Package: fds.sdk.SPGlobalFixedIncomeEvaluatedPricesandAnalytics
S&P Global Fixed Income Evaluated Prices and Analytics client library for PythonGain access to evaluated pricing and analytics data for Corporate Bonds, Municipal Bonds and Asset Backed Securities provided by S&P Global (formerly IHS Markit) .Data returned through multiple endpoints like prices, spread, yield, yield curve, sensitivity, coupon information, securities metadata and details specific to the Asset Backed Securities.This Python package is automatically generated by theOpenAPI Generatorproject:API version: 1.0.0Package version: 0.1.8Build package: org.openapitools.codegen.languages.PythonClientCodegenFor more information, please visithttps://developer.factset.com/contactRequirementsPython >= 3.7InstallationPoetrypoetryaddfds.sdk.utilsfds.sdk.SPGlobalFixedIncomeEvaluatedPricesandAnalytics==0.1.8pippipinstallfds.sdk.utilsfds.sdk.SPGlobalFixedIncomeEvaluatedPricesandAnalytics==0.1.8UsageGenerate 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.SPGlobalFixedIncomeEvaluatedPricesandAnalyticsfromfds.sdk.SPGlobalFixedIncomeEvaluatedPricesandAnalytics.apiimportabs_details_apifromfds.sdk.SPGlobalFixedIncomeEvaluatedPricesandAnalytics.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.SPGlobalFixedIncomeEvaluatedPricesandAnalytics.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.SPGlobalFixedIncomeEvaluatedPricesandAnalytics.Configuration(#     username='USERNAME-SERIAL',#     password='API-KEY'# )# Enter a context with an instance of the API clientwithfds.sdk.SPGlobalFixedIncomeEvaluatedPricesandAnalytics.ApiClient(configuration)asapi_client:# Create an instance of the API classapi_instance=abs_details_api.ABSDetailsApi(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=["US05522RDC97"]# [str] | Security or Entity identifiers. FactSet Identifiers, tickers, CUSIP, ISIN and SEDOL are accepted as input. <p>***ids limit** = 2000  per request*</p> *<p>Make note, GET Method URL request lines are also limited to a total length of 8192 bytes (8KB). In cases where the service allows for thousands of ids, which may lead to exceeding this request line limit of 8KB, its advised for any requests with large request lines to be requested through the respective \"POST\" method.</p>*# 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="2021-01-01"# str | The start date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to previous close. Future dates (T+1) are not accepted in this endpoint.  (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="2021-12-31"# str | The end date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to previous close. Future dates (T+1) are not accepted in this endpoint.  (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).   * **FQ** = Fiscal Quarter of the company.   * **AY** = Actual Annual, based on the start date.   * **CY** = Calendar Annual, based on the last trading day of the calendar year.   * **FY** = Fiscal Annual, based on the last trading day of the company's fiscal year.  (optional) if omitted the server will use the default value of "D"# NOTE: The parameter variable defined below is just an example and may potentially contain non valid values. So please replace this with valid values.calendar="FIVEDAY"# str | Calendar of data returned. SEVENDAY includes weekends. LOCAL calendar will default to the securities' trading calendar which excludes date records for respective holiday periods. (optional) if omitted the server will use the default value of "FIVEDAY"try:# Get Asset Backed Security Details for a list of securities# example passing only required values which don't have defaults set# and optional valuesapi_response=api_instance.get_abs_details(ids,start_date=start_date,end_date=end_date,frequency=frequency,calendar=calendar)pprint(api_response)exceptfds.sdk.SPGlobalFixedIncomeEvaluatedPricesandAnalytics.ApiExceptionase:print("Exception when calling ABSDetailsApi->get_abs_details:%s\n"%e)# # Get response, http status code and response headers# try:#     # Get Asset Backed Security Details for a list of securities#     api_response, http_status_code, response_headers = api_instance.get_abs_details_with_http_info(ids, start_date=start_date, end_date=end_date, frequency=frequency, calendar=calendar)#     pprint(api_response)#     pprint(http_status_code)#     pprint(response_headers)# except fds.sdk.SPGlobalFixedIncomeEvaluatedPricesandAnalytics.ApiException as e:#     print("Exception when calling ABSDetailsApi->get_abs_details: %s\n" % e)# # Get response asynchronous# try:#     # Get Asset Backed Security Details for a list of securities#     async_result = api_instance.get_abs_details_async(ids, start_date=start_date, end_date=end_date, frequency=frequency, calendar=calendar)#     api_response = async_result.get()#     pprint(api_response)# except fds.sdk.SPGlobalFixedIncomeEvaluatedPricesandAnalytics.ApiException as