fds.sdk.ExchangeDataFeedSnapshotAPIEntireExchange 0.21.0

Exchange DataFeed Snapshot API - Entire Exchange client library for Python

Exchange DataFeed Snapshot API - Entire Exchange client library for Python

A service that provides access to Real Time or Delayed data snapped at hourly intervals for an entire Exchange. Clients that need access to the DFSnapshot product for a custom watchlist snapped at a client specified interval should use this API

This Python package is automatically generated by the OpenAPI Generator project:

• API version: 1.0
• Package version: 0.21.0
• Build package: org.openapitools.codegen.languages.PythonClientCodegen

Requirements

• Python >= 3.7

Installation

Poetry

poetry add fds.sdk.utils fds.sdk.ExchangeDataFeedSnapshotAPIEntireExchange

pip

pip install fds.sdk.utils fds.sdk.ExchangeDataFeedSnapshotAPIEntireExchange

Usage

1. Generate authentication credentials.
2. Setup Python environment.

   1. Install and activate python 3.7+. If you're using pyenv:

      pyenv install 3.9.7
      pyenv shell 3.9.7
      

   2. (optional) Install poetry.

3. Install dependencies.
4. Run the following:

from fds.sdk.utils.authentication import ConfidentialClient
import fds.sdk.ExchangeDataFeedSnapshotAPIEntireExchange
from fds.sdk.ExchangeDataFeedSnapshotAPIEntireExchange.api import snapshot_api
from fds.sdk.ExchangeDataFeedSnapshotAPIEntireExchange.models import *
from dateutil.parser import parse as dateutil_parser
from pprint import pprint

# See configuration.py for a list of all supported configuration parameters.

# Examples for each supported authentication method are below,
# choose one that satisfies your use case.

# (Preferred) OAuth 2.0: FactSetOAuth2
# See https://github.com/FactSet/enterprise-sdk#oauth-20
# for information on how to create the app-config.json file
# See https://github.com/FactSet/enterprise-sdk-utils-python#authentication
# for more information on using the ConfidentialClient class
configuration = fds.sdk.ExchangeDataFeedSnapshotAPIEntireExchange.Configuration(
    fds_oauth_client=ConfidentialClient('/path/to/app-config.json')
)

# Basic authentication: FactSetApiKey
# See https://github.com/FactSet/enterprise-sdk#api-key
# for information how to create an API key
# configuration = fds.sdk.ExchangeDataFeedSnapshotAPIEntireExchange.Configuration(
#     username='USERNAME-SERIAL',
#     password='API-KEY'
# )

# Enter a context with an instance of the API client
with fds.sdk.ExchangeDataFeedSnapshotAPIEntireExchange.ApiClient(configuration) as api_client:
    # Create an instance of the API class
    api_instance = snapshot_api.SnapshotApi(api_client)
    product = 10001 # int | any product subscribed by client. Minimum value for prod code=9001
    start_date = dateutil_parser('1970-01-01').date() # date | YYYYMMDD (Choose between 1 and 4 previous trading days)
    end_date = dateutil_parser('1970-01-01').date() # date | YYYYMMDD (Choose between 1 and 4 previous trading days, greater than or equal to start date)
    start_time = "start_time_example" # str | HHMM (24 hour time EST)
    end_time = "end_time_example" # str | HHMM (24 hour time EST)
    access = "DL" # str | Option to select from static, DL or RT data (optional) if omitted the server will use the default value of "DL"

    try:
        # Snapshot
        api_response = api_instance.get_v1_list_files(product, start_date, end_date, start_time, end_time, access=access)
        pprint(api_response)
    except fds.sdk.ExchangeDataFeedSnapshotAPIEntireExchange.ApiException as e:
        print("Exception when calling SnapshotApi->get_v1_list_files: %s\n" % e)

    # Get response, http status code and response headers
    # try:
    #     # Snapshot
    #     api_response, http_status_code, response_headers = api_instance.get_v1_list_files_with_http_info(product, start_date, end_date, start_time, end_time, access=access)
    #     pprint(api_response)
    #     pprint(http_status_code)
    #     pprint(response_headers)
    # except fds.sdk.ExchangeDataFeedSnapshotAPIEntireExchange.ApiException as e:
    #     print("Exception when calling SnapshotApi->get_v1_list_files: %s\n" % e)

    # Get response asynchronous
    # try:
    #     # Snapshot
    #     async_result = api_instance.get_v1_list_files_async(product, start_date, end_date, start_time, end_time, access=access)
    #     api_response = async_result.get()
    #     pprint(api_response)
    # except fds.sdk.ExchangeDataFeedSnapshotAPIEntireExchange.ApiException as e:
    #     print("Exception when calling SnapshotApi->get_v1_list_files: %s\n" % e)

    # Get response, http status code and response headers asynchronous
    # try:
    #     # Snapshot
    #     async_result = api_instance.get_v1_list_files_with_http_info_async(product, start_date, end_date, start_time, end_time, access=access)
    #     api_response, http_status_code, response_headers = async_result.get()
    #     pprint(api_response)
    #     pprint(http_status_code)
    #     pprint(response_headers)
    # except fds.sdk.ExchangeDataFeedSnapshotAPIEntireExchange.ApiException as e:
    #     print("Exception when calling SnapshotApi->get_v1_list_files: %s\n" % e)

Documentation for API Endpoints

All URIs are relative to https://api.factset.com/bulk-documents/exchange-snapshot

Class	Method	HTTP request	Description
SnapshotApi	get_v1_list_files	GET /v1/list-files	Snapshot

Documentation For Models

• Data
• ErrorMessages
• InlineResponse200
• Meta

Documentation For Authorization

FactSetApiKey

• Type: HTTP basic authentication

FactSetOAuth2

• Type: OAuth
• Flow: application
• Authorization URL:
• Scopes: N/A

Notes for Large OpenAPI documents

If the OpenAPI document is large, imports in fds.sdk.ExchangeDataFeedSnapshotAPIEntireExchange.apis and fds.sdk.ExchangeDataFeedSnapshotAPIEntireExchange.models may fail with a RecursionError indicating the maximum recursion limit has been exceeded. In that case, there are a couple of solutions:

Solution 1: Use specific imports for apis and models like:

• from fds.sdk.ExchangeDataFeedSnapshotAPIEntireExchange.api.default_api import DefaultApi
• from fds.sdk.ExchangeDataFeedSnapshotAPIEntireExchange.model.pet import Pet

Solution 2: Before importing the package, adjust the maximum recursion limit as shown below:

import sys
sys.setrecursionlimit(1500)
import fds.sdk.ExchangeDataFeedSnapshotAPIEntireExchange
from fds.sdk.ExchangeDataFeedSnapshotAPIEntireExchange.apis import *
from fds.sdk.ExchangeDataFeedSnapshotAPIEntireExchange.models import *

Contributing

Please refer to the contributing guide.

Copyright

Copyright 2022 FactSet Research Systems Inc

Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at

http://www.apache.org/licenses/LICENSE-2.0

Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.