Outperformance of the stock notation with respect to the benchmark notation.
type: object
x-property-sort:
- week1
- month1
- months3
- months6
- year1
- years3
- years5
properties:
week1:
nullable: true
description: Outperformance for the time range one week.
x-sortable: true
type: number
format: relativeValue
month1:
nullable: true
description: Outperformance for the time range one month.
x-sortable: true
type: number
format: relativeValue
months3:
nullable: true
description: Outperformance for the time range three months.
x-sortable: true
type: number
format: relativeValue
months6:
nullable: true
description: Outperformance for the time range six months.
x-sortable: true
type: number
format: relativeValue
year1:
nullable: true
description: Outperformance for the time range one year.
x-sortable: true
type: number
format: relativeValue
years3:
nullable: true
description: Outperformance for the time range three years.
x-sortable: true
type: number
format: relativeValue
years5:
nullable: true
description: Outperformance for the time range five years.
x-sortable: true
type: number
format: relativeValue
performance:
nullable: false
description: Relative performance for different time ranges.
type: object
x-property-sort:
- intraday
- endOfDay
properties:
intraday:
nullable: true
description: Intraday relative performance. That is the difference of a notation's most recent price from the current trading day against the most recent EOD closing price.
x-sortable: true
type: number
format: relativeValue
endOfDay:
nullable: false
description: End-of-day (EOD) relative performance for different time ranges. The relative performance is the difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date.
type: object
x-property-sort:
- day1
- week1
- month1
- months3
- months6
- year1
- years3
- years5
- yearToDate
properties:
day1:
nullable: true
description: One day.
x-sortable: true
type: number
format: relativeValue
week1:
nullable: true
description: One week.
x-sortable: true
type: number
format: relativeValue
month1:
nullable: true
description: One month.
x-sortable: true
type: number
format: relativeValue
months3:
nullable: true
description: Three months.
x-sortable: true
type: number
format: relativeValue
months6:
nullable: true
description: Six months.
x-sortable: true
type: number
format: relativeValue
year1:
nullable: true
description: One year.
x-sortable: true
type: number
format: relativeValue
years3:
nullable: true
description: Three years.
x-sortable: true
type: number
format: relativeValue
years5:
nullable: true
description: Five years.
x-sortable: true
type: number
format: relativeValue
yearToDate:
nullable: true
description: Year-to-date.
x-sortable: true
type: number
format: relativeValue
volatility:
nullable: false
description: Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year for different time ranges.
type: object
x-property-sort:
- week1
- month1
- months3
- months6
- year1
- years3
- years5
- yearToDate
properties:
week1:
nullable: true
description: One week.
x-sortable: true
type: number
format: relativeValue
month1:
nullable: true
description: One month.
x-sortable: true
type: number
format: relativeValue
months3:
nullable: true
description: Three months.
x-sortable: true
type: number
format: relativeValue
months6:
nullable: true
description: Six months.
x-sortable: true
type: number
format: relativeValue
year1:
nullable: true
description: One year.
x-sortable: true
type: number
format: relativeValue
years3:
nullable: true
description: Three years.
x-sortable: true
type: number
format: relativeValue
years5:
nullable: true
description: Five years.
x-sortable: true
type: number
format: relativeValue
yearToDate:
nullable: true
description: Year-to-date.
x-sortable: true
type: number
format: relativeValue
tradingValue:
nullable: false
description: Sum of the cash flow for all transactions of a notation over a certain time range. The cash flow of a transaction is its volume multiplied by its trade price.
type: object
x-property-sort:
- average
properties:
average:
nullable: false
description: Arithmetic mean of the trading value for different time ranges.
type: object
x-property-sort:
- days5
- days30
properties:
days5:
nullable: true
description: Five trading days.
x-sortable: true
type: number
format: real
days30:
nullable: true
description: 30 trading days.
x-sortable: true
type: number
format: real
simpleMovingAverage:
nullable: false
description: Simple moving average (SMA), that is the arithmetic mean of a notation�"s EOD closing price, for different time ranges.
type: object
x-property-sort:
- days20
- days50
- days200
- tradingDaysSinceCrossover
properties:
days20:
nullable: true
description: 20 trading days.
type: number
format: real
days50:
nullable: true
description: 50 trading days.
type: number
format: real
days200:
nullable: true
description: 200 trading days.
type: number
format: real
tradingDaysSinceCrossover:
nullable: false
description: Number of trading days since a simple moving average crossed another one. All SMAs are calculated with EOD prices, thus the value 0 for the number of days means the crossover occurred on the most recent trading day for which such prices are available.
type: object
x-property-sort:
- sma20vs50
- sma50vs200
properties:
sma20vs50:
nullable: false
description: Number of trading days since the crossover and direction thereof of the SMA 20 (see parameter `simpleMovingAverage.days20`) and the SMA 50 (see parameter `simpleMovingAverage.days50`). Only crossovers which occurred in the most recent 100 trading days are considered, hence the attribute `sma20vs50.numberDays` cannot exceed the value 100.
type: object
x-property-sort:
- numberDays
- direction
properties:
numberDays:
nullable: true
description: Number of trading days.
x-sortable: true
type: number
format: int32
direction:
nullable: true
description: Direction of the crossing.
x-sortable: true
type: string
x-enum-description:
- The SMA 20 crossed the SMA 50 from below, hence the SMA 20 has currently a higher value.
- The SMA 20 crossed the SMA 50 from above, hence the SMA 20 has currently a lower value.
enum:
- up
- down
sma50vs200:
nullable: false
description: Number of trading days since the crossover and direction thereof of the SMA 50 (see parameter `simpleMovingAverage.days50`) and the SMA 200 (see parameter `simpleMovingAverage.days200`). Only crossovers which occurred in the most recent 300 trading days are considered, hence the attribute `sma50vs200.numberDays` cannot exceed the value 300.
type: object
x-property-sort:
- numberDays
- direction
properties:
numberDays:
nullable: true
description: Number of trading days.
x-sortable: true
type: number
format: int32
direction:
nullable: true
description: Direction of the crossing.
x-sortable: true
type: string
x-enum-description:
- The SMA 50 crossed the SMA 200 from below, hence the SMA 50 has currently a higher value.
