openapi: 3.0.3
info:
title: Factset Analytics Datastore About Value 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: Value
paths:
/debtInstrument/notation/screener/valueRanges/get:
post:
tags:
- Value
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
/factset-prices/v1/market-value:
get:
tags:
- Value
summary: Factset Gets the Security Level and Company Level Market Values for a List of `ids` as of Given Date Range and Frequency.
operationId: getMarketValue
description: 'Gets market capitalization of list of ids for the company level, security level, calendar, frequency, and currency for a specified date range.
'
parameters:
- $ref: '#/components/parameters/idsMax2000'
- $ref: '#/components/parameters/startDate'
- $ref: '#/components/parameters/endDate'
- $ref: '#/components/parameters/frequency'
- $ref: '#/components/parameters/calendar'
- $ref: '#/components/parameters/currency'
responses:
'200':
description: Array of company market capitalization values.
content:
application/json:
schema:
$ref: '#/components/schemas/marketValueResponse'
examples:
Market Value of GOOGL as of July 07 2020:
$ref: '#/components/examples/singleMarketValue'
Market Value for AAPL and TSLA as of March 29th 2019:
$ref: '#/components/examples/multipleMarketValues'
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'415':
$ref: '#/components/responses/415'
'500':
$ref: '#/components/responses/500'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
post:
tags:
- Value
summary: Factset Requests the Market Value for a List of `ids` as of Given Date Range.
description: Requests the market value for a list of `ids` as of given date range.
operationId: getMarketValueForList
requestBody:
required: true
description: Request object for `Security` market values.
content:
application/json:
schema:
$ref: '#/components/schemas/marketValueRequest'
examples:
Single Company Market Value:
$ref: '#/components/examples/singleMarketValuePost'
Multiple Company Market Values:
$ref: '#/components/examples/multipleMarketValuePost'
responses:
'200':
description: Array of company market capitalization values.
content:
application/json:
schema:
$ref: '#/components/schemas/marketValueResponse'
examples:
Market Value of GOOGL as of July 07 2020:
$ref: '#/components/examples/singleMarketValue'
Market Value for AAPL and TSLA as of March 29th 2019:
$ref: '#/components/examples/multipleMarketValues'
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'415':
$ref: '#/components/responses/415'
'500':
$ref: '#/components/responses/500'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/basic/valueUnit/get:
get:
tags:
- Value
operationId: get/basic/valueUnit/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 Details of a Value Unit.
description: Details of a value unit.
parameters:
- name: id
in: query
schema:
type: number
format: id32
x-positive: true
description: Identifier of a value unit.
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/GetBasicValueUnitGet200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/basic/valueUnit/list:
post:
tags:
- Value
operationId: post/basic/valueUnit/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 Value Units.
description: List of value units.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostBasicValueUnitListRequest'
required: false
responses:
'200':
$ref: '#/components/responses/PostBasicValueUnitList200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/basic/valueUnit/alternative/list:
get:
tags:
- Value
operationId: get/basic/valueUnit/alternative/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
description: List of alternative units.
summary: Factset List of Alternative Units.
responses:
'200':
$ref: '#/components/responses/GetBasicValueUnitAlternativeList200Response'
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.
- 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: 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.
schema:
type: array
items:
type: string
enum:
- name
- -name
maxItems: 1
uniqueItems: true
default:
- name
style: form
explode: false
name: _sort
in: query
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/basic/valueUnit/currency/list:
post:
tags:
- Value
operationId: post/basic/valueUnit/currency/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 Currencies.
description: List of currencies.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostBasicValueUnitCurrencyListRequest'
required: false
responses:
'200':
$ref: '#/components/responses/PostBasicValueUnitCurrencyList200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/basic/valueUnit/currency/fractional/get:
get:
tags:
- Value
operationId: get/basic/valueUnit/currency/fractional/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 Details of a Fractional Currency.
description: Details of a fractional currency.
parameters:
- name: id
in: query
schema:
type: number
format: id32
x-positive: true
description: Identifier of a fractional currency.
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/GetBasicValueUnitCurrencyFractionalGet200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/basic/valueUnit/currency/fractional/list:
get:
tags:
- Value
operationId: get/basic/valueUnit/currency/fractional/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 Fractional Currencies.
description: List of fractional currencies.
responses:
'200':
$ref: '#/components/responses/GetBasicValueUnitCurrencyFractionalList200Response'
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.
