Factset Child Orders API

openapi: 3.0.3
info:
  title: Factset Analytics Datastore About Child Orders API
  description: Allow clients to fetch precalculated Analytics through predeterministic URLs.
  contact:
    name: FactSet Research Systems
    url: https://developer.factset.com/contact
    email: api@factset.com
  license:
    name: Apache License, Version 2.0
    url: https://www.apache.org/licenses/LICENSE-2.0
  version: 1.0.0
servers:
- url: https://api.factset.com
  description: Production
- url: https://api-sandbox.factset.com
  description: Sandbox
security:
- basicAuth: []
tags:
- name: Child Orders
paths:
  /child-orders/create:
    post:
      tags:
      - Child Orders
      summary: Factset Create Child Orders
      description: This endpoint is used to create child orders.
      operationId: createChildOrder
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/EMSChildOrdersRoot'
      responses:
        '200':
          description: Expected response.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/EMSCreateChildOrdersResponseRoot'
              example:
                data:
                  accepted:
                    '3280015':
                      basketId: FACTSET_OMS-100823_12345
                      ticketId: RKPW.3280015
                      symbol: FDS-USA
                  rejected:
                    '3280015':
                      message: 'Ticket does not exist for ticketid: null'
                      basketId: FACTSET_OMS-100823_12345
                      ticketId: RKPW.3280015
                      symbol: FDS-USA
        '400':
          description: Invalid parameters provided.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ClientErrorResponse'
        '401':
          description: Missing or invalid authentication.
        '403':
          description: User is forbidden with current credentials.
        '415':
          description: Missing/Invalid Content-Type header. Header needs to be set to application/json.
        '429':
          description: Rate limit reached. Wait before sending further requests.
        '500':
          description: Server error. Log the X-DataDirect-Request-Key header to assist in troubleshooting.
        '503':
          description: Request timed out. Retry the request in sometime.
  /child-orders/replace:
    post:
      tags:
      - Child Orders
      summary: Factset Replace the Child Orders on EMS system.
      description: This endpoint takes the child order to be replaced on the EMS system.
      operationId: replaceChildOrder
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/EMSReplaceChildOrdersRoot'
      responses:
        '200':
          description: Expected response.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/EMSChildOrdersResponseRoot'
              example:
                data:
                  accepted:
                    '3280015':
                      ticketId: RKPW.3280015
                      symbol: FDS-USA
                  rejected:
                    '3280015':
                      message: 'Ticket does not exist for ticketid: null'
                      ticketId: RKPW.3280015
                      symbol: FDS-USA
        '400':
          description: Invalid parameters provided.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ClientErrorResponse'
        '401':
          description: Missing or invalid authentication.
        '403':
          description: User is forbidden with current credentials.
        '415':
          description: Missing/Invalid Content-Type header. Header needs to be set to application/json.
        '429':
          description: Rate limit reached. Wait before sending further requests.
        '500':
          description: Server error. Log the X-DataDirect-Request-Key header to assist in troubleshooting.
        '503':
          description: Request timed out. Retry the request in sometime.
  /child-orders/cancel:
    post:
      tags:
      - Child Orders
      summary: Factset Cancel Child Orders
      description: This endpoint is to cancel a specific child order.
      operationId: cancelChildOrder
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/EMSCancelChildOrdersRoot'
      responses:
        '200':
          description: Expected response.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/EMSChildOrdersResponseRoot'
              example:
                data:
                  accepted:
                    '3280015':
                      ticketId: RKPW.3280015
                      symbol: FDS-USA
                  rejected:
                    '3280015':
                      message: 'Ticket does not exist for ticketid: null'
                      ticketId: RKPW.3280015
                      symbol: FDS-USA
        '400':
          description: Invalid parameters provided.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ClientErrorResponse'
        '401':
          description: Missing or invalid authentication.
        '403':
          description: User is forbidden with current credentials.
        '415':
          description: Missing/Invalid Content-Type header. Header needs to be set to application/json.
        '429':
          description: Rate limit reached. Wait before sending further requests.
        '500':
          description: Server error. Log the X-DataDirect-Request-Key header to assist in troubleshooting.
        '503':
          description: Request timed out. Retry the request in sometime.
components:
  schemas:
    EMSCreateChildOrderRejectedInfo:
      type: object
      properties:
        message:
          type: string
          description: Reason for rejection
          nullable: true
          example: 'Ticket does not exist for ticketid: null'
        basketId:
          type: string
          description: Unique identifier assigned to basket order
          nullable: true
          example: FACTSET_OMS-100823_12345
        ticketId:
          type: string
          description: Ticket Id for the child order
          nullable: true
          example: RKPW.3280015
        symbol:
          type: string
          description: Ticker symbol
          nullable: true
          example: FDS-USA
    ParentId:
      required:
      - basketId
      - symbol
      type: object
      properties:
        symbol:
          type: string
          description: Ticker symbol
          example: FDS-USA
        basketId:
          type: string
          description: Unique identifier assigned to basket order. Can be fetched from the WebSocket Order Update API.
          example: FACTSET_OMS-100823_12345
      description: Unique identifier to identify the parent order.
