openapi: 3.0.0
info:
version: 3.0.0
title: Factset Time Series API For Digital Portals
description: >
Time series data, end-of-day or intraday, tick-by-tick or subsampled.
Additional vendor-specific endpoints provide a modified interface
for seamless integration with the ChartIQ chart library.
This API is focused on high-performance applications that are
* serving millions of end-users,
* accessible by client browsers via the internet,
* integrated into complex infrastructures such as existing frontend
frameworks or authentication services.
This API has been designed for direct use by client web applications and
feature extreme low latency:
The average response time across all endpoints is 30 ms whereas 99% of all
requests are answered in close to under 300ms.
See the [Real-Time Quotes API for Digital
Portals](https://developer.factset.com/api-catalog/real-time-quotes-api) for
access to detailed
price information.
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
servers:
- url: https://api.factset.com/wealth/v3
paths:
/vendor/chartIQ/timeSeries/eod/list:
post:
tags:
- Vendor
operationId: post/vendor/chartIQ/timeSeries/eod/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: true
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset End-of-day time series data for a notation.
description: >-
End-of-day time series data for a notation. The resulting time series is
always adjusted for currency changes.
Pagination to a previous
page is not supported and `pagination.previous` is always `null`.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostVendorChartIQTimeSeriesEodListRequest'
required: true
responses:
'200':
$ref: '#/components/responses/PostVendorChartIQTimeSeriesEodList200Response'
parameters: []
/vendor/chartIQ/timeSeries/eod/subsample/get:
post:
tags:
- Vendor
operationId: post/vendor/chartIQ/timeSeries/eod/subsample/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset Single subsample end-of-day data for a notation.
description: >-
Single subsample end-of-day data for a notation. The sample is always
adjusted for currency changes. The subsample may exceed the entitled
date range, but will be based only on days that are in the entitled
range.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: >-
#/components/schemas/PostVendorChartIQTimeSeriesEodSubsampleGetRequest
required: true
responses:
'200':
$ref: >-
#/components/responses/PostVendorChartIQTimeSeriesEodSubsampleGet200Response
parameters: []
/vendor/chartIQ/timeSeries/eod/subsample/list:
post:
tags:
- Vendor
operationId: post/vendor/chartIQ/timeSeries/eod/subsample/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: true
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset Subsampled end-of-day time series data for a notation.
description: >-
Subsampled end-of-day time series data for a notation. The resulting
time series is always adjusted for currency changes. If a subsample's
date range is not entirely within the maximally entitled date range, the
subsample is excluded from the response.
Pagination to a previous
page is not supported and `pagination.previous` is always `null`.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: >-
#/components/schemas/PostVendorChartIQTimeSeriesEodSubsampleListRequest
required: true
responses:
'200':
$ref: >-
#/components/responses/PostVendorChartIQTimeSeriesEodSubsampleList200Response
parameters: []
/vendor/chartIQ/timeSeries/intraday/subsample/get:
post:
tags:
- Vendor
operationId: post/vendor/chartIQ/timeSeries/intraday/subsample/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset Single subsample intraday data for a notation.
description: >-
Single subsample intraday data for a notation. The subsample may exceed
the entitled time range, but will be based only on ticks that are in the
entitled range.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: >-
#/components/schemas/PostVendorChartIQTimeSeriesIntradaySubsampleGetRequest
required: true
responses:
'200':
$ref: >-
#/components/responses/PostVendorChartIQTimeSeriesIntradaySubsampleGet200Response
parameters: []
/vendor/chartIQ/timeSeries/intraday/subsample/list:
post:
tags:
- Vendor
operationId: post/vendor/chartIQ/timeSeries/intraday/subsample/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: true
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset Subsampled intraday time series data for a notation.
description: >-
Subsampled intraday time series data for a notation. If a subsample's
time range is not entirely within the maximally entitled time range, the
subsample is excluded from the response.
Pagination to a previous
page is not supported and `pagination.previous` is always `null`.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: >-
#/components/schemas/PostVendorChartIQTimeSeriesIntradaySubsampleListRequest
required: true
responses:
'200':
$ref: >-
#/components/responses/PostVendorChartIQTimeSeriesIntradaySubsampleList200Response
parameters: []
/prices/timeSeries/eod/list:
post:
tags:
- Prices
operationId: post/prices/timeSeries/eod/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: true
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset End-of-day time series data for a notation.
description: >-
End-of-day time series data for a notation. The resulting time series is
always adjusted for currency changes.
Pagination to a previous
page is not supported and `pagination.previous` is always `null`.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostPricesTimeSeriesEodListRequest'
required: true
responses:
'200':
$ref: '#/components/responses/PostPricesTimeSeriesEodList200Response'
parameters: []
/prices/timeSeries/eod/subsample/get:
post:
tags:
- Prices
operationId: post/prices/timeSeries/eod/subsample/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset Single subsample end-of-day data for a notation.
description: >-
Single subsample end-of-day data for a notation. The sample is always
adjusted for currency changes. The subsample may exceed the entitled
date range, but will be based only on days that are in the entitled
range.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostPricesTimeSeriesEodSubsampleGetRequest'
required: true
responses:
'200':
$ref: >-
#/components/responses/PostPricesTimeSeriesEodSubsampleGet200Response
parameters: []
/prices/timeSeries/eod/subsample/list:
post:
tags:
- Prices
operationId: post/prices/timeSeries/eod/subsample/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: true
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset Subsampled end-of-day time series data for a notation.
description: >-
Subsampled end-of-day time series data for a notation. The resulting
time series is always adjusted for currency changes. If a subsample's
date range is not entirely within the maximally entitled date range, the
subsample is excluded from the response.
Pagination to a previous
page is not supported and `pagination.previous` is always `null`.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostPricesTimeSeriesEodSubsampleListRequest'
required: true
responses:
'200':
$ref: >-
#/components/responses/PostPricesTimeSeriesEodSubsampleList200Response
parameters: []
/prices/timeSeries/intraday/list:
post:
tags:
- Prices
operationId: post/prices/timeSeries/intraday/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: true
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset Intraday time series data for a notation.
description: >-
Intraday time series data for a notation.
Pagination to a
previous page is not supported and `pagination.previous` is always
`null`.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: '#/components/schemas/PostPricesTimeSeriesIntradayListRequest'
required: true
responses:
'200':
$ref: '#/components/responses/PostPricesTimeSeriesIntradayList200Response'
parameters: []
/prices/timeSeries/intraday/subsample/get:
post:
tags:
- Prices
operationId: post/prices/timeSeries/intraday/subsample/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset Single subsample intraday data for a notation.
description: >-
Single subsample intraday data for a notation. The subsample may exceed
the entitled time range, but will be based only on ticks that are in the
entitled range.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: >-
#/components/schemas/PostPricesTimeSeriesIntradaySubsampleGetRequest
required: true
responses:
'200':
$ref: >-
#/components/responses/PostPricesTimeSeriesIntradaySubsampleGet200Response
parameters: []
/prices/timeSeries/intraday/subsample/list:
post:
tags:
- Prices
operationId: post/prices/timeSeries/intraday/subsample/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: true
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset Subsampled intraday time series data for a notation.
description: >-
Subsampled intraday time series data for a notation. If a subsample's
time range is not entirely within the maximally entitled time range, the
subsample is excluded from the response.
