Skip to main content

FactSet Global Prices client library for Python

Project description

FactSet

FactSet Global Prices client library for Python

API Version PyPi Apache-2 license

The FactSet Global Prices API provides end of day market pricing content using cloud and microservices technology, encompassing both pricing as well as corporate actions and events data.

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

  • API version: 1.10.0
  • SDK version: 2.7.0
  • 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.FactSetGlobalPrices==2.7.0

pip

pip install fds.sdk.utils fds.sdk.FactSetGlobalPrices==2.7.0

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.FactSetGlobalPrices
from fds.sdk.FactSetGlobalPrices.api import batch_processing_api
from fds.sdk.FactSetGlobalPrices.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.FactSetGlobalPrices.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.FactSetGlobalPrices.Configuration(
#     username='USERNAME-SERIAL',
#     password='API-KEY'
# )

# Enter a context with an instance of the API client
with fds.sdk.FactSetGlobalPrices.ApiClient(configuration) as api_client:
    # Create an instance of the API class
    api_instance = batch_processing_api.BatchProcessingApi(api_client)
    id = "id_example" # str | Batch Request identifier.

    try:
        # Returns the response for a Batch Request
        # example passing only required values which don't have defaults set
        api_response_wrapper = api_instance.get_batch_data(id)

        # This endpoint returns a response wrapper that contains different types of responses depending on the query.
        # To access the correct response type, you need to perform one additional step, as shown below.
        if api_response_wrapper.get_status_code() == 200:
            api_response = api_response_wrapper.get_response_200()
        if api_response_wrapper.get_status_code() == 202:
            api_response = api_response_wrapper.get_response_202()

        pprint(api_response)
    except fds.sdk.FactSetGlobalPrices.ApiException as e:
        print("Exception when calling BatchProcessingApi->get_batch_data: %s\n" % e)

    # # Get response, http status code and response headers
    # try:
    #     # Returns the response for a Batch Request
    #     api_response_wrapper, http_status_code, response_headers = api_instance.get_batch_data_with_http_info(id)

    #     # This endpoint returns a response wrapper that contains different types of responses depending on the query.
    #     # To access the correct response type, you need to perform one additional step, as shown below.
    #     if api_response_wrapper.get_status_code() == 200:
    #         api_response = api_response_wrapper.get_response_200()
    #     if api_response_wrapper.get_status_code() == 202:
    #         api_response = api_response_wrapper.get_response_202()

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

    # # Get response asynchronous
    # try:
    #     # Returns the response for a Batch Request
    #     async_result = api_instance.get_batch_data_async(id)
    #     api_response_wrapper = async_result.get()

    #     # This endpoint returns a response wrapper that contains different types of responses depending on the query.
    #     # To access the correct response type, you need to perform one additional step, as shown below.
    #     if api_response_wrapper.get_status_code() == 200:
    #         api_response = api_response_wrapper.get_response_200()
    #     if api_response_wrapper.get_status_code() == 202:
    #         api_response = api_response_wrapper.get_response_202()

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

    # # Get response, http status code and response headers asynchronous
    # try:
    #     # Returns the response for a Batch Request
    #     async_result = api_instance.get_batch_data_with_http_info_async(id)
    #     api_response_wrapper, http_status_code, response_headers = async_result.get()

    #     # This endpoint returns a response wrapper that contains different types of responses depending on the query.
    #     # To access the correct response type, you need to perform one additional step, as shown below.
    #     if api_response_wrapper.get_status_code() == 200:
    #         api_response = api_response_wrapper.get_response_200()
    #     if api_response_wrapper.get_status_code() == 202:
    #         api_response = api_response_wrapper.get_response_202()

    #     pprint(api_response)
    #     pprint(http_status_code)
    #     pprint(response_headers)
    # except fds.sdk.FactSetGlobalPrices.ApiException as e:
    #     print("Exception when calling BatchProcessingApi->get_batch_data: %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.FactSetGlobalPrices

logging.basicConfig(level=logging.DEBUG)

configuration = fds.sdk.FactSetGlobalPrices.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.FactSetGlobalPrices

configuration = fds.sdk.FactSetGlobalPrices.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.FactSetGlobalPrices

configuration = fds.sdk.FactSetGlobalPrices.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.FactSetGlobalPrices

configuration = fds.sdk.FactSetGlobalPrices.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

