Symbology client library for Python
Project description
Symbology client library for Python
The FactSet Symbology API provides symbol resolution services, allowing clients to translate market identifiers into various symbology types such as, FactSet Permanent Identifiers, CUSIP, ISIN, SEDOL, Tickers, and LEIs.
Factset's Symbology API sits at the center of its hub-and-spoke data model, enabling you to quickly harmonize the expanding catalog of Content APIs.
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: 3.4.0
- SDK version: 3.1.1
- Build package: org.openapitools.codegen.languages.PythonClientCodegen
Requirements
- Python >= 3.7
Installation
Poetry
poetry add fds.sdk.utils fds.sdk.Symbology==3.1.1
pip
pip install fds.sdk.utils fds.sdk.Symbology==3.1.1
Usage
- Generate authentication credentials.
- Setup Python environment.
-
Install and activate python 3.7+. If you're using pyenv:
pyenv install 3.9.7 pyenv shell 3.9.7
-
(optional) Install poetry.
-
- Install dependencies.
- 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.Symbology
from fds.sdk.Symbology.api import historical_identifier_resolution_api
from fds.sdk.Symbology.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.Symbology.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.Symbology.Configuration(
# username='USERNAME-SERIAL',
# password='API-KEY'
# )
# Enter a context with an instance of the API client
with fds.sdk.Symbology.ApiClient(configuration) as api_client:
# Create an instance of the API class
api_instance = historical_identifier_resolution_api.HistoricalIdentifierResolutionApi(api_client)
identifier_resolution_historical_request = IdentifierResolutionHistoricalRequest(
data=IdentifierResolutionHistoricalRequestBody(
ids=GetIdsResolution(["GOOGL-US"]),
input_symbol_type=GetHistoricalInputSymbolType("BIC"),
output_symbol_types=GetHistoricalOutputSymbolTypes(["CUSIP","SEDOL"]),
as_of_date=dateutil_parser('Fri Jan 01 00:00:00 UTC 2010').date(),
),
) # IdentifierResolutionHistoricalRequest | Request Body for Historical Identifier Resolution.
try:
# Returns the specified historical output identifiers for the given input identifier.
# example passing only required values which don't have defaults set
api_response = api_instance.batch_historical_identifier_resolution(identifier_resolution_historical_request)
pprint(api_response)
except fds.sdk.Symbology.ApiException as e:
print("Exception when calling HistoricalIdentifierResolutionApi->batch_historical_identifier_resolution: %s\n" % e)
# # Get response, http status code and response headers
# try:
# # Returns the specified historical output identifiers for the given input identifier.
# api_response, http_status_code, response_headers = api_instance.batch_historical_identifier_resolution_with_http_info(identifier_resolution_historical_request)
# pprint(api_response)
# pprint(http_status_code)
# pprint(response_headers)
# except fds.sdk.Symbology.ApiException as e:
# print("Exception when calling HistoricalIdentifierResolutionApi->batch_historical_identifier_resolution: %s\n" % e)
# # Get response asynchronous
# try:
# # Returns the specified historical output identifiers for the given input identifier.
# async_result = api_instance.batch_historical_identifier_resolution_async(identifier_resolution_historical_request)
# api_response = async_result.get()
# pprint(api_response)
# except fds.sdk.Symbology.ApiException as e:
# print("Exception when calling HistoricalIdentifierResolutionApi->batch_historical_identifier_resolution: %s\n" % e)
# # Get response, http status code and response headers asynchronous
# try:
# # Returns the specified historical output identifiers for the given input identifier.
# async_result = api_instance.batch_historical_identifier_resolution_with_http_info_async(identifier_resolution_historical_request)
# api_response, http_status_code, response_headers = async_result.get()
# pprint(api_response)
# pprint(http_status_code)
# pprint(response_headers)
# except fds.sdk.Symbology.ApiException as e:
# print("Exception when calling HistoricalIdentifierResolutionApi->batch_historical_identifier_resolution: %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.Symbology
logging.basicConfig(level=logging.DEBUG)
configuration = fds.sdk.Symbology.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.Symbology
configuration = fds.sdk.Symbology.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 inPEM
format.verify_ssl
: setting this toFalse
disables the verification of certificates. Disabling the verification is not recommended, but it might be useful during local development or testing.
