fds.sdk.Symbology 1.0.7

Symbology client library for Python

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 Bloomberg FIGIs.

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. Translate market IDs into CUSIP, SEDOL, ISIN, Tickers as of a point in time or for the entire history of the requested id allowing Data Management workflows to normalize ids over time.

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

• API version: 2.1.2
• Package version: 1.0.7
• Build package: org.openapitools.codegen.languages.PythonClientCodegen

Requirements

• Python >= 3.7

Installation

Poetry

poetry add fds.sdk.utils fds.sdk.Symbology

pip

pip install fds.sdk.utils fds.sdk.Symbology

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.Symbology
from fds.sdk.Symbology.api import bloomberg_figi_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
# 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 = bloomberg_figi_api.BloombergFIGIApi(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.
    bloomberg_translation_request = BloombergTranslationRequest(
        ids=GetIds(["GOOGL-US"]),
    ) # BloombergTranslationRequest | Request Body for Bloomberg FIGIs.

    try:
        # Translate market security symbols into Bloomberg Identifiers.
        # example passing only required values which don't have defaults set
        api_response = api_instance.batch_translate_bloomberg(bloomberg_translation_request)

        pprint(api_response)
    except fds.sdk.Symbology.ApiException as e:
        print("Exception when calling BloombergFIGIApi->batch_translate_bloomberg: %s\n" % e)

    # # Get response, http status code and response headers
    # try:
    #     # Translate market security symbols into Bloomberg Identifiers.
    #     api_response, http_status_code, response_headers = api_instance.batch_translate_bloomberg_with_http_info(bloomberg_translation_request)


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

    # # Get response asynchronous
    # try:
    #     # Translate market security symbols into Bloomberg Identifiers.
    #     async_result = api_instance.batch_translate_bloomberg_async(bloomberg_translation_request)
    #     api_response = async_result.get()


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

    # # Get response, http status code and response headers asynchronous
    # try:
    #     # Translate market security symbols into Bloomberg Identifiers.
    #     async_result = api_instance.batch_translate_bloomberg_with_http_info_async(bloomberg_translation_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 BloombergFIGIApi->batch_translate_bloomberg: %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 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.Symbology

configuration = fds.sdk.Symbology.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
BloombergFIGIApi	batch_translate_bloomberg	POST /symbology/v2/bloomberg	Translate market security symbols into Bloomberg Identifiers.
BloombergFIGIApi	translate_bloomberg	GET /symbology/v2/bloomberg	Translate market security symbols into Bloomberg Identifiers.
CUSIPApi	batch_cusip_history	POST /symbology/v2/cusip-history	Retrieve the full history or as of a specific date of CUSIP changes for the requested ID(s).
CUSIPApi	batch_translate_cusips	POST /symbology/v2/cusip	Translate market security symbols into CUSIP - Current Only
CUSIPApi	cusip_history	GET /symbology/v2/cusip-history	Retrieve the full history or as of a requested date of CUSIP changes for the requested ID(s).
CUSIPApi	translate_cusip	GET /symbology/v2/cusip	Translate market security symbols into CUSIPs - Current Only
FactSetApi	batch_translate_fact_set	POST /symbology/v2/factset	Translate market security symbols into FactSet Permanent Identifiers
FactSetApi	batch_translate_fact_set_advanced	POST /symbology/v2/factset-advanced	Translate advanced symbol types into FactSet Permanent Identifiers
FactSetApi	translate_factset	GET /symbology/v2/factset	Translate market security symbols into FactSet Permanent Identifiers.
FactSetApi	translate_factset_advanced	GET /symbology/v2/factset-advanced	Translate advanced symbol types into FactSet Permanent Identifiers
ISINApi	batch_isin_history	POST /symbology/v2/isin-history	Translate Market IDs into ISINS as of a specific date or receive the full history of changes.
ISINApi	batch_translate_isin	POST /symbology/v2/isin	Translate market security symbols into ISIN. - Current Only
ISINApi	isin_history	GET /symbology/v2/isin-history	Translate Market IDs into ISINS as of a specific date or receive the full history of changes.
ISINApi	translate_isin	GET /symbology/v2/isin	Translate market security symbols into ISIN. - Current Only
SEDOLApi	batch_sedol_history	POST /symbology/v2/sedol-history	Retrieve the full history or as of a specific date of SEDOL changes for a requested ID.
SEDOLApi	batch_translate_sedol	POST /symbology/v2/sedol	Translate market security symbols into SEDOL. - Current Only
SEDOLApi	sedol_history	GET /symbology/v2/sedol-history	Retrieve the full history or as of a specific date of SEDOL changes for the requested ID(s).
SEDOLApi	translate_sedol	GET /symbology/v2/sedol	Translate market security symbols into SEDOL. - Current Only
TickerApi	batch_ticker_history	POST /symbology/v2/ticker-history	Returns the full history of Ticker-Exchange or Ticker-Region changes for a requested security.
TickerApi	batch_translate_ticker	POST /symbology/v2/ticker	Returns the Ticker-Exchange or Ticker-Region for a given security.
TickerApi	ticker_history	GET /symbology/v2/ticker-history	Returns the full history of Ticker-Exchange or Ticker-Region changes for a requested security.
TickerApi	translate_ticker	GET /symbology/v2/ticker	Returns the Ticker-Exchange or Ticker-Region for a given security. - Current Only

Documentation For Models

• BloombergTranslation
• BloombergTranslationRequest
• BloombergTranslationResponse
• CusipHistoryResponse
• CusipHistoryTranslation
• CusipHistoryTranslationRequest
• CusipTranslation
• CusipTranslationRequest
• CusipTranslationResponse
• ErrorResponse
• ErrorResponseSubErrors
• FactsetTranslation
• FactsetTranslationAdvanced
• FactsetTranslationAdvancedRequest
• FactsetTranslationAdvancedResponse
• FactsetTranslationRequest
• FactsetTranslationResponse
• GetAdvancedIds
• GetIds
• GetSymbolType
• IsinHistoryTranslation
• IsinHistoryTranslationRequest
• IsinHistoryTranslationResponse
• IsinTranslation
• IsinTranslationRequest
• IsinTranslationResponse
• SedolHistoryTranslation
• SedolHistoryTranslationRequest
• SedolHistoryTranslationResponse
• SedolTranslation
• SedolTranslationRequest
• SedolTranslationResponse
• TickerHistoryTranslation
• TickerHistoryTranslationRequest
• TickerHistoryTranslationResponse
• TickerTranslation
• TickerTranslationRequest
• TickerTranslationResponse

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.