- The SMA 50 crossed the SMA 200 from above, hence the SMA 50 has currently a lower value.
enum:
- up
- down
rsiWilder:
nullable: false
description: Relative strength index (RSI) by Wilder for different time ranges. This is the ratio of the smoothed moving averages of the upwards and downwards daily returns over the given period, normalized to the range between 0 and 100. The RSI by Wilder measures the magnitude of the price changes in a given time period evaluating whether an asset is overbought or oversold and deriving a respective sell or buy signal.
type: object
x-property-sort:
- days14
properties:
days14:
nullable: true
x-sortable: true
description: 14 trading days.
type: number
format: real
recommendation:
nullable: false
description: Aggregated recommendation.
type: object
x-property-sort:
- counts
- consensus
properties:
counts:
nullable: false
description: Number of recommendations.
type: object
x-property-sort:
- total
properties:
total:
nullable: true
x-sortable: true
description: Total number of recommendations included in the current recommendation consensus (see attribute `recommendation.consensus`).
type: number
format: int32
consensus:
nullable: false
description: Recommendation consensus, which is the average value of all provided recommendations.
type: object
x-property-sort:
- value
- change
properties:
value:
nullable: true
description: Recommendation consensus value. Values are in the range from 1.0 to 5.0, whereby 1 represents the strongest buy recommendation, 3 a hold (neutral) recommendation and 5 the strongest sell recommendation.
type: number
format: real
change:
nullable: false
description: Recommendation change as the difference of the current recommendation value minus the historic recommendation value. Values are in the range from -4.0 to 4.0, whereby -4 represents a recommendation change from 5.0 to 1.0 and 4 represents a recommendation change from 1 to 5.
type: object
x-property-sort:
- week1
- month1
- months3
- months6
- year1
properties:
week1:
nullable: true
description: Recommendation change for the time range one week.
x-sortable: true
type: number
format: real
month1:
nullable: true
description: Recommendation change for the time range one month.
x-sortable: true
type: number
format: real
months3:
nullable: true
description: Recommendation change for the time range three months.
x-sortable: true
type: number
format: real
months6:
nullable: true
description: Recommendation change for the time range six months.
x-sortable: true
type: number
format: real
year1:
nullable: true
description: Recommendation change for the time range one year.
x-sortable: true
type: number
format: real
estimates:
nullable: false
description: Stock-specific consolidated estimates for a fiscal year.
type: object
x-property-sort:
- firstFiscalYear
- secondFiscalYear
- thirdFiscalYear
properties:
firstFiscalYear:
nullable: false
description: Estimates for the closest fiscal year that has been requested. If the parameters used in the request refer to data from only one fiscal year, the respective data is found here.
type: object
x-property-sort:
- fiscalYear
- currencyDependentEstimates
- returnOnAssets
- returnOnEquity
- ratios
properties:
fiscalYear:
nullable: false
description: Fiscal year to which the estimates belong.
type: object
x-property-sort:
- yearEnd
- year
properties:
yearEnd:
nullable: true
description: Calendar year of the ending date of the fiscal year.
type: number
format: int32
year:
nullable: true
description: Derived fiscal year.
type: number
format: int32
currencyDependentEstimates:
nullable: false
description: Currency-dependent estimates. If no currency has been selected (see parameter `estimates.currencyDependentEstimates.currency.isoCode`) the currency in which the analysts report is used.
type: object
x-property-sort:
- currency
- ebit
- ebitda
- perShare
properties:
currency:
nullable: false
description: Currency of the currency-dependent estimates. See endpoint `/basic/valueUnit/currency/main/list` for possible values.
type: object
x-property-sort:
- id
- isoCode
properties:
id:
nullable: true
description: Identifier of a currency.
type: number
format: int32
isoCode:
nullable: true
description: ISO 4217 code of the currency.
x-sortable: true
type: string
ebit:
nullable: false
description: EBIT (earnings before interest and taxes).
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
ebitda:
nullable: false
description: EBITDA (earnings before interest, taxes, depreciation, and amortization).
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
perShare:
nullable: false
description: Per-share figures.
type: object
x-property-sort:
- sales
- earnings
- dividends
- cashFlow
properties:
sales:
nullable: false
description: Total sales revenue per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
earnings:
nullable: false
description: Earnings per share (EPS), which is ratio of the net income, divided by the shares outstanding. For European equities, EPS is adjusted for exceptional and any non-recurring items. For Asian equities, EPS is as reported (as per local accounting standards). For US, Canada & South Africa, EPS reflects the analysts�" and company�"s standards.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
dividends:
nullable: false
description: Dividends per share, which is the ratio of the total dividends paid out, divided by the shares outstanding.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
cashFlow:
nullable: false
description: Cash flow per share, which is the ratio of the net operating cash flow, divided by the shares outstanding.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
returnOnAssets:
nullable: false
description: Return on assets (ROA), which is the ratio of the net income, divided by the total assets.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
returnOnEquity:
nullable: false
description: Return on equity (ROE), which is the ratio of the net income, divided by the total shareholders' equity.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
ratios:
nullable: false
description: Ratios.
type: object
x-property-sort:
- priceSales
- priceEarnings
- priceEarningsGrowth
- priceBookValue
- priceCashFlow
- priceFreeCashFlow
- dividendYield
- enterpriseValueEbit
- enterpriseValueEbitda
- enterpriseValueSales
properties:
priceSales:
nullable: false
description: Ratio of the price, divided by the total sales revenue per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
priceEarnings:
nullable: false
description: Ratio of the price, divided by the earnings per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
priceEarningsGrowth:
nullable: false
description: Price-earnings ratio divided by the growth rate of the earnings.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
priceBookValue:
nullable: false
description: Ratio of the price, divided by the book value per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
priceCashFlow:
nullable: false
description: Ratio of the price, divided by the cash flow per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
priceFreeCashFlow:
nullable: false
description: Ratio of the price, divided by the free (i.e. without subtraction of dividends) cash flow per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
dividendYield:
nullable: false
description: Ratio of the dividend per share, divided by the price.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: relativeValue
enterpriseValueEbit:
nullable: false
description: Ratio of the enterprise value, divided by the EBIT.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
enterpriseValueEbitda:
nullable: false
description: Ratio of the enterprise value, divided by the EBITDA.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
enterpriseValueSales:
nullable: false
description: Ratio of the enterprise value, divided by the total amount of sales revenue.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
secondFiscalYear:
nullable: false
description: Estimates for the second most distant fiscal year that has been requested. If the parameters used in the request refer to data from two fiscals year, the respective data of the more distant one is found here.
