fds.sdk.FactSetPrices 1.0.1

FactSet Prices client library for Python

FactSet Prices client library for Python

Gain access to comprehensive global coverage for Equities & Fixed Income. Perform quick analytics by controlling the date ranges, currencies, and rolling periods, or simply request Open, High, Low, and Close prices. Easily connect pricing data with other core company data or alternative content sets using FactSet's hub and spoke symbology.

Equity and Fund Security types include Common Stock, ADR, GDR, Preferred, Closed-ended Fund, Exchange Traded Fund, Unit, Open-ended Fund, Exchange Traded Fund UVI, Exchange Traded Fund NAV, Preferred Equity, Non-Voting Depositary Receipt/Certificate, Alien/Foreign, Structured Product, and Temporary Instruments. Reference over 180,000+ active and inactive securities.

Fixed Income Security Types include Corporate Bonds, Treasury and Agency bonds, Government Bonds, and Municipals.

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

• API version: 1.2.1
• Package version: 1.0.1
• Build package: org.openapitools.codegen.languages.PythonClientCodegen

Requirements

• Python >= 3.7

Installation

Poetry

poetry add fds.sdk.utils fds.sdk.FactSetPrices

pip

pip install fds.sdk.utils fds.sdk.FactSetPrices

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:

from fds.sdk.utils.authentication import ConfidentialClient
import fds.sdk.FactSetPrices
from fds.sdk.FactSetPrices.api import database_rollover_api
from fds.sdk.FactSetPrices.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
# See https://github.com/FactSet/enterprise-sdk-utils-python#authentication
# for more information on using the ConfidentialClient class
configuration = fds.sdk.FactSetPrices.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.FactSetPrices.Configuration(
#     username='USERNAME-SERIAL',
#     password='API-KEY'
# )

# Enter a context with an instance of the API client
with fds.sdk.FactSetPrices.ApiClient(configuration) as api_client:
    # Create an instance of the API class
    api_instance = database_rollover_api.DatabaseRolloverApi(api_client)

    try:
        # Gets the latest relative rollover date for the database.
        # example, this endpoint has no required or optional parameters
        api_response = api_instance.get_database_rollover()
        pprint(api_response)
    except fds.sdk.FactSetPrices.ApiException as e:
        print("Exception when calling DatabaseRolloverApi->get_database_rollover: %s\n" % e)

    # Get response, http status code and response headers
    # try:
    #     # Gets the latest relative rollover date for the database.
    #     # example, this endpoint has no required or optional parameters
    #     api_response, http_status_code, response_headers = api_instance.get_database_rollover_with_http_info()
    #     pprint(api_response)
    #     pprint(http_status_code)
    #     pprint(response_headers)
    # except fds.sdk.FactSetPrices.ApiException as e:
    #     print("Exception when calling DatabaseRolloverApi->get_database_rollover: %s\n" % e)

    # Get response asynchronous
    # try:
    #     # Gets the latest relative rollover date for the database.
    #     # example, this endpoint has no required or optional parameters
    #     async_result = api_instance.get_database_rollover_async()
    #     api_response = async_result.get()
    #     pprint(api_response)
    # except fds.sdk.FactSetPrices.ApiException as e:
    #     print("Exception when calling DatabaseRolloverApi->get_database_rollover: %s\n" % e)

    # Get response, http status code and response headers asynchronous
    # try:
    #     # Gets the latest relative rollover date for the database.
    #     # example, this endpoint has no required or optional parameters
    #     async_result = api_instance.get_database_rollover_with_http_info_async()
    #     api_response, http_status_code, response_headers = async_result.get()
    #     pprint(api_response)
    #     pprint(http_status_code)
    #     pprint(response_headers)
    # except fds.sdk.FactSetPrices.ApiException as e:
    #     print("Exception when calling DatabaseRolloverApi->get_database_rollover: %s\n" % e)

