Stocks API for Digital Portals 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

Project description

FactSet

Stocks API for Digital Portals client library for Python

API Version PyPi Apache-2 license

The Stocks API features a screener to search for equity instruments based on stock-specific parameters.

Parameters for up to three fiscal years might now be used in one request; data is available for the ten most recent completed fiscal years. Estimates are available for the current and two consecutive fiscal years. Search criteria also include benchmark-related attributes (beta, correlation, outperformance), and ESG parameters, based on FactSet’s Truvalue ESG scores.

A separate endpoint returns the possible values and value ranges for the parameters that the endpoint /stock/notation/screener/search accepts Application developers can request the values and value ranges only for a restricted set of notations that match predefined parameters. This functionality may be used to pre-fill the values and value ranges of the parameters of the /stock/notation/screener/search endpoint so that performing a search always leads to a non-empty set of notations.

The endpoint /stock/notation/ranking/intraday/list ranks stocks notations using intraday figures, for example to build a gainers/losers list.

Additional endpoints include end-of-day benchmark key figures, and selected fundamentals (as of end of fiscal year and with daily updates).

This API is fully integrated with the corresponding Quotes API, allowing access to detailed price and performance information of instruments, as well as basic security identifier cross-reference. For direct access to price histories, please refer to the Time Series API for Digital Portals.

Similar criteria based screener APIs exist for fixed income instruments and securitized derivatives: See the Bonds API and the Securitized Derivatives API for details.

See also the recipe "Enrich Your Digital Portal with Flexible Equity Screening".

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

  • API version: 2
  • SDK version: 0.10.19
  • Build package: org.openapitools.codegen.languages.PythonClientCodegen

Requirements

  • Python >= 3.7

Installation

Poetry

poetry add fds.sdk.utils fds.sdk.StocksAPIforDigitalPortals==0.10.19

pip

pip install fds.sdk.utils fds.sdk.StocksAPIforDigitalPortals==0.10.19

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

# Enter a context with an instance of the API client
with fds.sdk.StocksAPIforDigitalPortals.ApiClient(configuration) as api_client:
    # Create an instance of the API class
    api_instance = company_api.CompanyApi(api_client)
    id = "id_example" # str | 
    attributes = [
        "_attributes_example",
    ] # [str] | Limit the attributes returned in the response to the specified set. (optional)
    language = "_language_example" # str |  (optional)

    try:
        # List of boards for a company, with their officers.
        # example passing only required values which don't have defaults set
        # and optional values
        api_response = api_instance.get_company_board_list_by_instrument(id, attributes=attributes, language=language)

        pprint(api_response)
    except fds.sdk.StocksAPIforDigitalPortals.ApiException as e:
        print("Exception when calling CompanyApi->get_company_board_list_by_instrument: %s\n" % e)

    # # Get response, http status code and response headers
    # try:
    #     # List of boards for a company, with their officers.
    #     api_response, http_status_code, response_headers = api_instance.get_company_board_list_by_instrument_with_http_info(id, attributes=attributes, language=language)


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

    # # Get response asynchronous
    # try:
    #     # List of boards for a company, with their officers.
    #     async_result = api_instance.get_company_board_list_by_instrument_async(id, attributes=attributes, language=language)
    #     api_response = async_result.get()


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

    # # Get response, http status code and response headers asynchronous
    # try:
    #     # List of boards for a company, with their officers.
    #     async_result = api_instance.get_company_board_list_by_instrument_with_http_info_async(id, attributes=attributes, language=language)
    #     api_response, http_status_code, response_headers = async_result.get()


    #     pprint(api_response)
    #     pprint(http_status_code)
    #     pprint(response_headers)
    # except fds.sdk.StocksAPIforDigitalPortals.ApiException as e:
    #     print("Exception when calling CompanyApi->get_company_board_list_by_instrument: %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.StocksAPIforDigitalPortals

logging.basicConfig(level=logging.DEBUG)

configuration = fds.sdk.StocksAPIforDigitalPortals.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.StocksAPIforDigitalPortals

configuration = fds.sdk.StocksAPIforDigitalPortals.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.StocksAPIforDigitalPortals

configuration = fds.sdk.StocksAPIforDigitalPortals.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.StocksAPIforDigitalPortals

configuration = fds.sdk.StocksAPIforDigitalPortals.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/wealth/v1

Class Method HTTP request Description
CompanyApi get_company_board_list_by_instrument GET /company/board/listByInstrument List of boards for a company, with their officers.
CompanyApi get_company_board_officer_function_delivery_list GET /company/board/officer/function/delivery/list List of officer functions as provided by a delivery.
CompanyApi get_company_board_type_list GET /company/board/type/list List of company board types.
CompanyApi post_company_estimates_list_by_instrument POST /company/estimates/listByInstrument Estimates for selected figures for a stock.
CompanyApi post_company_key_items_current_get_by_instrument POST /company/keyItems/current/getByInstrument Fundamentals for a stock with potentially daily updates.
CompanyApi post_company_key_items_fiscal_year_list_by_instrument POST /company/keyItems/fiscalYear/listByInstrument Selected fundamentals for a stock with values as of the end of a fiscal year.
StockApi get_stock_composite_profile_get_by_notation GET /stock/composite/profile/getByNotation Provides key elements of a stock profile together with the profile of the issuing company.
StockApi get_stock_dividend_type_list GET /stock/dividend/type/list List of dividend types.
StockApi get_stock_notation_key_figures_benchmark_month_1_get GET /stock/notation/keyFigures/benchmark/month/1/get End-of-day (EOD) benchmark key figures of a stock for the time range of one month.
StockApi get_stock_notation_key_figures_benchmark_month_3_get GET /stock/notation/keyFigures/benchmark/month/3/get End-of-day (EOD) benchmark key figures of a stock for the time range of three months.
StockApi get_stock_notation_key_figures_benchmark_month_6_get GET /stock/notation/keyFigures/benchmark/month/6/get End-of-day (EOD) benchmark key figures of a stock for the time range of six months.
StockApi get_stock_notation_key_figures_benchmark_week_1_get GET /stock/notation/keyFigures/benchmark/week/1/get End-of-day (EOD) benchmark key figures of a stock for the time range of one week.
StockApi get_stock_notation_key_figures_benchmark_year_1_get GET /stock/notation/keyFigures/benchmark/year/1/get End-of-day (EOD) benchmark key figures of a stock for the time range of one year.
StockApi get_stock_notation_key_figures_benchmark_year_3_get GET /stock/notation/keyFigures/benchmark/year/3/get End-of-day (EOD) benchmark key figures of a stock for the time range of three years.
StockApi get_stock_notation_key_figures_benchmark_year_5_get GET /stock/notation/keyFigures/benchmark/year/5/get End-of-day (EOD) benchmark key figures of a stock for the time range of five years.
StockApi get_stock_owner_list GET /stock/owner/list List of owners for a specific type of a company's shares.
StockApi get_stock_recommendation_aggregate_get GET /stock/recommendation/aggregate/get Target price and aggregated recommendations for a stock.
StockApi get_stock_recommendation_aggregate_history_list GET /stock/recommendation/aggregate/history/list Current and historical trade recommendations and target prices for a stock.
StockApi post_stock_dividend_list POST /stock/dividend/list List of dividends for a stock.
StockApi post_stock_notation_ranking_intraday_list POST /stock/notation/ranking/intraday/list Ranking of stocks' notations using intraday figures.
StockApi post_stock_notation_screener_search POST /stock/notation/screener/search Screener for stocks' notations based on stock-specific parameters.
StockApi post_stock_notation_screener_value_ranges_get POST /stock/notation/screener/valueRanges/get Possible values and value ranges for the parameters used in the endpoint `/stock/notation/screener/search`.

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

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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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