Factset Coupon API

openapi: 3.0.3
info:
  title: Factset Analytics Datastore About Coupon 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: Coupon
paths:
  /factset-terms-and-conditions/v1/coupon-history:
    get:
      summary: Factset Return Historical Coupon Information for a Fixed Income Security.
      description: 'Returns historical Coupon information for the Fixed Income security.

        '
      tags:
      - Coupon
      operationId: getCouponHistory
      parameters:
      - $ref: '#/components/parameters/ids'
      responses:
        '200':
          description: Coupon History Response
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/couponHistoryResponse'
              examples:
                Fixed Income Coupon History:
                  $ref: '#/components/examples/fixedIncomeCouponHistoryResponse'
        '400':
          $ref: '#/components/responses/400'
        '401':
          $ref: '#/components/responses/401'
        '403':
          $ref: '#/components/responses/403'
        '415':
          $ref: '#/components/responses/415'
        '500':
          $ref: '#/components/responses/500'
      x-microcks-operation:
        delay: 0
        dispatcher: FALLBACK
    post:
      summary: Factset Return Historical Coupon Information for a List of Fixed Income Securities.
      description: 'Returns historical Coupon information for a list of Fixed Income securities.

        '
      tags:
      - Coupon
      operationId: getCouponHistoryForList
      requestBody:
        description: Request object for Fixed Income Coupon History.
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/termsAndConditionsScalarRequest'
        required: true
      responses:
        '200':
          description: Coupon History Response
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/couponHistoryResponse'
              examples:
                Fixed Income Coupon History:
                  $ref: '#/components/examples/fixedIncomeCouponHistoryResponse'
        '400':
          $ref: '#/components/responses/400'
        '401':
          $ref: '#/components/responses/401'
        '403':
          $ref: '#/components/responses/403'
        '415':
          $ref: '#/components/responses/415'
        '500':
          $ref: '#/components/responses/500'
      x-microcks-operation:
        delay: 0
        dispatcher: FALLBACK
  /factset-terms-and-conditions/v1/coupon-schedules:
    get:
      summary: Factset Return Coupon Sechedules for a Fixed Income Security.
      description: 'Returns Coupon Schedules information for the Fixed Income security.

        '
      tags:
      - Coupon
      operationId: getCouponSchedules
      parameters:
      - $ref: '#/components/parameters/ids'
      responses:
        '200':
          description: Coupon Schedules Response
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/couponSchedulesResponse'
        '400':
          $ref: '#/components/responses/400'
        '401':
          $ref: '#/components/responses/401'
        '403':
          $ref: '#/components/responses/403'
        '415':
          $ref: '#/components/responses/415'
        '500':
          $ref: '#/components/responses/500'
      x-microcks-operation:
        delay: 0
        dispatcher: FALLBACK
    post:
      summary: Factset Return Coupon Schedules Information for a List of Fixed Income Securities.
      description: 'Returns historical Coupon Schedules information for a list of Fixed Income securities.

