pyopenfigi 0.1.0

pyopenfigi

Python wrapper for the OpenFIGI API v3.

Table of contents

• About OpenFIGI
• Installation
• API key
• Mapping
• Filtering
• Troubleshooting

About OpenFIGI

• The Financial Instrument Global Identifier (FIGI) is a universal system for identifying instruments globally and across all asset classes
• OpenFIGI is an application programming interface that provides automated access to mapping various symbols with their corresponding FIGI. It is available at https://www.openfigi.com/
• pyopenfigi is a thin Python wrapper to access OpenFIGI

The API contains 3 endpoints:

endpoint	description
/mapping	Map third-party identifiers to FIGIs
/filter	Filter for FIGIs using keywords and optional filters
/search	Search for FIGIs using keywords and optional filters

Note: given that the /search endpoint is strictly superseded by the /filter endpoint, we choose not to include it in the wrapper.

Installation

pyopenfigi is published on PyPI. To install it, simply run:

pip install pyopenfigi

API key

The API can be used with or without API key. Getting an API key is free and loosens the rate limits.

When instantiating the wrapper, the API key is optional:

from pyopenfigi import OpenFigi

wrapper = OpenFigi()
wrapper = OpenFigi(api_key="XXXXXXXXXX")

Mapping

The map() method takes a list of MappingJob as argument and returns a list of MappingJobResult. The result of the request at index i in the list of mapping jobs is located at index i in the list of results.

from pyopenfigi import OpenFigi, MappingJob

mapping_job = MappingJob(id_type="TICKER", id_value="IBM", exch_code="US")
mapping_jobs = [mapping_job]
results = OpenFigi().map(mapping_jobs)

>>> results
[
    MappingJobResultFigiList(
        data = [
            FigiResult(
                  figi='BBG000BLNNH6', 
                  security_type='Common Stock', 
                  market_sector='Equity', 
                  ticker='IBM', 
                  name='INTL BUSINESS MACHINES CORP', 
                  exch_code='US', 
                  share_class_figi='BBG001S5S399', 
                  composite_figi='BBG000BLNNH6', 
                  security_type2='Common Stock', 
                  security_description='IBM', 
                  metadata=None
            )
        ]
    )
]

A MappingJobResult can either be a MappingJobResultFigiList, a MappingJobResultFigiNotFound or a MappingJobResultError.

The MappingJob object has 2 required properties which are id_type and id_value. The other properties are optional but subject to specific rules in case they are provided. These rules are modeled and checked using Pydantic.

Below is the full list of properties for MappingJob:

property	required	type	example
id_type	X	str	"TICKER"
id_value	X	str	"IBM"
exch_code		str	"UN"
mic_code		str	"XNYS"
currency		str	"USD"
market_sec_des		str	"Equity"
security_type		str	"Common Stock"
security_type_2		str	"Common Stock"
include_unlisted_equities		bool
option_type		str	"Call"
strike		list	[100, 200]
contract_size		list	[0, 100]
coupon		list	[0, 2.5]
expiration		list	[date(2023, 6, 1), date(2023, 12, 31)]
maturity		list	[date(2023, 6, 1), date(2023, 12, 31)]
state_code		str	"AZ"

Some of the properties in the MappingJob are "enum-like". For each of these properties, it is possible to retrieve the current list of accepted values via specific methods:

property	method	examples
id_type	get_id_types()
exch_code	get_exch_codes()
mic_code	get_mic_codes()
currency	get_currencies()
market_sec_des	get_market_sec_des()
security_type	get_security_types()
security_type_2	get_security_types_2()
state_code	get_state_codes()

For example, to retrieve the current values for id_type:

from pyopenfigi import OpenFigi

id_types = OpenFigi().get_id_types()

Filtering

The filter() method takes a Query object as argument and returns a list of FigiResult.

• The Query object is very similar to the MappingJob object
• The only difference are that the id_type and id_value are replaced by a single query property
• All the "enum-like" properties are the same and the list of accepted values is the same
• The maximum number of results is limited to 15,000

property	required	type	example
query	X	str	"SJIM"
exch_code		str	"UN"
mic_code		str	"XNYS"
currency		str	"USD"
market_sec_des		str	"Equity"
security_type		str	"Common Stock"
security_type_2		str	"Common Stock"
include_unlisted_equities		bool
option_type		str	"Call"
strike		list	[100, 200]
contract_size		list	[0, 100]
coupon		list	[0, 2.5]
expiration		list	[date(2023, 6, 1), date(2023, 12, 31)]
maturity		list	[date(2023, 6, 1), date(2023, 12, 31)]
state_code		str	"AZ"

Example

from pyopenfigi import OpenFigi, Query

query = Query(query="SJIM")
results = OpenFigi().filter(query)

In order to know the total number of matches for a given query before starting to request them, it is possible to use the get_total_number_of_matches() method:

from pyopenfigi import OpenFigi, Query

query = Query(query="SJIM")
number_of_results = OpenFigi().get_total_number_of_matches(query)

>>> number_of_results
36

Troubleshooting

Several kinds of errors can occur.

• ValidationError: the MappingJob and Query objects are modeled using Pydantic and therefore need to be properly instantiated. If an error occurs, a pydantic.exceptions.ValidationError will be raised.

• HTTPError: in case the status code of the HTTP response is not 200, an HTTPError exception will be raised. Note: in case a particular symbol is not found, the API will still respond with a status 200 and a MappingNotFound object. HTTP errors only occur if there is a real error like a malformed MappingJob request (which should not happen since all MappingJob objects are checked by Pydantic prior to being sent), a rate limitation or an internal server error.

Here is how to check for ValidationError in case the mapping jobs are instantiated programmatically:

from pydantic import ValidationError

from pyopenfigi import MappingJob

tickers = ["IBM", "XRX", "TSLA", None, "MSFT"]

mapping_jobs = []
for ticker in tickers:
    try:
        mapping_job = MappingJob(id_type="TICKER", id_value=ticker, exch_code="US")
        mapping_jobs.append(mapping_job)
    except ValidationError:
        print(f"Error when trying to build a MappingJob with {ticker=}")
        # Do something
        continue

And here is how to check for HTTPError in case exceptions need to be handled:

from pyopenfigi import OpenFigi, MappingJob
from pyopenfigi.exceptions import HTTPError

mapping_jobs = [MappingJob(id_type="TICKER", id_value="IBM", exch_code="US")]

try:
    results = OpenFigi().map(mapping_jobs)
except HTTPError as e:
    print(f"{e}")
    # Do something