Package: fds.sdk.Formula
Formula client library for PythonFactSet Formula APIFactSet’s Formula API is a modern, flexible, formula-based API that enables users to access FactSet’s wide range of financial data and content. The API offers two endpoints, one optimized for time-series analysis and one designed for cross-sectional analysis, providing users a simplified interface into FactSet’s expansive offering. By providing two endpoints, it allows for the optimization of user workflows, while reducing complexity.Leverage the power and flexibility of the Formula API to -Pull data from across most content sets that a user has access to in a single requestInclude business logic and mathematical operations in requestSubmit a dynamic universe in both endpointsReturn the fsymId to easily combine with other FactSet content / productsSet the trading calendarDefine custom display namesFormula API Request BuilderThe Formula API Request Builder provides users everything they need to form a Formula API request. In the Request Builder, you can select identifiers, build a universe expression, select FQL or Screening formulas, easily apply business logic and mathematical functions to the FQL or Screening formulas, specify optional parameters, and construct a GET or POST request. The Request Builder eliminates the need to have previous FQL and Screening knowledge and allows you to quickly find your desired data items and form the request.The Formula API Request Builder can be accessed by navigating tohttps://developer.factset.com/formula-api-request-builderand logging in using your FactSet.net ID. When using the Request Builder to construct requests for the one of the Formula API's endpoints, be sure to toggle to the correct endpoint at the top of the page.How to Check the Health and Availability of the Formula APIPlease use the below endpoint to check the health and availability of the Formula API. You must be authorized for this API to use the Health endpoint.https://api.factset.com/formula-api/healthHow to Programmatically Download API Specification FileYou can download the FactSet Formula API Specification File in .yaml. using the "Download Spec" button to the right of the version number. This specification can then be used for Codegen to create your own SDKs.This Python package is automatically generated by theOpenAPI Generatorproject:API version: 1.7.1Package version: 2.2.2Build package: org.openapitools.codegen.languages.PythonClientCodegenRequirementsPython >= 3.7InstallationPoetrypoetryaddfds.sdk.utilsfds.sdk.Formula==2.2.2pippipinstallfds.sdk.utilsfds.sdk.Formula==2.2.2UsageGenerate authentication credentials.Setup Python environment.Install and activate python 3.7+. If you're usingpyenv:pyenvinstall3.9.7
pyenvshell3.9.7(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 Codefromfds.sdk.utils.authenticationimportConfidentialClientimportfds.sdk.Formulafromfds.sdk.Formula.apiimportbatch_processing_apifromfds.sdk.Formula.modelsimport*fromdateutil.parserimportparseasdateutil_parserfrompprintimportpprint# 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 classconfiguration=fds.sdk.Formula.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.Formula.Configuration(#     username='USERNAME-SERIAL',#     password='API-KEY'# )# Enter a context with an instance of the API clientwithfds.sdk.Formula.ApiClient(configuration)asapi_client:# Create an instance of the API classapi_instance=batch_processing_api.BatchProcessingApi(api_client)id="id_example"# str | Batch Request identifier.try:# Returns the response for a Batch Request# example passing only required values which don't have defaults setapi_response_wrapper=api_instance.get_batch_data(id)# This endpoint returns a response wrapper that contains different types of responses depending on the query.# To access the correct response type, you need to perform one additional step, as shown below.ifapi_response_wrapper.get_status_code()==200:api_response=api_response_wrapper.get_response_200()ifapi_response_wrapper.get_status_code()==202:api_response=api_response_wrapper.get_response_202()pprint(api_response)exceptfds.sdk.Formula.ApiExceptionase:print("Exception when calling BatchProcessingApi->get_batch_data:%s\n"%e)# # Get response, http status code and response headers# try:#     # Returns the response for a Batch Request#     api_response_wrapper, http_status_code, response_headers = api_instance.get_batch_data_with_http_info(id)#     # This endpoint returns a response wrapper that contains different types of responses depending on the query.#     # To access the correct response type, you need to perform one additional step, as shown below.#     if api_response_wrapper.get_status_code() == 200:#         api_response = api_response_wrapper.get_response_200()#     if api_response_wrapper.get_status_code() == 202:#         api_response = api_response_wrapper.get_response_202()#     pprint(api_response)#     pprint(http_status_code)#     pprint(response_headers)# except fds.sdk.Formula.ApiException as e:#     print("Exception when calling BatchProcessingApi->get_batch_data: %s\n" % e)# # Get response asynchronous# try:#     # Returns the response for a Batch Request#     async_result = api_instance.get_batch_data_async(id)#     api_response_wrapper = async_result.get()#     # This endpoint returns a response wrapper that contains different types of responses depending on the query.#     # To access the correct response type, you need to perform one additional step, as shown below.