openapi: 3.0.3
info:
title: Factset Analytics Datastore About Q 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: Q
paths:
/vendor/chartIQ/timeSeries/eod/list:
post:
tags:
- Q
operationId: post/vendor/chartIQ/timeSeries/eod/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: true
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset End-of-day Time Series Data for a Notation.
description: End-of-day time series data for a notation. The resulting time series is always adjusted for currency changes.
Pagination to a previous page is not supported and `pagination.previous` is always `null`.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostVendorChartIQTimeSeriesEodListRequest'
required: true
responses:
'200':
$ref: '#/components/responses/PostVendorChartIQTimeSeriesEodList200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/vendor/chartIQ/timeSeries/eod/subsample/get:
post:
tags:
- Q
operationId: post/vendor/chartIQ/timeSeries/eod/subsample/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset Single Subsample End-of-day Data for a Notation.
description: Single subsample end-of-day data for a notation. The sample is always adjusted for currency changes. The subsample may exceed the entitled date range, but will be based only on days that are in the entitled range.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostVendorChartIQTimeSeriesEodSubsampleGetRequest'
required: true
responses:
'200':
$ref: '#/components/responses/PostVendorChartIQTimeSeriesEodSubsampleGet200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/vendor/chartIQ/timeSeries/eod/subsample/list:
post:
tags:
- Q
operationId: post/vendor/chartIQ/timeSeries/eod/subsample/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: true
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset Subsampled End-of-day Time Series Data for a Notation.
description: Subsampled end-of-day time series data for a notation. The resulting time series is always adjusted for currency changes. If a subsample's date range is not entirely within the maximally entitled date range, the subsample is excluded from the response.
Pagination to a previous page is not supported and `pagination.previous` is always `null`.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostVendorChartIQTimeSeriesEodSubsampleListRequest'
required: true
responses:
'200':
$ref: '#/components/responses/PostVendorChartIQTimeSeriesEodSubsampleList200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/vendor/chartIQ/timeSeries/intraday/subsample/get:
post:
tags:
- Q
operationId: post/vendor/chartIQ/timeSeries/intraday/subsample/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset Single Subsample Intraday Data for a Notation.
description: Single subsample intraday data for a notation. The subsample may exceed the entitled time range, but will be based only on ticks that are in the entitled range.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostVendorChartIQTimeSeriesIntradaySubsampleGetRequest'
required: true
responses:
'200':
$ref: '#/components/responses/PostVendorChartIQTimeSeriesIntradaySubsampleGet200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/vendor/chartIQ/timeSeries/intraday/subsample/list:
post:
tags:
- Q
operationId: post/vendor/chartIQ/timeSeries/intraday/subsample/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: true
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset Subsampled Intraday Time Series Data for a Notation.
description: Subsampled intraday time series data for a notation. If a subsample's time range is not entirely within the maximally entitled time range, the subsample is excluded from the response.
Pagination to a previous page is not supported and `pagination.previous` is always `null`.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostVendorChartIQTimeSeriesIntradaySubsampleListRequest'
required: true
responses:
'200':
$ref: '#/components/responses/PostVendorChartIQTimeSeriesIntradaySubsampleList200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
components:
schemas:
PostVendorChartIQTimeSeriesIntradaySubsampleGetRequest:
x-property-sort:
- data
- meta
description: Request Body
required:
- data
type: object
properties:
data:
type: object
x-property-sort:
- identifier
- type
- quality
- from
- granularity
- adjustments
description: The data member contains the request's primary data.
properties:
identifier:
type: object
x-property-sort:
- value
- type
description: Identifier and type.
properties:
value:
type: string
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
type:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required:
- value
- type
type:
type: string
description: Type of the price as configured for the customer.
default: trade
x-enum-description:
- Trade price (ordinary, auction, pre or post-trading).
- Bid price.
- Ask price.
- Yield price.
enum:
- trade
- bid
- ask
- yield
quality:
type: string
description: Quality of the price.
default: DLY
x-enum-description:
- 'Real-time: intraday prices with minimal technical processing delays.'