Pagination to a previous
page is not supported and `pagination.previous` is always `null`.
requestBody:
description: Request Body
content:
application/json:
schema:
$ref: >-
#/components/schemas/PostPricesTimeSeriesIntradaySubsampleListRequest
required: true
responses:
'200':
$ref: >-
#/components/responses/PostPricesTimeSeriesIntradaySubsampleList200Response
parameters: []
components:
schemas:
ErrorMetaObject:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject'
ErrorObject:
type: array
description: >-
The errors member contains additional information about a failed
request.
items:
type: object
properties:
details:
type: string
description: >-
A human-readable, unstructured explanation specific to this
occurrence of the failure.
encryptedDetails:
type: string
description: >-
Base64-encoded, internal details about the error, in addition to
"details".
type:
type: number
format: int32
description: Internal error type of the Foundation API protocol.
attribute:
type: array
description: >-
For a validation error, a reference to the request parameter that
failed validation; otherwise, an empty array.
items:
type: object
properties:
name:
type: string
description: Element of the path denoting the request parameter.
index:
type: number
format: int32
description: >-
If the attribute "name" designates an array, index of the
array element; otherwise the special value -1.
x-property-sort:
- name
- index
x-property-sort:
- details
- encryptedDetails
- type
- attribute
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
LanguageMember:
type: string
format: isoLanguage
description: ISO 639-1 code of the language.
maxLength: 2
minLength: 2
exclusiveMinimum: false
exclusiveMaximum: false
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).
description: The status member contains the status code of the response.
required:
- code
CursorBasedPaginationOutputObject:
type: object
description: Pagination attributes for the cursor-based pagination strategy.
properties:
total:
type: number
format: int32
description: Total number of entries in the result set.
isEstimatedTotal:
type: boolean
description: Flag indicating that the value of `total` is estimated.
next:
type: string
description: >-
The next cursor position to use in the parameter `pagination.cursor`
for an endpoint that supports cursor-based pagination, otherwise
`null`.
previous:
type: string
description: >-
The previous cursor position to use in the parameter
`pagination.cursor` for an endpoint that supports cursor-based
pagination. If a previous cursor position is not supported or
available, `previous` is `null`.
required:
- total
- isEstimatedTotal
- next
- previous
x-property-sort:
- total
- isEstimatedTotal
- next
- previous
CursorBasedPaginationOutputObjectWithoutTotal:
type: object
description: >-
Pagination attributes for the cursor-based pagination strategy; a total
element count is not supported.
properties:
next:
type: string
description: >-
The next cursor position to use in the parameter `pagination.cursor`
for an endpoint that supports cursor-based pagination, otherwise
`null`.
previous:
type: string
description: >-
The previous cursor position to use in the parameter
`pagination.cursor` for an endpoint that supports cursor-based
pagination. If a previous cursor position is not supported or
available, `previous` is `null`.
required:
- next
- previous
x-property-sort:
- next
- previous
OffsetBasedPaginationOutputObject:
type: object
description: Pagination attributes for the offset-based pagination strategy.
properties:
total:
type: number
format: int32
description: Total number of entries in the result set.
isEstimatedTotal:
type: boolean
description: Flag indicating that the value of "total" is estimated.
required:
- total
- isEstimatedTotal
x-property-sort:
- total
- isEstimatedTotal
OffsetBasedPaginationOutputObjectWithoutTotal:
type: object
description: >-
Pagination attributes for the offset-based pagination strategy; a total
element count is not supported.
properties:
hasNext:
type: boolean
description: >-
Flag indicating that a subsequent request with the same parameters,
except that the parameter `pagination.offset` is incremented by
`pagination.limit`, would yield additional results.
required:
- hasNext
x-property-sort:
- hasNext
PartialOutputObject:
type: object
properties:
isPartial:
type: boolean
description: >-
Flag indicating that the response is a possibly incomplete array or
an object containing a possibly incomplete array, due to hitting a
processing time limit. If `true`, some matching results might be
missing from the array, or elements for matching results might be
incorrectly included (for example, when priority sorting would have
removed the element). Depending on the use case, such a response may
be unsuitable.
description: Object denoting that the endpoint response is possibly incomplete.
required:
- isPartial
x-property-sort:
- isPartial
PostVendorChartIQTimeSeriesEodListRequest:
x-property-sort:
- data
- meta
description: Request Body
required:
- data
type: object
properties:
data:
type: object
x-property-sort:
- identifier
- type
- quality
- range
- newestFirst
- adjustments
description: The data member contains the request's primary data.
properties:
identifier:
type: object
x-property-sort:
- value
- type
description: Identifier and type.
properties:
value:
type: string
pattern: >-
^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
type:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- >-
Regional FactSet ticker symbol, identifying the primary
listing in the region.
- FactSet Permanent Identifier on listing level.
- >-
Regional FactSet Permanent Identifier, identifying the
primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required:
- value
- type
type:
type: string
description: Type of the price as configured for the customer.
default: trade
x-enum-description:
- Trade price (ordinary, auction, pre or post-trading).
- Bid price.
- Ask price.
- Yield price.
- Estimated price.
enum:
- trade
- bid
- ask
- yield
- estimate
quality:
type: string
description: Quality of the price.
default: DLY
x-enum-description:
- >-
Delayed: intraday prices with an exchange-imposed delay of
usually 15 to 30 minutes.
- >-
End-of-day: prices updated once per day after the close of
trading, possibly with an exchange-imposed delay of several
hours or days.
- >-
Best: choose the price quality with the least delay, as
entitled for the client.
enum:
- DLY
- EOD
- BST
range:
type: object
format: dateRange
x-isClosedInterval: false
properties:
start:
type: string
format: date
description: The starting point of the date range (inclusive).
end:
type: string
format: date
description: The ending point of the date range (exclusive).
x-property-sort:
- start
- end
required:
- start
- end
description: >-
Date range for the time series. A valid date range is between
1900-01-01 and the day after the current day.
newestFirst:
type: boolean
default: false
description: Deliver the chronological last part of the requested data first.
adjustments:
type: object
x-property-sort:
- payout
- split
description: Adjustments values returned.
properties:
payout:
type: boolean
default: false
description: >-
Adjustments are applied for corporate action effects due to
dividends, payouts, or other cash disbursements.
split:
type: boolean
default: true
description: >-
Adjustments are applied for corporate action effects due to
the notation having a split, a reverse split, or a similar
factor-based corporate action.
required:
- identifier
- range
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
pagination:
type: object
description: Pagination attributes for the cursor-based pagination strategy.
properties:
cursor:
type: string
maxLength: 50
exclusiveMaximum: false
description: >-
Starting point as returned in the attributes
`pagination.next` or `pagination.previous` by a prior
invocation of this endpoint, or undefined (default).
limit:
type: number
format: int32
minimum: 0
exclusiveMinimum: false
maximum: 5000
exclusiveMaximum: false
default: 20
description: Non-negative maximum number of entries to return.
x-property-sort:
- cursor
- limit
x-property-sort:
- attributes
- pagination
PostVendorChartIQTimeSeriesEodSubsampleGetRequest:
x-property-sort:
- data
- meta
description: Request Body
required:
- data
type: object
properties:
data:
type: object
x-property-sort:
- identifier
- type
- quality
- interval
- adjustments
description: The data member contains the request's primary data.
properties:
identifier:
type: object
x-property-sort:
- value
- type
description: Identifier and type.
properties:
value:
type: string
pattern: >-
^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
type:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- >-
Regional FactSet ticker symbol, identifying the primary
listing in the region.
- FactSet Permanent Identifier on listing level.
- >-
Regional FactSet Permanent Identifier, identifying the
primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required:
- value
- type
type:
type: string
description: Type of the price as configured for the customer.
default: trade
x-enum-description:
- Trade price (ordinary, auction, pre or post-trading).
- Bid price.
- Ask price.
- Yield price.
- Estimated price.
enum:
- trade
- bid
- ask
- yield
- estimate
quality:
type: string
description: Quality of the price.
default: DLY
x-enum-description:
- >-
Delayed: intraday prices with an exchange-imposed delay of
usually 15 to 30 minutes.
- >-
End-of-day: prices updated once per day after the close of
trading, possibly with an exchange-imposed delay of several
hours or days.
- >-
Best: choose the price quality with the least delay, as
entitled for the client.
enum:
- DLY
- EOD
- BST
interval:
type: object
format: dateRange
x-isClosedInterval: false
properties:
start:
type: string
format: date
description: 'The starting point of the interval (inclusive). '
end:
type: string
format: date
description: The ending point of the interval (exclusive).
x-property-sort:
- start
- end
required:
- start
- end
description: >-
Non-empty interval of days specifying a single subsample period.
