openapi: 3.0.1 info: title: Factset Tick History description: >2
FactSet’s Tick History provides cost-effective access to real-time and delayed global exchange data. Proprietary technology normalizes over 200 global exchanges and 19 tick history fields. Asset types integrated include equities, futures, options, fixed income, mutual funds, ETFs, indices, commodities, and FX rates.
Tick History provides dynamic access to tick data for a specific security intra-day or historically via standard HTTPS protocol. History is available for all quotes and trades for a trailing 6 months or 1-year, respectively. Quotes and trade data for Options is available for 30 days. Tick History data is also available in a separate end-of-day feed.
contact: name: FactSet Research Systems email: api@factset.com license: name: Apache 3.0 url: http://www.apache.org/licenses/LICENSE-2.0.html version: 1.0.0 externalDocs: description: Data Service Manual url: >- https://www.factset.com/hubfs/Website_Downloads/Exchange%20DataFeed/data%20service%20manual%202.0b.pdf servers: - url: https://api-sandbox.factset.com security: - UserSecurity: [] paths: /TickHistory/history: get: tags: - TickHistory summary: >- Factset Tick History service returns trade data and associated quotes for a client specified interval and time period description: >- When using an HTTP GET request, the seach criteria is sent via the query string in the URL. Please make sure that all requests contain a date within the past trailing year. Fields are added using ampersands, with enumerations seperated by commas.**Try it Out** - references a sandbox environment to simulate live reponses. Available `id` is limited to BABA-USA,WALMEX-MX,7203-TKS,VOD-LON,NPN-JSE,MABAX,NZF,SPY-USA,AGG-USA,GLD-USA,AOR-USA,MNA-USA,UUP-USA,SP50-SPX,ESX-STX,XAO-ASX,WD-MSX,NG00-USA,GC00-USA,CC00-USA,C00-USA,FC00-USA,ER00-USA,EURUSD-FX1,USDMXN-FX1,AUDJPY-FX1,EURCZK-FX1,USDILS-FX1,USDZAR-FX1,US10YY-TU1,FDS#190621C00145000-USA,FDS#190621P00145000-USA. Current day data is not available.
operationId: get_TickHistory parameters: - name: id in: query description: >- Requested symbol or security. The symbol can be a FactSet exchange symbol, CUSIP, or SEDOL. **NOTE**: Only one identifier can be requested per request.**TRY IT OUT** - Choose One from -
BABA-USA,WALMEX-MX,7203-TKS,VOD-LON,NPN-JSE,MABAX,NZF,SPY-USA,AGG-USA,GLD-USA,AOR-USA,MNA-USA,UUP-USA,SP50-SPX,ESX-STX,XAO-ASX,WD-MSX,NG00-USA,GC00-USA,CC00-USA,C00-USA,FC00-USA,ER00-USA,EURUSD-FX1,USDMXN-FX1,AUDJPY-FX1,EURCZK-FX1,USDILS-FX1,USDZAR-FX1,US10YY-TU1,FDS#190621C00145000-USA,FDS#190621P00145000-USA
required: true
schema:
type: string
- name: req_id
in: query
description: >-
Request Identification String. Can be used by the application to
keep track of requests. The id is not used by this service,
however, it is included in the XML response.
schema:
type: string
- name: format
in: query
description: >-
The format of the output file. **TRY IT OUT** Choose from JSON, CSV,
CSV_NO_HEADER
schema:
type: string
default: XML
enum:
- XML
- JSON
- CSV
- CSV_NO_HEADER
- name: fields
in: query
description: >-
All available fields. This is a comma-seperated list (no spaces).
See definitions for details. Default is all fields when left blank.
schema:
type: string
- $ref: '#/components/parameters/sd'
- name: ed
in: query
description: >-
This is the end date for teh Snapshot History. Requests should be
made in the format **YYYYMMDD**. If the period requested is larger
than Max. Days requested, results will be limited to the Max Days
starting at sd/date. Defautl is sd or date. **TRY IT OUT** Cannot
use current day.
schema:
type: string
- name: st
in: query
description: >-
Requested start time. This is the start time for the snapshot
history requested. Requests should be made in a **HHMMSSS** format.
Range from 000000 - 235959. **TRY IT OUT** Cannot use current day.
schema:
type: string
default: '040000'
- name: et
in: query
description: >-
Requested end time. This is the end time for the snapshot history
requested. Requests should be made in a **HHMMSSS** format. Range
from 000000 - 235959. **TRY IT OUT** Cannot use current day.
schema:
type: string
default: '200000'
- name: interval
in: query
description: >-
Requested time interval. This is the interval the data is returned
from the service. Possible values from 1 Second (1S) to 1 Hour (1H).