- 'Delayed: intraday prices with an exchange-imposed delay of usually 15 to 30 minutes.'
- 'Best: choose the price quality with the least delay, as entitled for the client.'
enum:
- RLT
- DLY
- BST
from:
type: string
format: datetime
description: Date and time of the start point of the subsample (inclusive). `from` must be aligned to `granularity`. That is, the numerical value is an integral multiple of the time span value represented by `granularity`. The data accessible in the past is limited to a few weeks at most. Values in the future are not allowed.
granularity:
type: string
description: Subsample granularities suitable for intraday data.
default: 1h
x-enum-description:
- Each subsample interval encompasses 1 second.
- Each subsample interval encompasses 5 seconds.
- Each subsample interval encompasses 10 seconds.
- Each subsample interval encompasses 30 seconds.
- Each subsample interval encompasses 1 minute.
- Each subsample interval encompasses 5 minutes.
- Each subsample interval encompasses 10 minutes.
- Each subsample interval encompasses 15 minutes.
- Each subsample interval encompasses 30 minutes.
- Each subsample interval encompasses 1 hour.
enum:
- 1s
- 5s
- 10s
- 30s
- 1m
- 5m
- 10m
- 15m
- 30m
- 1h
adjustments:
type: object
x-property-sort:
- split
description: Adjustments values returned.
properties:
split:
type: boolean
default: true
description: Adjustments are applied for corporate action effects due to the notation having a split, a reverse split, or a similar factor-based corporate action.
required:
- identifier
- from
example: example_value
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
x-property-sort:
- attributes
example: example_value
AttributesMember:
type: array
description: Limit the attributes returned in the response to the specified set.
items:
type: string
maxLength: 100
exclusiveMaximum: false
maxItems: 50
uniqueItems: true
PostVendorChartIQTimeSeriesEodSubsampleListRequest:
x-property-sort:
- data
- meta
description: Request Body
required:
- data
type: object
properties:
data:
type: object
x-property-sort:
- identifier
- type
- quality
- intervalSelection
- newestFirst
- adjustments
description: The data member contains the request's primary data.
properties:
identifier:
type: object
x-property-sort:
- value
- type
description: Identifier and type.
properties:
value:
type: string
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
type:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required:
- value
- type
type:
type: string
description: Type of the price as configured for the customer.
default: trade
x-enum-description:
- Trade price (ordinary, auction, pre or post-trading).
- Bid price.
- Ask price.
- Yield price.
- Estimated price.
enum:
- trade
- bid
- ask
- yield
- estimate
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.'
- 'Best: choose the price quality with the least delay, as entitled for the client.'
enum:
- DLY
- EOD
- BST
intervalSelection:
type: object
x-property-sort:
- intervals
- samples
description: Select the intervals from which the subsamples are to be created.
x-atMostOne: true
properties:
intervals:
type: array
nullable: false
items:
type: string
format: date
minItems: 2
maxItems: 600
description: Non-empty intervals of days to consider for the request. The array contains a list of at least two days in increasing order. Each pair of adjacent entries day_n and day_(n+1) specifies a half-open interval, that is a range of days d where day_n <= d < day_(n+1). A subsample is computed for each interval. The valid range of intervals is between 1900-01-01 and the day after the current day.
samples:
type: object
x-property-sort:
- end
- number
- granularity
description: Subsample granularity and number of samples suitable for end-of-day data.
properties:
end:
type: string
format: date
description: Date of the end point of the subsamples (exclusive). `end` is limited to the day after the current day.
number:
type: number
format: int32
minimum: 1
exclusiveMinimum: false
maximum: 10000
exclusiveMaximum: false
description: Number of subsamples returned. The product of `number` and `granularity` must not extend further into the past than 1900-01-01.
granularity:
type: string
description: Subsample granularities suitable for end-of-day data.
default: 1w
x-enum-description:
- Each subsample interval encompasses 1 day.
- Each subsample interval encompasses 1 week.
- Each subsample interval encompasses 1 month.
- Each subsample interval encompasses 3 month.
- Each subsample interval encompasses 6 month.