The starting point `start` of the single subsample is usually
the attribute `range.end` of a previously received
`/vendor/chartIQ/timeSeries/eod/subsample/list` request. A valid
range is between 1900-01-01 and a day that is less than or equal
to the maximum allowed day determined from the delay period (if
any). The ending point `end` may exceed the maximally entitled
date range.
adjustments:
type: object
x-property-sort:
- payout
- split
description: Adjustments values returned.
properties:
payout:
type: boolean
default: false
description: >-
Adjustments are applied for corporate action effects due to
dividends, payouts, or other cash disbursements.
split:
type: boolean
default: true
description: >-
Adjustments are applied for corporate action effects due to
the notation having a split, a reverse split, or a similar
factor-based corporate action.
required:
- identifier
- interval
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
x-property-sort:
- attributes
PostVendorChartIQTimeSeriesEodSubsampleListRequest:
x-property-sort:
- data
- meta
description: Request Body
required:
- data
type: object
properties:
data:
type: object
x-property-sort:
- identifier
- type
- quality
- intervalSelection
- newestFirst
- adjustments
description: The data member contains the request's primary data.
properties:
identifier:
type: object
x-property-sort:
- value
- type
description: Identifier and type.
properties:
value:
type: string
pattern: >-
^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
type:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- >-
Regional FactSet ticker symbol, identifying the primary
listing in the region.
- FactSet Permanent Identifier on listing level.
- >-
Regional FactSet Permanent Identifier, identifying the
primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required:
- value
- type
type:
type: string
description: Type of the price as configured for the customer.
default: trade
x-enum-description:
- Trade price (ordinary, auction, pre or post-trading).
- Bid price.
- Ask price.
- Yield price.
- Estimated price.
enum:
- trade
- bid
- ask
- yield
- estimate
quality:
type: string
description: Quality of the price.
default: DLY
x-enum-description:
- >-
Delayed: intraday prices with an exchange-imposed delay of
usually 15 to 30 minutes.
- >-
End-of-day: prices updated once per day after the close of
trading, possibly with an exchange-imposed delay of several
hours or days.
- >-
Best: choose the price quality with the least delay, as
entitled for the client.
enum:
- DLY
- EOD
- BST
intervalSelection:
type: object
x-property-sort:
- intervals
- samples
description: >-
Select the intervals from which the subsamples are to be
created.
x-atMostOne: true
properties:
intervals:
type: array
nullable: false
items:
type: string
format: date
minItems: 2
maxItems: 600
description: >-
Non-empty intervals of days to consider for the request. The
array contains a list of at least two days in increasing
order. Each pair of adjacent entries day_n and day_(n+1)
specifies a half-open interval, that is a range of days d
where day_n <= d < day_(n+1). A subsample is computed for
each interval. The valid range of intervals is between
1900-01-01 and the day after the current day.
samples:
type: object
x-property-sort:
- end
- number
- granularity
description: >-
Subsample granularity and number of samples suitable for
end-of-day data.
properties:
end:
type: string
format: date
description: >-
Date of the end point of the subsamples (exclusive).
`end` is limited to the day after the current day.
number:
type: number
format: int32
minimum: 1
exclusiveMinimum: false
maximum: 10000
exclusiveMaximum: false
description: >-
Number of subsamples returned. The product of `number`
and `granularity` must not extend further into the past
than 1900-01-01.
granularity:
type: string
description: Subsample granularities suitable for end-of-day data.
default: 1w
x-enum-description:
- Each subsample interval encompasses 1 day.
- Each subsample interval encompasses 1 week.
- Each subsample interval encompasses 1 month.
- Each subsample interval encompasses 3 month.
- Each subsample interval encompasses 6 month.
- Each subsample interval encompasses 1 year.
enum:
- 1d
- 1w
- 1m
- 3m
- 6m
- 1y
required:
- end
- number
newestFirst:
type: boolean
default: false
description: Deliver the chronological last part of the requested data first.
adjustments:
type: object
x-property-sort:
- payout
- split
description: Adjustments values returned.
properties:
payout:
type: boolean
default: false
description: >-
Adjustments are applied for corporate action effects due to
dividends, payouts, or other cash disbursements.
split:
type: boolean
default: true
description: >-
Adjustments are applied for corporate action effects due to
the notation having a split, a reverse split, or a similar
factor-based corporate action.
required:
- identifier
- intervalSelection
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
pagination:
type: object
description: Pagination attributes for the cursor-based pagination strategy.
properties:
cursor:
type: string
maxLength: 50
exclusiveMaximum: false
description: >-
Starting point as returned in the attributes
`pagination.next` or `pagination.previous` by a prior
invocation of this endpoint, or undefined (default).
limit:
type: number
format: int32
minimum: 0
exclusiveMinimum: false
maximum: 5000
exclusiveMaximum: false
default: 20
description: Non-negative maximum number of entries to return.
x-property-sort:
- cursor
- limit
x-property-sort:
- attributes
- pagination
PostVendorChartIQTimeSeriesIntradaySubsampleGetRequest:
x-property-sort:
- data
- meta
description: Request Body
required:
- data
type: object
properties:
data:
type: object
x-property-sort:
- identifier
- type
- quality
- from
- granularity
- adjustments
description: The data member contains the request's primary data.
properties:
identifier:
type: object
x-property-sort:
- value
- type
description: Identifier and type.
properties:
value:
type: string
pattern: >-
^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
type:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- >-
Regional FactSet ticker symbol, identifying the primary
listing in the region.
- FactSet Permanent Identifier on listing level.
- >-
Regional FactSet Permanent Identifier, identifying the
primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required:
- value
- type
type:
type: string
description: Type of the price as configured for the customer.
default: trade
x-enum-description:
- Trade price (ordinary, auction, pre or post-trading).
- Bid price.
- Ask price.
- Yield price.
enum:
- trade
- bid
- ask
- yield
quality:
type: string
description: Quality of the price.
default: DLY
x-enum-description:
- >-
Real-time: intraday prices with minimal technical processing
delays.
- >-
Delayed: intraday prices with an exchange-imposed delay of
usually 15 to 30 minutes.
- >-
Best: choose the price quality with the least delay, as
entitled for the client.
enum:
- RLT
- DLY
- BST
from:
type: string
format: datetime
description: >-
Date and time of the start point of the subsample (inclusive).
`from` must be aligned to `granularity`. That is, the numerical
value is an integral multiple of the time span value represented
by `granularity`. The data accessible in the past is limited to
a few weeks at most. Values in the future are not allowed.
granularity:
type: string
description: Subsample granularities suitable for intraday data.
default: 1h
x-enum-description:
- Each subsample interval encompasses 1 second.
- Each subsample interval encompasses 5 seconds.
- Each subsample interval encompasses 10 seconds.
- Each subsample interval encompasses 30 seconds.
- Each subsample interval encompasses 1 minute.
- Each subsample interval encompasses 5 minutes.
- Each subsample interval encompasses 10 minutes.
- Each subsample interval encompasses 15 minutes.
- Each subsample interval encompasses 30 minutes.
- Each subsample interval encompasses 1 hour.
enum:
- 1s
- 5s
- 10s
- 30s
- 1m
- 5m
- 10m
- 15m
- 30m
- 1h
adjustments:
type: object
x-property-sort:
- split
description: Adjustments values returned.
properties:
split:
type: boolean
default: true
description: >-
Adjustments are applied for corporate action effects due to
the notation having a split, a reverse split, or a similar
factor-based corporate action.
required:
- identifier
- from
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
x-property-sort:
- attributes
PostVendorChartIQTimeSeriesIntradaySubsampleListRequest:
x-property-sort:
- data
- meta
description: Request Body
required:
- data
type: object
properties:
data:
type: object
x-property-sort:
- identifier
- type
- quality
- range
- granularity
- newestFirst
- adjustments
description: The data member contains the request's primary data.
properties:
identifier:
type: object
x-property-sort:
- value
- type
description: Identifier and type.
properties:
value:
type: string
pattern: >-
^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
type:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- >-
Regional FactSet ticker symbol, identifying the primary
listing in the region.
- FactSet Permanent Identifier on listing level.
- >-
Regional FactSet Permanent Identifier, identifying the
primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required:
- value
- type
type:
type: string
description: Type of the price as configured for the customer.
default: trade
x-enum-description:
- Trade price (ordinary, auction, pre or post-trading).
- Bid price.
- Ask price.
- Yield price.
enum:
- trade
- bid
- ask
- yield
quality:
type: string
description: Quality of the price.
default: DLY
x-enum-description:
- >-
Real-time: intraday prices with minimal technical processing
delays.
- >-
Delayed: intraday prices with an exchange-imposed delay of
usually 15 to 30 minutes.
