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