A maximum of 10 Tick History Requests and a maximum of 100,000 rows
of data may be made in any one-minute period. Additional
subsctiption is available to access 20 requests/200,000 rows of data
per minute. Contact your FactSet team for details.
schema:
type: string
default: 1M
enum:
- '0'
- 1S
- 5S
- 10S
- 15S
- 30S
- 1M
- 2M
- 5M
- 10M
- 15M
- 30M
- 1H
- name: include_request
in: query
description: Flag to include request id and key in the CSV output.
schema:
type: string
default: 'false'
enum:
- 'true'
- T
- 'false'
- F
- name: dataset
in: query
description: >-
Decides what type of trades to return, default is all trades and
quotes, alternatively charting can be selected which will filter out
unofficial trades.
schema:
type: string
enum:
- ''
- charting
responses:
'200':
description: OK
content:
application/json:
schema:
$ref: '#/components/schemas/tickhistory_response'
example:
Request ID: ''
Requested Symbol: IBM-USA
Requested Fields: LAST_1,LAST_TIME_1,LAST_VOL_1
Request Key: 5C8926159C36F315
Error Code: 0
Error Description: ''
Field Names:
- LAST_1
- LAST_TIME_1
- LAST_VOL_1
Field IDs:
- 300
- 302
- 304
Key: IBM-USA:D
Values:
- - 139.59
- 105955785
- 326658
- - 138.1872
- 115957067
- 444631
- - 137.4711
- 125957913
- 477766
- - 137.7599
- 135956519
- 252993
- - 137.81
- 140059812
- 4595
application/xml:
schema:
$ref: '#/components/schemas/tickhistory_response'
example: >-
**TRY IT OUT** - Choose One from -
BABA-USA,WALMEX-MX,7203-TKS,VOD-LON,NPN-JSE,MABAX,NZF,SPY-USA,AGG-USA,GLD-USA,AOR-USA,MNA-USA,UUP-USA,SP50-SPX,ESX-STX,XAO-ASX,WD-MSX,NG00-USA,GC00-USA,CC00-USA,C00-USA,FC00-USA,ER00-USA,EURUSD-FX1,USDMXN-FX1,AUDJPY-FX1,EURCZK-FX1,USDILS-FX1,USDZAR-FX1,US10YY-TU1,FDS#190621C00145000-USA,FDS#190621P00145000-USA
required: true
schema:
type: string
- name: req_id
in: query
description: >-
Request Identification String. Can be used by the application to
keep track of requests. The id is not used by this service, however,
it is included in the XML response.
required: false
schema:
type: string
- name: start_date
in: query
description: >-
This is the start date for the Snapshot History. Requests should be
made in the format YYYYMMDD Default is current business day. Field
can be sd or date. TRY IT OUT Cannot use current day.
schema:
type: string
- name: start_time
in: query
description: >-
This is the start time for the snapshot history requested. Requests
should be made in a **HHMMSSS** format.Range from 000000 - 235959.
**TRY IT OUT** Cannot use current day
schema:
type: string
default: '040000'
- name: format
in: query
description: >-
The format of the output file. TRY IT OUT Choose from JSON, CSV,
CSV_NO_HEADER
schema:
type: string
default: XML
enum:
- XML
- JSON
- CSV
- CSV_NO_HEADER
- name: include_request
in: query
description: Flag to include request id and key in the CSV output.
schema:
type: string
default: 'false'
enum:
- 'true'
- T
- 'false'
- F
- name: dataset
in: query
description: >-
Decides what type of trades to return, default is all trades and
quotes, alternatively charting can be selected which will filter out
unofficial trades.