type: object
x-property-sort:
- fiscalYear
- currencyDependentEstimates
- returnOnAssets
- returnOnEquity
- ratios
properties:
fiscalYear:
nullable: false
description: Fiscal year to which the estimates belong.
type: object
x-property-sort:
- yearEnd
- year
properties:
yearEnd:
nullable: true
description: Calendar year of the ending date of the fiscal year.
type: number
format: int32
year:
nullable: true
description: Derived fiscal year.
type: number
format: int32
currencyDependentEstimates:
nullable: false
description: Currency-dependent estimates. If no currency has been selected (see parameter `estimates.currencyDependentEstimates.currency.isoCode`) the currency in which the analysts report is used.
type: object
x-property-sort:
- currency
- ebit
- ebitda
- perShare
properties:
currency:
nullable: false
description: Currency of the currency-dependent estimates. See endpoint `/basic/valueUnit/currency/main/list` for possible values.
type: object
x-property-sort:
- id
- isoCode
properties:
id:
nullable: true
description: Identifier of a currency.
type: number
format: int32
isoCode:
nullable: true
description: ISO 4217 code of the currency.
x-sortable: true
type: string
ebit:
nullable: false
description: EBIT (earnings before interest and taxes).
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
ebitda:
nullable: false
description: EBITDA (earnings before interest, taxes, depreciation, and amortization).
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
perShare:
nullable: false
description: Per-share figures.
type: object
x-property-sort:
- sales
- earnings
- dividends
- cashFlow
properties:
sales:
nullable: false
description: Total sales revenue per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
earnings:
nullable: false
description: Earnings per share (EPS), which is ratio of the net income, divided by the shares outstanding. For European equities, EPS is adjusted for exceptional and any non-recurring items. For Asian equities, EPS is as reported (as per local accounting standards). For US, Canada & South Africa, EPS reflects the analysts�" and company�"s standards.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
dividends:
nullable: false
description: Dividends per share, which is the ratio of the total dividends paid out, divided by the shares outstanding.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
cashFlow:
nullable: false
description: Cash flow per share, which is the ratio of the net operating cash flow, divided by the shares outstanding.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
returnOnAssets:
nullable: false
description: Return on assets (ROA), which is the ratio of the net income, divided by the total assets.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
returnOnEquity:
nullable: false
description: Return on equity (ROE), which is the ratio of the net income, divided by the total shareholders' equity.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
ratios:
nullable: false
description: Ratios.
type: object
x-property-sort:
- priceSales
- priceEarnings
- priceEarningsGrowth
- priceBookValue
- priceCashFlow
- priceFreeCashFlow
- dividendYield
- enterpriseValueEbit
- enterpriseValueEbitda
- enterpriseValueSales
properties:
priceSales:
nullable: false
description: Ratio of the price, divided by the total sales revenue per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
priceEarnings:
nullable: false
description: Ratio of the price, divided by the earnings per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
priceEarningsGrowth:
nullable: false
description: Price-earnings ratio divided by the growth rate of the earnings.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
priceBookValue:
nullable: false
description: Ratio of the price, divided by the book value per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
priceCashFlow:
nullable: false
description: Ratio of the price, divided by the cash flow per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
priceFreeCashFlow:
nullable: false
description: Ratio of the price, divided by the free (i.e. without subtraction of dividends) cash flow per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
dividendYield:
nullable: false
description: Ratio of the dividend per share, divided by the price.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: relativeValue
enterpriseValueEbit:
nullable: false
description: Ratio of the enterprise value, divided by the EBIT.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
enterpriseValueEbitda:
nullable: false
description: Ratio of the enterprise value, divided by the EBITDA.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
enterpriseValueSales:
nullable: false
description: Ratio of the enterprise value, divided by the total amount of sales revenue.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
thirdFiscalYear:
nullable: false
description: Estimates for the most distant fiscal year that has been requested. Available only if the parameters used in the request refer to data from three fiscals year.
type: object
x-property-sort:
- fiscalYear
- currencyDependentEstimates
- returnOnAssets
- returnOnEquity
- ratios
properties:
fiscalYear:
nullable: false
description: Fiscal year to which the estimates belong.
type: object
x-property-sort:
- yearEnd
- year
properties:
yearEnd:
nullable: true
description: Calendar year of the ending date of the fiscal year.
type: number
format: int32
year:
nullable: true
description: Derived fiscal year.
type: number
format: int32
currencyDependentEstimates:
nullable: false
description: Currency-dependent estimates. If no currency has been selected (see parameter `estimates.currencyDependentEstimates.currency.isoCode`) the currency in which the analysts report is used.
type: object
x-property-sort:
- currency
- ebit
- ebitda
- perShare
properties:
currency:
nullable: false
description: Currency of the currency-dependent estimates. See endpoint `/basic/valueUnit/currency/main/list` for possible values.
type: object
x-property-sort:
- id
- isoCode
properties:
id:
nullable: true
description: Identifier of a currency.
type: number
format: int32
isoCode:
nullable: true
description: ISO 4217 code of the currency.
x-sortable: true
type: string
ebit:
nullable: false
description: EBIT (earnings before interest and taxes).
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
ebitda:
nullable: false
description: EBITDA (earnings before interest, taxes, depreciation, and amortization).
