openapi: 3.0.3 info: title: Factset Analytics Datastore About Trading 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: Trading paths: /notation/keyFigures/tradingDay/average/get: get: tags: - Trading 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 /prices/tradingSchedule/event/list: post: tags: - Trading operationId: post/prices/tradingSchedule/event/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 Sequence of Market-related Events. description: Sequence of market-related events like the opening time or closing time of a market of a specific notation.

Pagination to a previous page is not supported and `pagination.previous` is always `null`. requestBody: description: Request Body content: application/json: schema: $ref: '#/components/schemas/PostPricesTradingScheduleEventListRequest' required: true responses: '200': $ref: '#/components/responses/PostPricesTradingScheduleEventList200Response' parameters: [] x-microcks-operation: delay: 0 dispatcher: FALLBACK /prices/tradingSchedule/event/type/list: get: tags: - Trading operationId: get/prices/tradingSchedule/event/type/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 Trading Schedule Event Types. description: Trading schedule event types define the events which may occur during any period of trading. Types of trading schedule events are for instance OPEN, CLOSE, END_OF_DAY. responses: '200': $ref: '#/components/responses/GetPricesTradingScheduleEventTypeList200Response' parameters: - name: _attributes in: query schema: type: array items: type: string maxLength: 100 exclusiveMaximum: false uniqueItems: true maxItems: 50 style: form explode: false description: Limit the attributes returned in the response to the specified set. x-microcks-operation: delay: 0 dispatcher: FALLBACK components: schemas: PostPricesTradingScheduleEventListRequest: x-property-sort: - data - meta description: Request Body required: - data type: object properties: data: type: object x-property-sort: - identifier - filter description: The data member contains the request's primary data. properties: identifier: type: object x-property-sort: - value - type description: Identifier and type. properties: value: type: string pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[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 filter: type: object x-property-sort: - types - range description: Criteria that filter the items in the response list; only items that match all of the criteria are returned. properties: types: type: array nullable: false items: type: number format: id32 x-positive: true minItems: 1 description: List of trading schedule event types to return. See endpoint `/prices/tradingSchedule/event/type/list` for valid values. range: type: object format: timeRange properties: start: type: string format: datetime description: The starting point of the time range (inclusive). end: type: string format: datetime description: The ending point of the time range (exclusive). x-property-sort: - start - end required: - start - end description: Date and time range for the time series. A valid time range is between 1900-01-01 and 24 hours and 5 minutes into the future. required: - types - range 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' pagination: type: object description: Pagination attributes for the cursor-based pagination strategy. properties: cursor: type: string maxLength: 50 exclusiveMaximum: false description: Starting point as returned in the attributes `pagination.next` or `pagination.previous` by a prior invocation of this endpoint, or undefined (default). limit: type: number format: int32 minimum: 0 exclusiveMinimum: false maximum: 500 exclusiveMaximum: false default: 20 description: Non-negative maximum number of entries to return. x-property-sort: - cursor - limit x-property-sort: - attributes - pagination example: example_value AttributesMember: type: array description: Limit the attributes returned in the response to the specified set. items: type: string maxLength: 100 exclusiveMaximum: false maxItems: 50 uniqueItems: true StatusObject: type: object properties: code: type: number format: int32 description: The HTTP status code of the response, mirroring the code from the Status-Line of the HTTP response message (see [RFC2616] section 6.1). example: 42.5 description: The status member contains the status code of the response. required: - code CursorBasedPaginationOutputObjectWithoutTotal: type: object description: Pagination attributes for the cursor-based pagination strategy; a total element count is not supported. properties: next: type: string description: The next cursor position to use in the parameter `pagination.cursor` for an endpoint that supports cursor-based pagination, otherwise `null`. example: example_value previous: type: string description: The previous cursor position to use in the parameter `pagination.cursor` for an endpoint that supports cursor-based pagination. If a previous cursor position is not supported or available, `previous` is `null`. example: example_value required: - next - previous x-property-sort: - next - previous responses: GetPricesTradingScheduleEventTypeList200Response: description: Successful Response content: application/json: schema: type: object properties: data: type: array description: List of trading schedule event types. nullable: false items: type: object nullable: false x-property-sort: - id - code - description properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the type. code: nullable: true type: string description: Code of the type. description: nullable: true type: string description: Description of the type in english language. 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 PostPricesTradingScheduleEventList200Response: 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 trading schedule events. events: nullable: false type: array items: type: object nullable: false x-property-sort: - time - type properties: time: nullable: true type: string format: datetime description: Date and time of the event. type: nullable: false type: object x-property-sort: - id - code description: Trading schedule event type. properties: id: nullable: true type: number format: id32 x-positive: true description: Identifier of the event type. code: nullable: true type: string description: Code of the event type. description: List of trading schedule events. description: List of trading schedule events for a notation. nullable: false x-property-sort: - idNotation - sourceIdentifier - range - events 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