Skip to main content

FactSet Prices client library for Python

Project description

FactSet

FactSet Prices client library for Python

PyPi Apache-2 license

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: 1.3.0
  • Package version: 1.1.6
  • Build package: org.openapitools.codegen.languages.PythonClientCodegen

Requirements

  • Python >= 3.7

Installation

Poetry

poetry add fds.sdk.utils fds.sdk.FactSetPrices==1.1.6

pip

pip install fds.sdk.utils fds.sdk.FactSetPrices==1.1.6

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 batch_processing_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 = batch_processing_api.BatchProcessingApi(api_client)
    # NOTE: The parameter variable defined below is just an example and may potentially contain non valid values. So please replace this with valid values.
    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.FactSetPrices.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.FactSetPrices.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.FactSetPrices.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.FactSetPrices.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.FactSetPrices

logging.basicConfig(level=logging.DEBUG)

configuration = fds.sdk.FactSetPrices.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.FactSetPrices

configuration = fds.sdk.FactSetPrices.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.FactSetPrices

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

Documentation for API Endpoints

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

Class Method HTTP request Description
BatchProcessingApi get_batch_data GET /batch/v1/result Returns the response for a Batch Request
BatchProcessingApi get_batch_data_with_post POST /batch/v1/result Returns the response for a Batch Request
BatchProcessingApi get_batch_status GET /batch/v1/status Returns the status for a Batch Request
BatchProcessingApi get_batch_status_with_post POST /batch/v1/status Returns the status for a Batch Request
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

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.

Project details


Download files

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

Source Distributions

No source distribution files available for this release.See tutorial on generating distribution archives.

Built Distribution

fds.sdk.FactSetPrices-1.1.6-py3-none-any.whl (264.0 kB view hashes)

Uploaded Python 3

Supported by

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