- Each subsample interval encompasses 1 year.
enum:
- 1d
- 1w
- 1m
- 3m
- 6m
- 1y
required:
- end
- number
newestFirst:
type: boolean
default: false
description: Deliver the chronological last part of the requested data first.
adjustments:
type: object
x-property-sort:
- payout
- split
description: Adjustments values returned.
properties:
payout:
type: boolean
default: false
description: Adjustments are applied for corporate action effects due to dividends, payouts, or other cash disbursements.
split:
type: boolean
default: true
description: Adjustments are applied for corporate action effects due to the notation having a split, a reverse split, or a similar factor-based corporate action.
required:
- identifier
- intervalSelection
example: example_value
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
pagination:
type: object
description: Pagination attributes for the cursor-based pagination strategy.
properties:
cursor:
type: string
maxLength: 50
exclusiveMaximum: false
description: Starting point as returned in the attributes `pagination.next` or `pagination.previous` by a prior invocation of this endpoint, or undefined (default).
limit:
type: number
format: int32
minimum: 0
exclusiveMinimum: false
maximum: 5000
exclusiveMaximum: false
default: 20
description: Non-negative maximum number of entries to return.
x-property-sort:
- cursor
- limit
x-property-sort:
- attributes
- pagination
example: example_value
PostVendorChartIQTimeSeriesEodListRequest:
x-property-sort:
- data
- meta
description: Request Body
required:
- data
type: object
properties:
data:
type: object
x-property-sort:
- identifier
- type
- quality
- range
- newestFirst
- adjustments
description: The data member contains the request's primary data.
properties:
identifier:
type: object
x-property-sort:
- value
- type
description: Identifier and type.
properties:
value:
type: string
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
type:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required:
- value
- type
type:
type: string
description: Type of the price as configured for the customer.
default: trade
x-enum-description:
- Trade price (ordinary, auction, pre or post-trading).
- Bid price.
- Ask price.
- Yield price.
- Estimated price.
enum:
- trade
- bid
- ask
- yield
- estimate
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.'
- 'Best: choose the price quality with the least delay, as entitled for the client.'
enum:
- DLY
- EOD
- BST
range:
type: object
format: dateRange
x-isClosedInterval: false
properties:
start:
type: string
format: date
description: The starting point of the date range (inclusive).
end:
type: string
format: date
description: The ending point of the date range (exclusive).
x-property-sort:
- start
- end
required:
- start
- end
description: Date range for the time series. A valid date range is between 1900-01-01 and the day after the current day.
newestFirst:
type: boolean
default: false
description: Deliver the chronological last part of the requested data first.
adjustments:
type: object
x-property-sort:
- payout
- split
description: Adjustments values returned.
properties:
payout:
type: boolean
default: false
description: Adjustments are applied for corporate action effects due to dividends, payouts, or other cash disbursements.
split:
type: boolean
default: true
description: Adjustments are applied for corporate action effects due to the notation having a split, a reverse split, or a similar factor-based corporate action.
required:
- identifier
- range
example: example_value
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
pagination:
type: object
description: Pagination attributes for the cursor-based pagination strategy.
properties:
cursor:
type: string
maxLength: 50
exclusiveMaximum: false
description: Starting point as returned in the attributes `pagination.next` or `pagination.previous` by a prior invocation of this endpoint, or undefined (default).
limit:
type: number
format: int32
minimum: 0
exclusiveMinimum: false
maximum: 5000
exclusiveMaximum: false
default: 20
description: Non-negative maximum number of entries to return.
x-property-sort:
- cursor
- limit
x-property-sort:
- attributes
- pagination
example: example_value
PostVendorChartIQTimeSeriesIntradaySubsampleListRequest:
x-property-sort:
- data
- meta
description: Request Body
required:
- data
type: object
properties:
data:
type: object
x-property-sort:
- identifier
- type
- quality
- range
- granularity
- newestFirst
- adjustments
description: The data member contains the request's primary data.
properties:
identifier:
type: object
x-property-sort:
- value
- type
description: Identifier and type.
properties:
value:
type: string
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
type:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required:
- value
- type
type:
type: string
description: Type of the price as configured for the customer.
default: trade
x-enum-description:
- Trade price (ordinary, auction, pre or post-trading).
