Package: fds.sdk.FactSetOptions
FactSet Options client library for PythonThe Option Prices database provides pricing data such as mid bid-ask price, reference data (e.g., strike price), and risk measures (e.g., Greeks and implied volatility). VisitOptions Overview OA Page # 14925for details on database coverage. U.S. exchange-traded option bid and ask quotes are continuously updated throughout the day even when no trades have occurred on the option (zero volume). The end-of-day closing bid and ask quotes are always in line with the underlying closing price.NoteCurrently in Beta onlyOPRAexchanges are supported.This Python package is automatically generated by theOpenAPI Generatorproject:API version: 1.0.0Package version: 1.0.8Build package: org.openapitools.codegen.languages.PythonClientCodegenRequirementsPython >= 3.7InstallationPoetrypoetryaddfds.sdk.utilsfds.sdk.FactSetOptions==1.0.8pippipinstallfds.sdk.utilsfds.sdk.FactSetOptions==1.0.8UsageGenerate 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.FactSetOptionsfromfds.sdk.FactSetOptions.apiimportoption_chains__screening_apifromfds.sdk.FactSetOptions.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.FactSetOptions.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.FactSetOptions.Configuration(#     username='USERNAME-SERIAL',#     password='API-KEY'# )# Enter a context with an instance of the API clientwithfds.sdk.FactSetOptions.ApiClient(configuration)asapi_client:# Create an instance of the API classapi_instance=option_chains__screening_api.OptionChainsScreeningApi(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.chains_request=ChainsRequest(ids=UnderlyingIds(["TSLA-US"]),date="2021-05-03",id_type=IdType("FOS"),exchange=Exchange("USA"),)# ChainsRequest | Options Chains Request Objecttry:# Returns all the underlying option identifiers for the specified underlying Security identifier# example passing only required values which don't have defaults setapi_response=api_instance.get_options_chains_for_list(chains_request)pprint(api_response)exceptfds.sdk.FactSetOptions.ApiExceptionase:print("Exception when calling OptionChainsScreeningApi->get_options_chains_for_list:%s\n"%e)# # Get response, http status code and response headers# try:#     # Returns all the underlying option identifiers for the specified underlying Security identifier#     api_response, http_status_code, response_headers = api_instance.get_options_chains_for_list_with_http_info(chains_request)#     pprint(api_response)#     pprint(http_status_code)#     pprint(response_headers)# except fds.sdk.FactSetOptions.ApiException as e:#     print("Exception when calling OptionChainsScreeningApi->get_options_chains_for_list: %s\n" % e)# # Get response asynchronous# try:#     # Returns all the underlying option identifiers for the specified underlying Security identifier#     async_result = api_instance.get_options_chains_for_list_async(chains_request)#     api_response = async_result.get()#     pprint(api_response)# except fds.sdk.FactSetOptions.ApiException as e:#     print("Exception when calling OptionChainsScreeningApi->get_options_chains_for_list: %s\n" % e)# # Get response, http status code and response headers asynchronous# try:#     # Returns all the underlying option identifiers for the specified underlying Security identifier#     async_result = api_instance.get_options_chains_for_list_with_http_info_async(chains_request)#     api_response, http_status_code, response_headers = async_result.get()#     pprint(api_response)#     pprint(http_status_code)#     pprint(response_headers)# except fds.sdk.FactSetOptions.ApiException as e:#     print("Exception when calling OptionChainsScreeningApi->get_options_chains_for_list: %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.FactSetOptionslogging.basicConfig(level=logging.DEBUG)configuration=fds.sdk.FactSetOptions.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.FactSetOptionsconfiguration=fds.sdk.FactSetOptions.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.FactSetOptionsconfiguration=fds.sdk.FactSetOptions.Configuration(# ...ssl_ca_cert='/path/to/ca.pem')Documentation for API EndpointsAll URIs are relative tohttps://api.factset.com/contentClassMethodHTTP requestDescriptionOptionChainsScreeningApiget_options_chains_for_listPOST/factset-options/v1/chainsReturns all the underlying option identifiers for the specified underlying Security identifierOptionChainsScreeningApiget_options_screening_for_listPOST/factset-options/v1/option-screeningReturns all the option identifiers based on the conditions provided as input in the requestPricesVolumeApiget_options_prices_for_listPOST/factset-options/v1/pricesReturns the pricing related information for the specified option identifierPricesVolumeApiget_options_volume_for_listPOST/factset-options/v1/volumeReturns the volume details for the specified option identifierPricesVolumeApiget_underlying_volume_for_listPOST/factset-options/v1/underlying-volumeReturns the aggregate volume and open interest for the list of the options under the specified security identifierReferenceApiget_options_dates_for_listPOST/factset-options/v1/datesReturns option security dates such as expiration and trade.ReferenceApiget_options_references_for_listPOST/factset-options/v1/referencesReturns basic reference details for the options such as currency, exchange, symbols, flags and moreRiskMeasuresApiget_options_atm_implied_volatility_for_listPOST/factset-options/v1/atm-implied-volatilityReturns the at-the-money (ATM) implied volatility details for the specified underlying security identifierRiskMeasuresApiget_options_greeks_for_listPOST/factset-options/v1/greeksReturns all the Greeks details for the specified option identifierRiskMeasuresApiget_options_volatility_for_listPOST/factset-options/v1/implied-volatilityReturns the implied volatility information for the specified option identifierSnapshotApiget_options_snapshot_for_listPOST/factset-options/v1/snapshotReturns all the profile information for the list of identifiers as of a specific dateDocumentation For ModelsAtmImpliedVolatilityAtmImpliedVolatilityRequestAtmImpliedVolatilityResponseCalendarChainsChainsRequestChainsResponseErrorResponseErrorResponseSubErrorsExchangeExchangeScreeningIdFrequencyGreeksGreeksRequestGreeksResponseIdTypeImpliedVolatilityImpliedVolatilityRequestImpliedVolatilityResponseOptionIdsOptionScreeningOptionScreeningRequestOptionScreeningResponseOptionsDatesOptionsDatesRequestOptionsDatesResponseOptionsPricesOptionsPricesRequestOptionsPricesResponseOptionsReferencesOptionsReferencesRequestOptionsReferencesResponseOptionsVolumeOptionsVolumeRequestOptionsVolumeResponsePeriodPriceTypeSnapshotSnapshotRequestSnapshotResponseUnderlyingIdsUnderlyingVolumeUnderlyingVolumeRequestUnderlyingVolumeResponseDocumentation For AuthorizationFactSetApiKeyType: HTTP basic authenticationFactSetOAuth2Type: OAuthFlow: applicationAuthorization URL:Scopes: N/ANotes for Large OpenAPI documentsIf the OpenAPI document is large, imports in fds.sdk.FactSetOptions.apis and fds.sdk.FactSetOptions.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.FactSetOptions.api.default_api import DefaultApifrom fds.sdk.FactSetOptions.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.FactSetOptions
from fds.sdk.FactSetOptions.apis import *
from fds.sdk.FactSetOptions.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.