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
perShare:
nullable: false
description: Per-share figures.
type: object
x-property-sort:
- sales
- earnings
- dividends
- cashFlow
properties:
sales:
nullable: false
description: Total sales revenue per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
earnings:
nullable: false
description: Earnings per share (EPS), which is ratio of the net income, divided by the shares outstanding. For European equities, EPS is adjusted for exceptional and any non-recurring items. For Asian equities, EPS is as reported (as per local accounting standards). For US, Canada & South Africa, EPS reflects the analysts�" and company�"s standards.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
dividends:
nullable: false
description: Dividends per share, which is the ratio of the total dividends paid out, divided by the shares outstanding.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
cashFlow:
nullable: false
description: Cash flow per share, which is the ratio of the net operating cash flow, divided by the shares outstanding.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
returnOnAssets:
nullable: false
description: Return on assets (ROA), which is the ratio of the net income, divided by the total assets.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
returnOnEquity:
nullable: false
description: Return on equity (ROE), which is the ratio of the net income, divided by the total shareholders' equity.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
ratios:
nullable: false
description: Ratios.
type: object
x-property-sort:
- priceSales
- priceEarnings
- priceEarningsGrowth
- priceBookValue
- priceCashFlow
- priceFreeCashFlow
- dividendYield
- enterpriseValueEbit
- enterpriseValueEbitda
- enterpriseValueSales
properties:
priceSales:
nullable: false
description: Ratio of the price, divided by the total sales revenue per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
priceEarnings:
nullable: false
description: Ratio of the price, divided by the earnings per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
priceEarningsGrowth:
nullable: false
description: Price-earnings ratio divided by the growth rate of the earnings.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
priceBookValue:
nullable: false
description: Ratio of the price, divided by the book value per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
priceCashFlow:
nullable: false
description: Ratio of the price, divided by the cash flow per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
priceFreeCashFlow:
nullable: false
description: Ratio of the price, divided by the free (i.e. without subtraction of dividends) cash flow per share.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
dividendYield:
nullable: false
description: Ratio of the dividend per share, divided by the price.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: relativeValue
enterpriseValueEbit:
nullable: false
description: Ratio of the enterprise value, divided by the EBIT.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
enterpriseValueEbitda:
nullable: false
description: Ratio of the enterprise value, divided by the EBITDA.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
enterpriseValueSales:
nullable: false
description: Ratio of the enterprise value, divided by the total amount of sales revenue.
type: object
x-property-sort:
- mean
properties:
mean:
nullable: true
description: Mean value.
x-sortable: true
type: number
format: real
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
PostNotationCrossReferenceListBySymbol200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: array
description: List of notations.
nullable: false
items:
type: object
nullable: false
x-property-sort:
- id
- active
- market
- valueUnit
- fsym
- instrument
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of the notation.
active:
nullable: true
type: boolean
description: Indicates whether the notation is active.
market:
nullable: false
type: object
x-property-sort:
- id
- name
description: Market of the notation. See endpoint `/basic/market/list` for possible values.
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
- isoCode
- name
description: Value unit of the notation. 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.'
isoCode:
nullable: true
type: string
description: ISO 4217 code of the value unit. Empty if the ISO 4217 standard does not define a code for the currency.
name:
nullable: true
type: string
format: localizedString
description: Name of the value unit.
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
type: object
x-property-sort:
- id
- fsym
description: Instrument referenced by the notation.
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of the 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).
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
PostSecuritizedDerivativeNotationScreenerValueRangesGet200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
description: Possible values and value ranges of the parameters.
nullable: false
type: object
x-property-sort:
- totalCount
- categorization
- market
- lifeCycle
- issuer
- exercise
- settlement
- collateralized
- quanto
- capitalProtection
- underlying
- strike
- bonusLevel
- cap
- knockOut
- knockIn
- lockOut
- lockIn
- capitalGuarantee
- couponTriggerLevel
- rangeKnockOut
- participation
- constantLeverage
- nominalCurrency
- currentInterestRate
- keyFigures
- performance
- volatility
properties:
totalCount:
nullable: true
type: number
format: int32
description: Number of notations that satisfy the request parameters, hence have been used to retrieve the possible values and value ranges.
categorization:
nullable: false
type: object
x-property-sort:
- ddv
- eusipa
description: Lists of categories of the securitized derivatives. Starting with the most coarse level (one), for each level of the category system, the list of categories of the securitized derivatives, matching the parameters, is returned. See endpoint `/category/listBySystem` for possible values.
properties:
ddv:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- level
- categories
properties:
level:
nullable: false
type: object
x-property-sort:
- number
description: Category level.
properties:
number:
nullable: true
type: number
format: int32
description: Category level, indicating the distance to the root of the category hierarchy.
categories:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- name
- parent
- count
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of a category.
name:
nullable: true
type: string
format: localizedString
description: Name of the category.
parent:
nullable: false
type: object
x-property-sort:
- id
description: Parent category or `null` if this category is on the first level.
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the category.
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: List of categories for the given level of the categorization.
description: Categorization based on the DDV (Deutscher Derivate Verband, German for German Derivatives Association) product classification. This category system (`id=23`) covers securitized derivatives traded in Germany except exchange trade commodities (ETC) and exchange traded notes (ETN).
eusipa:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- level
- categories
properties:
level:
nullable: false
type: object
x-property-sort:
- number
description: Category level.
properties:
number:
nullable: true
type: number
format: int32
description: Category level, indicating the distance to the root of the category hierarchy.
categories:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- name
- parent
- count
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of a category.
name:
nullable: true
type: string
format: localizedString
description: Name of the category.
parent:
nullable: false
type: object
x-property-sort:
- id
description: Parent category or `null` if this category is on the first level.
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the category.
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: List of categories for the given level of the categorization.
description: Categorization based on the EUSIPA (European Structured Investment Products Association) product classification. This category system (`id=18`) covers all securitized derivatives.
market:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- name
- count
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of a market.
name:
nullable: true
type: string
format: localizedString
description: Name of the market.
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: List of market identifiers.
lifeCycle:
nullable: false
type: object
x-property-sort:
- issue
- maturity
- callable
- valuation
- repayment
description: Values and value ranges related to important dates.
properties:
issue:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Date range of the issue date.
properties:
minimum:
nullable: true
type: string
format: date
description: Minimum date.
maximum:
nullable: true
type: string
format: date
description: Maximum date.
maturity:
nullable: false
type: object
x-property-sort:
- date
- remainingTermDays
- perpetual
description: Ranges related to the maturity.
properties:
date:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Date range of the maturity date.
properties:
minimum:
nullable: true
type: string
format: date
description: Minimum date.
maximum:
nullable: true
type: string
format: date
description: Maximum date.
remainingTermDays:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range for the remaining term to maturity expressed in days.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
perpetual:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- value
- count
properties:
value:
nullable: true
type: boolean
description: Attribute value.
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: Indicates whether perpetual and non-perpetual securitized derivatives are among the results. A perpetual securitized derivative is one that does not mature.
callable:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- value
- count
properties:
value:
nullable: true
type: boolean
description: Attribute value.