    EMSReplaceChildOrders:
      required:
      - childOrders
      type: object
      properties:
        childOrders:
          maxItems: 1
          minItems: 1
          type: array
          items:
            $ref: '#/components/schemas/ReplaceChildOrder'
    EMSChildOrderInfo:
      type: object
      properties:
        ticketId:
          type: string
          description: Ticket Id for the child order
          nullable: true
          example: RKPW.3280015
        symbol:
          type: string
          description: Ticker symbol
          nullable: true
          example: FDS-USA
      description: EMS Child Order Info
    EMSChildOrderRejectedInfo:
      type: object
      properties:
        message:
          type: string
          description: Reason for rejection
          nullable: true
          example: 'Ticket does not exist for ticketid: null'
        ticketId:
          type: string
          description: Ticket Id for the child order
          nullable: true
          example: RKPW.3280015
        symbol:
          type: string
          description: Ticker symbol
          nullable: true
          example: FDS-USA
      description: EMS Child Order Rejected Info
    EMSChildOrdersRoot:
      type: object
      properties:
        data:
          $ref: '#/components/schemas/EMSChildOrders'
    EMSCreateChildOrdersResponse:
      type: object
      properties:
        accepted:
          type: object
          additionalProperties:
            $ref: '#/components/schemas/EMSCreateChildOrderInfo'
          description: Accepted Orders. Key is the clientOrderId of the request.
          nullable: true
        rejected:
          type: object
          additionalProperties:
            $ref: '#/components/schemas/EMSCreateChildOrderRejectedInfo'
          description: Rejected Orders. Key is the clientOrderId of the request.
          nullable: true
    EMSChildOrdersResponse:
      type: object
      properties:
        accepted:
          type: object
          additionalProperties:
            $ref: '#/components/schemas/EMSChildOrderInfo'
          description: Accepted Orders. Key is the clientOrderId of the request.
          nullable: true
        rejected:
          type: object
          additionalProperties:
            $ref: '#/components/schemas/EMSChildOrderRejectedInfo'
          description: Rejected Orders. Key is the clientOrderId of the request.
          nullable: true
      description: EMS Child Orders Response
    EMSChildOrder:
      required:
      - destination
      - orderQuantity
      - orderType
      - parentId
      type: object
      properties:
        parentId:
          $ref: '#/components/schemas/ParentId'
        side:
          enum:
          - buy
          - sell
          - buyMinus
          - sellPlus
          - sellShort
          - sellShortExempt
          type: string
          description: Side of the order.If the parent order side is 'buy', valid values are 'buy' or 'buyMinus'. If the parent order side is 'sell', valid values are 'sell' or 'sellPlus'
          nullable: true
          example: buy
        orderType:
          enum:
          - market
          - limit
          - stop
          - stopLimit
          - marketOnClose
          - limitOrBetter
          type: string
          description: Type of the order
          example: market
        orderQuantity:
          minimum: 0
          type: number
          description: Number of shares/Quantity to be routed. Must be less than or equal to the orderQuantity of the parent order.
          format: double
          example: 250
        price:
          type: number
          description: Order price per share.
          format: double
          nullable: true
          example: 450
        timeInForce:
          $ref: '#/components/schemas/TimeInForce'
        handlingInstructions:
          enum:
          - autoOrderPrivate
          - autoOrderPublic
          - bestExecution
          type: string
          description: Instructions for order handling on Broker trading floor.
          nullable: true
          example: autoOrderPublic
        exDestination:
          type: string
          description: Execution destination as defined by institution when order is entered.
          default: America Stock Exchange
          nullable: true
          example: America Stock Exchange
        destination:
          type: string
          description: Represents the designated venue or location to which an order is intended to be routed.
          example: PAPER
        stopPrice:
          type: number
          description: Stop-loss price to buy/sell stock at market.
          format: double
          nullable: true
          example: 250
        maxFloor:
          type: number
          description: Maximum number of shares within an order to be shown on the exchange floor at any given time.
          format: double
          nullable: true
          example: 100
        minQuantity:
          type: number
          description: Minimum quantity of an order to be executed.