- Bid price.
- Ask price.
- Yield price.
enum:
- trade
- bid
- ask
- yield
quality:
type: string
description: Quality of the price.
default: DLY
x-enum-description:
- 'Real-time: intraday prices with minimal technical processing delays.'
- 'Delayed: intraday prices with an exchange-imposed delay of usually 15 to 30 minutes.'
- 'Best: choose the price quality with the least delay, as entitled for the client.'
enum:
- RLT
- DLY
- BST
range:
type: object
format: timeRange
properties:
start:
type: string
format: datetime
description: The starting point of the time range (inclusive). The data accessible in the past is limited to a few weeks at most.
end:
type: string
format: datetime
description: The ending point of the time range (exclusive). Values in the future are not allowed.
x-property-sort:
- start
- end
required:
- start
- end
description: Date and time range for the time series. The `start` and `end` boundaries must be aligned to `granularity`. That is, the numerical value is an integral multiple of the time span value represented by `granularity`.
granularity:
type: string
description: Subsample granularities suitable for intraday data.
default: 1h
x-enum-description:
- Each subsample interval encompasses 1 second.
- Each subsample interval encompasses 5 seconds.
- Each subsample interval encompasses 10 seconds.
- Each subsample interval encompasses 30 seconds.
- Each subsample interval encompasses 1 minute.
- Each subsample interval encompasses 5 minutes.
- Each subsample interval encompasses 10 minutes.
- Each subsample interval encompasses 15 minutes.
- Each subsample interval encompasses 30 minutes.
- Each subsample interval encompasses 1 hour.
enum:
- 1s
- 5s
- 10s
- 30s
- 1m
- 5m
- 10m
- 15m
- 30m
- 1h
newestFirst:
type: boolean
default: false
description: Deliver the chronological last part of the requested data first.
adjustments:
type: object
x-property-sort:
- split
description: Adjustments values returned.
properties:
split:
type: boolean
default: true
description: Adjustments are applied for corporate action effects due to the notation having a split, a reverse split, or a similar factor-based corporate action.
required:
- identifier
- range
example: example_value
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
pagination:
type: object
description: Pagination attributes for the cursor-based pagination strategy.
properties:
cursor:
type: string
maxLength: 50
exclusiveMaximum: false
description: Starting point as returned in the attributes `pagination.next` or `pagination.previous` by a prior invocation of this endpoint, or undefined (default).
limit:
type: number
format: int32
minimum: 0
exclusiveMinimum: false
maximum: 5000
exclusiveMaximum: false
default: 20
description: Non-negative maximum number of entries to return.
x-property-sort:
- cursor
- limit
x-property-sort:
- attributes
- pagination
example: example_value
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
CursorBasedPaginationOutputObjectWithoutTotal:
type: object
description: Pagination attributes for the cursor-based pagination strategy; a total element count is not supported.
properties:
next:
type: string
description: The next cursor position to use in the parameter `pagination.cursor` for an endpoint that supports cursor-based pagination, otherwise `null`.
example: example_value
previous:
type: string
description: The previous cursor position to use in the parameter `pagination.cursor` for an endpoint that supports cursor-based pagination. If a previous cursor position is not supported or available, `previous` is `null`.
example: example_value
required:
- next
- previous
x-property-sort:
- next
- previous
PostVendorChartIQTimeSeriesEodSubsampleGetRequest:
x-property-sort:
- data
- meta
description: Request Body
required:
- data
type: object
properties:
data:
type: object
x-property-sort:
- identifier
- type
- quality
- interval
- adjustments
description: The data member contains the request's primary data.
properties:
identifier:
type: object
x-property-sort:
- value
- type
description: Identifier and type.
properties:
value:
type: string
pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
type:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- Regional FactSet ticker symbol, identifying the primary listing in the region.
- FactSet Permanent Identifier on listing level.
- Regional FactSet Permanent Identifier, identifying the primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required:
- value
- type
type:
type: string
description: Type of the price as configured for the customer.
default: trade
x-enum-description:
- Trade price (ordinary, auction, pre or post-trading).