schema:
type: string
enum:
- ''
- charting
responses:
'200':
description: OK x
content:
application/json:
schema:
$ref: '#/components/schemas/tickhistory_response'
example:
Request ID: ''
Requested Symbol: IBM-USA
Requested Fields: LAST_1,LAST_TIME_1,LAST_VOL_1
Request Key: 5C8926159C36F315
Error Code: 0
Error Description: ''
Field Names:
- LAST_1
- LAST_TIME_1
- LAST_VOL_1
Field IDs:
- 300
- 302
- 304
Key: IBM-USA:D
Values:
- - 139.59
- 105955785
- 326658
- - 138.1872
- 115957067
- 444631
- - 137.4711
- 125957913
- 477766
- - 137.7599
- 135956519
- 252993
- - 137.81
- 140059812
- 4595
application/xml:
schema:
$ref: '#/components/schemas/tickhistory_response'
example: >-
**TRY IT OUT** - Choose One from -
BABA-USA,WALMEX-MX,7203-TKS,VOD-LON,NPN-JSE,MABAX,NZF,SPY-USA,AGG-USA,GLD-USA,AOR-USA,MNA-USA,UUP-USA,SP50-SPX,ESX-STX,XAO-ASX,WD-MSX,NG00-USA,GC00-USA,CC00-USA,C00-USA,FC00-USA,ER00-USA,EURUSD-FX1,USDMXN-FX1,AUDJPY-FX1,EURCZK-FX1,USDILS-FX1,USDZAR-FX1,US10YY-TU1,FDS#190621C00145000-USA,FDS#190621P00145000-USA
required: true
schema:
type: string
- name: format
in: query
description: >-
The format of the output file. TRY IT OUT Choose from JSON, CSV,
CSV_NO_HEADER
schema:
type: string
default: XML
enum:
- XML
- JSON
- CSV
- CSV_NO_HEADER
- name: date
in: query
description: >-
Request should be made in the format **YYYYMMDD**. The initial
release only supports requests from completed trading days
schema:
type: string
- name: time
in: query
description: >-
Request should be made in the format **HHMMSS**.HH- Hour, MM-
Minutes, SSS- Seconds
schema:
type: string
responses:
'200':
description: OK x
content:
application/json:
schema:
$ref: '#/components/schemas/tickhistory_response'
example:
Request ID: ''
Requested Symbol: IBM-USA
Requested Fields: LAST_1,LAST_TIME_1,LAST_VOL_1
Request Key: 5C8926159C36F315
Error Code: 0
Error Description: ''
Field Names:
- LAST_1
- LAST_TIME_1
- LAST_VOL_1
Field IDs:
- 300
- 302
- 304
Key: IBM-USA:D
Values:
- - 139.59
- 105955785
- 326658
- - 138.1872
- 115957067
- 444631
- - 137.4711
- 125957913
- 477766
- - 137.7599
- 135956519
- 252993
- - 137.81
- 140059812
- 4595
application/xml:
schema:
$ref: '#/components/schemas/tickhistory_response'
example: >-
**TRY IT OUT** - Choose One from -
BABA-USA,WALMEX-MX,7203-TKS,VOD-LON,NPN-JSE,MABAX,NZF,SPY-USA,AGG-USA,GLD-USA,AOR-USA,MNA-USA,UUP-USA,SP50-SPX,ESX-STX,XAO-ASX,WD-MSX,NG00-USA,GC00-USA,CC00-USA,C00-USA,FC00-USA,ER00-USA,EURUSD-FX1,USDMXN-FX1,AUDJPY-FX1,EURCZK-FX1,USDILS-FX1,USDZAR-FX1,US10YY-TU1,FDS#190621C00145000-USA,FDS#190621P00145000-USA
required: true
schema:
type: string
- name: date
in: query
description: >-
Request should be made in the format **YYYYMMDD**. The initial
release only supports requests from completed trading days
schema:
type: string
- name: time
in: query
description: >-
Request should be made in the format **HHMMSSS**.HH- Hour, MM-
Minutes, SS- Seconds
schema:
type: string
- name: format
in: query
description: >-
The format of the output file. TRY IT OUT Choose from JSON, CSV,
CSV_NO_HEADER
schema:
type: string
default: XML
enum:
- XML
- JSON
- CSV
- CSV_NO_HEADER
responses:
'200':
description: OK x
content:
application/json:
schema:
$ref: '#/components/schemas/tickhistory_response'
example:
Request ID: ''
Requested Symbol: IBM-USA
Requested Fields: LAST_1,LAST_TIME_1,LAST_VOL_1
Request Key: 5C8926159C36F315
Error Code: 0
Error Description: ''
Field Names:
- LAST_1
- LAST_TIME_1
- LAST_VOL_1
Field IDs:
- 300
- 302
- 304
Key: IBM-USA:D
Values:
- - 139.59
- 105955785
- 326658
- - 138.1872
- 115957067
- 444631
- - 137.4711
- 125957913
- 477766
- - 137.7599
- 135956519
- 252993
- - 137.81
- 140059812
- 4595
application/xml:
schema:
$ref: '#/components/schemas/tickhistory_response'
example: >-
**TRY IT OUT** - Choose One from -
BABA-USA,WALMEX-MX,7203-TKS,VOD-LON,NPN-JSE,MABAX,NZF,SPY-USA,AGG-USA,GLD-USA,AOR-USA,MNA-USA,UUP-USA,SP50-SPX,ESX-STX,XAO-ASX,WD-MSX,NG00-USA,GC00-USA,CC00-USA,C00-USA,FC00-USA,ER00-USA,EURUSD-FX1,USDMXN-FX1,AUDJPY-FX1,EURCZK-FX1,USDILS-FX1,USDZAR-FX1,US10YY-TU1,FDS#190621C00145000-USA,FDS#190621P00145000-USA
required: true
schema:
type: string
- name: req_id
in: query
description: >-
Request Identification String. Can be used by the application to
keep track of requests. The id is not used by this service, however,
it is included in the XML response.
