fds.sdk.FactSetFunds 0.20.0

FactSet Funds client library for Python

FactSet Funds client library for Python

FactSet Mutual Funds data offers over 50 fund- and share class-specific data points for mutual funds listed in the United States.

FactSet Mutual Funds Reference provides fund-specific reference information as well as FactSet's proprietary classification system. It includes but is not limited to the following coverage

• Fund descriptions
• A seven-tier classification system
• Leverage information
• Fees and expenses
• Portfolio managers

FactSet Mutual Funds Time Series provides quantitative data items on a historical basis. It includes but is not limited to the following coverage

• Net asset value
• Fund flows
• Assets under management
• Total return

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

• API version: 1.0.0
• Package version: 0.20.0
• Build package: org.openapitools.codegen.languages.PythonClientCodegen

Requirements

• Python >= 3.6

Installation

Poetry

poetry add fds.sdk.utils fds.sdk.FactSetFunds

pip

pip install fds.sdk.utils fds.sdk.FactSetFunds

Usage

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.FactSetFunds
from fds.sdk.FactSetFunds.api import fund_flows__aum_api
from fds.sdk.FactSetFunds.model.aum_request import AumRequest
from fds.sdk.FactSetFunds.model.aum_response import AumResponse
from fds.sdk.FactSetFunds.model.error_response import ErrorResponse
from fds.sdk.FactSetFunds.model.flows_request import FlowsRequest
from fds.sdk.FactSetFunds.model.flows_response import FlowsResponse
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.FactSetFunds.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.FactSetFunds.Configuration(
#     username='USERNAME-SERIAL',
#     password='API-KEY'
# )

# Enter a context with an instance of the API client
with fds.sdk.FactSetFunds.ApiClient(configuration) as api_client:
    # Create an instance of the API class
    api_instance = fund_flows__aum_api.FundFlowsAUMApi(api_client)
    ids = ["MABAX-US"] # [str] | The requested fund identifier. FactSet Identifiers, tickers, CUSIP, SEDOL, and ISIN are accepted inputs. <p>***ids limit** =  1000 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>* 
    start_date = "2018-12-31" # str | The start date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to latest available completed period.  (optional)
    end_date = "2019-12-31" # str | The end date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to latest available completed period.  (optional)
    frequency = "M" # str | Controls the display frequency of the data returned.   * **MTD** = Month-To-Date   * **M** = Monthly, based on the last trading day of the month.   * **CQTD** = Calendar Quarter-to-Date   * **CQ** = Calendar Quarterly   * **CYTD** = Calendar Year-to-Date   * **CY** = Calendar Yearly  (optional) (default to "M")
    currency = "USD" # str | Controls the Currency conversion of the Fund. By default, the currency will use the funds local currency. (optional) (default to "LOCAL")
    data_type = "ROLL" # str | The Data Type of the NAV expressed as Raw or Rolled values. (optional) (default to "ROLL")

    # Get response
    try:
        # Get Fund AUM for a requested date range and list of ids
        api_response = api_instance.get_funds_aum(ids, start_date=start_date, end_date=end_date, frequency=frequency, currency=currency, data_type=data_type)
        pprint(api_response)
    except fds.sdk.FactSetFunds.ApiException as e:
        print("Exception when calling FundFlowsAUMApi->get_funds_aum: %s\n" % e)

    # Get response, http status code and response headers
    # try:
    #     # Get Fund AUM for a requested date range and list of ids
    #     api_response, http_status_code, response_headers = api_instance.get_funds_aum_with_http_info(ids, start_date=start_date, end_date=end_date, frequency=frequency, currency=currency, data_type=data_type)
    #     pprint(api_response)
    #     pprint(http_status_code)
    #     pprint(response_headers)
    # except fds.sdk.FactSetFunds.ApiException as e:
    #     print("Exception when calling FundFlowsAUMApi->get_funds_aum: %s\n" % e)

    # Get response asynchronous
    # try:
    #     # Get Fund AUM for a requested date range and list of ids
    #     async_result = api_instance.get_funds_aum_async(ids, start_date=start_date, end_date=end_date, frequency=frequency, currency=currency, data_type=data_type)
    #     api_response = async_result.get()
    #     pprint(api_response)
    # except fds.sdk.FactSetFunds.ApiException as e:
    #     print("Exception when calling FundFlowsAUMApi->get_funds_aum: %s\n" % e)

    # Get response, http status code and response headers asynchronous
    # try:
    #     # Get Fund AUM for a requested date range and list of ids
    #     async_result = api_instance.get_funds_aum_with_http_info_async(ids, start_date=start_date, end_date=end_date, frequency=frequency, currency=currency, data_type=data_type)
    #     api_response, http_status_code, response_headers = async_result.get()
    #     pprint(api_response)
    #     pprint(http_status_code)
    #     pprint(response_headers)
    # except fds.sdk.FactSetFunds.ApiException as e:
    #     print("Exception when calling FundFlowsAUMApi->get_funds_aum: %s\n" % e)