- >-
Best: choose the price quality with the least delay, as
entitled for the client.
enum:
- RLT
- DLY
- BST
range:
type: object
format: timeRange
properties:
start:
type: string
format: datetime
description: >-
The starting point of the time range (inclusive). The data
accessible in the past is limited to a few weeks at most.
end:
type: string
format: datetime
description: >-
The ending point of the time range (exclusive). Values in
the future are not allowed.
x-property-sort:
- start
- end
required:
- start
- end
description: >-
Date and time range for the time series. The `start` and `end`
boundaries must be aligned to `granularity`. That is, the
numerical value is an integral multiple of the time span value
represented by `granularity`.
granularity:
type: string
description: Subsample granularities suitable for intraday data.
default: 1h
x-enum-description:
- Each subsample interval encompasses 1 second.
- Each subsample interval encompasses 5 seconds.
- Each subsample interval encompasses 10 seconds.
- Each subsample interval encompasses 30 seconds.
- Each subsample interval encompasses 1 minute.
- Each subsample interval encompasses 5 minutes.
- Each subsample interval encompasses 10 minutes.
- Each subsample interval encompasses 15 minutes.
- Each subsample interval encompasses 30 minutes.
- Each subsample interval encompasses 1 hour.
enum:
- 1s
- 5s
- 10s
- 30s
- 1m
- 5m
- 10m
- 15m
- 30m
- 1h
newestFirst:
type: boolean
default: false
description: Deliver the chronological last part of the requested data first.
adjustments:
type: object
x-property-sort:
- split
description: Adjustments values returned.
properties:
split:
type: boolean
default: true
description: >-
Adjustments are applied for corporate action effects due to
the notation having a split, a reverse split, or a similar
factor-based corporate action.
required:
- identifier
- range
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
pagination:
type: object
description: Pagination attributes for the cursor-based pagination strategy.
properties:
cursor:
type: string
maxLength: 50
exclusiveMaximum: false
description: >-
Starting point as returned in the attributes
`pagination.next` or `pagination.previous` by a prior
invocation of this endpoint, or undefined (default).
limit:
type: number
format: int32
minimum: 0
exclusiveMinimum: false
maximum: 5000
exclusiveMaximum: false
default: 20
description: Non-negative maximum number of entries to return.
x-property-sort:
- cursor
- limit
x-property-sort:
- attributes
- pagination
PostPricesTimeSeriesEodListRequest:
x-property-sort:
- data
- meta
description: Request Body
required:
- data
type: object
properties:
data:
type: object
x-property-sort:
- identifier
- type
- quality
- range
- newestFirst
- adjustments
description: The data member contains the request's primary data.
properties:
identifier:
type: object
x-property-sort:
- value
- type
description: Identifier and type.
properties:
value:
type: string
pattern: >-
^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
type:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- >-
Regional FactSet ticker symbol, identifying the primary
listing in the region.
- FactSet Permanent Identifier on listing level.
- >-
Regional FactSet Permanent Identifier, identifying the
primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required:
- value
- type
type:
type: string
description: Type of the price as configured for the customer.
default: trade
x-enum-description:
- Trade price (ordinary, auction, pre or post-trading).
- Bid price.
- Ask price.
- Yield price.
- Estimated price.
enum:
- trade
- bid
- ask
- yield
- estimate
quality:
type: string
description: Quality of the price.
default: DLY
x-enum-description:
- >-
Delayed: intraday prices with an exchange-imposed delay of
usually 15 to 30 minutes.
- >-
End-of-day: prices updated once per day after the close of
trading, possibly with an exchange-imposed delay of several
hours or days.
- >-
Best: choose the price quality with the least delay, as
entitled for the client.
enum:
- DLY
- EOD
- BST
range:
type: object
format: dateRange
x-isClosedInterval: false
properties:
start:
type: string
format: date
description: The starting point of the date range (inclusive).
end:
type: string
format: date
description: The ending point of the date range (exclusive).
x-property-sort:
- start
- end
required:
- start
- end
description: >-
Date range for the time series. A valid date range is between
1900-01-01 and the day after the current day.
newestFirst:
type: boolean
default: false
description: Deliver the chronological last part of the requested data first.
adjustments:
type: object
x-property-sort:
- payout
- split
description: Adjustments values returned.
properties:
payout:
type: boolean
default: false
description: >-
Adjustments are applied for corporate action effects due to
dividends, payouts, or other cash disbursements.
split:
type: boolean
default: true
description: >-
Adjustments are applied for corporate action effects due to
the notation having a split, a reverse split, or a similar
factor-based corporate action.
required:
- identifier
- range
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
pagination:
type: object
description: Pagination attributes for the cursor-based pagination strategy.
properties:
cursor:
type: string
maxLength: 50
exclusiveMaximum: false
description: >-
Starting point as returned in the attributes
`pagination.next` or `pagination.previous` by a prior
invocation of this endpoint, or undefined (default).
limit:
type: number
format: int32
minimum: 0
exclusiveMinimum: false
maximum: 5000
exclusiveMaximum: false
default: 20
description: Non-negative maximum number of entries to return.
x-property-sort:
- cursor
- limit
x-property-sort:
- attributes
- pagination
PostPricesTimeSeriesEodSubsampleGetRequest:
x-property-sort:
- data
- meta
description: Request Body
required:
- data
type: object
properties:
data:
type: object
x-property-sort:
- identifier
- type
- quality
- interval
- adjustments
description: The data member contains the request's primary data.
properties:
identifier:
type: object
x-property-sort:
- value
- type
description: Identifier and type.
properties:
value:
type: string
pattern: >-
^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
type:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- >-
Regional FactSet ticker symbol, identifying the primary
listing in the region.
- FactSet Permanent Identifier on listing level.
- >-
Regional FactSet Permanent Identifier, identifying the
primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required:
- value
- type
type:
type: string
description: Type of the price as configured for the customer.
default: trade
x-enum-description:
- Trade price (ordinary, auction, pre or post-trading).
- Bid price.
- Ask price.
- Yield price.
- Estimated price.
enum:
- trade
- bid
- ask
- yield
- estimate
quality:
type: string
description: Quality of the price.
default: DLY
x-enum-description:
- >-
Delayed: intraday prices with an exchange-imposed delay of
usually 15 to 30 minutes.
- >-
End-of-day: prices updated once per day after the close of
trading, possibly with an exchange-imposed delay of several
hours or days.
- >-
Best: choose the price quality with the least delay, as
entitled for the client.
enum:
- DLY
- EOD
- BST
interval:
type: object
format: dateRange
x-isClosedInterval: false
properties:
start:
type: string
format: date
description: 'The starting point of the interval (inclusive). '
end:
type: string
format: date
description: The ending point of the interval (exclusive).
x-property-sort:
- start
- end
required:
- start
- end
description: >-
Non-empty interval of days specifying a single subsample period.
The starting point `start` of the single subsample is usually
the attribute `range.end` of a previously received
`/prices/timeSeries/eod/subsample/list` request. A valid range
is between 1900-01-01 and a day that is less than or equal to
the maximum allowed day determined from the delay period (if
any). The ending point `end` may exceed the maximally entitled
date range.
adjustments:
type: object
x-property-sort:
- payout
- split
description: Adjustments values returned.
properties:
payout:
type: boolean
default: false
description: >-
Adjustments are applied for corporate action effects due to
dividends, payouts, or other cash disbursements.
split:
type: boolean
default: true
description: >-
Adjustments are applied for corporate action effects due to
the notation having a split, a reverse split, or a similar
factor-based corporate action.
required:
- identifier
- interval
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
x-property-sort:
- attributes
PostPricesTimeSeriesEodSubsampleListRequest:
x-property-sort:
- data
- meta
description: Request Body
required:
- data
type: object
properties:
data:
type: object
x-property-sort:
- identifier
- type
- quality
- intervalSelection
- newestFirst
- adjustments
description: The data member contains the request's primary data.
properties:
identifier:
type: object
x-property-sort:
- value
- type
description: Identifier and type.
properties:
value:
type: string
pattern: >-
^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
type:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- >-
Regional FactSet ticker symbol, identifying the primary
listing in the region.
- FactSet Permanent Identifier on listing level.
- >-
Regional FactSet Permanent Identifier, identifying the
primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required:
- value
- type
type:
type: string
description: Type of the price as configured for the customer.
default: trade
x-enum-description:
- Trade price (ordinary, auction, pre or post-trading).
- Bid price.
- Ask price.
- Yield price.
- Estimated price.
enum:
- trade
- bid
- ask
- yield
- estimate
quality:
type: string
description: Quality of the price.
default: DLY
x-enum-description:
- >-
Delayed: intraday prices with an exchange-imposed delay of
usually 15 to 30 minutes.