          format: double
          nullable: true
          example: 120
        settlementType:
          enum:
          - regular
          - cash
          - nextDay
          - tPlus2
          - tPlus3
          - tPlus4
          - future
          - whenIssued
          - sellersOption
          - tPlus5
          type: string
          description: Order settlement period
          nullable: true
          example: regular
        settlementDate:
          type: string
          description: Specific date of trade settlement in YYYYMMDD format.
          nullable: true
          example: '20230823'
        executionInstructions:
          enum:
          - notHeld
          - work
          - goAlong
          - overTheDay
          - held
          - participateDoNotInitiate
          - strictScale
          - tryToScale
          - stayOnBidSide
          - stayOnOfferSide
          - noCross
          - okToCross
          - callFirst
          - percentOfVolume
          - doNotIncrease
          - doNotReduce
          - allOrNone
          - reinstateOnSystemFailure
          - institutionsOnly
          - reinstateOnTradingHalt
          - cancelOnTradingHalt
          - lastPeg
          - midPricePeg
          - nonNegotiable
          - openingPeg
          - marketPeg
          - cancelOnSystemFailure
          - primaryPeg
          - suspend
          - fixedPegToLocalBestBid
          - customerDisplayInstruction
          - netting
          - pegToVWAP
          - tradeAlong
          - tryToStop
          - cancelIfNotBest
          - trailingStopPeg
          - strictLimit
          - ignorePriceValidityChecks
          - pegToLimitPrice
          - workToTargetStrategy
          - intermarketSweep
          - externalRoutingAllowed
          - externalRoutingNotAllowed
          - imbalanceOnly
          - singleExecutionRequestedForBlockTrade
          - bestExecution
          type: string
          description: Instructions for order handling on exchange trading floor.
          nullable: true
          example: notHeld
        locateRequired:
          type: boolean
          description: Indicates whether the broker is to locate the stock in conjunction with a short sell order.
          nullable: true
          example: false
        text:
          maxLength: 250
          type: string
          description: Free format text string.
          nullable: true
          example: routing 10 orders to PAPER destination
        profile:
          type: string
          description: A name given to broker algo
          nullable: true
        userDefinedFields:
          type: object
          additionalProperties:
            type: string
          description: User defined fields
          nullable: true
      description: EMS Child Orders
    EMSCancelChildOrder:
      required:
      - ticketId
      type: object
      properties:
        ticketId:
          type: string
          description: Ticket Id for the child order to be cancelled
          example: RKPW.3280015
        reason:
          type: string
          description: Reason for cancelling the child order
          nullable: true
          example: mistyped order quantity to be routed
      description: EMS Cancel Child Order
    Error:
      type: object
      properties:
        id:
          type: string
          description: Identifier for the error
          nullable: true
        code:
          type: string
          description: Code
          nullable: true
        title:
          type: string
          description: Title
          nullable: true
        detail:
          type: string
          description: Explanation specific to the occurrence of the error
          nullable: true
        source:
          $ref: '#/components/schemas/ErrorSource'
      description: Error
    ReplaceChildOrder:
      required:
      - ticketId
      type: object
      properties:
        ticketId:
          type: string
          description: Ticket Id for the child order to be replaced
          example: RKPW.3280015
        orderType:
          enum:
          - market
          - limit
          - stop
          - stopLimit
          - marketOnClose
          - limitOrBetter
          type: string
          description: Type of the order
          nullable: true
          example: market
        orderQuantity:
          minimum: 0
          type: number
          description: Number of shares/Quantity to be routed. Must be less than or equal to the orderQuantity of the parent order.
          format: double
          nullable: true
          example: 100
        price:
          type: number
          description: Order price per share.
          format: double
          nullable: true
          example: 450
        timeInForce:
          $ref: '#/components/schemas/TimeInForce'
        handlingInstructions:
          enum:
          - autoOrderPrivate
          - autoOrderPublic
          - bestExecution
          type: string
          description: Instructions for order handling on Broker trading floor.
          nullable: true
          example: autoOrderPublic
        stopPrice:
          type: number
          description: Stop-loss price to buy/sell stock at market.
          format: double
          nullable: true
          example: 120
        maxFloor:
          type: number
          description: Maximum number of shares within an order to be shown on the exchange floor at any given time.
          format: double
          nullable: true
          example: 200
        minQuantity:
          type: number
          description: Minimum quantity of an order to be executed.
          format: double
          nullable: true
          example: 120
        settlementType:
          enum:
          - regular
          - cash
          - nextDay
          - tPlus2
          - tPlus3
          - tPlus4
          - future
          - whenIssued
          - sellersOption
          - tPlus5
          type: string
          description: Order settlement period
          nullable: true
          example: regular
        settlementDate:
          type: string
          description: Specific date of trade settlement in YYYYMMDD format.
