fds.sdk.FactSetESG 4.0.1

FactSet ESG client library for Python

FactSet ESG client library for Python

FactSet ESG (powered by FactSet Truvalue) applies Natural Language Processing and Machine Learning to uncover risks and opportunities from companies' Environmental, Social and Governance (ESG) behavior, which are aggregated and categorized into continuously updated, material ESG scores. The service focuses on company ESG behavior from external sources and includes both positive and negative events that go beyond traditional sources of ESG risk data.

FactSet ESG extracts, analyzes, and generates scores from millions of documents each month collected from more than 240,000 data sources in over 37 languages. Sources include news, trade journals, NGOs, watchdog groups, trade blogs and industry reports. Products deliver investable insights by revealing value and risk factors from unstructured data at the speed of current events.

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

• API version: 3.0.0
• SDK version: 4.0.1
• Build package: org.openapitools.codegen.languages.PythonClientCodegen

For more information, please visit https://developer.factset.com/contact

Requirements

• Python >= 3.7

Installation

Poetry

poetry add fds.sdk.utils fds.sdk.FactSetESG==4.0.1

pip

pip install fds.sdk.utils fds.sdk.FactSetESG==4.0.1

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:

[!IMPORTANT] The parameter variables defined below are just examples and may potentially contain non valid values. Please replace them with valid values.

Example Code

from fds.sdk.utils.authentication import ConfidentialClient

import fds.sdk.FactSetESG
from fds.sdk.FactSetESG.api import sfdr_api
from fds.sdk.FactSetESG.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
#
# The confidential client instance should be reused in production environments.
# See https://github.com/FactSet/enterprise-sdk-utils-python#authentication
# for more information on using the ConfidentialClient class
configuration = fds.sdk.FactSetESG.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.FactSetESG.Configuration(
#     username='USERNAME-SERIAL',
#     password='API-KEY'
# )

# Enter a context with an instance of the API client
with fds.sdk.FactSetESG.ApiClient(configuration) as api_client:
    # Create an instance of the API class
    api_instance = sfdr_api.SFDRApi(api_client)
    ids = ["AAPL-USA"] # [str] | Security or Entity identifiers. FactSet Identifiers, tickers, CUSIP and SEDOL are accepted input. <p>***ids limit** =  1500 per request*</p> *<p>Make note, GET Method URL request lines are also limited to a total  length of 8192 bytes (8KB). In cases where the service allows for thousands of ids, which may lead to exceeding this request line limit of 8KB, its advised for any requests with large request lines to be requested through the respective \"POST\" method.</p>* 
    fiscal_period_start = dateutil_parser('2020-01-01').date() # date | Fiscal period start is expressed in YYYY-MM-DD formats. The input start date must be before the input end date. Future dates (T+1) are not accepted in this endpoint. 
    fiscal_period_end = dateutil_parser('2022-02-20').date() # date | Fiscal period end is expressed in YYYY-MM-DD formats. The input start date must be before the input end date. Future dates (T+1) are not accepted in this endpoint. 
    feelback = False # bool | This parameter would return the latest PAI data/s based on the indicators, date range and/or subtopics requested.   (optional) if omitted the server will use the default value of False
    currency = "USD" # str | Currency code for currency values. For a list of currency ISO codes, visit Online Assistant Page [OA1470](https://my.apps.factset.com/oa/pages/1470).  (optional) if omitted the server will use the default value of "LOCAL"
    indicators = ["Water","HumanRights"] # [str] | The indicators are the Principal Adverse Impact (PAI) metrics which consists of General, Mandatory and Additional indicators which supports the SFDR reporting.   The General indicators data can retrieved by providing the `GL001` and `GL002` subTopic codes as input. Please refer to the attached documentation for the full list of subtopics codes and their mapping with the indicators.  The data can also be requested for individual sub topic codes in addition to the indicators mentioned below -    |**SFDR PAI Indicators**|**Description**| |---|---| |**MandatoryIndicators**| Mandatory indicators are the indicators which must be reported under the EU Sustainable Finance Disclosure Regulation (SFDR).| |**AdditionalIndicators**| These are additional environmental and social indicators as mentioned in additional tables as provided in the Annex 1 table in the SFDR RTS report.| |**GHGEmissions**| This mandatory indicator includes metrics related to greenhouse emissions such as - Scope 1, 2, and 3 emissions, footprint and intensity and energy consumption from non-renewable and high climate sectors.| |**Biodiversity**| This mandatory indicator includes metrics pertaining to biodiversity and a company's impacts on biodiversity-sensitive areas.| |**Water**| This mandatory indicator includes data relating to emissions to water as made by the companies.| |**Waste**| This mandatory indicator includes data relating to hazardous waste as generated by the companies.| |**SocialEmployeeMatters**| This mandatory indicator includes employee-related metrics like gender diversity, pay gap and social-related metrics like violation of UNGC/OECD principles and exposure to controversial weapons.| |**Emissions**| This additional indicator includes metrics related to air pollutants, inorganic pollutants and ozone depleting substance. | |**EnergyPerformance**| This additional indicator includes metrics related to various sources of non-renewable energy as used by the companies. | |**WaterWasteMaterialEmissions**| This mandatory indicator includes employee-related metrics like gender diversity, pay gap and social-related metrics like violation of UNGC/OECD principles and exposure to controversial weapons.| |**AdditionalEmployeeMatters**| This additional indicator includes metrics related to workplace discrimination and safety, whistleblower mechanism and supplier code of conduct.| |**HumanRights**| This additional indicator includes metrics related to both policies and performance of a company in the areas of human rights, forced labor and human trafficking.| |**AntiCorruptionAntiBribery**| This additional indicator includes data related to company violations of anti-corruption and anti-bribery laws, and resulting fines.|  (optional) if omitted the server will use the default value of ["ALL"]
    calculation = True # bool | This parameter would return the PAI data based on the input provided. All the data for indicators or subtopics requested are returned when the input is `true` and the SFDR required metrics are only returned when the input is`false`  (optional) if omitted the server will use the default value of True