- >-
End-of-day: prices updated once per day after the close of
trading, possibly with an exchange-imposed delay of several
hours or days.
- >-
Best: choose the price quality with the least delay, as
entitled for the client.
enum:
- DLY
- EOD
- BST
intervalSelection:
type: object
x-property-sort:
- intervals
- samples
description: >-
Select the intervals from which the subsamples are to be
created.
x-atMostOne: true
properties:
intervals:
type: array
nullable: false
items:
type: string
format: date
minItems: 2
maxItems: 600
description: >-
Non-empty intervals of days to consider for the request. The
array contains a list of at least two days in increasing
order. Each pair of adjacent entries day_n and day_(n+1)
specifies a half-open interval, that is a range of days d
where day_n <= d < day_(n+1). A subsample is computed for
each interval. The valid range of intervals is between
1900-01-01 and the day after the current day.
samples:
type: object
x-property-sort:
- end
- number
- granularity
description: >-
Subsample granularity and number of samples suitable for
end-of-day data.
properties:
end:
type: string
format: date
description: >-
Date of the end point of the subsamples (exclusive).
`end` is limited to the day after the current day.
number:
type: number
format: int32
minimum: 1
exclusiveMinimum: false
maximum: 10000
exclusiveMaximum: false
description: >-
Number of subsamples returned. The product of `number`
and `granularity` must not extend further into the past
than 1900-01-01.
granularity:
type: string
description: Subsample granularities suitable for end-of-day data.
default: 1w
x-enum-description:
- Each subsample interval encompasses 1 day.
- Each subsample interval encompasses 1 week.
- Each subsample interval encompasses 1 month.
- Each subsample interval encompasses 3 month.
- Each subsample interval encompasses 6 month.
- Each subsample interval encompasses 1 year.
enum:
- 1d
- 1w
- 1m
- 3m
- 6m
- 1y
required:
- end
- number
newestFirst:
type: boolean
default: false
description: Deliver the chronological last part of the requested data first.
adjustments:
type: object
x-property-sort:
- payout
- split
description: Adjustments values returned.
properties:
payout:
type: boolean
default: false
description: >-
Adjustments are applied for corporate action effects due to
dividends, payouts, or other cash disbursements.
split:
type: boolean
default: true
description: >-
Adjustments are applied for corporate action effects due to
the notation having a split, a reverse split, or a similar
factor-based corporate action.
required:
- identifier
- intervalSelection
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
pagination:
type: object
description: Pagination attributes for the cursor-based pagination strategy.
properties:
cursor:
type: string
maxLength: 50
exclusiveMaximum: false
description: >-
Starting point as returned in the attributes
`pagination.next` or `pagination.previous` by a prior
invocation of this endpoint, or undefined (default).
limit:
type: number
format: int32
minimum: 0
exclusiveMinimum: false
maximum: 5000
exclusiveMaximum: false
default: 20
description: Non-negative maximum number of entries to return.
x-property-sort:
- cursor
- limit
x-property-sort:
- attributes
- pagination
PostPricesTimeSeriesIntradayListRequest:
x-property-sort:
- data
- meta
description: Request Body
required:
- data
type: object
properties:
data:
type: object
x-property-sort:
- identifier
- type
- quality
- range
- newestFirst
- applyTickCorrections
- includeVolumeOnlyTicks
- adjustments
description: The data member contains the request's primary data.
properties:
identifier:
type: object
x-property-sort:
- value
- type
description: Identifier and type.
properties:
value:
type: string
pattern: >-
^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
type:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- >-
Regional FactSet ticker symbol, identifying the primary
listing in the region.
- FactSet Permanent Identifier on listing level.
- >-
Regional FactSet Permanent Identifier, identifying the
primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required:
- value
- type
type:
type: string
description: Type of the price as configured for the customer.
default: trade
x-enum-description:
- Trade price (ordinary, auction, pre or post-trading).
- Bid price.
- Ask price.
- Yield price.
enum:
- trade
- bid
- ask
- yield
quality:
type: string
description: Quality of the price.
default: DLY
x-enum-description:
- >-
Real-time: intraday prices with minimal technical processing
delays.
- >-
Delayed: intraday prices with an exchange-imposed delay of
usually 15 to 30 minutes.
- >-
Best: choose the price quality with the least delay, as
entitled for the client.
enum:
- RLT
- DLY
- BST
range:
type: object
format: timeRange
properties:
start:
type: string
format: datetime
description: >-
The starting point of the time range (inclusive). The data
accessible in the past is limited to a few weeks at most.
end:
type: string
format: datetime
description: >-
The ending point of the time range (exclusive). Values in
the future are not allowed.
x-property-sort:
- start
- end
required:
- start
- end
description: Date and time range for the time series.
newestFirst:
type: boolean
default: false
description: Deliver the chronological last part of the requested data first.
applyTickCorrections:
type: string
description: >-
This attribute represents the choice whether to apply insert,
update, and delete corrections for individual ticks sent by the
exchange or devised by FactSet Digital Solutions GmbH.
If the exchange or FactSet Digital Solutions GmbH decides to correct data, a correction instruction tick is sent shortly (usually on the same trading day) after dissemination of the corresponding original tick (if any). The correction instruction is then applied, yielding a corrected view. For "insert" corrections, there is no original tick, and the corrected view contains the inserted tick. For "update" corrections, the corrected view contains the updated original tick. For "delete" corrections, the original tick is removed from the corrected view.
default: none
x-enum-description:
- Select original tick data without applying any corrections.
- Select corrected view.
enum:
- none
- all
includeVolumeOnlyTicks:
type: boolean
default: false
description: Include ticks that contain a volume without a price.
adjustments:
type: object
x-property-sort:
- split
description: Adjustments values returned.
properties:
split:
type: boolean
default: true
description: >-
Adjustments are applied for corporate action effects due to
the notation having a split, a reverse split, or a similar
factor-based corporate action.
required:
- identifier
- range
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
pagination:
type: object
description: Pagination attributes for the cursor-based pagination strategy.
properties:
cursor:
type: string
maxLength: 50
exclusiveMaximum: false
description: >-
Starting point as returned in the attributes
`pagination.next` or `pagination.previous` by a prior
invocation of this endpoint, or undefined (default).
limit:
type: number
format: int32
minimum: 0
exclusiveMinimum: false
maximum: 500
exclusiveMaximum: false
default: 20
description: Non-negative maximum number of entries to return.
x-property-sort:
- cursor
- limit
x-property-sort:
- attributes
- pagination
PostPricesTimeSeriesIntradaySubsampleGetRequest:
x-property-sort:
- data
- meta
description: Request Body
required:
- data
type: object
properties:
data:
type: object
x-property-sort:
- identifier
- type
- quality
- from
- granularity
- adjustments
description: The data member contains the request's primary data.
properties:
identifier:
type: object
x-property-sort:
- value
- type
description: Identifier and type.
properties:
value:
type: string
pattern: >-
^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
type:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- >-
Regional FactSet ticker symbol, identifying the primary
listing in the region.
- FactSet Permanent Identifier on listing level.
- >-
Regional FactSet Permanent Identifier, identifying the
primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required:
- value
- type
type:
type: string
description: Type of the price as configured for the customer.
default: trade
x-enum-description:
- Trade price (ordinary, auction, pre or post-trading).
- Bid price.
- Ask price.
- Yield price.
enum:
- trade
- bid
- ask
- yield
quality:
type: string
description: Quality of the price.
default: DLY
x-enum-description:
- >-
Real-time: intraday prices with minimal technical processing
delays.
- >-
Delayed: intraday prices with an exchange-imposed delay of
usually 15 to 30 minutes.
- >-
Best: choose the price quality with the least delay, as
entitled for the client.
enum:
- RLT
- DLY
- BST
from:
type: string
format: datetime
description: >-
Date and time of the start point of the subsample (inclusive).
`from` must be aligned to `granularity`. That is, the numerical
value is an integral multiple of the time span value represented
by `granularity`. The data accessible in the past is limited to
a few weeks at most. Values in the future are not allowed.
granularity:
type: string
description: Subsample granularities suitable for intraday data.
default: 1h
x-enum-description:
- Each subsample interval encompasses 1 second.
- Each subsample interval encompasses 5 seconds.
