Package: fds.sdk.SecuritizedDerivativesAPIforDigitalPortals
Securitized Derivatives API for Digital Portals client library for PythonSearch for securitized derivative instruments, using a criteria-based screener. The API provides also fundamental data, notation-based key figures, list of barrier types, and details regarding the underlyings, their respective barriers and related cash flows, coupon lists and derived basic interest rate information.The screener is based on securitized derivatives-specific parameters. The result is limited to the notations that satisfy all the selected filters.
If more than one notation of an instrument matches the parameters, and no market priority has been specified, only the notation with the highest
trading volume, averaged over one month, is considered. All identifier types used as parameters must be valid and application must have permissions for them.Available search criteria include:validation: filter for only active listings, by price quality and latest/previous available price datestraded markets: filter and indicate a market priority for the validationlife cycle: important dates in and features of the life cycle of the securitized derivatives instrumentsfilter by issuer, country of registration of the securitized derivativesunderlying and related barriers, including level and distance, and resulting cash flowscoupon data: where applicable, occurrence and frequency of coupon payments, current interest rate rangeperformance and volatilityproduct-specific ask-based key figures (not all key figures are available for all product types):bonus yield, sideways yield, maximum yield based on the ask priceagio, discountspreadbreak even, outperformance point, paritydelta, weekly theta, vega, implied volatilityleverage, omegaintrinsic value, time valueSince some underlyings, e.g. an index or a performance difference of a stock and an index (alpha structure), do not represent a directly
tradable asset, they do not have a price in the classical sense. Therefore, the termlevelis used instead ofprice, e.g. underlying
level instead of underlying price.
The endpoint does not support the search for securitized derivatives with multiple underlyings, thus only securitized derivatives with
a single underlying are returned in the result.The search can be restricted to a specific set of products by using customer-specific instrument or notation lists. Such restriction
lists are set up by FactSet upon request.This API is fully integrated with the corresponding Quotes API, allowing access to detailed price and performance information of instruments,
as well as basic security identifier cross-reference. For direct access to price histories, please refer to the Time Series API for Digital Portals.Similar criteria based screener APIs exist for equity and fixed income instruments: See the Stocks API and the Bonds API for details.This Python package is automatically generated by theOpenAPI Generatorproject:API version: 2Package version: 0.10.2Build package: org.openapitools.codegen.languages.PythonClientCodegenRequirementsPython >= 3.7InstallationPoetrypoetryaddfds.sdk.utilsfds.sdk.SecuritizedDerivativesAPIforDigitalPortalspippipinstallfds.sdk.utilsfds.sdk.SecuritizedDerivativesAPIforDigitalPortalsUsageGenerate 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.SecuritizedDerivativesAPIforDigitalPortalsfromfds.sdk.SecuritizedDerivativesAPIforDigitalPortals.apiimportsecuritized_derivative_apifromfds.sdk.SecuritizedDerivativesAPIforDigitalPortals.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# See https://github.com/FactSet/enterprise-sdk-utils-python#authentication# for more information on using the ConfidentialClient classconfiguration=fds.sdk.SecuritizedDerivativesAPIforDigitalPortals.