    try:
        # Requests Principle Adverse Impact (PAI) data to support compliant SFDR Sustainable Finance Disclosure Regulation (SFDR) reporting
        # example passing only required values which don't have defaults set
        # and optional values
        api_response = api_instance.get_sfdr_pai(ids, fiscal_period_start, fiscal_period_end, feelback=feelback, currency=currency, indicators=indicators, calculation=calculation)

        pprint(api_response)
    except fds.sdk.FactSetESG.ApiException as e:
        print("Exception when calling SFDRApi->get_sfdr_pai: %s\n" % e)

    # # Get response, http status code and response headers
    # try:
    #     # Requests Principle Adverse Impact (PAI) data to support compliant SFDR Sustainable Finance Disclosure Regulation (SFDR) reporting
    #     api_response, http_status_code, response_headers = api_instance.get_sfdr_pai_with_http_info(ids, fiscal_period_start, fiscal_period_end, feelback=feelback, currency=currency, indicators=indicators, calculation=calculation)


    #     pprint(api_response)
    #     pprint(http_status_code)
    #     pprint(response_headers)
    # except fds.sdk.FactSetESG.ApiException as e:
    #     print("Exception when calling SFDRApi->get_sfdr_pai: %s\n" % e)

    # # Get response asynchronous
    # try:
    #     # Requests Principle Adverse Impact (PAI) data to support compliant SFDR Sustainable Finance Disclosure Regulation (SFDR) reporting
    #     async_result = api_instance.get_sfdr_pai_async(ids, fiscal_period_start, fiscal_period_end, feelback=feelback, currency=currency, indicators=indicators, calculation=calculation)
    #     api_response = async_result.get()


    #     pprint(api_response)
    # except fds.sdk.FactSetESG.ApiException as e:
    #     print("Exception when calling SFDRApi->get_sfdr_pai: %s\n" % e)

    # # Get response, http status code and response headers asynchronous
    # try:
    #     # Requests Principle Adverse Impact (PAI) data to support compliant SFDR Sustainable Finance Disclosure Regulation (SFDR) reporting
    #     async_result = api_instance.get_sfdr_pai_with_http_info_async(ids, fiscal_period_start, fiscal_period_end, feelback=feelback, currency=currency, indicators=indicators, calculation=calculation)
    #     api_response, http_status_code, response_headers = async_result.get()


    #     pprint(api_response)
    #     pprint(http_status_code)
    #     pprint(response_headers)
    # except fds.sdk.FactSetESG.ApiException as e:
    #     print("Exception when calling SFDRApi->get_sfdr_pai: %s\n" % e)

Using Pandas

To convert an API response to a Pandas DataFrame, it is necessary to transform it first to a dictionary.

import pandas as pd

response_dict = api_response.to_dict()['data']

simple_json_response = pd.DataFrame(response_dict)
nested_json_response = pd.json_normalize(response_dict)

Debugging

The SDK uses the standard library logging module.