- Each subsample interval encompasses 10 seconds.
- Each subsample interval encompasses 30 seconds.
- Each subsample interval encompasses 1 minute.
- Each subsample interval encompasses 5 minutes.
- Each subsample interval encompasses 10 minutes.
- Each subsample interval encompasses 15 minutes.
- Each subsample interval encompasses 30 minutes.
- Each subsample interval encompasses 1 hour.
enum:
- 1s
- 5s
- 10s
- 30s
- 1m
- 5m
- 10m
- 15m
- 30m
- 1h
adjustments:
type: object
x-property-sort:
- split
description: Adjustments values returned.
properties:
split:
type: boolean
default: true
description: >-
Adjustments are applied for corporate action effects due to
the notation having a split, a reverse split, or a similar
factor-based corporate action.
required:
- identifier
- from
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
x-property-sort:
- attributes
PostPricesTimeSeriesIntradaySubsampleListRequest:
x-property-sort:
- data
- meta
description: Request Body
required:
- data
type: object
properties:
data:
type: object
x-property-sort:
- identifier
- type
- quality
- range
- granularity
- newestFirst
- adjustments
description: The data member contains the request's primary data.
properties:
identifier:
type: object
x-property-sort:
- value
- type
description: Identifier and type.
properties:
value:
type: string
pattern: >-
^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
maxLength: 50
exclusiveMaximum: false
minLength: 3
exclusiveMinimum: false
description: Identifier to resolve.
type:
type: string
description: Type of the identifier.
x-enum-description:
- MDG identifier of a listing.
- FactSet market symbol of a listing.
- >-
Regional FactSet ticker symbol, identifying the primary
listing in the region.
- FactSet Permanent Identifier on listing level.
- >-
Regional FactSet Permanent Identifier, identifying the
primary listing in the region.
enum:
- idNotation
- tickerExchange
- tickerRegion
- fdsPermanentIdentifierListing
- fdsPermanentIdentifierRegional
required:
- value
- type
type:
type: string
description: Type of the price as configured for the customer.
default: trade
x-enum-description:
- Trade price (ordinary, auction, pre or post-trading).
- Bid price.
- Ask price.
- Yield price.
enum:
- trade
- bid
- ask
- yield
quality:
type: string
description: Quality of the price.
default: DLY
x-enum-description:
- >-
Real-time: intraday prices with minimal technical processing
delays.
- >-
Delayed: intraday prices with an exchange-imposed delay of
usually 15 to 30 minutes.
- >-
Best: choose the price quality with the least delay, as
entitled for the client.
enum:
- RLT
- DLY
- BST
range:
type: object
format: timeRange
properties:
start:
type: string
format: datetime
description: >-
The starting point of the time range (inclusive). The data
accessible in the past is limited to a few weeks at most.
end:
type: string
format: datetime
description: >-
The ending point of the time range (exclusive). Values in
the future are not allowed.
x-property-sort:
- start
- end
required:
- start
- end
description: >-
Date and time range for the time series. The `start` and `end`
boundaries must be aligned to `granularity`. That is, the
numerical value is an integral multiple of the time span value
represented by `granularity`.
granularity:
type: string
description: Subsample granularities suitable for intraday data.
default: 1h
x-enum-description:
- Each subsample interval encompasses 1 second.
- Each subsample interval encompasses 5 seconds.
- Each subsample interval encompasses 10 seconds.
- Each subsample interval encompasses 30 seconds.
- Each subsample interval encompasses 1 minute.
- Each subsample interval encompasses 5 minutes.
- Each subsample interval encompasses 10 minutes.
- Each subsample interval encompasses 15 minutes.
- Each subsample interval encompasses 30 minutes.
- Each subsample interval encompasses 1 hour.
enum:
- 1s
- 5s
- 10s
- 30s
- 1m
- 5m
- 10m
- 15m
- 30m
- 1h
newestFirst:
type: boolean
default: false
description: Deliver the chronological last part of the requested data first.
adjustments:
type: object
x-property-sort:
- split
description: Adjustments values returned.
properties:
split:
type: boolean
default: true
description: >-
Adjustments are applied for corporate action effects due to
the notation having a split, a reverse split, or a similar
factor-based corporate action.
required:
- identifier
- range
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
pagination:
type: object
description: Pagination attributes for the cursor-based pagination strategy.
properties:
cursor:
type: string
maxLength: 50
exclusiveMaximum: false
description: >-
Starting point as returned in the attributes
`pagination.next` or `pagination.previous` by a prior
invocation of this endpoint, or undefined (default).
limit:
type: number
format: int32
minimum: 0
exclusiveMinimum: false
maximum: 5000
exclusiveMaximum: false
default: 20
description: Non-negative maximum number of entries to return.
x-property-sort:
- cursor
- limit
x-property-sort:
- attributes
- pagination
responses:
ErrorResponse:
description: Generic error response for all errors (400 ... 599 error codes)
headers: {}
content:
application/json:
schema:
type: object
properties:
meta:
$ref: '#/components/schemas/ErrorMetaObject'
errors:
$ref: '#/components/schemas/ErrorObject'
x-property-sort:
- meta
- errors
PostVendorChartIQTimeSeriesEodList200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: object
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
range:
nullable: true
type: object
format: dateRange
properties:
start:
nullable: true
type: string
format: date
description: The starting point of the date range (inclusive).
end:
nullable: true
type: string
format: date
description: The ending point of the date range (exclusive).
x-property-sort:
- start
- end
required:
- start
- end
description: Date range for the returned time series.
quality:
nullable: true
type: string
description: Quality of the price.
x-enum-description:
- >-
Delayed: intraday prices with an exchange-imposed delay
of usually 15 to 30 minutes.
- >-
End-of-day: prices updated once per day after the close
of trading, possibly with an exchange-imposed delay of
several hours or days.
enum:
- DLY
- EOD
prices:
nullable: false
type: array
items:
nullable: false
type: array
items:
type: number
format: real
description: ''
description: ''
description: >-
Time series of prices as an array of arrays. One record is
represented as an array and consists of a timestamp, four
price values, and the trading volume. For the unit of the
price values, see attribute `valueUnit` in endpoint
`/prices/get`, except for price type yield, where the
`valueUnit` is always `percent` (id=258). The order is as
follows: timestamp seconds since epoch in UTC; first
price; highest price; lowest price; last price; number of
units (e.g. shares) traded (price type trade and
estimate), offered (price type ask), solicited (price type
bid), or empty (price type yield).
description: Time series data for the notation.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- range
- quality
- prices
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject'
pagination:
$ref: >-
#/components/schemas/CursorBasedPaginationOutputObjectWithoutTotal
x-property-sort:
- status
- pagination
x-property-sort:
- data
- meta
PostVendorChartIQTimeSeriesEodSubsampleGet200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: object
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
quality:
nullable: true
type: string
description: Quality of the price.
x-enum-description:
- >-
Delayed: intraday prices with an exchange-imposed delay
of usually 15 to 30 minutes.
- >-
End-of-day: prices updated once per day after the close
of trading, possibly with an exchange-imposed delay of
several hours or days.
enum:
- DLY
- EOD
subsample:
nullable: false
type: array
items:
type: number
format: real
description: ''
description: >-
Single summary record. The record consists of a timestamp,
four price values, and the trading volume. For the unit of
the price values, see attribute `valueUnit` in endpoint
`/prices/get`, except for price type yield, where the
`valueUnit` is always `percent` (id=258). The order is as
follows: timestamp of the start of the subsample (seconds
since epoch in UTC); first price of the subsample; highest
price of the subsample; lowest price of the subsample;
last price of the subsample; accumulated number of units
(e.g. shares) traded of the subsample. If the requested
type of the price is ask, bid, or yield, the accumulated
number of units is empty.
description: Subsample data for the notation.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- quality
- subsample
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject'
x-property-sort:
- status
x-property-sort:
- data
- meta
PostVendorChartIQTimeSeriesEodSubsampleList200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: object
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
range:
nullable: true
type: object
format: dateRange
properties:
start:
nullable: true
type: string
format: date
description: The starting point of the date range (inclusive).
end:
nullable: true
type: string
format: date
description: The ending point of the date range (exclusive).
x-property-sort:
- start
- end
required:
- start
- end
description: Date range for the returned time series.
quality:
nullable: true
type: string
description: Quality of the price.
x-enum-description:
- >-
Delayed: intraday prices with an exchange-imposed delay
of usually 15 to 30 minutes.