- 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: 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.
schema:
type: array
items:
type: string
enum:
- name
- -name
maxItems: 1
uniqueItems: true
default:
- name
style: form
explode: false
name: _sort
in: query
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/basic/valueUnit/currency/main/list:
post:
tags:
- Value
operationId: post/basic/valueUnit/currency/main/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 Main Currencies.
description: List of main currencies.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostBasicValueUnitCurrencyMainListRequest'
required: false
responses:
'200':
$ref: '#/components/responses/PostBasicValueUnitCurrencyMainList200Response'
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/securitizedDerivative/notation/screener/valueRanges/get:
post:
tags:
- Value
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
/stock/notation/screener/valueRanges/get:
post:
tags:
- Value
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:
examples:
badRequestInvalidParameters:
summary: Bad Request - Invalid Parameters
description: This error message occurs when a request parameter is used in which is not recognized by the service. Please revise your request to include only the parameters listed in the specification. Typical causes are spelling mistakes and use of improper casing.
value:
status: Bad Request
timestamp: '2020-06-12 15:58:54.068'
path: /factset-prices/v1/{endpoint}
message: 'Invalid Parameter (s): fakeParameterName1 fakeParameterName2. Please modify your request to use parameters outlined in the specification for this endpoint.'
subErrors: null
badRequestDateFormat:
summary: Bad Request - Date Format
description: This bad request occurs when a request doesn't use the YYYY-MM-DD in the date parameters. To resolve, convert your date to YYYY-MM-DD.
value:
status: Bad Request
timestamp: '2019-10-31 16:08:07.945'
path: /factset-prices/v1/{endpoint}
message: 'The date parameter ''startDate'' must be in the following date format: YYYY-MM-DD'
subErrors: null
notWritable:
summary: Internal Server Error - Not Writable
description: This error may be returned when the server encounters an error writing the JSON response.
value:
status: Internal Server Error
timestamp: '2019-11-05 09:48:29.18'
path: /factset-prices/v1/{endpoint}
message: Error writing JSON output
subErrors: null
unsupportedMediaType:
summary: Unsupported Media Type
description: This bad request occurs when the media type passed in the request is not supported. Currently the APIs only support 'application/json'.
value:
status: Unsupported Media Type
timestamp: '2019-11-05 09:42:27.237'
path: /factset-prices/v1/{endpoint}
message: text/html media type is not supported. Supported media types are application/json
subErrors: null
generalException:
summary: Internal Server Error - General Exception
description: This is the most general error that can be returned to by the service. Please `Report Issue` to FactSet.
value:
status: Internal Server Error
timestamp: '2019-11-01 10:36:01.944'
path: /factset-prices/v1/{endpoint}
message: Unexpected error
subErrors: null
badRequestReadTimeout:
summary: Bad Request - Read Timeout
description: This error may be returned if it takes more than 29 seconds to hear back from the data fetch service.
value:
status: Bad Request
timestamp: '2019-11-04 16:18:38.949'
path: /factset-prices/v1/{endpoint}
message: The request took too long. Try again with a smaller request.
subErrors: null
singleMarketValuePost:
summary: Requesting One Year of Daily Market Values for GOOGL Calendar 2019 Year
description: Requesting One Year of Daily Market Values for GOOGL in Calendar 2019 Year
value:
ids:
- GOOGL-US
startDate: '2019-01-01'
endDate: '2019-12-31'
frequency: D
calendar: FIVEDAY
currency: USD
badRequestFutureDate:
summary: Bad Request - Future Date
description: This error message occurs when a future date is requested in the startDate and endDate parameters. Please revise your request to include dates as of today's current date or any prior historical date.
value:
status: Bad Request
timestamp: '2020-06-12 15:52:48.091'
path: /factset-prices/v1/{endpoint}
message: The use of future dates is not applicable in this endpoint. Please revise your request to include dates up to today's current date.
subErrors: null
forbidden:
summary: Forbidden
description: The USERNAME-SERIAL attempted to request the endpoint is not authorized to access. The request was a legal request, but the server is refusing to respond. Please reach out to FactSet Account Team for assistance with authorization.