Class Method HTTP request Description
BatchProcessingApi get_batch_data GET /factset-global-prices/v1/batch-result Returns the response for a Batch Request
BatchProcessingApi get_batch_status GET /factset-global-prices/v1/batch-status Returns the status for a Batch Request
CorporateActionsApi get_gpd_corporate_actions GET /factset-global-prices/v1/corporate-actions Gets Corporate Actions information.
CorporateActionsApi getannualized_dividends GET /factset-global-prices/v1/annualized-dividends Gets Indicated Annualized Dividend information.
CorporateActionsApi getannualized_dividends_for_list POST /factset-global-prices/v1/annualized-dividends Gets Indicated Annualized Dividend information.
CorporateActionsApi post_corporate_actions POST /factset-global-prices/v1/corporate-actions Requests Corporate Actions information.
CorporateActionsForCalendarApi get_corporate_actions GET /factset-global-prices/v1/calendar/corporate-actions Retrieve Event Calendar information for Corporate Actions
CorporateActionsForCalendarApi get_dividends GET /factset-global-prices/v1/calendar/dividends Retrieve Dividend information
CorporateActionsForCalendarApi get_event_count GET /factset-global-prices/v1/calendar/event-count Retrieve daily event count for a given date range
CorporateActionsForCalendarApi get_exchanges GET /factset-global-prices/v1/calendar/meta/exchanges Returns a list of exchanges for which event/action data is available.
CorporateActionsForCalendarApi get_rights_issues GET /factset-global-prices/v1/calendar/rights-issues Retrieve Rights Issue information
CorporateActionsForCalendarApi get_spin_offs GET /factset-global-prices/v1/calendar/spin-offs Retrieve Spin Off information
CorporateActionsForCalendarApi get_splits GET /factset-global-prices/v1/calendar/splits Retrieve Split information
CorporateActionsForCalendarApi get_stock_distributions GET /factset-global-prices/v1/calendar/stock-distributions Retrieve Stock Distribution information
MarketValueApi get_gpd_market_val GET /factset-global-prices/v1/market-value Provides the current market value for a list of specified securities.
MarketValueApi get_security_prices_for_list_market_val POST /factset-global-prices/v1/market-value Requests the current market value for a list of specified securities.
PricesApi get_gpd_prices GET /factset-global-prices/v1/prices Gets end-of-day Open, High, Low, Close for a list of securities.
PricesApi get_security_prices_for_list POST /factset-global-prices/v1/prices Requests end-of-day Open, High, Low, Close for a large list of securities.
ReturnsApi get_returns GET /factset-global-prices/v1/returns Gets Returns for a list of `ids` as of given date range.
ReturnsApi get_returns_for_list POST /factset-global-prices/v1/returns Gets Returns for a list of `ids` as of given date range.
SharesOutstandingApi get_shares_outstanding GET /factset-global-prices/v1/security-shares Gets Shares Outstanding information for securities.
SharesOutstandingApi post_shares_outstanding POST /factset-global-prices/v1/security-shares Gets Shares Outstanding information for securities.

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


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

fds_sdk_factsetglobalprices-2.7.0.tar.gz (113.1 kB view details)

Uploaded Source

Built Distribution

If you're not sure about the file name format, learn more about wheel file names.

fds_sdk_factsetglobalprices-2.7.0-py3-none-any.whl (275.4 kB view details)

Uploaded Python 3

File details

Details for the file fds_sdk_factsetglobalprices-2.7.0.tar.gz.

File metadata

File hashes

Hashes for fds_sdk_factsetglobalprices-2.7.0.tar.gz
Algorithm Hash digest
SHA256 5a526f08a2dfe9cabcc6fc3e2d85bd9a024fee4c2b2013190334030d7bcf0a5b
MD5 41046f78e6178abd62eadc4c94033eec
BLAKE2b-256 88ac067655742e33c3621b12986d6d71e10375f12de58aa0fe54061804900c57

See more details on using hashes here.

File details

Details for the file fds_sdk_factsetglobalprices-2.7.0-py3-none-any.whl.

File metadata

File hashes

Hashes for fds_sdk_factsetglobalprices-2.7.0-py3-none-any.whl
Algorithm Hash digest
SHA256 7dbf129870ac4e26de684cf1fb883f1ad99fdba32fb7afd1dd2b6e96abc22d03
MD5 476cece044dab8f13cfcfcbf00a41d27
BLAKE2b-256 570ca420bd8724571d18d01709350b0bdc81777190ee0fc40b0aeb0e2e3554b5

See more details on using hashes here.

Supported by

AWS Cloud computing and Security Sponsor Datadog Monitoring Depot Continuous Integration Fastly CDN Google Download Analytics Pingdom Monitoring Sentry Error logging StatusPage Status page