Package: fds.sdk.ExchangeDataFeedSnapshotAPISymbolList
Exchange DataFeed Snapshot API - Symbol List client library for PythonFactSet’s Exchange DataFeed Snapshot API provides cost-effective access to real-time and delayed global exchange data. Proprietary technology normalizes over 300 global exchanges and 150+ data fields. Asset types integrated include equities, futures, options, warrants, fixed income, mutual funds, ETFs, indices, commodities, and FX rates.Cutting-edge technology ensures reliability and provides scalability that allow applications to request multiple items at a time. To simplify client-side development an entire response can be placed in a matrix or table for effortless integration into internal and external applications. Using specified output formats (CSV, XML, JSON) receive all standard fields by default or customize the list based on specific needs.Below are the current hosts:Production: api.factset.comSandbox: api-sandbox.factset.comThis Python package is automatically generated by theOpenAPI Generatorproject:API version: 1.0.0Package version: 0.21.9Build package: org.openapitools.codegen.languages.PythonClientCodegenRequirementsPython >= 3.7InstallationPoetrypoetryaddfds.sdk.utilsfds.sdk.ExchangeDataFeedSnapshotAPISymbolList==0.21.9pippipinstallfds.sdk.utilsfds.sdk.ExchangeDataFeedSnapshotAPISymbolList==0.21.9UsageGenerate 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.ExchangeDataFeedSnapshotAPISymbolListfromfds.sdk.ExchangeDataFeedSnapshotAPISymbolList.apiimportsnapshot_apifromfds.sdk.ExchangeDataFeedSnapshotAPISymbolList.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.ExchangeDataFeedSnapshotAPISymbolList.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.ExchangeDataFeedSnapshotAPISymbolList.Configuration(#     username='USERNAME-SERIAL',#     password='API-KEY'# )# Enter a context with an instance of the API clientwithfds.sdk.ExchangeDataFeedSnapshotAPISymbolList.ApiClient(configuration)asapi_client:# Create an instance of the API classapi_instance=snapshot_api.SnapshotApi(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="ids_example"# str | Requested symbols or securities. **Required** if not using `oc`. This is a comma-seperated list with a maximum of 500. Each symbol can be a FactSet Exchange Symbol, CUSIP, or SEDOL. This can be used in combination with `chain` parameter to pull in a custom portfolio.<P>**Try it out** - Choose one or multiple - IBM-USA, BABA-USA, WALMEX-MX, 7203-TKS, VOD-LON, NPN-JSE, MABAX, NZF, SPY-USA, AGG-USA, GLD-USA, AOR-USA, MNA-USA, UUP-USA, SP50-SPX, ESX-STX, XAO-ASX, WD-MSX, NG00-USA, GC00-USA, CC00-USA, C00-USA, FC00-USA, ER00-USA, EURUSD-FX1, USDMXN-FX1, AUDJPY-FX1, EURCZK-FX1, USDILS-FX1, USDZAR-FX1, US10YY-TU1, FDS#190621C00145000-USA, FDS#190621P00145000-USA. *Leave blank if you are trying the `oc` parameter*.</p> (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.oc="oc_example"# str | Option Chain, accepts one underlying symbol for which the option chain will be returned. **Required** if not using `ids`. <p>**Try it Out** - Only available for BABA-USA</p> (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.fields="fields_example"# str | All available fields. This is a comma-seperated list (no spaces). **Required** only when using `oc`. Otherwise, leave blank to return all fields by default. See definitions for details on available field names and Field ID #s. The Data Service Manual has complete reference.<p>**Try it Out** - All fields available. Use either FID # or name. For `oc`, recommend to use BID_1,ASK_1,STRIKE_PRICE. (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.sf="sf_example"# str | Symbol Filters, ability to apply filtering to the result of an option chain `oc` request based on available fields and values for the symbols. `sf`=VALUE_[filter],[field],[value]   * **VALUE_MINMAX** -  Field value will be within specified interval. ex. - VALUE_MINMAX,BID_1,min,max   * **VALUE_EQUALS** - Field value will equal specified value. ex. - VALUE_EQUALS,BID_1,value   * **VALUE_NOT_EQUALS** - Field value will not equal specified value. ex. - VALUE_NOT_EQUALS,BID_1,value      **Try it Out** - depends on fields used. Example - VALUE_MINMAX,STRIKE_PRICE,120,130   (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.format="XML"# str | The format of the output file.