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.SecuritizedDerivativesAPIforDigitalPortals.Configuration(#     username='USERNAME-SERIAL',#     password='API-KEY'# )# Enter a context with an instance of the API clientwithfds.sdk.SecuritizedDerivativesAPIforDigitalPortals.ApiClient(configuration)asapi_client:# Create an instance of the API classapi_instance=securitized_derivative_api.SecuritizedDerivativeApi(api_client)attributes=["_attributes_example",]# [str] | Limit the attributes returned in the response to the specified set. (optional)try:# List of barrier types.api_response=api_instance.get_securitized_derivative_barrier_type_list(attributes=attributes)pprint(api_response)exceptfds.sdk.SecuritizedDerivativesAPIforDigitalPortals.ApiExceptionase:print("Exception when calling SecuritizedDerivativeApi->get_securitized_derivative_barrier_type_list:%s\n"%e)# Get response, http status code and response headers# try:#     # List of barrier types.#     api_response, http_status_code, response_headers = api_instance.get_securitized_derivative_barrier_type_list_with_http_info(attributes=attributes)#     pprint(api_response)#     pprint(http_status_code)#     pprint(response_headers)# except fds.sdk.SecuritizedDerivativesAPIforDigitalPortals.ApiException as e:#     print("Exception when calling SecuritizedDerivativeApi->get_securitized_derivative_barrier_type_list: %s\n" % e)# Get response asynchronous# try:#     # List of barrier types.#     async_result = api_instance.get_securitized_derivative_barrier_type_list_async(attributes=attributes)#     api_response = async_result.get()#     pprint(api_response)# except fds.sdk.SecuritizedDerivativesAPIforDigitalPortals.ApiException as e:#     print("Exception when calling SecuritizedDerivativeApi->get_securitized_derivative_barrier_type_list: %s\n" % e)# Get response, http status code and response headers asynchronous# try:#     # List of barrier types.#     async_result = api_instance.get_securitized_derivative_barrier_type_list_with_http_info_async(attributes=attributes)#     api_response, http_status_code, response_headers = async_result.get()#     pprint(api_response)#     pprint(http_status_code)#     pprint(response_headers)# except fds.sdk.SecuritizedDerivativesAPIforDigitalPortals.ApiException as e:#     print("Exception when calling SecuritizedDerivativeApi->get_securitized_derivative_barrier_type_list: %s\n" % e)Documentation for API EndpointsAll URIs are relative tohttps://api.factset.com/wealth/v1ClassMethodHTTP requestDescriptionSecuritizedDerivativeApiget_securitized_derivative_barrier_type_listGET/securitizedDerivative/barrier/type/listList of barrier types.SecuritizedDerivativeApiget_securitized_derivative_getGET/securitizedDerivative/getFundamental data for a single securitized derivative.SecuritizedDerivativeApiget_securitized_derivative_key_figures_notation_getGET/securitizedDerivative/keyFigures/notation/getNotation-based key figures of a securitized derivative.SecuritizedDerivativeApiget_securitized_derivative_underlying_listGET/securitizedDerivative/underlying/listList of underlyings with barrier and cash flow information.SecuritizedDerivativeApipost_securitized_derivative_issuer_searchPOST/securitizedDerivative/issuer/searchSearch for issuers of securitized derivatives.SecuritizedDerivativeApipost_securitized_derivative_notation_ranking_intraday_listPOST/securitizedDerivative/notation/ranking/intraday/listRanking of securitized derivatives' notations using intraday figures.SecuritizedDerivativeApipost_securitized_derivative_notation_screener_searchPOST/securitizedDerivative/notation/screener/searchScreener for securitized derivatives's notations based on securitized derivatives-specific parameters.SecuritizedDerivativeApipost_securitized_derivative_notation_screener_value_ranges_getPOST/securitizedDerivative/notation/screener/valueRanges/getPossible values and value ranges for the parameters used in the endpoint `/securitizedDerivative/notation/screener/search`.Documentation