FactSet Funds client library for Python

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  • License: Apache License, Version 2.0
  • Author: FactSet Research Systems
  • Tags FactSet , API , SDK
  • Requires: Python >=3.7
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Project description

FactSet

FactSet Funds client library for Python

API Version PyPi Apache-2 license

FactSet Mutual Funds and ETFs 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

In addition to core reference and time series data, the API enables broader fund analytics and workflows, including:

  • Fund summary and classification insights such as domicile, structure, segments, and similar funds
  • Performance analytics including historical returns, snapshot returns across time horizons, and yield data
  • Cost, fee, and risk metrics including expense ratios, regulatory/tax exposure, and risk measures
  • Portfolio exposure and analytics including asset allocation, sector weightage, geographic exposure, and top holdings
  • Trading and liquidity characteristics for evaluating tradability
  • ETF-specific scoring and ratings to assess efficiency, tradability, and fit relative to benchmarks
  • Distribution and income data for understanding payouts and investor returns

This API is rate-limited to 10 requests per second and 10 concurrent requests per user.

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

  • API version: 3.0.0
  • SDK version: 0.40.0
  • 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.FactSetFunds==0.40.0

pip

pip install fds.sdk.utils fds.sdk.FactSetFunds==0.40.0

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.FactSetFunds
from fds.sdk.FactSetFunds.api import portfolio_exposure_and_analysis_api
from fds.sdk.FactSetFunds.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.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 = portfolio_exposure_and_analysis_api.PortfolioExposureAndAnalysisApi(api_client)
    ids = ["MABAX-US"] # [str] | The requested fund identifier. FactSet Identifiers, tickers, CUSIP, SEDOL, and ISIN are accepted inputs. <p>***IDs limit** =  200 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>*
    key_items_type = KeyItemsType("GROWTH") # KeyItemsType | The Key Items type report. (optional)

    try:
        # Get Financial Key Items for Funds
        # example passing only required values which don't have defaults set
        # and optional values
        api_response = api_instance.get_financial_key_items(ids, key_items_type=key_items_type)

        pprint(api_response)
    except fds.sdk.FactSetFunds.ApiException as e:
        print("Exception when calling PortfolioExposureAndAnalysisApi->get_financial_key_items: %s\n" % e)

    # # Get response, http status code and response headers
    # try:
    #     # Get Financial Key Items for Funds
    #     api_response, http_status_code, response_headers = api_instance.get_financial_key_items_with_http_info(ids, key_items_type=key_items_type)


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

    # # Get response asynchronous
    # try:
    #     # Get Financial Key Items for Funds
    #     async_result = api_instance.get_financial_key_items_async(ids, key_items_type=key_items_type)
    #     api_response = async_result.get()


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

    # # Get response, http status code and response headers asynchronous
    # try:
    #     # Get Financial Key Items for Funds
    #     async_result = api_instance.get_financial_key_items_with_http_info_async(ids, key_items_type=key_items_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 PortfolioExposureAndAnalysisApi->get_financial_key_items: %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.FactSetFunds

logging.basicConfig(level=logging.DEBUG)

configuration = fds.sdk.FactSetFunds.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.FactSetFunds

configuration = fds.sdk.FactSetFunds.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.FactSetFunds

configuration = fds.sdk.FactSetFunds.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.FactSetFunds

configuration = fds.sdk.FactSetFunds.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-funds/v3