- Bid price.
- Ask price.
- Yield price.
- Estimated price.
enum:
- trade
- bid
- ask
- yield
- estimate
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.'
- 'Best: choose the price quality with the least delay, as entitled for the client.'
enum:
- DLY
- EOD
- BST
interval:
type: object
format: dateRange
x-isClosedInterval: false
properties:
start:
type: string
format: date
description: 'The starting point of the interval (inclusive). '
end:
type: string
format: date
description: The ending point of the interval (exclusive).
x-property-sort:
- start
- end
required:
- start
- end
description: Non-empty interval of days specifying a single subsample period. The starting point `start` of the single subsample is usually the attribute `range.end` of a previously received `/vendor/chartIQ/timeSeries/eod/subsample/list` request. A valid range is between 1900-01-01 and a day that is less than or equal to the maximum allowed day determined from the delay period (if any). The ending point `end` may exceed the maximally entitled date range.
adjustments:
type: object
x-property-sort:
- payout
- split
description: Adjustments values returned.
properties:
payout:
type: boolean
default: false
description: Adjustments are applied for corporate action effects due to dividends, payouts, or other cash disbursements.
split:
type: boolean
default: true
description: Adjustments are applied for corporate action effects due to the notation having a split, a reverse split, or a similar factor-based corporate action.
required:
- identifier
- interval
example: example_value
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
x-property-sort:
- attributes
example: example_value
responses:
PostVendorChartIQTimeSeriesIntradaySubsampleList200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: object
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
range:
nullable: true
type: object
format: timeRange
properties:
start:
nullable: true
type: string
format: datetime
description: The starting point of the time range (inclusive).
end:
nullable: true
type: string
format: datetime
description: The ending point of the time range (exclusive).
x-property-sort:
- start
- end
required:
- start
- end
description: Time range for the returned time series.
quality:
nullable: true
type: string
description: Quality of the price.
x-enum-description:
- 'Real-time: intraday prices with minimal technical processing delays.'
- 'Delayed: intraday prices with an exchange-imposed delay of usually 15 to 30 minutes.'
enum:
- RLT
- DLY
subsamples:
nullable: false
type: array
items:
nullable: false
type: array
items:
type: number
format: real
description: ''
description: ''
description: 'List of summary records as an array of arrays. One record is represented as an array and consists of a timestamp, four price values, and the trading volume. For the unit of the price values, see attribute `valueUnit` in endpoint `/prices/get`, except for price type yield, where the `valueUnit` is always `percent` (id=258). The order is as follows: timestamp of the start of the subsample (seconds since epoch in UTC); first price of the subsample; highest price of the subsample; lowest price of the subsample; last price of the subsample; accumulated number of units (e.g. shares) traded of the subsample. If the requested type of the price is ask, bid, or yield, the accumulated number of units is empty.'
description: Subsampled time series data for the notation.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- range
- quality
- subsamples
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject'
pagination:
$ref: '#/components/schemas/CursorBasedPaginationOutputObjectWithoutTotal'
x-property-sort:
- status
- pagination
x-property-sort:
- data
- meta
PostVendorChartIQTimeSeriesEodSubsampleGet200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: object
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
quality:
nullable: true
type: string
description: Quality of the price.
x-enum-description:
- '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
subsample:
nullable: false
type: array
items:
type: number
format: real
description: ''
description: 'Single summary record. The record consists of a timestamp, four price values, and the trading volume. For the unit of the price values, see attribute `valueUnit` in endpoint `/prices/get`, except for price type yield, where the `valueUnit` is always `percent` (id=258). The order is as follows: timestamp of the start of the subsample (seconds since epoch in UTC); first price of the subsample; highest price of the subsample; lowest price of the subsample; last price of the subsample; accumulated number of units (e.g. shares) traded of the subsample. If the requested type of the price is ask, bid, or yield, the accumulated number of units is empty.'
description: Subsample data for the notation.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- quality
- subsample
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject'
x-property-sort:
- status
x-property-sort:
- data
- meta
PostVendorChartIQTimeSeriesIntradaySubsampleGet200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: object
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
quality:
nullable: true
type: string
description: Quality of the price.
x-enum-description:
- 'Real-time: intraday prices with minimal technical processing delays.'