          nullable: true
          example: '20230823'
        executionInstructions:
          enum:
          - notHeld
          - work
          - goAlong
          - overTheDay
          - held
          - participateDoNotInitiate
          - strictScale
          - tryToScale
          - stayOnBidSide
          - stayOnOfferSide
          - noCross
          - okToCross
          - callFirst
          - percentOfVolume
          - doNotIncrease
          - doNotReduce
          - allOrNone
          - reinstateOnSystemFailure
          - institutionsOnly
          - reinstateOnTradingHalt
          - cancelOnTradingHalt
          - lastPeg
          - midPricePeg
          - nonNegotiable
          - openingPeg
          - marketPeg
          - cancelOnSystemFailure
          - primaryPeg
          - suspend
          - fixedPegToLocalBestBid
          - customerDisplayInstruction
          - netting
          - pegToVWAP
          - tradeAlong
          - tryToStop
          - cancelIfNotBest
          - trailingStopPeg
          - strictLimit
          - ignorePriceValidityChecks
          - pegToLimitPrice
          - workToTargetStrategy
          - intermarketSweep
          - externalRoutingAllowed
          - externalRoutingNotAllowed
          - imbalanceOnly
          - singleExecutionRequestedForBlockTrade
          - bestExecution
          type: string
          description: Instructions for order handling on exchange trading floor.
          nullable: true
          example: notHeld
        locateRequired:
          type: boolean
          description: Indicates whether the broker is to locate the stock in conjunction with a short sell order.
          nullable: true
          example: false
        text:
          maxLength: 250
          type: string
          description: Free format text string.
          nullable: true
          example: Replacing price to 300 for 50 orders
        userDefinedFields:
          type: object
          additionalProperties:
            type: string
          description: User defined fields
          nullable: true
      description: EMS Replace Child Orders
    EMSChildOrders:
      required:
      - childOrders
      type: object
      properties:
        childOrders:
          maxItems: 1
          minItems: 1
          type: array
          items:
            $ref: '#/components/schemas/EMSChildOrder'
    EMSReplaceChildOrdersRoot:
      type: object
      properties:
        data:
          $ref: '#/components/schemas/EMSReplaceChildOrders'
    ClientErrorResponse:
      type: object
      properties:
        errors:
          type: array
          items:
            $ref: '#/components/schemas/Error'
          description: List of errors
          nullable: true
      description: Client Error Response
    EMSCancelChildOrders:
      required:
      - childOrders
      type: object
      properties:
        childOrders:
          maxItems: 1
          minItems: 1
          type: array
          items:
            $ref: '#/components/schemas/EMSCancelChildOrder'
      description: EMS Cancel Child Orders
    EMSCreateChildOrdersResponseRoot:
      required:
      - data
      type: object
      properties:
        data:
          $ref: '#/components/schemas/EMSCreateChildOrdersResponse'
      description: EMS Response
    ErrorSource:
      type: object
      properties:
        pointer:
          type: string
          description: Pointer to the associated entity in the request body
          nullable: true
        parameter:
          type: string
          description: Indicates which path or URI query parameter caused the error
          nullable: true
      description: Error Source
    EMSCreateChildOrderInfo:
      type: object
      properties:
        basketId:
          type: string
          description: Unique identifier assigned to basket order
          nullable: true
          example: FACTSET_OMS-100823_12345
        ticketId:
          type: string
          description: Ticket Id for the child order
          nullable: true
          example: RKPW.3280015
        symbol:
          type: string
          description: Ticker symbol
          nullable: true
          example: FDS-USA
    EMSChildOrdersResponseRoot:
      required:
      - data
      type: object
      properties:
        data:
          $ref: '#/components/schemas/EMSChildOrdersResponse'
      description: EMS Response
    TimeInForce:
      type: object
      properties:
        tif:
          enum:
          - day
          - goodTillCancel
          - atTheOpening
          - immediateOrCancel
          - fillOrKill
          - goodTillCrossing
          - goodTillDate
          - atc
          type: string
          description: 'Time in force: if goodTillDate, then Expire Time or Expire Date is a required field'
        expireDate:
          type: string
          description: Expire date in YYYYMMDD format expressed in UTC
          nullable: true
          example: '20230823'
        expireTime:
          type: string
          description: Expire time in YYYYMMDD-HH:MM:SS format expressed in UTC
          nullable: true
          example: 20230823-12:20:25
      description: Time in Force
    EMSCancelChildOrdersRoot:
      type: object
      properties:
        data:
          $ref: '#/components/schemas/EMSCancelChildOrders'
  securitySchemes:
    basicAuth:
      type: http
      scheme: basic
externalDocs:
  url: https://developer.factset.com/api-catalog/analytics-datastore-api
  description: API Documentation