Package: fds.sdk.FactSetPrices
FactSet Prices client library for PythonGain access to comprehensive global coverage for Equities & Fixed Income. Perform quick analytics by controlling the date ranges, currencies, and rolling periods, or simply request Open, High, Low, and Close prices. Easily connect pricing data with other core company data or alternative content sets using FactSet's hub and spoke symbology.Equity and Fund Security types include Common Stock, ADR, GDR, Preferred, Closed-ended Fund, Exchange Traded Fund, Unit, Open-ended Fund, Exchange Traded Fund UVI, Exchange Traded Fund NAV, Preferred Equity, Non-Voting Depositary Receipt/Certificate, Alien/Foreign, Structured Product, and Temporary Instruments. Reference over 180,000+ active and inactive securities.Fixed Income Security Types include Corporate Bonds, Treasury and Agency bonds, Government Bonds, and Municipals.This Python package is automatically generated by theOpenAPI Generatorproject:API version: 1.3.0Package version: 1.1.7Build package: org.openapitools.codegen.languages.PythonClientCodegenRequirementsPython >= 3.7InstallationPoetrypoetryaddfds.sdk.utilsfds.sdk.FactSetPrices==1.1.7pippipinstallfds.sdk.utilsfds.sdk.FactSetPrices==1.1.7UsageGenerate 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.FactSetPricesfromfds.sdk.FactSetPrices.apiimportbatch_processing_apifromfds.sdk.FactSetPrices.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.FactSetPrices.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.FactSetPrices.Configuration(#     username='USERNAME-SERIAL',#     password='API-KEY'# )# Enter a context with an instance of the API clientwithfds.sdk.FactSetPrices.ApiClient(configuration)asapi_client:# Create an instance of the API classapi_instance=batch_processing_api.BatchProcessingApi(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.id="id_example"# str | Batch Request identifier.try:# Returns the response for a Batch Request# example passing only required values which don't have defaults setapi_response_wrapper=api_instance.get_batch_data(id)# This endpoint returns a response wrapper that contains different types of responses depending on the query.# To access the correct response type, you need to perform one additional step, as shown below.ifapi_response_wrapper.get_status_code()==200:api_response=api_response_wrapper.get_response_200()ifapi_response_wrapper.get_status_code()==202:api_response=api_response_wrapper.get_response_202()pprint(api_response)exceptfds.sdk.FactSetPrices.ApiExceptionase:print("Exception when calling BatchProcessingApi->get_batch_data:%s\n"%e)# # Get response, http status code and response headers# try:#     # Returns the response for a Batch Request#     api_response_wrapper, http_status_code, response_headers = api_instance.get_batch_data_with_http_info(id)#     # This endpoint returns a response wrapper that contains different types of responses depending on the query.#     # To access the correct response type, you need to perform one additional step, as shown below.#     if api_response_wrapper.get_status_code() == 200:#         api_response = api_response_wrapper.get_response_200()#     if api_response_wrapper.get_status_code() == 202:#         api_response = api_response_wrapper.get_response_202()#     pprint(api_response)#     pprint(http_status_code)#     pprint(response_headers)# except fds.sdk.FactSetPrices.ApiException as e:#     print("Exception when calling BatchProcessingApi->get_batch_data: %s\n" % e)# # Get response asynchronous# try:#     # Returns the response for a Batch Request#     async_result = api_instance.get_batch_data_async(id)#     api_response_wrapper = async_result.get()#     # This endpoint returns a response wrapper that contains different types of responses depending on the query.#     # To access the correct response type, you need to perform one additional step, as shown below.#     if api_response_wrapper.get_status_code() == 200:#         api_response = api_response_wrapper.get_response_200()#     if api_response_wrapper.get_status_code() == 202:#         api_response = api_response_wrapper.get_response_202()#     pprint(api_response)# except fds.sdk.FactSetPrices.ApiException as e:#     print("Exception when calling BatchProcessingApi->get_batch_data: %s\n" % e)# # Get response, http status code and response headers asynchronous# try:#     # Returns the response for a Batch Request#     async_result = api_instance.get_batch_data_with_http_info_async(id)#     api_response_wrapper, http_status_code, response_headers = async_result.get()#     # This endpoint returns a response wrapper that contains different types of responses depending on the query.#     # To access the correct response type, you need to perform one additional step, as shown below.#     if api_response_wrapper.get_status_code() == 200:#         api_response = api_response_wrapper.get_response_200()#     if api_response_wrapper.get_status_code() == 202:#         api_response = api_response_wrapper.get_response_202()#     pprint(api_response)#     pprint(http_status_code)#     pprint(response_headers)# except fds.sdk.FactSetPrices.ApiException as e:#     print("Exception when calling BatchProcessingApi->get_batch_data: %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.FactSetPriceslogging.basicConfig(level=logging.DEBUG)configuration=fds.sdk.FactSetPrices.