e:#     print("Exception when calling ABSDetailsApi->get_abs_details: %s\n" % e)# # Get response, http status code and response headers asynchronous# try:#     # Get Asset Backed Security Details for a list of securities#     async_result = api_instance.get_abs_details_with_http_info_async(ids, start_date=start_date, end_date=end_date, frequency=frequency, calendar=calendar)#     api_response, http_status_code, response_headers = async_result.get()#     pprint(api_response)#     pprint(http_status_code)#     pprint(response_headers)# except fds.sdk.SPGlobalFixedIncomeEvaluatedPricesandAnalytics.ApiException as e:#     print("Exception when calling ABSDetailsApi->get_abs_details: %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.SPGlobalFixedIncomeEvaluatedPricesandAnalyticslogging.basicConfig(level=logging.DEBUG)configuration=fds.sdk.SPGlobalFixedIncomeEvaluatedPricesandAnalytics.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.SPGlobalFixedIncomeEvaluatedPricesandAnalyticsconfiguration=fds.sdk.SPGlobalFixedIncomeEvaluatedPricesandAnalytics.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.SPGlobalFixedIncomeEvaluatedPricesandAnalyticsconfiguration=fds.sdk.SPGlobalFixedIncomeEvaluatedPricesandAnalytics.Configuration(# ...ssl_ca_cert='/path/to/ca.pem')Documentation for API EndpointsAll URIs are relative tohttps://api.factset.com/contentClassMethodHTTP requestDescriptionABSDetailsApiget_abs_detailsGET/markit-bond-prices-and-analytics/v1/abs-detailsGet Asset Backed Security Details for a list of securitiesABSDetailsApiget_abs_details_for_listPOST/markit-bond-prices-and-analytics/v1/abs-detailsRequest Asset Backed Security Details for a list of securitiesCouponApiget_bond_couponGET/markit-bond-prices-and-analytics/v1/couponGet coupon data for given date range and list of securitiesCouponApiget_bond_coupon_for_listPOST/markit-bond-prices-and-analytics/v1/couponRequest coupon data for given date range and list of securitiesIssuerYieldCurveApiget_bond_issuer_yield_curveGET/markit-bond-prices-and-analytics/v1/issuer-yield-curveGet yield curve data for given date range and list of securitiesIssuerYieldCurveApiget_bond_issuer_yield_curve_for_listPOST/markit-bond-prices-and-analytics/v1/issuer-yield-curveRequest yield curve data for given date range and list of securitiesMetaApiget_bond_metaGET/markit-bond-prices-and-analytics/v1/metaGet bond meta data for a list of securities.MetaApiget_bond_meta_for_listPOST/markit-bond-prices-and-analytics/v1/metaGet bond meta data for a list of securities.PricesApiget_bond_pricesGET/markit-bond-prices-and-analytics/v1/pricesGet Bid, Mid and Ask prices for a list of securitiesPricesApiget_bond_prices_for_listPOST/markit-bond-prices-and-analytics/v1/pricesRequest Bid, Mid and Ask prices for a list of securitiesSensitivityApiget_bond_sensitivityGET/markit-bond-prices-and-analytics/v1/sensitivityGet the bond sensitivity data for a list of securitiesSensitivityApiget_bond_sensitivity_for_listPOST/markit-bond-prices-and-analytics/v1/sensitivityRequest the bond sensitivity data for a list of securitiesSpreadApiget_bond_spreadGET/markit-bond-prices-and-analytics/v1/spreadGet the Spread and OAS data for a list of securitiesSpreadApiget_bond_spread_for_listPOST/markit-bond-prices-and-analytics/v1/spreadRequest the Spread and OAS data for a list of securitiesYieldApiget_bond_yieldGET/markit-bond-prices-and-analytics/v1/yieldGet yield information for given date range and list of securitiesYieldApiget_bond_yield_for_listPOST/markit-bond-prices-and-analytics/v1/yieldRequest yield information for given date range and list of securitiesDocumentation For ModelsAbsDetailsAbsDetailsRequestAbsDetailsResponseBondCouponBondCouponRequestBondCouponResponseBondIssuerYieldCurveBondIssuerYieldCurveRequestBondIssuerYieldCurveResponseBondMetaBondMetaRequestBondMetaResponseBondPricesBondPricesRequestBondPricesResponseBondSensitivityBondSensitivityRequestBondSensitivityResponseBondSpreadBondSpreadRequestBondSpreadResponseBondYieldBondYieldRequestBondYieldResponseCalendarErrorResponseErrorResponseSubErrorsFrequencyIdsIdsABSDocumentation For AuthorizationFactSetApiKeyType: HTTP basic authenticationFactSetOAuth2Type: OAuthFlow: applicationAuthorization URL:Scopes: N/ANotes for Large OpenAPI documentsIf the OpenAPI document is large, imports in fds.sdk.SPGlobalFixedIncomeEvaluatedPricesandAnalytics.apis and fds.sdk.SPGlobalFixedIncomeEvaluatedPricesandAnalytics.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.SPGlobalFixedIncomeEvaluatedPricesandAnalytics.api.default_api import DefaultApifrom fds.sdk.SPGlobalFixedIncomeEvaluatedPricesandAnalytics.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.SPGlobalFixedIncomeEvaluatedPricesandAnalytics
from fds.sdk.SPGlobalFixedIncomeEvaluatedPricesandAnalytics.apis import *
from fds.sdk.SPGlobalFixedIncomeEvaluatedPricesandAnalytics.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.