value:
status: Forbidden
timestamp: '2020-06-12 16:08:51.731'
path: /factset-prices/v1/{endpoint}
message: USERNAME-SERIAL does not have permission to use /factset-prices/v1/{endpoint}
subErrors: null
unauthenticated:
summary: User Authentication Failed
description: This occurs when a user is not properly authenticated or recognized by the service. Please double check the USERNAME-SERIAL and API-Key used to request and ensure you are within the IP range specified for the Key. Report Issue under 401 error for help with troubleshooting.
value:
status: User Authentication Failed
timestamp: '2019-10-31 16:08:07.945'
path: /factset-prices/v1/{endpoint}
message: User Authentication Failed.
subErrors: null
badRequestMalformedJSON:
summary: Bad Request - Malformed JSON Request
description: This error may be returned when the request body is specified as JSON, but is not in proper JSON format.
value:
status: Bad Request
timestamp: '2019-11-05 09:48:29.18'
path: /factset-prices/v1/{endpoint}
message: Malformed JSON Request
subErrors: null
multipleMarketValuePost:
summary: Requesting One Year of Market Values on a monthly frequency for GOOGL and TSLA Calendar 2019 Year
description: Requesting One Year of Market Values on a monthly frequency for GOOGL and TSLA in Calendar 2019 Year
value:
ids:
- GOOGL-US
- TSLA-US
startDate: '2019-01-01'
endDate: '2019-12-31'
frequency: M
calendar: FIVEDAY
currency: USD
badRequestRequiredParameter:
summary: Bad Request - Required Parameter Missing
description: This error message occurs when the request does not include the required parameters. Required parameters are indicated with a red asterisks symbol in the specification file.
value:
status: Bad Request
timestamp: '2020-06-12 15:48:42.016'
path: /factset-prices/v1/{endpoint}
message: The parameter 'ids' is required and may not be empty.
subErrors: null
multipleMarketValues:
summary: Multiple Market Value Records for GOOGL and TSLA as of July 7 2020
description: Multiple Market Value Records for GOOGL and TSLA as of July 7 2020
value:
data:
- fsymId: HTM0LK-R
date: '2020-07-07'
currency: USD
entityMarketValue: 1022362841136.31
entityMarketValueExNotTraded: 952768582453.33
securityMarketValue: 449970657342.5
requestId: GOOGL
- fsymId: Q2YN1N-R
date: '2020-07-07'
currency: USD
entityMarketValue: 257784946701.1
entityMarketValueExNotTraded: 257784946701.1
securityMarketValue: 257784978430
requestId: TSLA
singleMarketValue:
summary: Single Market Value Record for GOOGL as of July 7 2020
description: Single Market Value Record for GOOGL
value:
data:
- fsymId: HTM0LK-R
date: '2020-07-07'
currency: USD
entityMarketValue: 1022362841136.31
entityMarketValueExNotTraded: 952768582453.33
securityMarketValue: 449970657342.5
requestId: GOOGL
schemas:
LanguageMember:
type: string
format: isoLanguage
description: ISO 639-1 code of the language.
maxLength: 2
minLength: 2
exclusiveMinimum: false
exclusiveMaximum: false
marketValueRequest:
title: Market Value Request Body
description: Market Value Request Body
type: object
properties:
ids:
$ref: '#/components/schemas/idsMax2000'
startDate:
$ref: '#/components/schemas/startDate'
endDate:
$ref: '#/components/schemas/endDate'
frequency:
$ref: '#/components/schemas/frequency'
currency:
$ref: '#/components/schemas/requestCurrency'
calendar:
$ref: '#/components/schemas/calendar'
required:
- ids
marketValue:
title: Market Value Object
type: object
properties:
fsymId:
description: Factset Regional Security Identifier. Six alpha-numeric characters, excluding vowels, with an -R suffix (XXXXXX-R). Identifies the security's best regional security data series per currency. For equities, all primary listings per region and currency are allocated a regional-level permanent identifier. The regional-level permanent identifier will be available once a SEDOL representing the region/currency has been allocated and the identifiers are on FactSet.
type: string
example: HTM0LK-R
nullable: true
date:
description: Ending date for the period expressed in YYYY-MM-DD format.
type: string
format: date
example: '2020-07-07'
nullable: true
currency:
type: string
description: 'Currency ISO code. For more details, visit [Online Assistant Page #1470](https://oa.apps.factset.com/pages/1470).'