<p>**Try it Out** - All formats available</p> (optional) if omitted the server will use the default value of "XML"# NOTE: The parameter variable defined below is just an example and may potentially contain non valid values. So please replace this with valid values.serv="FDS1"# str | The Data Service that handles the request for the specified symbols. Available live services are -    * **FDS1** -Production Data Service   * **FDS_FUND** -Fundamental Data Service used for End-of-Day data.  **Try it Out** - use FDS1  (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.req_id="req_id_example"# str | Request Identification String. Can be used by the application to keep track of requests.  The id is not used by this service, however, it is included in the XML response.<p> **Try it Out** - any value can be passed through.</p> (optional)try:# Request a snapshot of exchange data for a list of symbols.# example passing only required values which don't have defaults set# and optional valuesapi_response=api_instance.get_df_snapshot(ids=ids,oc=oc,fields=fields,sf=sf,format=format,serv=serv,req_id=req_id)pprint(api_response)exceptfds.sdk.ExchangeDataFeedSnapshotAPISymbolList.ApiExceptionase:print("Exception when calling SnapshotApi->get_df_snapshot:%s\n"%e)# # Get response, http status code and response headers# try:#     # Request a snapshot of exchange data for a list of symbols.#     api_response, http_status_code, response_headers = api_instance.get_df_snapshot_with_http_info(ids=ids, oc=oc, fields=fields, sf=sf, format=format, serv=serv, req_id=req_id)#     pprint(api_response)#     pprint(http_status_code)#     pprint(response_headers)# except fds.sdk.ExchangeDataFeedSnapshotAPISymbolList.ApiException as e:#     print("Exception when calling SnapshotApi->get_df_snapshot: %s\n" % e)# # Get response asynchronous# try:#     # Request a snapshot of exchange data for a list of symbols.#     async_result = api_instance.get_df_snapshot_async(ids=ids, oc=oc, fields=fields, sf=sf, format=format, serv=serv, req_id=req_id)#     api_response = async_result.get()#     pprint(api_response)# except fds.sdk.ExchangeDataFeedSnapshotAPISymbolList.ApiException as e:#     print("Exception when calling SnapshotApi->get_df_snapshot: %s\n" % e)# # Get response, http status code and response headers asynchronous# try:#     # Request a snapshot of exchange data for a list of symbols.#     async_result = api_instance.get_df_snapshot_with_http_info_async(ids=ids, oc=oc, fields=fields, sf=sf, format=format, serv=serv, req_id=req_id)#     api_response, http_status_code, response_headers = async_result.get()#     pprint(api_response)#     pprint(http_status_code)#     pprint(response_headers)# except fds.sdk.ExchangeDataFeedSnapshotAPISymbolList.ApiException as e:#     print("Exception when calling SnapshotApi->get_df_snapshot: %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.ExchangeDataFeedSnapshotAPISymbolListlogging.basicConfig(level=logging.DEBUG)configuration=fds.sdk.ExchangeDataFeedSnapshotAPISymbolList.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.ExchangeDataFeedSnapshotAPISymbolListconfiguration=fds.sdk.ExchangeDataFeedSnapshotAPISymbolList.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.ExchangeDataFeedSnapshotAPISymbolListconfiguration=fds.sdk.ExchangeDataFeedSnapshotAPISymbolList.Configuration(# ...ssl_ca_cert='/path/to/ca.pem')Documentation for API EndpointsAll URIs are relative tohttps://api-sandbox.factset.comClassMethodHTTP requestDescriptionSnapshotApiget_df_snapshotGET/DFSnapshotRequest a snapshot of exchange data for a list of symbols.SnapshotApipost_df_snapshotPOST/DFSnapshotSnap exchange data. Use if URL lengh of 2,048 is exceeded.Documentation For ModelsDFSnapshotResponseErrorResponseErrorResponseSubErrorsFieldsSpecialfieldDocumentation For AuthorizationFactSetApiKeyType: HTTP basic authenticationFactSetOAuth2Type: OAuthFlow: applicationAuthorization URL:Scopes: N/ANotes for Large OpenAPI documentsIf the OpenAPI document is large, imports in fds.sdk.ExchangeDataFeedSnapshotAPISymbolList.apis and fds.sdk.ExchangeDataFeedSnapshotAPISymbolList.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.ExchangeDataFeedSnapshotAPISymbolList.api.default_api import DefaultApifrom fds.sdk.ExchangeDataFeedSnapshotAPISymbolList.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.ExchangeDataFeedSnapshotAPISymbolList
from fds.sdk.ExchangeDataFeedSnapshotAPISymbolList.apis import *
from fds.sdk.ExchangeDataFeedSnapshotAPISymbolList.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.