- >-
End-of-day: prices updated once per day after the close
of trading, possibly with an exchange-imposed delay of
several hours or days.
enum:
- DLY
- EOD
subsamples:
nullable: false
type: array
items:
nullable: false
type: array
items:
type: number
format: real
description: ''
description: ''
description: >-
List of summary records as an array of arrays. One record
is represented as an array and consists of a timestamp,
four price values, and the trading volume. For the unit of
the price values, see attribute `valueUnit` in endpoint
`/prices/get`, except for price type yield, where the
`valueUnit` is always `percent` (id=258). The order is as
follows: timestamp of the start of the subsample (seconds
since epoch in UTC); first price of the subsample; highest
price of the subsample; lowest price of the subsample;
last price of the subsample; accumulated number of units
(e.g. shares) traded of the subsample. If the requested
type of the price is ask, bid, or yield, the accumulated
number of units is empty.
description: Subsampled time series data for the notation.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- range
- quality
- subsamples
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject'
pagination:
$ref: >-
#/components/schemas/CursorBasedPaginationOutputObjectWithoutTotal
x-property-sort:
- status
- pagination
x-property-sort:
- data
- meta
PostVendorChartIQTimeSeriesIntradaySubsampleGet200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: object
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
quality:
nullable: true
type: string
description: Quality of the price.
x-enum-description:
- >-
Real-time: intraday prices with minimal technical
processing delays.
- >-
Delayed: intraday prices with an exchange-imposed delay
of usually 15 to 30 minutes.
enum:
- RLT
- DLY
subsample:
nullable: false
type: array
items:
type: number
format: real
description: ''
description: >-
Single summary record. The record consists of a timestamp,
four price values, and the trading volume. For the unit of
the price values, see attribute `valueUnit` in endpoint
`/prices/get`, except for price type yield, where the
`valueUnit` is always `percent` (id=258). The order is as
follows: timestamp of the start of the subsample (seconds
since epoch in UTC); first price of the subsample; highest
price of the subsample; lowest price of the subsample;
last price of the subsample; accumulated number of units
(e.g. shares) traded of the subsample. If the requested
type of the price is ask, bid, or yield, the accumulated
number of units is empty.
description: Subsample data for the notation.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- quality
- subsample
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject'
x-property-sort:
- status
x-property-sort:
- data
- meta
PostVendorChartIQTimeSeriesIntradaySubsampleList200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: object
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
range:
nullable: true
type: object
format: timeRange
properties:
start:
nullable: true
type: string
format: datetime
description: The starting point of the time range (inclusive).
end:
nullable: true
type: string
format: datetime
description: The ending point of the time range (exclusive).
x-property-sort:
- start
- end
required:
- start
- end
description: Time range for the returned time series.
quality:
nullable: true
type: string
description: Quality of the price.
x-enum-description:
- >-
Real-time: intraday prices with minimal technical
processing delays.
- >-
Delayed: intraday prices with an exchange-imposed delay
of usually 15 to 30 minutes.
enum:
- RLT
- DLY
subsamples:
nullable: false
type: array
items:
nullable: false
type: array
items:
type: number
format: real
description: ''
description: ''
description: >-
List of summary records as an array of arrays. One record
is represented as an array and consists of a timestamp,
four price values, and the trading volume. For the unit of
the price values, see attribute `valueUnit` in endpoint
`/prices/get`, except for price type yield, where the
`valueUnit` is always `percent` (id=258). The order is as
follows: timestamp of the start of the subsample (seconds
since epoch in UTC); first price of the subsample; highest
price of the subsample; lowest price of the subsample;
last price of the subsample; accumulated number of units
(e.g. shares) traded of the subsample. If the requested
type of the price is ask, bid, or yield, the accumulated
number of units is empty.
description: Subsampled time series data for the notation.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- range
- quality
- subsamples
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject'
pagination:
$ref: >-
#/components/schemas/CursorBasedPaginationOutputObjectWithoutTotal
x-property-sort:
- status
- pagination
x-property-sort:
- data
- meta
PostPricesTimeSeriesEodList200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: object
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
range:
nullable: true
type: object
format: dateRange
properties:
start:
nullable: true
type: string
format: date
description: The starting point of the date range (inclusive).
end:
nullable: true
type: string
format: date
description: The ending point of the date range (exclusive).
x-property-sort:
- start
- end
required:
- start
- end
description: Date range for the returned time series.
quality:
nullable: true
type: string
description: Quality of the price.
x-enum-description:
- >-
Delayed: intraday prices with an exchange-imposed delay
of usually 15 to 30 minutes.
- >-
End-of-day: prices updated once per day after the close
of trading, possibly with an exchange-imposed delay of
several hours or days.
enum:
- DLY
- EOD
prices:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- date
- first
- last
- low
- high
- tradingVolume
- tradingValue
properties:
date:
nullable: true
type: string
format: date
description: Date.
first:
nullable: true
type: number
format: real
description: First price.
last:
nullable: true
type: number
format: real
description: Last price.
low:
nullable: true
type: number
format: real
description: Lowest price.
high:
nullable: true
type: number
format: real
description: Highest price.
tradingVolume:
nullable: true
type: number
format: real
description: >-
Number of units (e.g. shares) traded (price type
trade and estimate), offered (price type ask),
solicited (price type bid), or empty (price type
yield).
tradingValue:
nullable: true
type: number
format: real
description: >-
Monetary equivalent (cash value) of the trade. See
attribute `currency` in endpoint `/prices/get` for
its unit. Empty for price type yield.
description: >-
Time series of prices. For the attributes first, last,
low, high, see attribute `valueUnit` in endpoint
`/prices/get` for their unit, except for price type yield,
where the `valueUnit` is always `percent` (id=258).
description: Time series data for the notation.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- range
- quality
- prices
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject'
pagination:
$ref: >-
#/components/schemas/CursorBasedPaginationOutputObjectWithoutTotal
x-property-sort:
- status
- pagination
x-property-sort:
- data
- meta
PostPricesTimeSeriesEodSubsampleGet200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: object
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
quality:
nullable: true
type: string
description: Quality of the price.
x-enum-description:
- >-
Delayed: intraday prices with an exchange-imposed delay
of usually 15 to 30 minutes.
- >-
End-of-day: prices updated once per day after the close
of trading, possibly with an exchange-imposed delay of
several hours or days.
enum:
- DLY
- EOD
subsample:
nullable: false
type: object
x-property-sort:
- date
- first
- last
- low
- high
- tradingVolume
- tradingValue
description: >-
Single summary record. For the attributes first, last,
low, high, see attribute `valueUnit` in endpoint
`/prices/get` for their unit, except for price type yield,
where the `valueUnit` is always `percent` (id=258).
properties:
date:
nullable: true
type: string
format: date
description: Date of the start of the subsample.
first:
nullable: true
type: number
format: real
description: First price of the subsample.
last:
nullable: true
type: number
format: real
description: Last price of the subsample.
low:
nullable: true
type: number
format: real
description: Lowest price of the subsample.
high:
nullable: true
type: number
format: real
description: Highest price of the subsample.
tradingVolume:
nullable: true
type: number
format: real
description: >-
Accumulated number of units (e.g. shares) traded of
the subsample. If the requested type of the price is
ask, bid, or yield, the value is empty.
tradingValue:
nullable: true
type: number
format: real
description: >-
Accumulated monetary equivalent (cash value) of the
subsample. If the requested type of the price is ask,
bid, or yield, the value is empty. See attribute
`currency` in endpoint `/prices/get` for its unit.
description: Subsample data for the notation.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- quality
- subsample
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject'
x-property-sort:
- status
x-property-sort:
- data
- meta
PostPricesTimeSeriesEodSubsampleList200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: object
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
range:
nullable: true
type: object
format: dateRange
properties:
start:
nullable: true
type: string
format: date
description: The starting point of the date range (inclusive).
end:
nullable: true
type: string
format: date
description: The ending point of the date range (exclusive).
x-property-sort:
- start
- end
required:
- start
- end
description: Date range for the returned time series.
quality:
nullable: true
type: string
description: Quality of the price.
x-enum-description:
- >-
Delayed: intraday prices with an exchange-imposed delay
of usually 15 to 30 minutes.