example: USD
nullable: true
entityMarketValue:
description: 'Aggregate market value across all share classes and includes non-traded shares which are added to the calculation basis by the proportion of their nominal or par value. Values are in base units. To value non-traded shares, the price of the parent equity provides the most appropriate approximation of what the non-traded shares would be worth in the open market. For unique companies with an ADR as the parent equity, since it is the only traded security associated with that company, when calculating company-level market value, the price of the ADR is used, but is scaled by the ADR ratio since there''s not always a one-to-one relationship between ADR shares and the non-traded shares which they represent. For more details visit [Online Assistant Page #16867](https://my.apps.factset.com/oa/pages/16867). '
type: number
format: double
example: 1022362841136.31
nullable: true
entityMarketValueExNonTraded:
description: 'Aggregate across all share classes and excludes non-traded shares. Values are in base units. For more details visit [Online Assistant Page #16867](https://my.apps.factset.com/oa/pages/16867).'
type: number
format: double
example: 952768582453.33
nullable: true
securityMarketValue:
description: Returns the security level market value calculated as the share price multiplied by the number of shares at the security level. **Note:** History is available back to Oct-1999 for North American securities, and 1-Jan-2001 for non-North American securities.
type: number
format: double
example: 449970657342.5
nullable: true
requestId:
description: Identifier that was used for the request.
type: string
example: GOOGL
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
calendar:
type: string
enum:
- FIVEDAY
- SEVENDAY
- LOCAL
default: FIVEDAY
description: Calendar of data returned. SEVENDAY includes weekends. LOCAL calendar will default to the securities' trading calendar which excludes date records for respective holiday periods.
example: FIVEDAY
endDate:
type: string
description: 'The end date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to previous close. Future dates (T+1) are not accepted in this endpoint.
'
example: '2019-12-31'
PostBasicValueUnitCurrencyMainListRequest:
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:
- status
description: Criteria that filter the items in the response list; only items that match all of the criteria are returned.
properties:
status:
type: string
description: Filter for the status.
default: active
x-enum-description:
- Show all main currencies.
- Show only active main currencies.
- Show only inactive main currencies.
enum:
- all
- active
- inactive
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:
- name
- -name
maxItems: 1
uniqueItems: true
default:
- name
x-property-sort:
- attributes
- language
- sort
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
PostBasicValueUnitCurrencyListRequest:
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:
- status
description: Criteria that filter the items in the response list; only items that match all of the criteria are returned.
properties:
status:
type: string
description: Filter for the status.
default: active
x-enum-description:
- Show all currencies.
- Show only active currencies.
- Show only inactive currencies.
enum:
- all
- active
- inactive
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:
- name
- -name
maxItems: 1
uniqueItems: true
default:
- name
x-property-sort:
- attributes
- language
- sort
example: example_value
idsMax2000:
type: array
items:
type: string
minItems: 1
maxItems: 2000
description: 'The requested list of security identifiers. Accepted ID types include Market Tickers, SEDOL, ISINs, CUSIPs, or FactSet Permanent Ids.
'
example:
- FDS-US
PostBasicValueUnitListRequest:
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:
- status
description: Criteria that filter the items in the response list; only items that match all of the criteria are returned.
properties:
status:
type: string
description: Filter for the status.
default: active
x-enum-description:
- Show all currencies.
- Show only active currencies.
- Show only inactive currencies.
enum:
- all
- active
- inactive
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:
- name
- -name
maxItems: 1
uniqueItems: true
default:
- name
x-property-sort:
- attributes
- language
- sort
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
errorResponse:
type: object
title: Error Response
properties:
status:
description: status
type: string
example: Bad Request
timestamp:
description: timestamp in YYYY-MM-DD HH:MM:SS.SSS
type: string
example: '2019-11-01 11:09:41.918'
format: date-time
path:
description: The Endpoint path {package}/version/{endpoint}
type: string
example: /factset-prices/v1/prices
message:
description: The plain text error message
type: string
example: Validation Error
subErrors:
description: subErrors related to the error message. Null if not applicable.
type: object
properties:
object:
description: the operation ID
type: string
field:
description: Parameter Field Name
type: string
message:
description: Error message
type: string
rejectedValue:
description: Rejected Values in an Array
type: array
items:
type: string
example: example_value
startDate:
type: string
description: 'The start date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to previous close. Future dates (T+1) are not accepted in this endpoint.