#     if api_response_wrapper.get_status_code() == 200:#         api_response = api_response_wrapper.get_response_200()#     if api_response_wrapper.get_status_code() == 202:#         api_response = api_response_wrapper.get_response_202()#     pprint(api_response)# except fds.sdk.Formula.ApiException as e:#     print("Exception when calling BatchProcessingApi->get_batch_data: %s\n" % e)# # Get response, http status code and response headers asynchronous# try:#     # Returns the response for a Batch Request#     async_result = api_instance.get_batch_data_with_http_info_async(id)#     api_response_wrapper, http_status_code, response_headers = async_result.get()#     # This endpoint returns a response wrapper that contains different types of responses depending on the query.#     # To access the correct response type, you need to perform one additional step, as shown below.#     if api_response_wrapper.get_status_code() == 200:#         api_response = api_response_wrapper.get_response_200()#     if api_response_wrapper.get_status_code() == 202:#         api_response = api_response_wrapper.get_response_202()#     pprint(api_response)#     pprint(http_status_code)#     pprint(response_headers)# except fds.sdk.Formula.ApiException as e:#     print("Exception when calling BatchProcessingApi->get_batch_data: %s\n" % e)Using PandasTo convert an API response to a Pandas DataFrame, it is necessary to transform it first to a dictionary.importpandasaspdresponse_dict=api_response.to_dict()['data']simple_json_response=pd.DataFrame(response_dict)nested_json_response=pd.json_normalize(response_dict)DebuggingThe SDK uses the standard libraryloggingmodule.SettingdebugtoTrueon an instance of theConfigurationclass sets the log-level of related packages toDEBUGand enables additional logging in PythonsHTTP Client.Note: This prints out sensitive information (e.g. the full request and response). Use with care.importloggingimportfds.sdk.Formulalogging.basicConfig(level=logging.DEBUG)configuration=fds.sdk.Formula.Configuration(...)configuration.debug=TrueConfigure a ProxyYou 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).importfds.sdk.Formulaconfiguration=fds.sdk.Formula.Configuration(# ...proxy="http://secret:password@localhost:5050",proxy_headers={"Custom-Proxy-Header":"Custom-Proxy-Header-Value"})Custom SSL CertificateTLS/SSL certificate verification can be configured with the following Configuration parameters:ssl_ca_cert: a path to the certificate to use for verification inPEMformat.verify_ssl: setting this toFalsedisables the verification of certificates.
Disabling the verification is not recommended, but it might be useful during
local development or testing.importfds.sdk.Formulaconfiguration=fds.sdk.Formula.Configuration(# ...ssl_ca_cert='/path/to/ca.pem')Documentation for API EndpointsAll URIs are relative tohttps://api.factset.com/formula-apiClassMethodHTTP requestDescriptionBatchProcessingApiget_batch_dataGET/v1/batch-resultReturns the response for a Batch RequestBatchProcessingApiget_batch_data_with_postPOST/v1/batch-resultReturns the status for a Batch RequestBatchProcessingApiget_batch_statusGET/v1/batch-statusReturns the status for a Batch RequestBatchProcessingApiget_batch_status_with_postPOST/v1/batch-statusReturns the status for a Batch RequestCrossSectionalApiget_cross_sectional_dataGET/v1/cross-sectionalRetrieve data items (Screening formulas) for a list of identifiers or defined universe.CrossSectionalApiget_cross_sectional_data_for_listPOST/v1/cross-sectionalRetrieve data items (Screening formulas) for a list of identifiers or defined universe.TimeSeriesApiget_time_series_dataGET/v1/time-seriesRetrieve data items (FQL formulas) for a list of identifiers or defined universe.TimeSeriesApiget_time_series_data_for_listPOST/v1/time-seriesRetrieve data items (FQL formulas) for a list of identifiers or defined universe.Documentation For ModelsBatchDataRequestBatchDataRequestDataBatchDataResponseBatchStatusBatchStatusResponseCrossSectionalRequestCrossSectionalRequestDataCrossSectionalResponseCrossSectionalResponseObjectItemsCrossSectionalResultObjectFlattenedCrossSectionalResultObjectFlattenedAddlCrossSectionalResultObjectNonflattenedCrossSectionalResultObjectNonflattenedResultAttributeCrossSectionalResultObjectNonflattenedWarningsErrorDetailTimeSeriesRequestTimeSeriesRequestDataTimeSeriesResponseTimeSeriesResponseObjectItemsTimeSeriesResultObjectFlattenedTimeSeriesResultObjectFlattenedAddlTimeSeriesResultObjectNonflattenedTimeSeriesResultObjectNonflattenedArrayTimeSeriesResultObjectNonflattenedBaseTimeSeriesResultObjectNonflattenedMatrixTimeSeriesResultObjectNonflattenedScalarTimeSeriesResultObjectNonflattenedTimeseriesObjectTimeSeriesScalarValueTimeSeriesTimeseriesObjectDocumentation For AuthorizationFactSetApiKeyType: HTTP basic authenticationFactSetOAuth2Type: OAuthFlow: applicationAuthorization URL:Scopes: N/ANotes for Large OpenAPI documentsIf the OpenAPI document is large, imports in fds.sdk.Formula.apis and fds.sdk.Formula.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.Formula.api.default_api import DefaultApifrom fds.sdk.Formula.model.pet import PetSolution 2:
Before importing the package, adjust the maximum recursion limit as shown below:import sys
sys.setrecursionlimit(1500)
import fds.sdk.Formula
from fds.sdk.Formula.apis import *
from fds.sdk.Formula.models import *ContributingPlease refer to thecontributing guide.CopyrightCopyright 2022 FactSet Research Systems IncLicensed 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 athttp://www.apache.org/licenses/LICENSE-2.0Unless 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.