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Exchange DataFeed Snapshot API - Symbol List client library for Python

Project description


Exchange DataFeed Snapshot API - Symbol List client library for Python

PyPi Apache-2 license

FactSet’s Exchange DataFeed Snapshot API provides cost-effective access to real-time and delayed global exchange data. Proprietary technology normalizes over 200 global exchanges and 150+ data fields. Asset types integrated include equities, futures, options, warrants, fixed income, mutual funds, ETFs, indices, commodities, and FX rates.

Cutting-edge technology ensures reliability and provides scalability that allow applications to request multiple items at a time. To simplify client-side development an entire response can be placed in a matrix or table for effortless integration into internal and external applications. Using specified output formats (CSV, XML, JSON) receive all standard fields by default or customize the list based on specific needs.

Below are the current hosts:



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

  • API version: 1.0.0
  • Package version: 0.9.1
  • Build package: org.openapitools.codegen.languages.PythonClientCodegen


  • Python >= 3.6



poetry add fds.sdk.utils fds.sdk.ExchangeDataFeedSnapshotAPISymbolList


pip install fds.sdk.utils fds.sdk.ExchangeDataFeedSnapshotAPISymbolList


  1. Generate authentication credentials.
  2. Setup Python environment.
    1. Install and activate python 3.6+. 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.ExchangeDataFeedSnapshotAPISymbolList
from fds.sdk.ExchangeDataFeedSnapshotAPISymbolList.api import snapshot_api
from fds.sdk.ExchangeDataFeedSnapshotAPISymbolList.model.df_snapshot_response import DFSnapshotResponse
from fds.sdk.ExchangeDataFeedSnapshotAPISymbolList.model.error_response import ErrorResponse
from pprint import pprint

# See 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
# for information on how to create the app-config.json file
# See
# for more information on using the ConfidentialClient class
configuration = fds.sdk.ExchangeDataFeedSnapshotAPISymbolList.Configuration(
    fds_oauth_client = ConfidentialClient('/path/to/app-config.json')

# Basic authentication: FactSetApiKey
# See
# for information how to create an API key
# configuration = fds.sdk.ExchangeDataFeedSnapshotAPISymbolList.Configuration(
#     username = 'USERNAME-SERIAL',
#     password = 'API-KEY'
# )

# Enter a context with an instance of the API client
with fds.sdk.ExchangeDataFeedSnapshotAPISymbolList.ApiClient(configuration) as api_client:
    # Create an instance of the API class
    api_instance = snapshot_api.SnapshotApi(api_client)
    ids = "ids_example" # str | Requested symbols or securities. **Required** if not using `oc`. This is a comma-seperated list with a maximum of 500. Each symbol can be a FactSet Exchange Symbol, CUSIP, or SEDOL. This can be used in combination with `chain` parameter to pull in a custom portfolio.<P>**Try it out** - Choose one or multiple - IBM-USA, BABA-USA, WALMEX-MX, 7203-TKS, VOD-LON, NPN-JSE, MABAX, NZF, SPY-USA, AGG-USA, GLD-USA, AOR-USA, MNA-USA, UUP-USA, SP50-SPX, ESX-STX, XAO-ASX, WD-MSX, NG00-USA, GC00-USA, CC00-USA, C00-USA, FC00-USA, ER00-USA, EURUSD-FX1, USDMXN-FX1, AUDJPY-FX1, EURCZK-FX1, USDILS-FX1, USDZAR-FX1, US10YY-TU1, FDS#190621C00145000-USA, FDS#190621P00145000-USA. *Leave blank if you are trying the `oc` parameter*.</p> (optional)
oc = "oc_example" # str | Option Chain, accepts one underlying symbol for which the option chain will be returned. **Required** if not using `ids`. <p>**Try it Out** - Only available for BABA-USA</p> (optional)
fields = "fields_example" # str | All available fields. This is a comma-seperated list (no spaces). **Required** only when using `oc`. Otherwise, leave blank to return all fields by default. See definitions for details on available field names and Field ID #s. The Data Service Manual has complete reference.<p>**Try it Out** - All fields available. Use either FID # or name. For `oc`, recommend to use BID_1,ASK_1,STRIKE_PRICE. (optional)
sf = "sf_example" # str | Symbol Filters, ability to apply filtering to the result of an option chain `oc` request based on available fields and values for the symbols. `sf`=VALUE_[filter],[field],[value]   * **VALUE_MINMAX** -  Field value will be within specified interval. ex. - VALUE_MINMAX,BID_1,min,max   * **VALUE_EQUALS** - Field value will equal specified value. ex. - VALUE_EQUALS,BID_1,value   * **VALUE_NOT_EQUALS** - Field value will not equal specified value. ex. - VALUE_NOT_EQUALS,BID_1,value      **Try it Out** - depends on fields used. Example - VALUE_MINMAX,STRIKE_PRICE,120,130   (optional)
format = "XML" # str | The format of the output file.<p>**Try it Out** - All formats available</p> (optional) (default to "XML")
serv = "FDS1" # str | The Data Service that handles the request for the specified symbols. Available live services are -    * **FDS1** -Production Data Service   * **FDS_FUND** -Fundamental Data Service used for End-of-Day data.  **Try it Out** - use FDS1  (optional)
req_id = "req_id_example" # str | Request Identification String. Can be used by the application to keep track of requests.  The id is not used by this service, however, it is included in the XML response.<p> **Try it Out** - any value can be passed through.</p> (optional)

        # Request a snapshot of exchange data for a list of symbols.
        api_response = api_instance.get_df_snapshot(ids=ids, oc=oc, fields=fields, sf=sf, format=format, serv=serv, req_id=req_id)
    except fds.sdk.ExchangeDataFeedSnapshotAPISymbolList.ApiException as e:
        print("Exception when calling SnapshotApi->get_df_snapshot: %s\n" % e)

Documentation for API Endpoints

All URIs are relative to

Class Method HTTP request Description
SnapshotApi get_df_snapshot GET /DFSnapshot Request a snapshot of exchange data for a list of symbols.
SnapshotApi post_df_snapshot POST /DFSnapshot Snap exchange data. Use if URL lengh of 2,048 is exceeded.

Documentation For Models

Documentation For Authorization


  • Type: HTTP basic authentication


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

Notes for Large OpenAPI documents

If the OpenAPI document is large, imports in fds.sdk.ExchangeDataFeedSnapshotAPISymbolList.apis and fds.sdk.ExchangeDataFeedSnapshotAPISymbolList.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.ExchangeDataFeedSnapshotAPISymbolList.api.default_api import DefaultApi
  • from import Pet

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

import sys
import fds.sdk.ExchangeDataFeedSnapshotAPISymbolList
from fds.sdk.ExchangeDataFeedSnapshotAPISymbolList.apis import *
from fds.sdk.ExchangeDataFeedSnapshotAPISymbolList.models import *


Please refer to the contributing guide.


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

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.

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