Setting debug to True on an instance of the Configuration class sets the log-level of related packages to DEBUG and enables additional logging in Pythons HTTP Client.

Note: This prints out sensitive information (e.g. the full request and response). Use with care.

import logging
import fds.sdk.FactSetESG

logging.basicConfig(level=logging.DEBUG)

configuration = fds.sdk.FactSetESG.Configuration(...)
configuration.debug = True

Configure a Proxy

You can pass proxy settings to the Configuration class:

• proxy: The URL of the proxy to use.
• proxy_headers: a dictionary to pass additional headers to the proxy (e.g. Proxy-Authorization).

import fds.sdk.FactSetESG

configuration = fds.sdk.FactSetESG.Configuration(
    # ...
    proxy="http://secret:password@localhost:5050",
    proxy_headers={
        "Custom-Proxy-Header": "Custom-Proxy-Header-Value"
    }
)

Custom SSL Certificate

TLS/SSL certificate verification can be configured with the following Configuration parameters:

• ssl_ca_cert: a path to the certificate to use for verification in PEM format.
• verify_ssl: setting this to False disables the verification of certificates. Disabling the verification is not recommended, but it might be useful during local development or testing.

import fds.sdk.FactSetESG

configuration = fds.sdk.FactSetESG.Configuration(
    # ...
    ssl_ca_cert='/path/to/ca.pem'
)

Request Retries

In case the request retry behaviour should be customized, it is possible to pass a urllib3.Retry object to the retry property of the Configuration.

from urllib3 import Retry
import fds.sdk.FactSetESG

configuration = fds.sdk.FactSetESG.Configuration(
    # ...
)

configuration.retries = Retry(total=3, status_forcelist=[500, 502, 503, 504])

Documentation for API Endpoints

All URIs are relative to https://api.factset.com/content/factset-esg/v3

Class	Method	HTTP request	Description
SFDRApi	get_sfdr_pai	GET /sfdr/pai	Requests Principle Adverse Impact (PAI) data to support compliant SFDR Sustainable Finance Disclosure Regulation (SFDR) reporting
SFDRApi	get_sfdr_pai_for_list	POST /sfdr/pai	Requests Principle Adverse Impact (PAI) data to support compliant SFDR Sustainable Finance Disclosure Regulation (SFDR) reporting
TruvalueApi	get_sasb_articles	GET /truvalue/articles	Requests articles tagged with 26 SASB categories from 2016-01-01 to previous day.
TruvalueApi	get_sasb_articles_for_list	POST /truvalue/articles	Requests articles tagged with 26 SASB categories from 2016-01-01 to previous day
TruvalueApi	get_sasb_scores_post	POST /truvalue/scores	Requests a large list of ids, gets short-term, long-term, and momentum scores based on the 26 SASB categories, Pillars, Dimensions.
TruvalueApi	get_sasb_spotlights_for_list	POST /truvalue/spotlights	Requests Spotlight data for the most important positive and negative events to enable timely and systematic trading strategies and portfolio management
TruvalueApi	get_tvl_scores	GET /truvalue/scores	Requests short-term, long-term, and momentum scores based on the 26 SASB categories, Pillars, Dimensions.
TruvalueApi	get_tvl_spotlights	GET /truvalue/spotlights	Requests spotlights tagged with 26 SASB categories, Pillars, Dimensions from 2016-01-01 to previous day

Documentation For Models

• ArticlesFields
• Calendar
• Currency
• DateOf
• ErrorObject
• ErrorObjectLinks
• ErrorResponse
• Fields
• FieldsTvlSpotlights
• Frequency
• Ids
• Indicators
• InvalidIdErrorObject
• PaiIds
• SfdrPai
• SfdrPaiRequest
• SfdrPaiRequestBody
• SfdrPaiResponse
• Spotlights
• SpotlightsResponse
• TvlArticle
• TvlArticlesCategories
• TvlArticlesRequest
• TvlArticlesRequestBody
• TvlArticlesResponse
• TvlScoreType
• TvlScores
• TvlScoresRequest
• TvlScoresRequestBody
• TvlScoresResponse
• TvlSpotlightsCategories
• TvlSpotlightsRequest
• TvlSpotlightsRequestBody

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.FactSetESG.apis and fds.sdk.FactSetESG.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.FactSetESG.api.default_api import DefaultApi
• from fds.sdk.FactSetESG.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.FactSetESG
from fds.sdk.FactSetESG.apis import *
from fds.sdk.FactSetESG.models import *

Contributing

Please refer to the contributing guide.

Copyright

Copyright 2026 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.