Documentation for API Endpoints

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

Class	Method	HTTP request	Description
FundFlowsAUMApi	get_funds_aum	GET /factset-funds/v1/aum	Get Fund AUM for a requested date range and list of ids
FundFlowsAUMApi	get_funds_aum_for_list	POST /factset-funds/v1/aum	Get Fund AUM for a requested date range and large list of ids
FundFlowsAUMApi	get_funds_flows	GET /factset-funds/v1/flows	Get Fund Flows for a requested date range and list of ids
FundFlowsAUMApi	get_funds_flows_for_list	POST /factset-funds/v1/flows	Get Fund Flows for a requested date range and large list of ids
HelperApi	get_statuses	GET /factset-funds/v1/status	Get Fund's current status and database availability
HelperApi	get_statuses_for_list	POST /factset-funds/v1/status	Get Fund's current status and database availability for large list of ids.
PricesReturnsApi	get_funds_prices	GET /factset-funds/v1/prices	Get Fund Prices (NAV) for a requested time-series
PricesReturnsApi	get_funds_prices_for_list	POST /factset-funds/v1/prices	Get Fund Prices (NAV) for a requested date range and large list of ids.
PricesReturnsApi	get_funds_returns	GET /factset-funds/v1/returns	Get Fund Returns for a requested time-series
PricesReturnsApi	get_funds_returns_for_list	POST /factset-funds/v1/returns	Get Fund Returns for a requested time-series and large list of ids
PricesReturnsApi	get_funds_returns_range	GET /factset-funds/v1/returns-range	Get Fund Returns for a user-defined date range
PricesReturnsApi	get_funds_returns_range_for_list	POST /factset-funds/v1/returns-range	Get Fund Returns over pre-defined time horizons as of a specific date for large list of ids.
PricesReturnsApi	get_funds_returns_snapshot	GET /factset-funds/v1/returns-snapshot	Get Fund Returns over pre-defined time horizons as of a specific date.
PricesReturnsApi	get_funds_returns_snapshot_for_list	POST /factset-funds/v1/returns-snapshot	Get Fund Returns over pre-defined time horizons as of a specific date.
ReferenceApi	get_funds_benchmark_details	GET /factset-funds/v1/benchmark-details	Get the Fund's Primary and Segment Benchmark Details
ReferenceApi	get_funds_benchmark_details_for_list	POST /factset-funds/v1/benchmark-details	Get the Fund's Primary and Segment Benchmark details for large list of ids.
ReferenceApi	get_funds_classifications	GET /factset-funds/v1/classifications	Get basic Fund Classifications
ReferenceApi	get_funds_classifications_for_list	POST /factset-funds/v1/classifications	Get basic Fund Classifications for a large list of ids.
ReferenceApi	get_funds_costs_fees	GET /factset-funds/v1/costs-fees	Get the Fund's Costs, Investment minimums and Risk, and Fees.
ReferenceApi	get_funds_costs_fees_for_list	POST /factset-funds/v1/costs-fees	Get the Fund's Costs, Investment minimums and Risk, and Fees for large list of ids.
ReferenceApi	get_funds_managers	GET /factset-funds/v1/managers	Get a list of Fund Managers and related details for a list of ids.
ReferenceApi	get_funds_managers_for_list	POST /factset-funds/v1/managers	Get a list of Fund Managers and related details for a large list of ids.
ReferenceApi	get_funds_summary	GET /factset-funds/v1/summary	Get basic reference summary data for a Fund.
ReferenceApi	get_funds_summary_for_list	POST /factset-funds/v1/summary	Get basic reference data for a large list of Fund ids.
ReferenceApi	get_related_funds	GET /factset-funds/v1/related-funds	Get a list of Related Funds for a list of Fund ids.
ReferenceApi	get_related_funds_for_list	POST /factset-funds/v1/related-funds	Get a list of Related Funds for a large list of Fund ids.

Documentation For Models

• Aum
• AumRequest
• AumResponse
• BenchmarkDetails
• BenchmarkDetailsRequest
• BenchmarkDetailsResponse
• Classifications
• ClassificationsRequest
• ClassificationsResponse
• CostsFees
• CostsFeesIds
• CostsFeesRequest
• CostsFeesResponse
• DataType
• DividendAdjust
• ErrorResponse
• ErrorResponseSubErrors
• Flows
• FlowsRequest
• FlowsResponse
• Frequency
• FrequencyAum
• FundsPricesRequest
• FundsPricesResponse
• FundsReturnsRequest
• FundsReturnsResponse
• FundsReturnsSnapshotRequest
• FundsReturnsSnapshotResponse
• Ids
• Managers
• ManagersRequest
• ManagersResponse
• Prices
• RelatedFunds
• RelatedFundsRequest
• RelatedFundsResponse
• Returns
• ReturnsRange
• ReturnsRangeRequest
• ReturnsRangeResponse
• ReturnsSnapshot
• SplitAdjust
• Statuses
• StatusesRequest
• StatusesResponse
• Summaries
• SummariesRequest
• SummariesResponse

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