        '
      tags:
      - Coupon
      operationId: getCouponSchedulesForList
      requestBody:
        description: Request object for Fixed Income Coupon Schedules.
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/termsAndConditionsScalarRequest'
        required: true
      responses:
        '200':
          description: Coupon Schedules Response
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/couponSchedulesResponse'
        '400':
          $ref: '#/components/responses/400'
        '401':
          $ref: '#/components/responses/401'
        '403':
          $ref: '#/components/responses/403'
        '415':
          $ref: '#/components/responses/415'
        '500':
          $ref: '#/components/responses/500'
      x-microcks-operation:
        delay: 0
        dispatcher: FALLBACK
components:
  examples:
    badRequestInvalidParameters:
      summary: Bad Request - Invalid Parameters
      description: This error message occurs when a request parameter is used in which is not recognized by the service. Please revise your request to include only the parameters listed in the specification. Typical causes are spelling mistakes and use of improper casing.
      value:
        status: Bad Request
        timestamp: '2020-06-12 15:58:54.068'
        path: /factset-terms-and-conditions/v1/{endpoint}
        message: 'Invalid Parameter (s): fakeParameterName1 fakeParameterName2. Please modify your request to use parameters outlined in the specification for this endpoint.'
        subErrors: null
    notWritable:
      summary: Internal Server Error - Not Writable
      description: This error may be returned when the server encounters an error writing the JSON response.
      value:
        status: Internal Server Error
        timestamp: '2019-11-05 09:48:29.18'
        path: /factset-terms-and-conditions/v1/{endpoint}
        message: Error writing JSON output
        subErrors: null
    unsupportedMediaType:
      summary: Unsupported Media Type
      description: This bad request occurs when the media type passed in the request is not supported. Currently the APIs only support 'application/json'.
      value:
        status: Unsupported Media Type
        timestamp: '2019-11-05 09:42:27.237'
        path: /factset-terms-and-conditions/v1/{endpoint}
        message: text/html media type is not supported. Supported media types are application/json
        subErrors: null
    generalException:
      summary: Internal Server Error - General Exception
      description: This is the most general error that can be returned to by the service. Please `Report Issue` to FactSet.
      value:
        status: Internal Server Error
        timestamp: '2019-11-01 10:36:01.944'
        path: /factset-terms-and-conditions/v1/{endpoint}
        message: Unexpected error
        subErrors: null
    badRequestReadTimeout:
      summary: Bad Request - Read Timeout
      description: This error may be returned if it takes more than 29 seconds to hear back from the data fetch service.
      value:
        status: Bad Request
        timestamp: '2019-11-04 16:18:38.949'
        path: /factset-terms-and-conditions/v1/{endpoint}
        message: The request took too long. Try again with a smaller request.
        subErrors: null
    forbidden:
      summary: Forbidden
      description: The USERNAME-SERIAL attempted to request the endpoint is not authorized to access. The request was a legal request, but the server is refusing to respond. Please reach out to FactSet Account Team for assistance with authorization.
      value:
        status: Forbidden
        timestamp: '2020-06-12 16:08:51.731'
        path: /factset-terms-and-conditions/v1/{endpoint}
        message: USERNAME-SERIAL does not have permission to use /factset-terms-and-conditions/v1/{endpoint}
        subErrors: null
    unauthenticated:
      summary: User Authentication Failed
      description: This occurs when a user is not properly authenticated or recognized by the service. Please double check the USERNAME-SERIAL and API-Key used to request and ensure you are within the IP range specified for the Key. Report Issue under 401 error for help with troubleshooting.
      value:
        status: User Authentication Failed
        timestamp: '2019-10-31 16:08:07.945'
        path: /factset-terms-and-conditions/v1/{endpoint}
        message: User Authentication Failed.
        subErrors: null
    badRequestMalformedJSON:
      summary: Bad Request - Malformed JSON Request
      description: This error may be returned when the request body is specified as JSON, but is not in proper JSON format.
      value:
        status: Bad Request
        timestamp: '2019-11-05 09:48:29.18'
        path: /factset-terms-and-conditions/v1/{endpoint}
        message: Malformed JSON Request
        subErrors: null
    fixedIncomeCouponHistoryResponse:
      description: Fixed Income Coupon Details Response
      value:
        data:
        - requestId: ES0265936007
          fsymId: Q2KW45-S
          date: '2019-01-18'
          couponBasketFlag: null
          couponEffPmtDate: '2020-01-18'
          couponFormula: null
          couponInitResetDate: null
          couponLink: null
          couponMargin: null
          couponMinFloatRate: null
          couponStructSubCode: null
          couponTypeStruct: Fixed Rate
          couponVarPmtFlag: false
          underlyingIndex: null
        - requestId: ES0265936007
          fsymId: Q2KW45-S
          date: '2024-01-18'
          couponBasketFlag: false
          couponEffPmtDate: '2025-01-18'
          couponFormula: '{EUR Swap - 5Y} + 5.927%'
          couponInitResetDate: '2025-01-18'
          couponLink: Interest Rate Linked
          couponMargin: 592.7
          couponMinFloatRate: null
          couponStructSubCode: null
          couponTypeStruct: Floating
          couponVarPmtFlag: false
          underlyingIndex: EUR Swap - 5Y
    badRequestRequiredParameter:
      summary: Bad Request - Required Parameter Missing
      description: This error message occurs when the request does not include the required parameters. Required parameters are indicated with a red asterisks symbol in the specification file.
      value:
        status: Bad Request
        timestamp: '2020-06-12 15:48:42.016'
        path: /factset-terms-and-conditions/v1/{endpoint}