'
example: '2019-01-01'
marketValueResponse:
type: object
title: Market Value Response
properties:
data:
description: Array of Market Value Objects
type: array
items:
$ref: '#/components/schemas/marketValue'
example: []
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
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
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
requestCurrency:
title: Request Currency
type: string
description: Currency code for adjusting prices. Default is Local. For a list of currency ISO codes, visit [Online Assistant Page 1470](https://oa.apps.factset.com/pages/1470).
example: USD
frequency:
type: string
enum:
- D
- W
- M
- AM
- CQ
- FQ
- AY
- CY
- FY
default: D
description: "Controls the display frequency of the data returned.\n * **D** = Daily\n * **W** = Weekly, based on the last day of the week of the start date.\n * **M** = Monthly, based on the last trading day of the month.\n * **AM** = Monthly, based on the start date (e.g., if the start date is June 16, data is displayed for June 16, May 16, April 16 etc.).\n * **CQ** = Quarterly based on the last trading day of the calendar quarter (March, June, September, or December).\n * **FQ** = Fiscal Quarter of the company.\n * **AY** = Actual Annual, based on the start date.\n * **CY** = Calendar Annual, based on the last trading day of the calendar year.\n * **FY** = Fiscal Annual, based on the last trading day of the company's fiscal year.\n"
example: M
responses:
PostBasicValueUnitCurrencyList200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: array
description: List of currencies.
nullable: false
items:
type: object
nullable: false
x-property-sort:
- id
- code
- isoCode
- name
- type
- active
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of a currency.
code:
nullable: true
type: string
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.'
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
x-sortable: true
x-default-sort-attribute: true
x-default-sort-direction: 1
type: string
format: localizedString
description: Name of the currency.
type:
nullable: true
type: string
description: Type of the currency.
x-enum-description:
- Currency that is a main currency.
- Currency that is a fractional currency.
enum:
- main
- fractional
active:
nullable: true
type: boolean
description: Indicates whether the currency is active.
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
GetBasicValueUnitGet200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: object
properties:
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.
type:
nullable: true
type: string
description: Type of the value unit.
x-enum-description:
- Main currency.
- Fractional currency.
- Alternative value unit.
enum:
- main
- fractional
- alternative
active:
nullable: true
type: boolean
description: Indicates whether the value unit is active.
description: Details of a value unit.
nullable: false
x-property-sort:
- code
- isoCode
- name
- type
- active
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
'401':
description: Unauthenticated USERNAME-SERIAL. Ensure you are logged in and have successfully generated an API KEY for the IP range you are connecting from. For more help, select the **Report Issue** in the top right corner of this Developer Portal specification card and choose Connectivity 401 or 403 Responses.
content:
application/json:
schema:
$ref: '#/components/schemas/errorResponse'
examples:
Bad Request - Date Format:
$ref: '#/components/examples/unauthenticated'
'415':
description: Unsupported Media Type. This error may be returned when the caller sends a resource in a format that is not accepted by the server. This can be fixed by ensuring that Content-Type header is set to the correct value. In this instance, "application/json" would be the appropriate value.
content:
application/json:
schema:
$ref: '#/components/schemas/errorResponse'
examples:
Bad Request - Date Format:
$ref: '#/components/examples/unsupportedMediaType'
GetBasicValueUnitCurrencyFractionalGet200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: object
properties:
code:
nullable: true
type: string
description: Code of the fractional currency such as GBp (for British pence), USc (for U.S. cents), EUc for (Euro cent).
name:
nullable: true
type: string
format: localizedString
description: Name of the fractional currency.
factor:
nullable: true
type: number
format: real
description: Conversion factor between the fractional and its main currency. For example, the value 100 indicates that 100 US cents are equivalent to one US dollar.
mainCurrency:
nullable: false
type: object
x-property-sort:
- id
- code
- isoCode
- name
- active
description: Main currency corresponding to the fractional currency.