Documentation for API Endpoints

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

Class	Method	HTTP request	Description
DatabaseRolloverApi	get_database_rollover	GET /factset-prices/v1/database-rollover	Gets the latest relative rollover date for the database.
DatabaseRolloverApi	get_database_rollover_for_list	POST /factset-prices/v1/database-rollover	Gets the latest relative rollover date for the database.
DividendsApi	get_security_dividends	GET /factset-prices/v1/dividends	Gets dividend information for a given date range and list of securities
DividendsApi	get_security_dividends_for_list	POST /factset-prices/v1/dividends	Requests dividend information for a given date range and list of securities
HighLowApi	get_high_low	GET /factset-prices/v1/high-low	Gets the price high and price low of securities for a list of `ids` as of given date, period and frequency.
HighLowApi	get_high_low_for_list	POST /factset-prices/v1/high-low	Requests the price high and price low of securities for a list of `ids` as of given date, period and frequency.
MarketValueApi	get_market_value	GET /factset-prices/v1/market-value	Gets the security level and company level market values for a list of `ids` as of given date range and frequency.
MarketValueApi	get_market_value_for_list	POST /factset-prices/v1/market-value	Requests the market value for a list of `ids` as of given date range.
PricesApi	get_fixed_security_prices	GET /factset-prices/v1/fixed-income	Gets pricing for a list of Fixed Income securities
PricesApi	get_fixed_security_prices_for_list	POST /factset-prices/v1/fixed-income	Requests pricing for a list of Fixed Income securities for date range requested
PricesApi	get_security_prices	GET /factset-prices/v1/prices	Gets end-of-day Open, High, Low, Close for a list of securities.
PricesApi	get_security_prices_for_list	POST /factset-prices/v1/prices	Requests end-of-day Open, High, Low, Close for a large list of securities.
ReferenceApi	get_security_reference_for_list	POST /factset-prices/v1/references	Requests security reference details a list of securities
ReferenceApi	get_security_references	GET /factset-prices/v1/references	Gets security reference details for a list of securities
ReturnsApi	get_returns_snapshot	GET /factset-prices/v1/returns-snapshot	Returns the price performance of the security and annualized compound total returns.
ReturnsApi	get_returns_snapshot_for_list	POST /factset-prices/v1/returns-snapshot	Returns the price performance of the security and annualized compound total returns.
ReturnsApi	get_security_returns	GET /factset-prices/v1/returns	Gets Returns for a list of `ids` as of given date range and rolling Period
ReturnsApi	get_security_returns_for_list	POST /factset-prices/v1/returns	Requests security returns for the given date range and rollingPeriod.
SharesApi	get_security_shares	GET /factset-prices/v1/shares	Gets shares for a list of `ids` as of given date range.
SharesApi	get_security_shares_for_list	POST /factset-prices/v1/shares	Requests shares for a list of `ids` as of given date range.
SplitsApi	get_security_splits	GET /factset-prices/v1/splits	Gets full history of security Splits for a list of `ids`
SplitsApi	get_security_splits_for_list	POST /factset-prices/v1/splits	Requests splits for a list of `ids`

Documentation For Models

• Adjust
• Batch
• BatchStatus
• BatchStatusResponse
• Calendar
• Dividend
• DividendAdjust
• DividendAdjustSnapshot
• DividendsRequest
• DividendsResponse
• ErrorResponse
• ErrorResponseSubErrors
• FixedIds
• FixedIncomePrice
• Frequency
• FrequencyFi
• HighLow
• HighLowRequest
• HighLowResponse
• IdsBatchMax5000
• IdsMax1000
• IdsMax2000
• MarketValue
• MarketValueRequest
• MarketValueResponse
• ModelReturn
• Period
• Price
• PriceType
• PricesFixedIncomeRequest
• PricesFixedIncomeResponse
• PricesRequest
• PricesResponse
• References
• ReferencesRequest
• ReferencesResponse
• ReturnsRequest
• ReturnsResponse
• ReturnsSnapshot
• ReturnsSnapshotRequest
• ReturnsSnapshotResponse
• RollingPeriod
• Rollover
• RolloverResponse
• Shares
• SharesRequest
• SharesResponse
• SplitAdjust
• Splits
• SplitsRequest
• SplitsResponse

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