Time Series API for Digital Portals client library for Python

Project description

Time Series API for Digital Portals client library for Python

Time series data, end-of-day or intraday, tick-by-tick or subsampled. Additional vendor-specific endpoints provide a modified interface for seamless integration with the ChartIQ chart library.

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

API version: 2
Package version: 0.10.2
Build package: org.openapitools.codegen.languages.PythonClientCodegen

Requirements

Python >= 3.7

Installation

Poetry

poetry add fds.sdk.utils fds.sdk.TimeSeriesAPIforDigitalPortals

pip

pip install fds.sdk.utils fds.sdk.TimeSeriesAPIforDigitalPortals

Usage

Generate authentication credentials.
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.
Install dependencies.
Run the following:

from fds.sdk.utils.authentication import ConfidentialClient
import fds.sdk.TimeSeriesAPIforDigitalPortals
from fds.sdk.TimeSeriesAPIforDigitalPortals.api import prices_api
from fds.sdk.TimeSeriesAPIforDigitalPortals.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.TimeSeriesAPIforDigitalPortals.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.TimeSeriesAPIforDigitalPortals.Configuration(
#     username='USERNAME-SERIAL',
#     password='API-KEY'
# )

# Enter a context with an instance of the API client
with fds.sdk.TimeSeriesAPIforDigitalPortals.ApiClient(configuration) as api_client:
    # Create an instance of the API class
    api_instance = prices_api.PricesApi(api_client)
    inline_object5 = InlineObject5(
        data=VendorChartIQTimeSeriesEodListData(
            id="id_example",
            type="trade",
            quality="DLY",
            range=VendorChartIQTimeSeriesEodListDataRange(
                start=dateutil_parser('1970-01-01').date(),
                end=dateutil_parser('1970-01-01').date(),
            ),
            adjustments=VendorChartIQTimeSeriesEodListDataAdjustments(
                payout=False,
                split=True,
            ),
        ),
        meta=VendorChartIQTimeSeriesEodListMeta(
            attributes=AttributesMember([
                "attributes_example",
            ]),
            pagination=VendorChartIQTimeSeriesEodListMetaPagination(
                cursor="cursor_example",
                limit=20,
            ),
        ),
    ) # InlineObject5 | 

    try:
        # End-of-day time series data for a notation.
        api_response = api_instance.post_prices_time_series_eod_list(inline_object5)
        pprint(api_response)
    except fds.sdk.TimeSeriesAPIforDigitalPortals.ApiException as e:
        print("Exception when calling PricesApi->post_prices_time_series_eod_list: %s\n" % e)

    # Get response, http status code and response headers
    # try:
    #     # End-of-day time series data for a notation.
    #     api_response, http_status_code, response_headers = api_instance.post_prices_time_series_eod_list_with_http_info(inline_object5)
    #     pprint(api_response)
    #     pprint(http_status_code)
    #     pprint(response_headers)
    # except fds.sdk.TimeSeriesAPIforDigitalPortals.ApiException as e:
    #     print("Exception when calling PricesApi->post_prices_time_series_eod_list: %s\n" % e)

    # Get response asynchronous
    # try:
    #     # End-of-day time series data for a notation.
    #     async_result = api_instance.post_prices_time_series_eod_list_async(inline_object5)
    #     api_response = async_result.get()
    #     pprint(api_response)
    # except fds.sdk.TimeSeriesAPIforDigitalPortals.ApiException as e:
    #     print("Exception when calling PricesApi->post_prices_time_series_eod_list: %s\n" % e)

    # Get response, http status code and response headers asynchronous
    # try:
    #     # End-of-day time series data for a notation.
    #     async_result = api_instance.post_prices_time_series_eod_list_with_http_info_async(inline_object5)
    #     api_response, http_status_code, response_headers = async_result.get()
    #     pprint(api_response)
    #     pprint(http_status_code)
    #     pprint(response_headers)
    # except fds.sdk.TimeSeriesAPIforDigitalPortals.ApiException as e:
    #     print("Exception when calling PricesApi->post_prices_time_series_eod_list: %s\n" % e)

Documentation for API Endpoints

All URIs are relative to https://api.factset.com/wealth/v1

Class	Method	HTTP request	Description
PricesApi	post_prices_time_series_eod_list	POST /prices/timeSeries/eod/list	End-of-day time series data for a notation.
PricesApi	post_prices_time_series_eod_subsample_get	POST /prices/timeSeries/eod/subsample/get	Single subsample end-of-day data for a notation.
PricesApi	post_prices_time_series_eod_subsample_list	POST /prices/timeSeries/eod/subsample/list	Subsampled end-of-day time series data for a notation.
PricesApi	post_prices_time_series_intraday_list	POST /prices/timeSeries/intraday/list	Intraday time series data for a notation.
PricesApi	post_prices_time_series_intraday_subsample_get	POST /prices/timeSeries/intraday/subsample/get	Single subsample intraday data for a notation.
PricesApi	post_prices_time_series_intraday_subsample_list	POST /prices/timeSeries/intraday/subsample/list	Subsampled intraday time series data for a notation.
VendorApi	post_vendor_chart_iq_time_series_eod_list	POST /vendor/chartIQ/timeSeries/eod/list	End-of-day time series data for a notation.
VendorApi	post_vendor_chart_iq_time_series_eod_subsample_get	POST /vendor/chartIQ/timeSeries/eod/subsample/get	Single subsample end-of-day data for a notation.
VendorApi	post_vendor_chart_iq_time_series_eod_subsample_list	POST /vendor/chartIQ/timeSeries/eod/subsample/list	Subsampled end-of-day time series data for a notation.
VendorApi	post_vendor_chart_iq_time_series_intraday_subsample_get	POST /vendor/chartIQ/timeSeries/intraday/subsample/get	Single subsample intraday data for a notation.
VendorApi	post_vendor_chart_iq_time_series_intraday_subsample_list	POST /vendor/chartIQ/timeSeries/intraday/subsample/list	Subsampled intraday time series data for a notation.

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.TimeSeriesAPIforDigitalPortals.apis and fds.sdk.TimeSeriesAPIforDigitalPortals.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.TimeSeriesAPIforDigitalPortals.api.default_api import DefaultApi
from fds.sdk.TimeSeriesAPIforDigitalPortals.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.TimeSeriesAPIforDigitalPortals
from fds.sdk.TimeSeriesAPIforDigitalPortals.apis import *
from fds.sdk.TimeSeriesAPIforDigitalPortals.models import *

Contributing

Please refer to the contributing guide.

Copyright

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

This version

0.10.2

Aug 31, 2022

0.10.1

Jul 21, 2022

0.10.0

May 24, 2022

0.9.4

Aug 31, 2022

0.9.3

Jul 21, 2022

0.9.2

May 24, 2022

0.9.1

Feb 14, 2022

0.9.0

Feb 2, 2022

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