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: Indicates whether callable and non-callable securitized derivatives are among the results. A callable securitized derivative is one that may be redeemed by the issuer prior to maturity.
valuation:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Date range of the valuation date.
properties:
minimum:
nullable: true
type: string
format: date
description: Minimum date.
maximum:
nullable: true
type: string
format: date
description: Maximum date.
repayment:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Date range of the repayment date.
properties:
minimum:
nullable: true
type: string
format: date
description: Minimum date.
maximum:
nullable: true
type: string
format: date
description: Maximum date.
issuer:
nullable: false
type: object
x-property-sort:
- juristicPerson
- group
description: List of issuers. See endpoint `/securitizedDerivative/issuer/search` for possible values.
properties:
juristicPerson:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- name
- count
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of an issuer.
name:
nullable: true
type: string
description: Name of the issuer.
count:
nullable: true
type: number
format: int32
description: Number of notations
description: List of issuers that represent an actual juristic person.
group:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- name
- count
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of an issuer group.
name:
nullable: true
type: string
description: Name of the issuer group.
count:
nullable: true
type: number
format: int32
description: Number of notations
description: List of issuer groups. The issuer group is defined by FactSet and does not represent an actual juristic person.
exercise:
nullable: false
type: object
x-property-sort:
- right
- style
description: Values related to the exercise.
properties:
right:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- value
- count
properties:
value:
nullable: true
type: string
description: Attribute value
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
count:
nullable: true
type: number
format: int32
description: Number of notations
description: Exercise right.
style:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- value
- count
properties:
value:
nullable: true
type: string
description: Attribute value.
x-enum-description:
- An American-style securitized derivative can be exercised anytime during its life.
- An European-style securitized derivative can be exercised at maturity only.
- A Bermudan-style securitized derivative can be exercised only on predetermined dates .
enum:
- american
- european
- bermudan
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: Exercise style.
settlement:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- value
- count
properties:
value:
nullable: true
type: string
description: Attribute value.
x-enum-description:
- Transfer of a cash amount.
- Physical delivery of the underlying asset.
- Cash or physical, at the discretion of the issuer.
enum:
- cash
- physical
- either
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: Values related to the settlement. It concerns the fulfillment of the issuer's contractual obligations arising from the securitized derivative. Depending on the terms, the underlying asset may be delivered physically or its equivalent monetary value may be payed out.
collateralized:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- value
- count
properties:
value:
nullable: true
type: boolean
description: Attribute value.
count:
nullable: true
type: number
format: int32
description: Number of notations
description: Indicates whether securitized derivatives with and without protection against an issuer default are among the results. An example for such a collateralization is the COSI flag provided by SIX Swiss Exchange.
quanto:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- value
- count
properties:
value:
nullable: true
type: boolean
description: Attribute value.
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: Indicates whether quanto and non-quanto securitized derivatives are among the results. Quanto means that the risk of exchange rate fluctuations between the value unit of the underlying and the value unit of the cash flows is hedged.
capitalProtection:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the capital protection, that is the proportion of the nominal amount protected against loss.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value
underlying:
nullable: false
type: object
x-property-sort:
- instrument
- notation
- effectiveUnderlying
description: Lists of underlyings.
properties:
instrument:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- count
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of an instrument.
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: Underlying instruments.
notation:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- count
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of a notation.
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: Underlying notations.
effectiveUnderlying:
nullable: false
type: object
x-property-sort:
- instrument
description: List of effective underylings of factor certificates.
properties:
instrument:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- count
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of an instrument
count:
nullable: true
type: number
format: int32
description: Number of notations
description: Underlying instruments.
strike:
nullable: false
type: object
x-property-sort:
- value
- distance
description: Value ranges related to the strike.
properties:
value:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the strike.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
distance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
description: Value range of the distance of the current underlying level to the strike.
properties:
absolute:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Distance in absolute terms.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value
relative:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Distance relative to the current underlying level.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
bonusLevel:
nullable: false
type: object
x-property-sort:
- value
- distance
description: Value ranges related to the bonus level.
properties:
value:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the bonus level.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
distance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
description: Value range of the distance of the current underlying level to the bonus level.
properties:
absolute:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Distance in absolute terms.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value
relative:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Distance relative to the current underlying level.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
cap:
nullable: false
type: object
x-property-sort:
- value
- distance
- cashFlow
description: Value ranges related to the cap.
properties:
value:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the cap.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
distance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
description: Value range of the distance of the current underlying level to the cap.
properties:
absolute:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Distance in absolute terms.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value
relative:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Distance relative to the current underlying level.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
cashFlow:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the cash flow amount.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
knockOut:
nullable: false
type: object
x-property-sort:
- observation
- value
- distance
- breached
description: Values and value ranges related to the knock-out.
properties:
observation:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- type
- count
properties:
type:
nullable: true
type: string
description: Observation type.
x-enum-description:
- The barrier is observed on a continuous basis (intraday prices are relevant).
- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance).
enum:
- continuous
- eod
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: Values of the barrier observation modality.
value:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the knock-out.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
distance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
description: Value range of the distance of the current underlying level to the knock-out.
properties:
absolute:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Distance in absolute terms.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value
relative:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Distance relative to the current underlying level.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
breached:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- value
- count
properties:
value:
nullable: true
type: boolean
description: Attribute value.
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: Indicates whether securitized derivatives with a breached and with a non-breached knock-out barrier are among the results.
knockIn:
nullable: false
type: object
x-property-sort:
- observation
- value
- distance
- breached
- cashFlow
description: Values and value ranges related to the knock-in.
properties:
observation:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- type
- count
properties:
type:
nullable: true
type: string
description: Observation type.
x-enum-description:
- The barrier is observed on a continuous basis (intraday prices are relevant).
- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance).
enum:
- continuous
- eod
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: Values of the barrier observation modality.
value:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the knock-in.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
distance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
description: Distance of the current underlying level to the knock-in.
properties:
absolute:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Distance in absolute terms.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value
relative:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Distance relative to the current underlying level.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
breached:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- value
- count
properties:
value:
nullable: true
type: boolean
description: Attribute value.
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: Indicates whether securitized derivatives with a breached and with a non-breached knock-in barrier are among the results.
cashFlow:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the cash flow amount.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
lockOut:
nullable: false
type: object
x-property-sort:
- observation
- value
- distance
- cashFlow
description: Values and value ranges related to the lock-out.
properties:
observation:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- type
- count
properties:
type:
nullable: true
type: string
description: Observation type.
x-enum-description:
- The barrier is observed on a continuous basis (intraday prices are relevant).
- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance).
enum:
- continuous
- eod
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: Values of the barrier observation modality.
value:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the lock-out.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
distance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
description: Value range of the distance of the current underlying level to the lock-out.
properties:
absolute:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Distance in absolute terms.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value
relative:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Distance relative to the current underlying level.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
cashFlow:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the cash flow amount.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
lockIn:
nullable: false
type: object
x-property-sort:
- observation
- value
- distance
- cashFlow
description: Values and value ranges related to the lock-in.
properties:
observation:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- type
- count
properties:
type:
nullable: true
type: string
description: Observation type.
x-enum-description:
- The barrier is observed on a continuous basis (intraday prices are relevant).
- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance).
enum:
- continuous
- eod
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: Values of the barrier observation modality.
value:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the lock-in.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
distance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
description: Value range of the distance of the current underlying level to the lock-in.
properties:
absolute:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Distance in absolute terms.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value
relative:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Distance relative to the current underlying level.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
cashFlow:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the cash flow amount.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
capitalGuarantee:
nullable: false
type: object
x-property-sort:
- value
- distance
- cashFlow
description: Value ranges related to the capital guarantee.
properties:
value:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the capital guarantee.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
distance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
description: Value range of the distance of the current underlying level to the capital guarantee.
properties:
absolute:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Distance in absolute terms.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value
relative:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Distance relative to the current underlying level.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
cashFlow:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the cash flow amount.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
couponTriggerLevel:
nullable: false
type: object
x-property-sort:
- value
- distance
- cashFlow
description: Value ranges related to the coupon trigger level.
properties:
value:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the coupon trigger level.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
distance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
description: Distance of the current underlying level to the coupon trigger level.
properties:
absolute:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Distance in absolute terms.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value
relative:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Distance relative to the current underlying level.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
cashFlow:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the cash flow amount.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
rangeKnockOut:
nullable: false
type: object
x-property-sort:
- observation
- upper
- lower
- breached
- cashFlow
description: Values and value ranges related to the range knock-out.
properties:
observation:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- type
- count
properties:
type:
nullable: true
type: string
description: Observation type.
x-enum-description:
- The barrier is observed on a continuous basis (intraday prices are relevant).
- The barrier is observed only at the end of the final auction for the underlying on the relevant exchange (intraday prices are of no relevance).
enum:
- continuous
- eod
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: Values of the barrier observation modality.
upper:
nullable: false
type: object
x-property-sort:
- value
description: Upper bound of the range knock-out.
properties:
value:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the upper bound of the range knock-out.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
lower:
nullable: false
type: object
x-property-sort:
- value
description: Lower bound of the range knock-out.
properties:
value:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the lower bound of the range knock-out.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
breached:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- value
- count
properties:
value:
nullable: true
type: boolean
description: Attribute value.
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: Indicates whether securitized derivatives with a breached and with a non-breached range knock-out barrier are among the results.
cashFlow:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the cash flow amount.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
participation:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- value
- count
properties:
value:
nullable: true
type: string
description: Attribute value.
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
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: Values of the participation direction of factor certificates at the level movement of its effective underlying.
constantLeverage:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- value
- count
properties:
value:
nullable: true
type: number
format: real
description: Constant leverage.
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: Values of the constant leverage of factor certificates.
nominalCurrency:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- isoCode
- count
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the currency.
isoCode:
nullable: true
type: string
description: ISO 4217 code of the currency.
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: Values of the main currency of the nominal and of the coupon payments. See endpoint `/basic/valueUnit/currency/main/list` for possible values.
currentInterestRate:
nullable: false
type: object
x-property-sort:
- types
- value
description: Values and value ranges related to the current interest rate.
properties:
types:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- value
- count
properties:
value:
nullable: true
type: string
description: Attribute value.
x-enum-description:
- The interest rate is fixed for all periods and remains unchanged throughout the lifetime of the securitized derivative.
- The interest rate is variable and might change from period to period throughout the lifetime of the securitized derivative.
enum:
- fixed
- variable
count:
nullable: true
type: number
format: int32
description: Number of notations.
description: Values of the type of the interest rate.
value:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the Interest rate of the current coupon period.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
keyFigures:
nullable: false
type: object
x-property-sort:
- bonusYield
- sidewaysYield
- maximumYield
- agio
- discount
- breakEven
- spread
- delta
- thetaOneWeek
- vega
- leverage
- omega
- impliedVolatility
- intrinsicValue
- timeValue
- outperformancePoint
- parity
description: Value ranges related to key figures.
properties:
bonusYield:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- annualized
description: Value ranges related to the bonus yield.
properties:
absolute:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the bonus yield in absolute terms.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
relative:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the bonus yield relative to the ask price.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
annualized:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the annualized bonus yield relative to the ask price.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
sidewaysYield:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- annualized
description: Value ranges related to the sideways yield.
properties:
absolute:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the sideways yield in absolute terms.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
relative:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the sideways yield relative to the ask price.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
annualized:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the annualized sideways yield relative to the ask price.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
maximumYield:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- annualized
description: Value ranges related to the maximum yield.
properties:
absolute:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the maximum yield in absolute terms.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
relative:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the maximum yield relative to the ask price.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
annualized:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the annualized maximum yield relative to the ask price.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
agio:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- annualized
description: Value ranges related to the agio.
properties:
absolute:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the agio in absolute terms.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
relative:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the agio relative to the underlying level.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
annualized:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the annualized agio relative to the underlying level.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
discount:
nullable: false
type: object
x-property-sort:
- absolute
- relative
description: Value ranges related to the discount.
properties:
absolute:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the discount in absolute terms.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
relative:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the discount relative to the underlying level.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
breakEven:
nullable: false
type: object
x-property-sort:
- breakEvenPoint
- distance
description: Value ranges related to the break-even point.
properties:
breakEvenPoint:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the break-even point.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
distance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
description: Value ranges of the distance from the underlying level to the break-even point.
properties:
absolute:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the distance in absolute terms.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
relative:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the distance relative to the underlying level.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
spread:
nullable: false
type: object
x-property-sort:
- harmonized
- relative
description: Value ranges related to the spread.