For ModelsAttributesMemberCursorBasedPaginationOutputObjectCursorBasedPaginationOutputObjectWithoutTotalErrorMetaObjectErrorObjectInlineObjectInlineObject1InlineObject2InlineObject3InlineResponse200InlineResponse2001InlineResponse2001DataInlineResponse2002InlineResponse2002DataInlineResponse2003InlineResponse2003DataInlineResponse2003DataAgioInlineResponse2003DataBonusYieldInlineResponse2003DataBreakEvenInlineResponse2003DataBreakEvenDistanceInlineResponse2003DataCurrencyInlineResponse2003DataDeltaInlineResponse2003DataDiscountInlineResponse2003DataLevelInlineResponse2003DataMaximumYieldInlineResponse2003DataNotationInlineResponse2003DataNotationInstrumentInlineResponse2003DataPerformanceIssueInlineResponse2003DataPerformanceIssueAskInlineResponse2003DataPerformanceIssueBidInlineResponse2003DataPricesInlineResponse2003DataPricesAskInlineResponse2003DataPricesBidInlineResponse2003DataPricesValueUnitInlineResponse2003DataSidewaysYieldInlineResponse2003DataSpreadInlineResponse2003DataThetaOneWeekInlineResponse2003DataUnderlyingsInlineResponse2003DataValueUnitInlineResponse2003DataVegaInlineResponse2004InlineResponse2004AccumulatedInlineResponse2004AccumulatedCurrencyInlineResponse2004CategorizationInlineResponse2004CategorizationDdvInlineResponse2004DataInlineResponse2004ExerciseInlineResponse2004FsymInlineResponse2004FsymListingInlineResponse2004FsymRegionalInlineResponse2004InstrumentInlineResponse2004InstrumentFsymInlineResponse2004InstrumentFsymSecurityInlineResponse2004IssuerInlineResponse2004LifeCycleInlineResponse2004LifeCycleMaturityInlineResponse2004MarketInlineResponse2004MetaInlineResponse2004TradeInlineResponse2004TradePerformanceInlineResponse2004UnderlyingInlineResponse2004UnderlyingEffectiveUnderlyingInlineResponse2004UnderlyingEffectiveUnderlyingInstrumentInlineResponse2004UnderlyingNotationInlineResponse2004UnderlyingNotationInstrumentInlineResponse2004ValueUnitInlineResponse2005InlineResponse2005DataInlineResponse2005DataBonusLevelInlineResponse2005DataBonusLevelDistanceInlineResponse2005DataBonusLevelValueInlineResponse2005DataCapInlineResponse2005DataCapCashFlowInlineResponse2005DataCapDistanceInlineResponse2005DataCapValueInlineResponse2005DataCapitalGuaranteeInlineResponse2005DataCapitalGuaranteeDistanceInlineResponse2005DataCapitalGuaranteeValueInlineResponse2005DataCapitalProtectionInlineResponse2005DataCategorizationInlineResponse2005DataCategorizationCategoriesInlineResponse2005DataCategorizationDdvInlineResponse2005DataCategorizationLevelInlineResponse2005DataCategorizationParentInlineResponse2005DataCollateralizedInlineResponse2005DataConstantLeverageInlineResponse2005DataCouponTriggerLevelInlineResponse2005DataCouponTriggerLevelDistanceInlineResponse2005DataCouponTriggerLevelValueInlineResponse2005DataCurrentInterestRateInlineResponse2005DataCurrentInterestRateTypesInlineResponse2005DataCurrentInterestRateValueInlineResponse2005DataExerciseInlineResponse2005DataExerciseRightInlineResponse2005DataExerciseStyleInlineResponse2005DataIssuerInlineResponse2005DataIssuerGroupInlineResponse2005DataIssuerJuristicPersonInlineResponse2005DataKeyFiguresInlineResponse2005DataKeyFiguresAgioInlineResponse2005DataKeyFiguresAgioAbsoluteInlineResponse2005DataKeyFiguresAgioAnnualizedInlineResponse2005DataKeyFiguresAgioRelativeInlineResponse2005DataKeyFiguresBonusYieldInlineResponse2005DataKeyFiguresBonusYieldAbsoluteInlineResponse2005DataKeyFiguresBonusYieldAnnualizedInlineResponse2005DataKeyFiguresBonusYieldRelativeInlineResponse2005DataKeyFiguresBreakEvenInlineResponse2005DataKeyFiguresBreakEvenBreakEvenPointInlineResponse2005DataKeyFiguresBreakEvenDistanceInlineResponse2005DataKeyFiguresBreakEvenDistanceAbsoluteInlineResponse2005DataKeyFiguresBreakEvenDistanceRelativeInlineResponse2005DataKeyFiguresDeltaInlineResponse2005DataKeyFiguresDeltaEffectiveInlineResponse2005DataKeyFiguresDeltaUnadjustedInlineResponse2005DataKeyFiguresDiscountInlineResponse2005DataKeyFiguresDiscountAbsoluteInlineResponse2005DataKeyFiguresDiscountRelativeInlineResponse2005DataKeyFiguresImpliedVolatilityInlineResponse2005DataKeyFiguresIntrinsicValueInlineResponse2005DataKeyFiguresLeverageInlineResponse2005DataKeyFiguresMaximumYieldInlineResponse2005DataKeyFiguresMaximumYieldAbsoluteInlineResponse2005DataKeyFiguresMaximumYieldAnnualizedInlineResponse2005DataKeyFiguresMaximumYieldRelativeInlineResponse2005DataKeyFiguresOmegaInlineResponse2005DataKeyFiguresOutperformancePointInlineResponse2005DataKeyFiguresParityInlineResponse2005DataKeyFiguresSidewaysYieldInlineResponse2005DataKeyFiguresSidewaysYieldAbsoluteInlineResponse2005DataKeyFiguresSidewaysYieldAnnualizedInlineResponse2005DataKeyFiguresSidewaysYieldRelativeInlineResponse2005DataKeyFiguresSpreadInlineResponse2005DataKeyFiguresSpreadHarmonizedInlineResponse2005DataKeyFiguresSpreadRelativeInlineResponse2005DataKeyFiguresThetaOneWeekInlineResponse2005DataKeyFiguresThetaOneWeekEffectiveInlineResponse2005DataKeyFiguresThetaOneWeekUnadjustedInlineResponse2005DataKeyFiguresTimeValueInlineResponse2005DataKeyFiguresVegaInlineResponse2005DataKeyFiguresVegaEffectiveInlineResponse2005DataKeyFiguresVegaUnadjustedInlineResponse2005DataKnockInInlineResponse2005DataKnockInDistanceInlineResponse2005DataKnockInValueInlineResponse2005DataKnockOutInlineResponse2005DataKnockOutDistanceInlineResponse2005DataKnockOutObservationInlineResponse2005DataKnockOutValueInlineResponse2005DataLifeCycleInlineResponse2005DataLifeCycleIssueInlineResponse2005DataLifeCycleMaturityInlineResponse2005DataLifeCycleMaturityDateInlineResponse2005DataLifeCycleMaturityPerpetualInlineResponse2005DataLifeCycleMaturityRemainingTermDaysInlineResponse2005DataLifeCycleRepaymentInlineResponse2005DataLifeCycleValuationInlineResponse2005DataLockInInlineResponse2005DataLockInDistanceInlineResponse2005DataLockInValueInlineResponse2005DataLockOutInlineResponse2005DataLockOutDistanceInlineResponse2005DataLockOutValueInlineResponse2005DataMarketInlineResponse2005DataNominalCurrencyInlineResponse2005DataParticipationInlineResponse2005DataPerformanceInlineResponse2005DataPerformanceEndOfDayInlineResponse2005DataPerformanceEndOfDayDay1InlineResponse2005DataPerformanceEndOfDayMonth1InlineResponse2005DataPerformanceEndOfDayMonths3InlineResponse2005DataPerformanceEndOfDayMonths6InlineResponse2005DataPerformanceEndOfDayWeek1InlineResponse2005DataPerformanceEndOfDayYear1InlineResponse2005DataPerformanceEndOfDayYearToDateInlineResponse2005DataPerformanceEndOfDayYears3InlineResponse2005DataPerformanceEndOfDayYears5InlineResponse2005DataPerformanceIntradayInlineResponse2005DataPerformanceSinceIssueInlineResponse2005DataPerformanceSinceIssueAskInlineResponse2005DataPerformanceSinceIssueBidInlineResponse2005DataRangeKnockOutInlineResponse2005DataRangeKnockOutLowerInlineResponse2005DataRangeKnockOutLowerValueInlineResponse2005DataRangeKnockOutUpperInlineResponse2005DataRangeKnockOutUpperValueInlineResponse2005DataSettlementInlineResponse2005DataStrikeInlineResponse2005DataStrikeDistanceInlineResponse2005DataStrikeDistanceAbsoluteInlineResponse2005DataStrikeDistanceRelativeInlineResponse2005DataStrikeValueInlineResponse2005DataUnderlyingInlineResponse2005DataUnderlyingEffectiveUnderlyingInlineResponse2005DataUnderlyingEffectiveUnderlyingInstrumentInlineResponse2005DataUnderlyingInstrumentInlineResponse2005DataUnderlyingNotationInlineResponse2005DataVolatilityInlineResponse2006InlineResponse2006DataInlineResponse2006InstrumentInlineResponse2006InstrumentBonusLevelInlineResponse2006InstrumentBonusLevelDistanceInlineResponse2006InstrumentCapInlineResponse2006InstrumentCapDistanceInlineResponse2006InstrumentCapitalGuaranteeInlineResponse2006InstrumentCapitalGuaranteeDistanceInlineResponse2006InstrumentCategorizationInlineResponse2006InstrumentCategorizationDdvInlineResponse2006InstrumentCategorizationDdvLevel1InlineResponse2006InstrumentCategorizationDdvLevel2InlineResponse2006InstrumentCategorizationDdvLevel3InlineResponse2006InstrumentCategorizationEusipaInlineResponse2006InstrumentCouponTriggerLevelInlineResponse2006InstrumentCouponTriggerLevelDistanceInlineResponse2006InstrumentCurrentInterestRateInlineResponse2006InstrumentExerciseInlineResponse2006InstrumentIssuerInlineResponse2006InstrumentIssuerGroupInlineResponse2006InstrumentKnockInInlineResponse2006InstrumentKnockInDistanceInlineResponse2006InstrumentKnockOutInlineResponse2006InstrumentKnockOutBreachInlineResponse2006InstrumentKnockOutDistanceInlineResponse2006InstrumentKnockOutObservationInlineResponse2006InstrumentLifeCycleInlineResponse2006InstrumentLifeCycleMaturityInlineResponse2006InstrumentLockInInlineResponse2006InstrumentLockInDistanceInlineResponse2006InstrumentLockOutInlineResponse2006InstrumentLockOutDistanceInlineResponse2006InstrumentNominalCurrencyInlineResponse2006InstrumentRangeKnockOutInlineResponse2006InstrumentRangeKnockOutLowerInlineResponse2006InstrumentRangeKnockOutUpperInlineResponse2006InstrumentStrikeInlineResponse2006InstrumentStrikeDistanceInlineResponse2006InstrumentUnderlyingInlineResponse2006InstrumentUnderlyingNotationInlineResponse2006InstrumentUnderlyingNotationInstrumentInlineResponse2006InstrumentUnderlyingValueUnitInlineResponse2006KeyFiguresInlineResponse2006KeyFiguresAgioInlineResponse2006KeyFiguresBonusYieldInlineResponse2006KeyFiguresBreakEvenInlineResponse2006KeyFiguresBreakEvenDistanceInlineResponse2006KeyFiguresCurrencyInlineResponse2006KeyFiguresDeltaInlineResponse2006KeyFiguresDiscountInlineResponse2006KeyFiguresMaximumYieldInlineResponse2006KeyFiguresSidewaysYieldInlineResponse2006KeyFiguresSpreadInlineResponse2006KeyFiguresThetaOneWeekInlineResponse2006KeyFiguresVegaInlineResponse2006MarketInlineResponse2006PerformanceInlineResponse2006PerformanceEndOfDayInlineResponse2006PerformanceSinceIssueInlineResponse2006VolatilityInlineResponse2007InlineResponse2007DataInlineResponse2007DataBarrierTypeInlineResponse2007DataBarrierTypeConditionsInlineResponse2007DataBarriersInlineResponse2007DataCalculationLevelInlineResponse2007DataCashFlowInlineResponse2007DataCashFlowAbsoluteInlineResponse2007DataCashFlowCurrencyInlineResponse2007DataCashFlowRelativeInlineResponse2007DataConditionsInlineResponse2007DataNotationInlineResponse2007DataNotationInstrumentInlineResponse2007DataObservationInlineResponse2007DataObservationPeriodInlineResponse2007DataOperatingMICInlineResponse2007DataRangeInlineResponse2007DataRangeLowerInlineResponse2007DataRangeLowerBreachInlineResponse2007DataRangeLowerDistanceInlineResponse2007DataRangeLowerLevelInlineResponse2007DataRangeLowerParticipationFactorInlineResponse2007DataRangeUpperInlineResponse2007DataRangeUpperBreachInlineResponse2007DataRangeUpperDistanceInlineResponse2007DataRangeUpperLevelInlineResponse2007DataRangeUpperParticipationFactorInlineResponse2007DataSingleInlineResponse2007DataSingleBreachInlineResponse2007DataSingleDistanceInlineResponse2007DataSingleLevelInlineResponse2007DataSingleParticipationFactorInlineResponse2007DataUnderlyingsInlineResponse200DataInlineResponse200DataCountrySecurityRegistrationInlineResponse200DataExerciseInlineResponse200DataIssueInlineResponse200DataIssueValueUnitInlineResponse200DataIssuerInlineResponse200DataIssuerGroupInlineResponse200DataLifeCycleInlineResponse200DataLifeCycleIntradayActivationInlineResponse200DataLifeCycleMaturityInlineResponse200DataLifeCycleSubscriptionPeriodInlineResponse200DataLifeCycleTradingPeriodInlineResponse200DataNominalInlineResponse200DataNominalCurrencyInlineResponse200DataNsinInlineResponse200DataOrderVolumeInlineResponse200DataReferenceDebtorInlineResponse200DataReferenceDebtorInstrumentInlineResponse200DataReferenceDebtorLegalEntityInlineResponse200DataTypeInlineResponse200MetaLanguageMemberOffsetBasedPaginationOutputObjectOffsetBasedPaginationOutputObjectWithoutTotalPartialOutputObjectSecuritizedDerivativeIssuerSearchDataSecuritizedDerivativeIssuerSearchDataCategorySecuritizedDerivativeIssuerSearchDataFactorCertificatesSecuritizedDerivativeIssuerSearchDataFactorCertificatesEffectiveUnderlyingSecuritizedDerivativeIssuerSearchDataFactorCertificatesEffectiveUnderlyingInstrumentSecuritizedDerivativeIssuerSearchDataMarketSecuritizedDerivativeIssuerSearchDataNameSecuritizedDerivativeIssuerSearchDataRegistrationCountrySecuritizedDerivativeIssuerSearchDataUnderlyingSecuritizedDerivativeIssuerSearchDataUnderlyingInstrumentSecuritizedDerivativeIssuerSearchMetaSecuritizedDerivativeNotationRankingIntradayListDataSecuritizedDerivativeNotationRankingIntradayListDataCategorySecuritizedDerivativeNotationRankingIntradayListDataCurrencySecuritizedDerivativeNotationRankingIntradayListDataExerciseSecuritizedDerivativeNotationRankingIntradayListDataFactorCertificatesSecuritizedDerivativeNotationRankingIntradayListDataFactorCertificatesEffectiveUnderlyingSecuritizedDerivativeNotationRankingIntradayListDataInstrumentRestrictionListSecuritizedDerivativeNotationRankingIntradayListDataIssuerSecuritizedDerivativeNotationRankingIntradayListDataLifeCycleSecuritizedDerivativeNotationRankingIntradayListDataLifeCycleMaturitySecuritizedDerivativeNotationRankingIntradayListDataMarketSecuritizedDerivativeNotationRankingIntradayListDataNotationRestrictionListSecuritizedDerivativeNotationRankingIntradayListDataPerformanceSecuritizedDerivativeNotationRankingIntradayListDataPerformanceRelativeSecuritizedDerivativeNotationRankingIntradayListDataPerformanceRelativeMaximumSecuritizedDerivativeNotationRankingIntradayListDataPerformanceRelativeMinimumSecuritizedDerivativeNotationRankingIntradayListDataPricesSecuritizedDerivativeNotationRankingIntradayListDataRegistrationCountrySecuritizedDerivativeNotationRankingIntradayListDataUnderlyingSecuritizedDerivativeNotationRankingIntradayListDataUnderlyingInstrumentSecuritizedDerivativeNotationRankingIntradayListDataUnderlyingNotationSecuritizedDerivativeNotationRankingIntradayListDataValueUnitSecuritizedDerivativeNotationRankingIntradayListMetaSecuritizedDerivativeNotationRankingIntradayListMetaPaginationSecuritizedDerivativeNotationScreenerSearchDataSecuritizedDerivativeNotationScreenerSearchDataValidationSecuritizedDerivativeNotationScreenerSearchDataValidationInstrumentRestrictionListSecuritizedDerivativeNotationScreenerSearchDataValidationNotationRestrictionListSecuritizedDerivativeNotationScreenerSearchMetaSecuritizedDerivativeNotationScreenerSearchMetaPaginationSecuritizedDerivativeNotationScreenerValueRangesGetDataSecuritizedDerivativeNotationScreenerValueRangesGetDataBreachSecuritizedDerivativeNotationScreenerValueRangesGetDataCapitalProtectionSecuritizedDerivativeNotationScreenerValueRangesGetDataCashFlowSecuritizedDerivativeNotationScreenerValueRangesGetDataCashFlowCurrencySecuritizedDerivativeNotationScreenerValueRangesGetDataCategorySecuritizedDerivativeNotationScreenerValueRangesGetDataCurrentInterestRateSecuritizedDerivativeNotationScreenerValueRangesGetDataCurrentInterestRateValueSecuritizedDerivativeNotationScreenerValueRangesGetDataDistanceSecuritizedDerivativeNotationScreenerValueRangesGetDataDistanceAbsoluteSecuritizedDerivativeNotationScreenerValueRangesGetDataDistanceRelativeSecuritizedDerivativeNotationScreenerValueRangesGetDataExerciseSecuritizedDerivativeNotationScreenerValueRangesGetDataFactorCertificatesSecuritizedDerivativeNotationScreenerValueRangesGetDataFactorCertificatesConstantLeverageSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresAgioSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresAgioAbsoluteSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresAgioAnnualizedSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresAgioRelativeSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresBonusYieldSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresBonusYieldAbsoluteSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresBonusYieldAnnualizedSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresBonusYieldRelativeSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresBreakEvenSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresBreakEvenBreakEvenPointSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresBreakEvenDistanceSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresBreakEvenDistanceAbsoluteSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresBreakEvenDistanceRelativeSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresDeltaSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresDeltaEffectiveSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresDeltaUnadjustedSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresDiscountSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresDiscountAbsoluteSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresDiscountRelativeSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresImpliedVolatilitySecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresIntrinsicValueSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresLeverageSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresMaximumYieldSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresMaximumYieldAbsoluteSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresMaximumYieldAnnualizedSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresMaximumYieldRelativeSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresOmegaSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresOutperformancePointSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresParitySecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresSidewaysYieldSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresSidewaysYieldAbsoluteSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresSidewaysYieldAnnualizedSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresSidewaysYieldRelativeSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresSpreadSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresSpreadHarmonizedSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresSpreadRelativeSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresThetaOneWeekSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresThetaOneWeekEffectiveSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresThetaOneWeekUnadjustedSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresTimeValueSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresVegaSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresVegaEffectiveSecuritizedDerivativeNotationScreenerValueRangesGetDataKeyFiguresVegaUnadjustedSecuritizedDerivativeNotationScreenerValueRangesGetDataLevelSecuritizedDerivativeNotationScreenerValueRangesGetDataLevelAbsoluteSecuritizedDerivativeNotationScreenerValueRangesGetDataLevelAbsoluteMaximumSecuritizedDerivativeNotationScreenerValueRangesGetDataLevelAbsoluteMinimumSecuritizedDerivativeNotationScreenerValueRangesGetDataLifeCycleSecuritizedDerivativeNotationScreenerValueRangesGetDataLifeCycleIssueSecuritizedDerivativeNotationScreenerValueRangesGetDataLifeCycleMaturitySecuritizedDerivativeNotationScreenerValueRangesGetDataLifeCycleMaturityRestrictionSecuritizedDerivativeNotationScreenerValueRangesGetDataLifeCycleMaturityRestrictionDateSecuritizedDerivativeNotationScreenerValueRangesGetDataLifeCycleMaturityRestrictionRemainingTermDaysSecuritizedDerivativeNotationScreenerValueRangesGetDataLifeCycleMaturityRestrictionRemainingTermDaysMaximumSecuritizedDerivativeNotationScreenerValueRangesGetDataLifeCycleMaturityRestrictionRemainingTermDaysMinimumSecuritizedDerivativeNotationScreenerValueRangesGetDataLifeCycleRepaymentSecuritizedDerivativeNotationScreenerValueRangesGetDataLifeCycleValuationSecuritizedDerivativeNotationScreenerValueRangesGetDataLowerSecuritizedDerivativeNotationScreenerValueRangesGetDataNominalCurrencySecuritizedDerivativeNotationScreenerValueRangesGetDataObservationSecuritizedDerivativeNotationScreenerValueRangesGetDataObservation1SecuritizedDerivativeNotationScreenerValueRangesGetDataPerformanceSecuritizedDerivativeNotationScreenerValueRangesGetDataPerformanceEndOfDaySecuritizedDerivativeNotationScreenerValueRangesGetDataPerformanceEndOfDayDay1SecuritizedDerivativeNotationScreenerValueRangesGetDataPerformanceEndOfDayMonth1SecuritizedDerivativeNotationScreenerValueRangesGetDataPerformanceEndOfDayMonths3SecuritizedDerivativeNotationScreenerValueRangesGetDataPerformanceEndOfDayMonths6SecuritizedDerivativeNotationScreenerValueRangesGetDataPerformanceEndOfDayWeek1SecuritizedDerivativeNotationScreenerValueRangesGetDataPerformanceEndOfDayYear1SecuritizedDerivativeNotationScreenerValueRangesGetDataPerformanceEndOfDayYearToDateSecuritizedDerivativeNotationScreenerValueRangesGetDataPerformanceEndOfDayYears3SecuritizedDerivativeNotationScreenerValueRangesGetDataPerformanceEndOfDayYears5SecuritizedDerivativeNotationScreenerValueRangesGetDataPerformanceIntradaySecuritizedDerivativeNotationScreenerValueRangesGetDataPerformanceSinceIssueSecuritizedDerivativeNotationScreenerValueRangesGetDataPerformanceSinceIssueAskSecuritizedDerivativeNotationScreenerValueRangesGetDataPerformanceSinceIssueBidSecuritizedDerivativeNotationScreenerValueRangesGetDataRangeBarriersSecuritizedDerivativeNotationScreenerValueRangesGetDataSingleBarriersSecuritizedDerivativeNotationScreenerValueRangesGetDataUnderlyingSecuritizedDerivativeNotationScreenerValueRangesGetDataUpperSecuritizedDerivativeNotationScreenerValueRangesGetDataValidationSecuritizedDerivativeNotationScreenerValueRangesGetDataValidationInstrumentRestrictionListSecuritizedDerivativeNotationScreenerValueRangesGetDataValidationMarketSecuritizedDerivativeNotationScreenerValueRangesGetDataValidationMarketPrioritySecuritizedDerivativeNotationScreenerValueRangesGetDataValidationMarketSelectionSecuritizedDerivativeNotationScreenerValueRangesGetDataValidationMarketSelectionExcludeSecuritizedDerivativeNotationScreenerValueRangesGetDataValidationMarketSelectionRestrictSecuritizedDerivativeNotationScreenerValueRangesGetDataValidationNotationRestrictionListSecuritizedDerivativeNotationScreenerValueRangesGetDataValidationPricesSecuritizedDerivativeNotationScreenerValueRangesGetDataValidationPricesLatestSecuritizedDerivativeNotationScreenerValueRangesGetDataValidationPricesPreviousSecuritizedDerivativeNotationScreenerValueRangesGetDataValidationValueUnitSecuritizedDerivativeNotationScreenerValueRangesGetDataValidationValueUnitSelectionSecuritizedDerivativeNotationScreenerValueRangesGetDataValidationValueUnitSelectionExcludeSecuritizedDerivativeNotationScreenerValueRangesGetDataValidationValueUnitSelectionRestrictSecuritizedDerivativeNotationScreenerValueRangesGetDataVolatilitySecuritizedDerivativeNotationScreenerValueRangesGetMetaStatusObjectDocumentation For AuthorizationFactSetApiKeyType: HTTP basic authenticationFactSetOAuth2Type: OAuthFlow: applicationAuthorization URL:Scopes: N/ANotes for Large OpenAPI documentsIf the OpenAPI document is large, imports in fds.sdk.SecuritizedDerivativesAPIforDigitalPortals.apis and fds.sdk.SecuritizedDerivativesAPIforDigitalPortals.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.SecuritizedDerivativesAPIforDigitalPortals.api.default_api import DefaultApifrom fds.sdk.SecuritizedDerivativesAPIforDigitalPortals.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.SecuritizedDerivativesAPIforDigitalPortals
from fds.sdk.SecuritizedDerivativesAPIforDigitalPortals.apis import *
from fds.sdk.SecuritizedDerivativesAPIforDigitalPortals.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.