Class Method HTTP request Description
PortfolioExposureAndAnalysisApi get_financial_key_items GET /financials/key-items Get Financial Key Items for Funds
PortfolioExposureAndAnalysisApi get_financial_key_items_for_list POST /financials/key-items Get Financial Key Items for Funds
PortfolioExposureAndAnalysisApi get_portfolio_analytics GET /portfolio/analytics Get Asset Allocation, Sector Weightage, Geographic Revenue and Market Capitalization details
PortfolioExposureAndAnalysisApi get_portfolio_analytics_for_list POST /portfolio/analytics Get Asset Allocation, Sector Weightage, Geographic Revenue and Market Capitalization details
PortfolioExposureAndAnalysisApi get_portfolio_statistics GET /portfolio/statistics Get Portfolio Statistics for Funds
PortfolioExposureAndAnalysisApi get_portfolio_statistics_for_list POST /portfolio/statistics Get Portfolio Statistics for Funds
PortfolioExposureAndAnalysisApi get_risk_analytics GET /risk-analytics Get Credit Risk and Rate Risk Analytics
PortfolioExposureAndAnalysisApi get_risk_analytics_for_list POST /risk-analytics Get Credit Risk and Rate Risk Analytics.
PortfolioExposureAndAnalysisApi get_top10_holdings GET /holdings/top-10 Get Top 10 Holdings
PortfolioExposureAndAnalysisApi get_top10_holdings_for_list POST /holdings/top-10 Get Top 10 Holdings
PricesReturnsAndDistributionsApi get_funds_distributions GET /distributions Get Fund Distributions (Current or Historical)
PricesReturnsAndDistributionsApi get_funds_distributions_for_list POST /distributions Get Fund Distributions (Current or Historical) for a list
PricesReturnsAndDistributionsApi get_funds_prices GET /prices Get Fund Prices (NAV) for a requested time-series
PricesReturnsAndDistributionsApi get_funds_prices_for_list POST /prices Get Fund Prices (NAV) for a requested date range and large list of IDs.
PricesReturnsAndDistributionsApi get_funds_returns GET /returns Get Fund Returns for a requested time-series
PricesReturnsAndDistributionsApi get_funds_returns_for_list POST /returns Get Fund Returns for a requested time-series and large list of IDs.
PricesReturnsAndDistributionsApi get_funds_returns_range GET /returns/range Get Fund Returns for a user-defined date range
PricesReturnsAndDistributionsApi get_funds_returns_range_for_list POST /returns/range Get Fund Returns over pre-defined time horizons as of a specific date for large list of IDs.
PricesReturnsAndDistributionsApi get_funds_returns_snapshot GET /returns/snapshot Get Fund Returns over pre-defined time horizons as of a specific date.
PricesReturnsAndDistributionsApi get_funds_returns_snapshot_for_list POST /returns/snapshot Get Fund Returns over pre-defined time horizons as of a specific date.
PricesReturnsAndDistributionsApi get_funds_yield GET /yields Get Fund Yield for a user-defined date range for large list of IDs.
PricesReturnsAndDistributionsApi get_funds_yield_for_list POST /yields Get Fund Yield for a user-defined date range for large list of IDs.
ScoringApi get_scoring_details GET /scoring Get Scoring Details for ETFs
ScoringApi get_scoring_for_list POST /scoring Get Scoring Details for ETFs
ScreenerOperationsApi create_content_set POST /screener/content-sets/create Create a new custom content set with required fields from the default content sets.
ScreenerOperationsApi delete_content_set DELETE /screener/content-sets/{name} Delete a custom content set.
ScreenerOperationsApi get_content_sets GET /screener/content-sets Get the content sets that are permissioned for the user.
ScreenerOperationsApi get_distinct_count POST /screener/distinct-count Returns the number of records for a given field spread across all possible values.
ScreenerOperationsApi get_fields GET /screener/fields Get the list of fields available for given content set.
ScreenerOperationsApi get_screener_data POST /screener/search Returns all the records that match the given criteria.
ScreenerOperationsApi get_statistics POST /screener/statistics Returns the statistics and histogram data for a given field within the specified content sets.
SummarySegmentsAndStatsApi get_funds_aum GET /aum Get Fund AUM for a requested date range and list of IDs
SummarySegmentsAndStatsApi get_funds_aum_for_list POST /aum Get Fund AUM for a requested date range and large list of IDs
SummarySegmentsAndStatsApi get_funds_flows GET /flows Get Fund Flows for a requested date range and list of IDs
SummarySegmentsAndStatsApi get_funds_flows_for_list POST /flows Get Fund Flows for a requested date range and large list of IDs
SummarySegmentsAndStatsApi get_funds_summary GET /summary Get basic reference summary data for a Fund.
SummarySegmentsAndStatsApi get_funds_summary_for_list POST /summary Get basic reference data for a large list of Fund IDs.
SummarySegmentsAndStatsApi get_segments_and_structure GET /segments-and-structure Get Fund Classification, Similar Funds, Segments, and Fund Structure
SummarySegmentsAndStatsApi get_segments_and_structure_for_list POST /segments-and-structure Get Fund Classification, Similar Funds, Segments, and Fund Structure.
TaxesFeesAndRisksApi get_funds_costs_fees GET /costs-fees Get the Fund's Costs, Investment minimums and Risk, and Fees.
TaxesFeesAndRisksApi get_funds_costs_fees_for_list POST /costs-fees Get the Fund's Costs, Investment minimums and Risk, and Fees for large list of IDs.
TaxesFeesAndRisksApi get_taxes_and_risks GET /taxes-and-risks Get Regulatory/Tax, Tax Exposure, and Risk Measures
TaxesFeesAndRisksApi get_taxes_and_risks_for_list POST /taxes-and-risks Get Regulatory/Tax, Tax Exposure, and Risk Measures.
TradingApi get_trading GET /trading Get Trading Characteristics
TradingApi get_trading_for_list POST /trading Get Trading Characteristics

Documentation For Models

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 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.

Project details

Verified details

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Avatar for factset from gravatar.com factset

Unverified details

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Project links
Meta
  • License: Apache License, Version 2.0
  • Author: FactSet Research Systems
  • Tags FactSet , API , SDK
  • Requires: Python >=3.7

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