- >-
End-of-day: prices updated once per day after the close
of trading, possibly with an exchange-imposed delay of
several hours or days.
enum:
- DLY
- EOD
subsamples:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- date
- first
- last
- low
- high
- tradingVolume
- tradingValue
properties:
date:
nullable: true
type: string
format: date
description: Date of the start of the subsample.
first:
nullable: true
type: number
format: real
description: First price of the subsample.
last:
nullable: true
type: number
format: real
description: Last price of the subsample.
low:
nullable: true
type: number
format: real
description: Lowest price of the subsample.
high:
nullable: true
type: number
format: real
description: Highest price of the subsample.
tradingVolume:
nullable: true
type: number
format: real
description: >-
Accumulated number of units (e.g. shares) traded of
the subsample. If the requested type of the price is
ask, bid, or yield, the value is empty.
tradingValue:
nullable: true
type: number
format: real
description: >-
Accumulated monetary equivalent (cash value) of the
subsample. If the requested type of the price is
ask, bid, or yield, the value is empty. See
attribute `currency` in endpoint `/prices/get` for
its unit.
description: >-
List of summary records. For the attributes first, last,
low, high, see attribute `valueUnit` in endpoint
`/prices/get` for their unit, except for price type yield,
where the `valueUnit` is always `percent` (id=258).
description: Subsampled time series data for the notation.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- range
- quality
- subsamples
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject'
pagination:
$ref: >-
#/components/schemas/CursorBasedPaginationOutputObjectWithoutTotal
x-property-sort:
- status
- pagination
x-property-sort:
- data
- meta
PostPricesTimeSeriesIntradayList200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: object
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
range:
nullable: true
type: object
format: timeRange
properties:
start:
nullable: true
type: string
format: datetime
description: The starting point of the time range (inclusive).
end:
nullable: true
type: string
format: datetime
description: The ending point of the time range (exclusive).
x-property-sort:
- start
- end
required:
- start
- end
description: Time range for the returned time series.
quality:
nullable: true
type: string
description: Quality of the price.
x-enum-description:
- >-
Real-time: intraday prices with minimal technical
processing delays.
- >-
Delayed: intraday prices with an exchange-imposed delay
of usually 15 to 30 minutes.
enum:
- RLT
- DLY
prices:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- time
- price
- quoteCondition
- tradingVolume
- tradingValue
properties:
time:
nullable: true
type: string
format: datetime
description: Date and time.
price:
nullable: true
type: number
format: real
description: >-
Price value. See attribute `valueUnit` in endpoint
`/prices/get` for its unit, except for price type
yield, where the `valueUnit` is always `percent`
(id=258).
quoteCondition:
nullable: true
type: string
description: >-
Quote condition. Possible values depend on the
values delivered by the supplier of the price
information.
tradingVolume:
nullable: true
type: number
format: real
description: >-
Number of units (e.g. shares) traded, offered (price
type ask), solicited (price type bid), or empty
(price type yield).
tradingValue:
nullable: true
type: number
format: real
description: >-
Monetary equivalent (cash value) of the trade. See
attribute `currency` in endpoint `/prices/get` for
its unit. Empty for price type yield.
description: Time series of prices.
description: Time series data for the notation.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- range
- quality
- prices
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject'
pagination:
$ref: >-
#/components/schemas/CursorBasedPaginationOutputObjectWithoutTotal
x-property-sort:
- status
- pagination
x-property-sort:
- data
- meta
PostPricesTimeSeriesIntradaySubsampleGet200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: object
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
quality:
nullable: true
type: string
description: Quality of the price.
x-enum-description:
- >-
Real-time: intraday prices with minimal technical
processing delays.
- >-
Delayed: intraday prices with an exchange-imposed delay
of usually 15 to 30 minutes.
enum:
- RLT
- DLY
subsample:
nullable: false
type: object
x-property-sort:
- time
- first
- last
- low
- high
- tradingVolume
- tradingValue
description: >-
Single summary record. For the attributes first, last,
low, high, see attribute `valueUnit` in endpoint
`/prices/get` for their unit, except for price type yield,
where the `valueUnit` is always `percent` (id=258).
properties:
time:
nullable: true
type: string
format: datetime
description: Date and time of the start of the subsample.
first:
nullable: true
type: number
format: real
description: First price of the subsample.
last:
nullable: true
type: number
format: real
description: Last price of the subsample.
low:
nullable: true
type: number
format: real
description: Lowest price of the subsample.
high:
nullable: true
type: number
format: real
description: Highest price of the subsample.
tradingVolume:
nullable: true
type: number
format: real
description: >-
Accumulated number of units (e.g. shares) traded of
the subsample. If the requested type of the price is
ask, bid, or yield, the value is empty.
tradingValue:
nullable: true
type: number
format: real
description: >-
Accumulated monetary equivalent (cash value) of the
subsample. If the requested type of the price is ask,
bid, or yield, the value is empty. See attribute
`currency` in endpoint `/prices/get` for its unit.
description: Subsample data for the notation.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- quality
- subsample
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject'
x-property-sort:
- status
x-property-sort:
- data
- meta
PostPricesTimeSeriesIntradaySubsampleList200Response:
description: Successful Response
content:
application/json:
schema:
type: object
properties:
data:
type: object
properties:
idNotation:
nullable: true
type: string
format: id64
x-positive: true
description: MDG identifier of the listing.
sourceIdentifier:
nullable: true
type: string
description: Identifier used in the request.
range:
nullable: true
type: object
format: timeRange
properties:
start:
nullable: true
type: string
format: datetime
description: The starting point of the time range (inclusive).
end:
nullable: true
type: string
format: datetime
description: The ending point of the time range (exclusive).
x-property-sort:
- start
- end
required:
- start
- end
description: Time range for the returned time series.
quality:
nullable: true
type: string
description: Quality of the price.
x-enum-description:
- >-
Real-time: intraday prices with minimal technical
processing delays.
- >-
Delayed: intraday prices with an exchange-imposed delay
of usually 15 to 30 minutes.
enum:
- RLT
- DLY
subsamples:
nullable: false
type: array
items:
type: object
nullable: false
x-property-sort:
- time
- first
- last
- low
- high
- tradingVolume
- tradingValue
properties:
time:
nullable: true
type: string
format: datetime
description: Date and time of the start of the subsample.
first:
nullable: true
type: number
format: real
description: First price of the subsample.
last:
nullable: true
type: number
format: real
description: Last price of the subsample.
low:
nullable: true
type: number
format: real
description: Lowest price of the subsample.
high:
nullable: true
type: number
format: real
description: Highest price of the subsample.
tradingVolume:
nullable: true
type: number
format: real
description: >-
Accumulated number of units (e.g. shares) traded of
the subsample. If the requested type of the price is
ask, bid, or yield, the value is empty.
tradingValue:
nullable: true
type: number
format: real
description: >-
Accumulated monetary equivalent (cash value) of the
subsample. If the requested type of the price is
ask, bid, or yield, the value is empty. See
attribute `currency` in endpoint `/prices/get` for
its unit.
description: >-
List of summary records. For the attributes first, last,
low, high, see attribute `valueUnit` in endpoint
`/prices/get` for their unit, except for price type yield,
where the `valueUnit` is always `percent` (id=258).
description: Subsampled time series data for the notation.
nullable: false
x-property-sort:
- idNotation
- sourceIdentifier
- range
- quality
- subsamples
meta:
type: object
description: The meta member contains the meta information of the response.
properties:
status:
$ref: '#/components/schemas/StatusObject'
pagination:
$ref: >-
#/components/schemas/CursorBasedPaginationOutputObjectWithoutTotal
x-property-sort:
- status
- pagination
x-property-sort:
- data
- meta
parameters: {}
examples: {}
requestBodies: {}
headers: {}
securitySchemes:
FactSetOAuth2:
type: oauth2
flows:
clientCredentials:
tokenUrl: https://auth.factset.com/as/token.oauth2
scopes: {}
FactSetApiKey:
type: http
scheme: basic
links: {}
callbacks: {}
security:
- FactSetApiKey: []
- FactSetOAuth2: []
tags:
- name: Prices
description: prices endpoints
- name: Vendor
externalDocs:
description: API Documentation
url: https://developer.factset.com/api-catalog/
x-interface-version: 2
x-documenter-version: 6.3.9
x-api-version: 4.4.0