- 'Delayed: intraday prices with an exchange-imposed delay of usually 15 to 30 minutes.'
enum:
- RLT
- DLY
subsample:
nullable: false
type: array
items:
type: number
format: real
description: ''
description: 'Single summary record. The record consists of a timestamp, four price values, and the trading volume. For the unit of the price values, see attribute `valueUnit` in endpoint `/prices/get`, except for price type yield, where the `valueUnit` is always `percent` (id=258). The order is as follows: timestamp of the start of the subsample (seconds since epoch in UTC); first price of the subsample; highest price of the subsample; lowest price of the subsample; last price of the subsample; accumulated number of units (e.g. shares) traded of the subsample. If the requested type of the price is ask, bid, or yield, the accumulated number of units is empty.'
description: Subsample data for the notation.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- quality
- subsample
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject'
x-property-sort:
- status
x-property-sort:
- data
- meta
PostVendorChartIQTimeSeriesEodSubsampleList200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: object
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
range:
nullable: true
type: object
format: dateRange
properties:
start:
nullable: true
type: string
format: date
description: The starting point of the date range (inclusive).
end:
nullable: true
type: string
format: date
description: The ending point of the date range (exclusive).
x-property-sort:
- start
- end
required:
- start
- end
description: Date range for the returned time series.
quality:
nullable: true
type: string
description: Quality of the price.
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
subsamples:
nullable: false
type: array
items:
nullable: false
type: array
items:
type: number
format: real
description: ''
description: ''
description: 'List of summary records as an array of arrays. One record is represented as an array and consists of a timestamp, four price values, and the trading volume. For the unit of the price values, see attribute `valueUnit` in endpoint `/prices/get`, except for price type yield, where the `valueUnit` is always `percent` (id=258). The order is as follows: timestamp of the start of the subsample (seconds since epoch in UTC); first price of the subsample; highest price of the subsample; lowest price of the subsample; last price of the subsample; accumulated number of units (e.g. shares) traded of the subsample. If the requested type of the price is ask, bid, or yield, the accumulated number of units is empty.'
description: Subsampled time series data for the notation.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- range
- quality
- subsamples
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject'
pagination:
$ref: '#/components/schemas/CursorBasedPaginationOutputObjectWithoutTotal'
x-property-sort:
- status
- pagination
x-property-sort:
- data
- meta
PostVendorChartIQTimeSeriesEodList200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: object
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
range:
nullable: true
type: object
format: dateRange
properties:
start:
nullable: true
type: string
format: date
description: The starting point of the date range (inclusive).
end:
nullable: true
type: string
format: date
description: The ending point of the date range (exclusive).
x-property-sort:
- start
- end
required:
- start
- end
description: Date range for the returned time series.
quality:
nullable: true
type: string
description: Quality of the price.
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
prices:
nullable: false
type: array
items:
nullable: false
type: array
items:
type: number
format: real
description: ''
description: ''
description: 'Time series of prices as an array of arrays. One record is represented as an array and consists of a timestamp, four price values, and the trading volume. For the unit of the price values, see attribute `valueUnit` in endpoint `/prices/get`, except for price type yield, where the `valueUnit` is always `percent` (id=258). The order is as follows: timestamp seconds since epoch in UTC; first price; highest price; lowest price; last price; number of units (e.g. shares) traded (price type trade and estimate), offered (price type ask), solicited (price type bid), or empty (price type yield).'
description: Time series data for the notation.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- range
- quality
- prices
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject'
pagination:
$ref: '#/components/schemas/CursorBasedPaginationOutputObjectWithoutTotal'
x-property-sort:
- status
- pagination
x-property-sort:
- data
- meta
securitySchemes:
basicAuth:
type: http
scheme: basic
externalDocs:
url: https://developer.factset.com/api-catalog/analytics-datastore-api
description: API Documentation