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the main currency.
code:
nullable: true
type: string
description: 'Code of the currency: If assigned, a code according to ISO 4217, otherwise a local code.'
isoCode:
nullable: true
type: string
description: ISO 4217 code of the currency.
name:
nullable: true
type: string
format: localizedString
description: Name of the main currency.
active:
nullable: true
type: boolean
description: Indicates whether the currency is active.
description: Details of a fractional currency.
nullable: false
x-property-sort:
- code
- name
- factor
- mainCurrency
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
GetBasicValueUnitCurrencyFractionalList200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: array
description: List of fractional currencies.
nullable: false
items:
type: object
nullable: false
x-property-sort:
- id
- code
- name
- factor
- mainCurrency
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the fractional currency, which is a value unit.
code:
nullable: true
type: string
description: Code of the fractional currency such as GBp (for British pence), USc (for U.S. cents), EUc for (Euro cent).
name:
nullable: true
x-sortable: true
x-default-sort-attribute: true
x-default-sort-direction: 1
type: string
format: localizedString
description: Name of the fractional currency.
factor:
nullable: true
type: number
format: real
description: Conversion factor between the fractional and its main currency. For example, the value 100 indicates that 100 US cents are equivalent to one US dollar.
mainCurrency:
nullable: false
type: object
x-property-sort:
- id
- code
- isoCode
- name
- active
description: Main currency corresponding to the fractional currency.
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of the main currency of the fractional currency.
code:
nullable: true
type: string
description: 'Code of the currency: If assigned, a code according to ISO 4217, otherwise a local code.'
isoCode:
nullable: true
type: string
description: ISO 4217 code of the currency.
name:
nullable: true
type: string
format: localizedString
description: Name of the main currency.
active:
nullable: true
type: boolean
description: Indicates whether the currency is active.
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
'403':
description: The USERNAME-SERIAL attempted to request the endpoint is not authorized to access. The request was a legal request, but the server is refusing to respond. Please reach out to FactSet Account Team for assistance with authorization.
content:
application/json:
schema:
$ref: '#/components/schemas/errorResponse'
examples:
Bad Request - Date Format:
$ref: '#/components/examples/forbidden'
PostBasicValueUnitCurrencyMainList200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: array
description: List of main currencies.
nullable: false
items:
type: object
nullable: false
x-property-sort:
- id
- code
- isoCode
- name
- active
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of a currency.
code:
nullable: true
type: string
description: 'Code of the currency: If assigned, a code according to ISO 4217, otherwise a local code.'
isoCode:
nullable: true
type: string
description: ISO 4217 code of the currency.
name:
nullable: true
x-sortable: true
x-default-sort-attribute: true
x-default-sort-direction: 1
type: string
format: localizedString
description: Name of the currency.
active:
nullable: true
type: boolean
description: Indicates whether the currency is active.
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
PostBasicValueUnitList200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: array
description: List of value units.
nullable: false
items:
type: object
nullable: false
x-property-sort:
- id
- code
- isoCode
- name
- type
- active
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of a 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
x-sortable: true
x-default-sort-attribute: true
x-default-sort-direction: 1
type: string
format: localizedString
description: Name of the value unit.
type:
nullable: true
type: string
description: Type of the value unit.
x-enum-description:
- Main currency.
- Fractional currency.
- Alternative value unit.
enum:
- main
- fractional
- alternative
active:
nullable: true
type: boolean
description: Indicates whether the currency is active.
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
'500':
description: Internal Server Error.
content:
application/json:
schema:
$ref: '#/components/schemas/errorResponse'
examples:
Internal Server Error - Not Writable:
$ref: '#/components/examples/notWritable'
Internal Server Error - General Exception:
$ref: '#/components/examples/generalException'
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
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
GetBasicValueUnitAlternativeList200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: array
description: List of alternative units.
nullable: false
items:
type: object
nullable: false
x-property-sort:
- id
- code
- name
properties:
id:
nullable: true
type: number
format: id32
x-positive: true
description: Identifier of an alternative unit.
code:
nullable: true
type: string
description: Code of the alternative unit.
name:
nullable: true
x-sortable: true
x-default-sort-attribute: true
x-default-sort-direction: 1
type: string
format: localizedString
description: Name of the alternative unit.