properties:
harmonized:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the spread in absolute terms, adjusted for the cover ratio.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
relative:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the spread relative to the ask price.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
delta:
nullable: false
type: object
x-property-sort:
- effective
- unadjusted
description: Value ranges related to the delta.
properties:
effective:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the delta calculated using the actual cover ratio of the securitized derivative.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
unadjusted:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the delta calculated using a (hypothetical) cover ratio of 1:1.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
thetaOneWeek:
nullable: false
type: object
x-property-sort:
- effective
- unadjusted
description: Value ranges related to the weekly theta.
properties:
effective:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the weekly theta calculated using the actual cover ratio of the securitized derivative.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
unadjusted:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the weekly theta calculated using a (hypothetical) cover ratio of 1:1.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
vega:
nullable: false
type: object
x-property-sort:
- effective
- unadjusted
description: Value ranges related to the vega.
properties:
effective:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the vega calculated using the actual cover ratio of the securitized derivative.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
unadjusted:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the vega calculated using a (hypothetical) cover ratio of 1:1.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
leverage:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the leverage.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
omega:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the omega.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
impliedVolatility:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the implied volatility.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
intrinsicValue:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the intrinsic value.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
timeValue:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the time value.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
outperformancePoint:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the outperformance point.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
parity:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the parity.
properties:
minimum:
nullable: true
type: number
format: real
description: Minimum value.
maximum:
nullable: true
type: number
format: real
description: Maximum value.
performance:
nullable: false
type: object
x-property-sort:
- intraday
- sinceIssue
- endOfDay
description: Value ranges related to the relative performance.
properties:
intraday:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range related to the relative performance intraday.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
sinceIssue:
nullable: false
type: object
x-property-sort:
- ask
- bid
description: Value ranges related to the relative performance since issue.
properties:
ask:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the ask-based relative performance since issue.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
bid:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range of the bid-based relative performance since issue.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
endOfDay:
nullable: false
type: object
x-property-sort:
- day1
- week1
- month1
- months3
- months6
- year1
- years3
- years5
- yearToDate
description: Value ranges related to the end-of-day (EOD) relative performance for different time ranges.
properties:
day1:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range for the time range one day.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
week1:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range for the time range one week.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
month1:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range for the time range one month.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
months3:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range for the time range three months.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
months6:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range for the time range six months.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
year1:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range for the time range one year.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
years3:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range for the time range three years.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
years5:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range for the time range five years.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
yearToDate:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range for the time range year-to-date (YTD).
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
volatility:
nullable: false
type: object
x-property-sort:
- week1
- month1
- months3
- months6
- year1
- years3
- years5
- yearToDate
description: Value ranges related to the volatility for different time ranges.
properties:
week1:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range for the time range one week.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
month1:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range for the time range one month.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
months3:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range for the time range three months.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
months6:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range for the time range six months.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
year1:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range for the time range one year.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
years3:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range for the time range three years.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
years5:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range for the time range five years.
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
yearToDate:
nullable: false
type: object
x-property-sort:
- minimum
- maximum
description: Value range for the time range year-to-date (YTD).
properties:
minimum:
nullable: true
type: number
format: relativeValue
description: Minimum value.
maximum:
nullable: true
type: number
format: relativeValue
description: Maximum value.
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject'
x-property-sort:
- status
PostNotationCrossReferenceListByISIN200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: array
description: List of notations.
nullable: false
items:
type: object
nullable: false
x-property-sort:
- id
- symbol
- active
- market
- valueUnit
- fsym
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of the 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 notations, no symbol will be set for the notations of that market.
active:
nullable: true
type: boolean
description: Indicates whether the notation is active.
market:
nullable: false
type: object
x-property-sort:
- id
- name
description: Market of the notation. See endpoint `/basic/market/list` for possible values.
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
- isoCode
- name
description: Value unit of the notation. 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.'
isoCode:
nullable: true
type: string
description: ISO 4217 code of the value unit. Empty if the ISO 4217 standard does not define a code for the currency.
name:
nullable: true
type: string
format: localizedString
description: Name of the value unit.
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`).
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
PostNotationCrossReferenceListByInstrument200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: object
properties:
idInstrument:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the instrument.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
notations:
nullable: false
description: List of notations.
type: array
items:
type: object
nullable: false
x-property-sort:
- id
- symbol
- active
- market
- valueUnit
- fsym
properties:
id:
nullable: true
type: string
format: id64
x-positive: true
description: Identifier of the 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 notations, no symbol will be set for the notations of that market.
active:
nullable: true
type: boolean
description: Indicates whether the notation is active.
market:
nullable: false
type: object
x-property-sort:
- id
- name
description: Market of the notation. See endpoint `/basic/market/list` for possible values.
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
- isoCode
- name
description: Value unit of the notation. 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.'
isoCode:
nullable: true
type: string
description: ISO 4217 code of the value unit. Empty if the ISO 4217 standard does not define a code for the currency.
name:
nullable: true
type: string
format: localizedString
description: Name of the value unit.
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`).
description: List of notations.
nullable: false
x-property-sort:
- idInstrument
- sourceIdentifier
- notations
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
GetNotationKeyFiguresYear10Get200Response:
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.
referenceDate:
nullable: true
type: string
format: date
description: Reference date of the time range.
performance:
nullable: false
type: object
x-property-sort:
- absolute
- relative
- referencePrice
description: Performance values.
properties:
absolute:
nullable: true
type: number
format: real
description: Absolute difference of a notation's most recent EOD closing price against the EOD closing price on the reference date.
relative:
nullable: true
type: number
format: relativeValue
description: Difference of a notation's most recent EOD closing price against the EOD closing price on the reference date, relative to the EOD closing price on the reference date.
referencePrice:
nullable: true
type: number
format: real
description: EOD closing price as of the reference date (see attribute `referenceDate`) used for calculation.
high:
nullable: false
type: object
x-property-sort:
- price
- date
description: Maximum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Maximum value.
date:
nullable: true
type: string
format: date
description: Date of the maximum value.
low:
nullable: false
type: object
x-property-sort:
- price
- date
description: Minimum value of the notation's price in the given time range.
properties:
price:
nullable: true
type: number
format: real
description: Minimum value.
date:
nullable: true
type: string
format: date
description: Date of the minimum value.
tradingVolume:
nullable: true
type: number
format: real
description: Sum of the trading volume of a notation in number of shares for the time-range between the date of the most recent end-of-day (EOD) closing price (inclusive) and the reference date (exclusive).
volatility:
nullable: true
type: number
format: real
description: Volatility of the daily logarithmic returns, annualized assuming 256 trading days per year.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- referenceDate
- performance
- high
- low
- tradingVolume
- volatility
description: EOD key figures.
