Package: fds.sdk.FactSetIntradayTickHistory
FactSet Intraday Tick History client library for PythonFactSet’s Tick History provides cost-effective access to real-time and delayed global exchange data. Proprietary technology normalizes over 200 global exchanges and 19 tick history fields. Asset types integrated include equities, futures, options, fixed income, mutual funds, ETFs, indices, commodities, and FX rates.Tick History provides dynamic access to tick data for a specific security intra-day or historically via standard HTTPS protocol. History is available for all quotes and trades for a trailing 6 months or 1-year, respectively. Quotes and trade data for Options is available for 30 days. Tick History data is also available in a separate end-of-day feed.This Python package is automatically generated by theOpenAPI Generatorproject:API version: 1.0.0Package version: 0.21.8Build package: org.openapitools.codegen.languages.PythonClientCodegenRequirementsPython >= 3.7InstallationPoetrypoetryaddfds.sdk.utilsfds.sdk.FactSetIntradayTickHistory==0.21.8pippipinstallfds.sdk.utilsfds.sdk.FactSetIntradayTickHistory==0.21.8UsageGenerate 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.FactSetIntradayTickHistoryfromfds.sdk.FactSetIntradayTickHistory.apiimportfirst_trade_apifromfds.sdk.FactSetIntradayTickHistory.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.FactSetIntradayTickHistory.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.FactSetIntradayTickHistory.Configuration(#     username='USERNAME-SERIAL',#     password='API-KEY'# )# Enter a context with an instance of the API clientwithfds.sdk.FactSetIntradayTickHistory.ApiClient(configuration)asapi_client:# Create an instance of the API classapi_instance=first_trade_api.FirstTradeApi(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 | Requested symbol or security. The symbol can be a FactSet exchange symbol, CUSIP, or SEDOL. **NOTE**: Only one identifier can be requested per request.<P>**TRY IT OUT** - Choose One from - 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# 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. (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.start_date="start_date_example"# str | This is the start date for the Snapshot History. Requests should be made in the format YYYYMMDD Default is current business day. Field can be sd or date. TRY IT OUT Cannot use current day. (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.start_time="040000"# str | This is the start time for the snapshot history requested. Requests should be made in a **HHMMSSS** format.Range from 000000 - 235959. **TRY IT OUT** Cannot use current day (optional) if omitted the server will use the default value of "040000"# 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. TRY IT OUT Choose from JSON, CSV, CSV_NO_HEADER (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.include_request="false"# str | Flag to include request id and key in the CSV output. (optional) if omitted the server will use the default value of "false"# NOTE: The parameter variable defined below is just an example and may potentially contain non valid values. So please replace this with valid values.dataset=""# str | Decides what type of trades to return, default is all trades and quotes, alternatively charting can be selected which will filter out unofficial trades. (optional)try:# Request returns data for the first trade (official and unofficial) after the specified time# example passing only required values which don't have defaults set# and optional valuesapi_response=api_instance.tick_history_firsttrade_get(id,req_id=req_id,start_date=start_date,start_time=start_time,format=format,include_request=include_request,dataset=dataset)pprint(api_response)exceptfds.sdk.FactSetIntradayTickHistory.ApiExceptionase:print("Exception when calling FirstTradeApi->tick_history_firsttrade_get:%s\n"%e)# # Get response, http status code and response headers# try:#     # Request returns data for the first trade (official and unofficial) after the specified time#     api_response, http_status_code, response_headers = api_instance.tick_history_firsttrade_get_with_http_info(id, req_id=req_id, start_date=start_date, start_time=start_time, format=format, include_request=include_request, dataset=dataset)#     pprint(api_response)#     pprint(http_status_code)#     pprint(response_headers)# except fds.sdk.FactSetIntradayTickHistory.ApiException as e:#     print("Exception when calling FirstTradeApi->tick_history_firsttrade_get: %s\n" % e)# # Get response asynchronous# try:#     # Request returns data for the first trade (official and unofficial) after the specified time#     async_result = api_instance.tick_history_firsttrade_get_async(id, req_id=req_id, start_date=start_date, start_time=start_time, format=format, include_request=include_request, dataset=dataset)#     api_response = async_result.get()#     pprint(api_response)# except fds.sdk.FactSetIntradayTickHistory.ApiException as e:#     print("Exception when calling FirstTradeApi->tick_history_firsttrade_get: %s\n" % e)# # Get response, http status code and response headers asynchronous# try:#     # Request returns data for the first trade (official and unofficial) after the specified time#     async_result = api_instance.tick_history_firsttrade_get_with_http_info_async(id, req_id=req_id, start_date=start_date, start_time=start_time, format=format, include_request=include_request, dataset=dataset)#     api_response, http_status_code, response_headers = async_result.get()#     pprint(api_response)#     pprint(http_status_code)#     pprint(response_headers)# except fds.sdk.FactSetIntradayTickHistory.ApiException as e:#     print("Exception when calling FirstTradeApi->tick_history_firsttrade_get: %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.FactSetIntradayTickHistorylogging.basicConfig(level=logging.DEBUG)configuration=fds.sdk.FactSetIntradayTickHistory.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.FactSetIntradayTickHistoryconfiguration=fds.sdk.FactSetIntradayTickHistory.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.FactSetIntradayTickHistoryconfiguration=fds.sdk.FactSetIntradayTickHistory.Configuration(# ...ssl_ca_cert='/path/to/ca.pem')Documentation for API EndpointsAll URIs are relative tohttps://api-sandbox.factset.comClassMethodHTTP requestDescriptionFirstTradeApitick_history_firsttrade_getGET/TickHistory/firsttradeRequest returns data for the first trade (official and unofficial) after the specified timeLastTradeApitick_history_lasttrade_getGET/TickHistory/lasttradeRequest returns data for the last trade and associated quotes before the specified timeQuoteAtTimeApitick_history_qat_getGET/TickHistory/qatRequest returns a quote at the specified timeTickHistoryApiget_tick_historyGET/TickHistory/historyTick History service returns trade data and associated quotes for a client specified interval and time periodTradesAtTimeApitick_history_tradesattime_getGET/TickHistory/tradesattimeRequest returns the before and after trade data along with the associated quotes for the specified timeDocumentation For ModelsFieldsIntervalsSpecialfieldTickhistoryResponseDocumentation For AuthorizationFactSetApiKeyType: HTTP basic authenticationFactSetOAuth2Type: OAuthFlow: applicationAuthorization URL:Scopes: N/ANotes for Large OpenAPI documentsIf the OpenAPI document is large, imports in fds.sdk.FactSetIntradayTickHistory.apis and fds.sdk.FactSetIntradayTickHistory.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.FactSetIntradayTickHistory.api.default_api import DefaultApifrom fds.sdk.FactSetIntradayTickHistory.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.FactSetIntradayTickHistory
from fds.sdk.FactSetIntradayTickHistory.apis import *
from fds.sdk.FactSetIntradayTickHistory.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.