import fds.sdk.Symbology
configuration = fds.sdk.Symbology.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.Symbology
configuration = fds.sdk.Symbology.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 |
---|---|---|---|
HistoricalIdentifierResolutionApi | batch_historical_identifier_resolution | POST /symbology/v3/historical-identifier-resolution | Returns the specified historical output identifiers for the given input identifier. |
HistoricalIdentifierResolutionApi | historical_identifier_resolution | GET /symbology/v3/historical-identifier-resolution | Returns the specified historical output identifiers for the given input identifier. |
IdentifierResolutionApi | batch_identifier_resolution | POST /symbology/v3/identifier-resolution | Returns the specified output identifiers for the given input identifier. |
IdentifierResolutionApi | identifier_resolution | GET /symbology/v3/identifier-resolution | Returns the specified output identifiers for the specified input identifier. |
Documentation For Models
- ErrorObject
- ErrorObjectLinks
- ErrorResponse
- ErrorResponseHistorical
- ErrorResponseSubErrors
- GetHistoricalInputSymbolType
- GetHistoricalOutputSymbolTypes
- GetIdsResolution
- GetInputSymbolType
- GetOutputSymbolTypes
- IdentifierResolution
- IdentifierResolutionHistorical
- IdentifierResolutionHistoricalRequest
- IdentifierResolutionHistoricalRequestBody
- IdentifierResolutionHistoricalResponse
- IdentifierResolutionRequest
- IdentifierResolutionResponse
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.Symbology.apis and fds.sdk.Symbology.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.Symbology.api.default_api import DefaultApi
from fds.sdk.Symbology.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.Symbology
from fds.sdk.Symbology.apis import *
from fds.sdk.Symbology.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
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
Built Distribution
File details
Details for the file fds.sdk.Symbology-3.1.1.tar.gz
.
File metadata
- Download URL: fds.sdk.Symbology-3.1.1.tar.gz
- Upload date:
- Size: 59.0 kB
- Tags: Source
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/3.8.0 pkginfo/1.10.0 readme-renderer/34.0 requests/2.27.1 requests-toolbelt/1.0.0 urllib3/1.26.20 tqdm/4.64.1 importlib-metadata/4.8.3 keyring/23.4.1 rfc3986/1.5.0 colorama/0.4.5 CPython/3.6.15
File hashes
Algorithm | Hash digest | |
---|---|---|
SHA256 | 9500cf732601211ddfeac362815af13db282cb4c3c4bc868dc41a68f6c9f8f12 |
|
MD5 | 8d8601f19d8e719e6871e334733c4ef8 |
|
BLAKE2b-256 | 0efebb50075c439af038888cefc81b2a1eb402cba2e317f10f2eafdba3e5fdf5 |
File details
Details for the file fds.sdk.Symbology-3.1.1-py3-none-any.whl
.
File metadata
- Download URL: fds.sdk.Symbology-3.1.1-py3-none-any.whl
- Upload date:
- Size: 106.8 kB
- Tags: Python 3
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/3.8.0 pkginfo/1.10.0 readme-renderer/34.0 requests/2.27.1 requests-toolbelt/1.0.0 urllib3/1.26.20 tqdm/4.64.1 importlib-metadata/4.8.3 keyring/23.4.1 rfc3986/1.5.0 colorama/0.4.5 CPython/3.6.15
File hashes
Algorithm | Hash digest | |
---|---|---|
SHA256 | 9fc99a55c6c698612c48b41e9e857d4f049674d946e40b12f462e70c73611f53 |
|
MD5 | d5c0b21a7a4a339db0b50e0b12ece441 |
|
BLAKE2b-256 | faf16f46fdc696b6dbdd45f329b73545e992799ba48d3e2a94c6d9ff77283897 |