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
GetDebtInstrumentKeyFiguresNotationGet200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
nullable: false
type: object
x-property-sort:
- calculation
- yield
- macaulayDuration
- sensitivities
description: Key figures and related data.
properties:
calculation:
nullable: false
type: object
x-property-sort:
- time
- price
description: Details of the calculation.
properties:
time:
nullable: true
type: string
format: datetime
description: Date and time of the calculation.
price:
nullable: false
type: object
x-property-sort:
- value
- valueUnit
- dirtyPricing
description: Price used for the calculation.
properties:
value:
nullable: true
type: number
format: real
description: Price value.
valueUnit:
nullable: false
type: object
x-property-sort:
- id
- code
description: Value unit of the notation of the debt instrument, such as a main currency for a per-unit-quoted debt instrument (rarely), or percentages for a debt instrument quoted in percent. 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.
dirtyPricing:
nullable: true
type: boolean
description: If true, the attribute `price.value` contains the accrued interest.
yield:
nullable: false
type: object
x-property-sort:
- current
- toMaturity
- spread
description: Yield-related key figures.
properties:
current:
nullable: true
type: number
format: relativeValue
description: Current yield, which is the next annual interest payment divided by the price. If the coupon period is different than a year, the interest payment is annualized.
toMaturity:
nullable: true
type: number
format: relativeValue
description: Yield to maturity, which is the annual rate of return, assuming the instrument is held until maturity.
spread:
nullable: true
type: number
format: relativeValue
description: Credit spread, which is the difference in yield to maturity between a highest-quality debt instrument, also called a benchmark bond, and the debt instrument. See endpoint `/instrument/benchmark/list` for the benchmark bond.
macaulayDuration:
nullable: true
type: number
format: real
description: Macaulay duration, which is the average period (in years) of capital commitment.
sensitivities:
nullable: false
type: object
x-property-sort:
- basePointValue
- modifiedDuration
- elasticity
- convexity
description: Price sensitivities of the debt instrument with respect to the prevailing market interest rate.
properties:
basePointValue:
nullable: true
type: number
format: real
description: Base point value, which is the change of the debt instrument's price for a one base point change (nominally, not relatively) of the prevailing market interest rate. One base point is equivalent to 0,01 percent (1/100 of a percent). See attribute `price/valueUnit` for its value unit.
modifiedDuration:
nullable: true
type: number
format: relativeValue
description: Modified duration, which is the percentage change of the debt instrument's price for a one percent change (nominally, not relatively) of the prevailing market interest rate.
elasticity:
nullable: true
type: number
format: real
description: Yield elasticity, which is the ratio of the percentage change of the debt instrument's price for a one percent change (relatively, not nominally) of the prevailing market interest rate.
convexity:
nullable: true
type: number
format: real
description: Convexity, which is a measure for the change of the modified duration as the prevailing market interest rate changes.
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject'
x-property-sort:
- status
GetStockNotationKeyFiguresBenchmarkMonth6Get200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
description: List of benchmarks with related key figures for a stock notation.
nullable: false
type: object
x-property-sort:
- idNotation
- sourceIdentifier
- benchmarks
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.
benchmarks:
nullable: false
description: List of benchmarks with related key figures. The order of the benchmark notations in the response is unrelated to their order in the request array.
type: array
items:
type: object
nullable: false
x-property-sort:
- notation
- beta
- correlation
- outperformance
- status
properties:
notation:
nullable: false
type: object
x-property-sort:
- id
- instrument
description: Notation of a benchmark.
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
- name
description: Instrument of the benchmark.
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.
beta:
nullable: true
type: number
format: real
description: Beta of the notation.
correlation:
nullable: true
type: number
format: real
description: Correlation of the notation.
outperformance:
nullable: true
type: number
format: relativeValue
description: Outperformance of the notation.
status:
nullable: false
type: object
x-property-sort:
- code
- identifier
- encryptedDetails
description: Error status for the requested identifier.
properties:
code:
nullable: true
type: string
description: Code of the error condition.
x-enum-description:
- No error.
- The provided identifier does not refer to a valid benchmark notation.
enum:
- none
- parameter
identifier:
nullable: true
type: string
format: id64
x-positive: true
description: Provided identifier.
encryptedDetails:
nullable: true
type: string
description: Base64-encoded internal details about the error.
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject_2'
x-property-sort:
- status
GetStockNotationKeyFiguresBenchmarkMonth1Get200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
description: List of benchmarks with related key figures for a stock notation.
nullable: false
type: object
x-property-sort:
- idNotation
- sourceIdentifier
- benchmarks
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.
benchmarks:
nullable: false
description: List of benchmarks with related key figures. The order of the benchmark notations in the response is unrelated to their order in the request array.
type: array
items:
type: object
nullable: false
x-property-sort:
- notation
- beta
- correlation
- outperformance
- status
properties:
notation:
nullable: false
type: object
x-property-sort:
- id
- instrument
description: Notation of a benchmark.
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
- name
description: Instrument of the benchmark.
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.
beta:
nullable: true
type: number
format: real
description: Beta of the notation.
correlation:
nullable: true
type: number
format: real
description: Correlation of the notation.
outperformance:
nullable: true
type: number
format: relativeValue
description: Outperformance of the notation.
status:
nullable: false
type: object
x-property-sort:
- code
- identifier
- encryptedDetails
description: Error status for the requested identifier.
properties:
code:
nullable: true
type: string
description: Code of the error condition.
x-enum-description:
- No error.
- The provided identifier does not refer to a valid benchmark notation.
enum:
- none
- parameter
identifier:
nullable: true
type: string
format: id64
x-positive: true
description: Provided identifier.
encryptedDetails:
nullable: true
type: string
description: Base64-encoded internal details about the error.
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject_2'
x-property-sort:
- status
securitySchemes:
basicAuth:
type: http
scheme: basic
externalDocs:
url: https://developer.factset.com/api-catalog/analytics-datastore-api
description: API Documentation