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
'400':
description: Bad Request. This can occur for several reasons. Please review the "message" for more details.
content:
application/json:
schema:
$ref: '#/components/schemas/errorResponse'
examples:
Bad Request - Date Format:
$ref: '#/components/examples/badRequestDateFormat'
Bad Request - Missing Required Parameter:
$ref: '#/components/examples/badRequestRequiredParameter'
Bad Request - Future Date:
$ref: '#/components/examples/badRequestFutureDate'
Bad Request - Invalid Parameter:
$ref: '#/components/examples/badRequestInvalidParameters'
Bad Request - Malformed JSON:
$ref: '#/components/examples/badRequestMalformedJSON'
Bad Request - Read Timeout:
$ref: '#/components/examples/badRequestReadTimeout'
parameters:
frequency:
name: frequency
in: query
schema:
type: string
enum:
- D
- W
- M
- AM
- CQ
- FQ
- AY
- CY
- FY
default: D
description: "Controls the display frequency of the data returned.\n * **D** = Daily\n * **W** = Weekly, based on the last day of the week of the start date.\n * **M** = Monthly, based on the last trading day of the month.\n * **AM** = Monthly, based on the start date (e.g., if the start date is June 16, data is displayed for June 16, May 16, April 16 etc.).\n * **CQ** = Quarterly based on the last trading day of the calendar quarter (March, June, September, or December).\n * **FQ** = Fiscal Quarter of the company.\n * **AY** = Actual Annual, based on the start date.\n * **CY** = Calendar Annual, based on the last trading day of the calendar year.\n * **FY** = Fiscal Annual, based on the last trading day of the company's fiscal year.\n"
examples:
Daily:
summary: D - Daily frequency display based on trading calendar
value: D
Weekly:
summary: W - Weekly - based on the last day of the week of the start date
value: W
Monthly:
summary: M - Monthly - based on the last trading day of the month.
value: M
Actual Month:
summary: AM - Actual Month - based on the startDate (e.g., if the start date is June 16, data is displayed for June 16, May 16, April 16 etc.).
value: AM
Calendar Quarterly:
summary: CQ - Calendar Quarterly - based on the last day of the week of the startDate
value: CQ
Fiscal Quarterly:
summary: FQ - Fiscal Quarter of the company
value: FQ
Actual Annual:
summary: AY - Actual Annual - based on the startDate
value: AY
Calendar Annual:
summary: CY - Calendar Annual - based on the last trading day of the calendar year.
value: CY
Fiscal Annual:
summary: FY - Fiscal Annual - based on the last trading day of the company's fiscal year.
value: FY
startDate:
name: startDate
in: query
required: false
schema:
type: string
description: 'The start date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to previous close. Future dates (T+1) are not accepted in this endpoint.
'
example: '2019-01-01'
endDate:
name: endDate
in: query
required: false
schema:
type: string
description: 'The end date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to previous close. Future dates (T+1) are not accepted in this endpoint.
'
example: '2019-12-31'
idsMax2000:
name: ids
in: query
schema:
type: array
items:
type: string
minItems: 1
maxItems: 2000
required: true
explode: false
description: The requested list of security identifiers. Accepted ID types include Market Tickers, SEDOL, ISINs, CUSIPs, or FactSet Permanent Ids. ***ids limit** = 2000 per request*
*Make note, GET Method URL request lines are also limited to a total length of 8192 bytes (8KB). In cases where the service allows for thousands of ids, which may lead to exceeding this request line limit of 8KB, its advised for any requests with large request lines to be requested through the respective "POST" method.
*
examples:
oneEquityId:
summary: One Equity Market Identifier
value:
- AAPL-USA
multipleEquityIds:
summary: Multiple Equity Market Identifiers
value:
- FDS-US
- AAPL-US
- MSFT-US
currency:
name: currency
in: query
schema:
type: string
description: Currency code for adjusting prices. Default is Local. For a list of currency ISO codes, visit [Online Assistant Page 1470](https://oa.apps.factset.com/pages/1470).
example: USD
calendar:
name: calendar
in: query
schema:
type: string
enum:
- FIVEDAY
- SEVENDAY
- LOCAL
default: FIVEDAY
description: Calendar of data returned. SEVENDAY includes weekends. LOCAL calendar will default to the securities' trading calendar which excludes date records for respective holiday periods.
example: FIVEDAY
securitySchemes:
basicAuth:
type: http
scheme: basic
externalDocs:
url: https://developer.factset.com/api-catalog/analytics-datastore-api
description: API Documentation