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.FactSetPricesconfiguration=fds.sdk.FactSetPrices.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.FactSetPricesconfiguration=fds.sdk.FactSetPrices.Configuration(# ...ssl_ca_cert='/path/to/ca.pem')Documentation for API EndpointsAll URIs are relative tohttps://api.factset.com/contentClassMethodHTTP requestDescriptionBatchProcessingApiget_batch_dataGET/batch/v1/resultReturns the response for a Batch RequestBatchProcessingApiget_batch_data_with_postPOST/batch/v1/resultReturns the response for a Batch RequestBatchProcessingApiget_batch_statusGET/batch/v1/statusReturns the status for a Batch RequestBatchProcessingApiget_batch_status_with_postPOST/batch/v1/statusReturns the status for a Batch RequestDatabaseRolloverApiget_database_rolloverGET/factset-prices/v1/database-rolloverGets the latest relative rollover date for the database.DatabaseRolloverApiget_database_rollover_for_listPOST/factset-prices/v1/database-rolloverGets the latest relative rollover date for the database.DividendsApiget_security_dividendsGET/factset-prices/v1/dividendsGets dividend information for a given date range and list of securitiesDividendsApiget_security_dividends_for_listPOST/factset-prices/v1/dividendsRequests dividend information for a given date range and list of securitiesHighLowApiget_high_lowGET/factset-prices/v1/high-lowGets the price high and price low of securities for a list of `ids` as of given date, period and frequency.HighLowApiget_high_low_for_listPOST/factset-prices/v1/high-lowRequests the price high and price low of securities for a list of `ids` as of given date, period and frequency.MarketValueApiget_market_valueGET/factset-prices/v1/market-valueGets the security level and company level market values for a list of `ids` as of given date range and frequency.MarketValueApiget_market_value_for_listPOST/factset-prices/v1/market-valueRequests the market value for a list of `ids` as of given date range.PricesApiget_fixed_security_pricesGET/factset-prices/v1/fixed-incomeGets pricing for a list of Fixed Income securitiesPricesApiget_fixed_security_prices_for_listPOST/factset-prices/v1/fixed-incomeRequests pricing for a list of Fixed Income securities for date range requestedPricesApiget_security_pricesGET/factset-prices/v1/pricesGets end-of-day Open, High, Low, Close for a list of securities.PricesApiget_security_prices_for_listPOST/factset-prices/v1/pricesRequests end-of-day Open, High, Low, Close for a large list of securities.ReferenceApiget_security_reference_for_listPOST/factset-prices/v1/referencesRequests security reference details a list of securitiesReferenceApiget_security_referencesGET/factset-prices/v1/referencesGets security reference details for a list of securitiesReturnsApiget_returns_snapshotGET/factset-prices/v1/returns-snapshotReturns the price performance of the security and annualized compound total returns.ReturnsApiget_returns_snapshot_for_listPOST/factset-prices/v1/returns-snapshotReturns the price performance of the security and annualized compound total returns.ReturnsApiget_security_returnsGET/factset-prices/v1/returnsGets Returns for a list of `ids` as of given date range and rolling PeriodReturnsApiget_security_returns_for_listPOST/factset-prices/v1/returnsRequests security returns for the given date range and rollingPeriod.SharesApiget_security_sharesGET/factset-prices/v1/sharesGets shares for a list of `ids` as of given date range.SharesApiget_security_shares_for_listPOST/factset-prices/v1/sharesRequests shares for a list of `ids` as of given date range.SplitsApiget_security_splitsGET/factset-prices/v1/splitsGets full history of security Splits for a list of `ids`SplitsApiget_security_splits_for_listPOST/factset-prices/v1/splitsRequests splits for a list of `ids`Documentation For ModelsAdjustBatchBatchDataRequestBatchDataResponseBatchStatusBatchStatusRequestBatchStatusResponseCalendarDividendDividendAdjustDividendAdjustSnapshotDividendsRequestDividendsResponseErrorResponseErrorResponseSubErrorsFixedIdsFixedIncomePriceFrequencyFrequencyFiHighLowHighLowRequestHighLowResponseIdsBatchMax5000IdsMax1000IdsMax2000MarketValueMarketValueRequestMarketValueResponseModelReturnPeriodPricePriceTypePricesFixedIncomeRequestPricesFixedIncomeResponsePricesRequestPricesResponseReferencesReferencesRequestReferencesResponseReturnsRequestReturnsResponseReturnsSnapshotReturnsSnapshotRequestReturnsSnapshotResponseRollingPeriodRolloverRolloverResponseSharesSharesRequestSharesResponseSplitAdjustSplitsSplitsRequestSplitsResponseDocumentation For AuthorizationFactSetApiKeyType: HTTP basic authenticationFactSetOAuth2Type: OAuthFlow: applicationAuthorization URL:Scopes: N/ANotes for Large OpenAPI documentsIf the OpenAPI document is large, imports in fds.sdk.FactSetPrices.apis and fds.sdk.FactSetPrices.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.FactSetPrices.api.default_api import DefaultApifrom fds.sdk.FactSetPrices.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.FactSetPrices
from fds.sdk.FactSetPrices.apis import *
from fds.sdk.FactSetPrices.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.