required: false
schema:
type: string
- name: format
in: query
description: >-
The format of the output file. TRY IT OUT Choose from JSON, CSV,
CSV_NO_HEADER
schema:
type: string
default: XML
enum:
- XML
- JSON
- CSV
- CSV_NO_HEADER
- name: date
in: query
description: >-
Request should be made in the format **YYYYMMDD**. The initial
release only supports requests from completed trading days
schema:
type: string
- name: time
in: query
description: >-
Request should be made in the format **HHMMSSS**.HH- Hour, MM-
Minutes, SS- Seconds
schema:
type: string
responses:
'200':
description: OK x
content:
application/json:
schema:
$ref: '#/components/schemas/tickhistory_response'
example:
Request ID: ''
Requested Symbol: IBM-USA
Requested Fields: LAST_1,LAST_TIME_1,LAST_VOL_1
Request Key: 5C8926159C36F315
Error Code: 0
Error Description: ''
Field Names:
- LAST_1
- LAST_TIME_1
- LAST_VOL_1
Field IDs:
- 300
- 302
- 304
Key: IBM-USA:D
Values:
- - 139.59
- 105955785
- 326658
- - 138.1872
- 115957067
- 444631
- - 137.4711
- 125957913
- 477766
- - 137.7599
- 135956519
- 252993
- - 137.81
- 140059812
- 4595
application/xml:
schema:
$ref: '#/components/schemas/tickhistory_response'
example: >-
**TRY IT OUT** - Choose One from - BABA-USA,WALMEX-MX,7203-TKS,VOD-LON,NPN-JSE,MABAX,NZF,SPY-USA,AGG-USA,GLD-USA,AOR-USA,MNA-USA,UUP-USA,SP50-SPX,ESX-STX,XAO-ASX,WD-MSX,NG00-USA,GC00-USA,CC00-USA,C00-USA,FC00-USA,ER00-USA,EURUSD-FX1,USDMXN-FX1,AUDJPY-FX1,EURCZK-FX1,USDILS-FX1,USDZAR-FX1,US10YY-TU1,FDS#190621C00145000-USA,FDS#190621P00145000-USA required: true schema: type: string fields: name: fields in: query description: >- All available fields. This is a comma-seperated list (no spaces). See definitions for details. Default is all fields when left blank. schema: type: string sd: name: sd in: query description: >- This is the start date for the Snapshot History. Requests should be made in the format **YYYYMMDD**. Default is current business day. Field can be sd or date. **TRY IT OUT** Cannot use current day. schema: type: string ed: name: ed in: query description: >- This is the end date for teh Snapshot History. Requests should be made in the format **YYYYMMDD**. If the period requested is larger than Max. Days requested, results will be limited to the Max Days starting at sd/date. Defautl is sd or date. **TRY IT OUT** Cannot use current day. schema: type: string st: name: st in: query description: >- Requested start time. This is the start time for the snapshot history requested. Requests should be made in a **HHMMSSS** format. Range from 000000 - 235959. **TRY IT OUT** Cannot use current day. schema: type: string default: '040000' et: name: et in: query description: >- Requested end time. This is the end time for the snapshot history requested. Requests should be made in a **HHMMSSS** format. Range from 000000 - 235959. **TRY IT OUT** Cannot use current day. schema: type: string default: '200000' interval: name: interval in: query description: >- Requested time interval. This is the interval the data is returned from the service. Possible values from 1 Second (1S) to 1 Hour (1H). A maximum of 10 Tick History Requests and a maximum of 100,000 rows of data may be made in any one-minute period. Additional subsctiption is available to access 20 requests/200,000 rows of data per minute. Contact your FactSet team for details. schema: type: string default: 1M enum: - '0' - 1S - 5S - 10S - 15S - 30S - 1M - 2M - 5M - 10M - 15M - 30M - 1H include_request: name: include_request in: query description: Flag to include request id and key in the CSV output. schema: type: string default: 'false' enum: - 'true' - T - 'false' - F dataset: name: dataset in: query description: >- Decides what type of trades to return, default is all trades and quotes, alternatively charting can be selected which will filter out unofficial trades. schema: type: string enum: - '' - charting securitySchemes: UserSecurity: type: http description: Basic Authentication scheme: basic tags: - name: TickHistory