Package: fds.sdk.ForeignExchangeRate
Foreign Exchange Rate client library for PythonForeign Exchange Rates API in which retrieves Spots and Forwards for a given currency pair and date range.Spots and Forwards rates are sourced from W/M Reuters.The WM Company calculates daily standardized spot rates for global foreign exchange transactions, using rates provided by Reuters. These rates are recognized globally as the standard by banks, fund managers, and index compilers; increasingly these rates are also being used for benchmark currency trading. In 1994, WM Company began calculating closing spot rates. Closing spot rates provide a standard set of currency rates so that portfolio valuations can be compared to each other and their performances measured against benchmarks, without having discrepancies caused by exchange rates. Closing spot rates are recorded at 16:00 GMT.This Python package is automatically generated by theOpenAPI Generatorproject:API version: 1.0.0Package version: 1.0.7Build package: org.openapitools.codegen.languages.PythonClientCodegenRequirementsPython >= 3.7InstallationPoetrypoetryaddfds.sdk.utilsfds.sdk.ForeignExchangeRate==1.0.7pippipinstallfds.sdk.utilsfds.sdk.ForeignExchangeRate==1.0.7UsageGenerate 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:fromfds.sdk.utils.authenticationimportConfidentialClientimportfds.sdk.ForeignExchangeRatefromfds.sdk.ForeignExchangeRate.apiimportforwards_apifromfds.sdk.ForeignExchangeRate.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.ForeignExchangeRate.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.ForeignExchangeRate.Configuration(#     username='USERNAME-SERIAL',#     password='API-KEY'# )# Enter a context with an instance of the API clientwithfds.sdk.ForeignExchangeRate.ApiClient(configuration)asapi_client:# Create an instance of the API classapi_instance=forwards_api.ForwardsApi(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.ids=["USDGBP"]# [str] | The currency pair requested in the format of a ISO {source}{target}. For a complete list of ISO currencies, please visit [OA 1470](https://my.apps.factset.com/oa/pages/1470)# NOTE: The parameter variable defined below is just an example and may potentially contain non valid values. So please replace this with valid values.forward_period="ON"# str | Bid, offer, and mid rates are available for the following 11 time periods.  * ON - Overnight  * TN - Tomorrow Next  * SW - One Week (Spot Week)  * 1M - One Month  * 2M - Two Months  * 3M - Three Months  * 6M - Six Months  * 9M - Nine Months  * 1Y - One Year  * 2Y - Two Years  * 5Y - Five Years  (optional) if omitted the server will use the default value of "1M"# NOTE: The parameter variable defined below is just an example and may potentially contain non valid values. So please replace this with valid values.start_date="2019-01-01"# str | The start date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to latest available.  (optional)# NOTE: The parameter variable defined below is just an example and may potentially contain non valid values. So please replace this with valid values.end_date="2019-12-31"# str | The end date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to latest available.  (optional)# NOTE: The parameter variable defined below is just an example and may potentially contain non valid values. So please replace this with valid values.frequency="D"# str | Controls the display frequency of the data returned.   * **D** = Daily   * **W** = Weekly, based on the last day of the week of the start date.   * **M** = Monthly, based on the last trading day of the month.   * **AM** = Monthly, based on the start date (e.g., if the start date is June 16, data is displayed for June 16, May 16, April 16 etc.).    * **CQ** = Quarterly based on the last trading day of the calendar quarter (March, June, September, or December).   * **AY** = Actual Annual, based on the start date.   * **CY** = Calendar Annual, based on the last trading day of the calendar year.  (optional) if omitted the server will use the default value of "D"try:# Gets Forwards for a list of currency pairs# example passing only required values which don't have defaults set# and optional valuesapi_response=api_instance.get_fx_forwards(ids,forward_period=forward_period,start_date=start_date,end_date=end_date,frequency=frequency)pprint(api_response)exceptfds.sdk.ForeignExchangeRate.ApiExceptionase:print("Exception when calling ForwardsApi->get_fx_forwards:%s\n"%e)# # Get response, http status code and response headers# try:#     # Gets Forwards for a list of currency pairs#     api_response, http_status_code, response_headers = api_instance.get_fx_forwards_with_http_info(ids, forward_period=forward_period, start_date=start_date, end_date=end_date, frequency=frequency)#     pprint(api_response)#     pprint(http_status_code)#     pprint(response_headers)# except fds.sdk.ForeignExchangeRate.ApiException as e:#     print("Exception when calling ForwardsApi->get_fx_forwards: %s\n" % e)# # Get response asynchronous# try:#     # Gets Forwards for a list of currency pairs#     async_result = api_instance.get_fx_forwards_async(ids, forward_period=forward_period, start_date=start_date, end_date=end_date, frequency=frequency)#     api_response = async_result.get()#     pprint(api_response)# except fds.sdk.ForeignExchangeRate.ApiException as e:#     print("Exception when calling ForwardsApi->get_fx_forwards: %s\n" % e)# # Get response, http status code and response headers asynchronous# try:#     # Gets Forwards for a list of currency pairs#     async_result = api_instance.get_fx_forwards_with_http_info_async(ids, forward_period=forward_period, start_date=start_date, end_date=end_date, frequency=frequency)#     api_response, http_status_code, response_headers = async_result.get()#     pprint(api_response)#     pprint(http_status_code)#     pprint(response_headers)# except fds.sdk.ForeignExchangeRate.ApiException as e:#     print("Exception when calling ForwardsApi->get_fx_forwards: %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.ForeignExchangeRatelogging.basicConfig(level=logging.DEBUG)configuration=fds.sdk.ForeignExchangeRate.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.ForeignExchangeRateconfiguration=fds.sdk.ForeignExchangeRate.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.ForeignExchangeRateconfiguration=fds.sdk.ForeignExchangeRate.Configuration(# ...ssl_ca_cert='/path/to/ca.pem')Documentation for API EndpointsAll URIs are relative tohttps://api.factset.com/contentClassMethodHTTP requestDescriptionForwardsApiget_fx_forwardsGET/foreign-exchange/v1/forwardsGets Forwards for a list of currency pairsForwardsApiget_fx_forwards_for_listPOST/foreign-exchange/v1/forwardsGets Forwards for a list of currency pairsSpotsApiget_spotsGET/foreign-exchange/v1/spotsGets spots for a list of currency pairsSpotsApiget_spots_for_listPOST/foreign-exchange/v1/spotsGets spots for a list of currency pairsDocumentation For ModelsErrorResponseErrorResponseSubErrorsForwardForwardPeriodForwardsRequestForwardsResponseFrequencyIdsSpotSpotsRequestSpotsResponseDocumentation For AuthorizationFactSetApiKeyType: HTTP basic authenticationFactSetOAuth2Type: OAuthFlow: applicationAuthorization URL:Scopes: N/ANotes for Large OpenAPI documentsIf the OpenAPI document is large, imports in fds.sdk.ForeignExchangeRate.apis and fds.sdk.ForeignExchangeRate.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.ForeignExchangeRate.api.default_api import DefaultApifrom fds.sdk.ForeignExchangeRate.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.ForeignExchangeRate
from fds.sdk.ForeignExchangeRate.apis import *
from fds.sdk.ForeignExchangeRate.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.