        message: The parameter 'ids' is required and may not be empty.
        subErrors: null
  schemas:
    couponHistory:
      title: Coupon History
      type: object
      description: Coupon History for a Fixed Income security.
      properties:
        requestId:
          description: Security identifier used in the request.
          type: string
          example: '500123'
        fsymId:
          description: FactSet Permanent Security Identifier.
          type: string
          example: '500123'
        date:
          description: Coupon Accrual Date
          type: string
          format: date
          example: '2026-01-15'
        couponBasketFlag:
          description: Coupon Basket Flag
          type: boolean
          example: true
        couponEffPmtDate:
          description: Effective Payment Date
          type: string
          format: date
          example: '2026-01-15'
        couponFormula:
          description: Coupon Formula
          type: string
          example: example_value
        couponInitResetDate:
          description: First Coupon Reset Date
          type: string
          format: date
          example: '2026-01-15'
        couponResetFreq:
          description: Coupon Reset Frequency
          type: string
          example: example_value
        couponLink:
          description: Coupon Link
          type: string
          example: example_value
        couponMargin:
          description: Margin
          type: number
          format: double
          example: 42.5
        couponMinFloatRate:
          description: Coupon Minimum-Floating Rate
          type: number
          format: double
          example: 42.5
        couponStructSubCode:
          description: Coupon Structure Sub Code
          type: string
          example: example_value
        couponTypeStruct:
          description: Coupon Type
          type: string
          example: example_value
        couponVarPmtFlag:
          description: Variable Coupon Payments
          type: boolean
          example: true
        underlyingIndex:
          description: Underlying Index
          type: string
          example: example_value
    couponSchedulesResponse:
      title: Coupon Schedules Response
      type: object
      properties:
        data:
          type: array
          items:
            $ref: '#/components/schemas/couponSchedules'
          example: []
    couponSchedules:
      title: Coupon Schedules
      type: object
      description: Coupon Schedules for a Fixed Income security.
      properties:
        requestId:
          description: Security identifier used in the request.
          type: string
          example: '500123'
        fsymId:
          description: FactSet Permanent Security Identifier.
          type: string
          example: '500123'
        couponEffDate:
          description: Coupon Effective Date
          type: string
          format: date
          example: '2026-01-15'
        couponRate:
          description: Coupon Rate
          type: number
          format: double
          example: 42.5
    couponHistoryResponse:
      title: Coupon History Response
      type: object
      properties:
        data:
          type: array
          items:
            $ref: '#/components/schemas/couponHistory'
          example: []
    errorResponse:
      type: object
      title: Error Response
      properties:
        status:
          description: status
          type: string
          example: Bad Request
        timestamp:
          description: timestamp in YYYY-MM-DD HH:MM:SS.SSS
          type: string
          example: '2019-11-01 11:09:41.918'
          format: date-time
        path:
          description: The Endpoint path {package}/version/{endpoint}
          type: string
          example: /factset-georev/v1/superRegion
        message:
          description: The plain text error message
          type: string
          example: Validation Error
        subErrors:
          description: subErrors related to the error message. Null if not applicable.
          type: object
          properties:
            object:
              description: the operation ID
              type: string
            field:
              description: Parameter Field Name
              type: string
            message:
              description: Error message
              type: string
            rejectedValue:
              description: Rejected Values in an Array
              type: array
              items:
                type: string
          example: example_value
    termsAndConditionsScalarRequest:
      title: General Ids Request
      type: object
      properties:
        ids:
          description: 'List of Fixed Income Security identifiers. Supported symbol types include CUSIP, SEDOL, ISIN, and FactSet Security Permanent Identifier (-S).


            **ID LIMIT = 250** *per request*.

            '
          type: array
          items:
            type: string
          minItems: 1
          maxItems: 250
          example:
          - 30231GBJ
          - 88579EAA
      required:
      - ids
  responses:
    '401':
      description: Unauthenticated USERNAME-SERIAL. Ensure you are logged in and have successfully generated an API KEY for the IP range you are connecting from. For more help, select the **Report Issue** in the top right corner of this Developer Portal specification card and choose Connectivity 401 or 403 Responses.
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/errorResponse'
          examples:
            Bad Request - Date Format:
              $ref: '#/components/examples/unauthenticated'
    '415':
      description: Unsupported Media Type. This error may be returned when the caller sends a resource in a format that is not accepted by the server. This can be fixed by ensuring that Content-Type header is set to the correct value. In this instance, "application/json" would be the appropriate value.
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/errorResponse'
          examples:
            Bad Request - Date Format:
              $ref: '#/components/examples/unsupportedMediaType'
    '403':
      description: The USERNAME-SERIAL attempted to request the endpoint is not authorized to access. The request was a legal request, but the server is refusing to respond. Please reach out to FactSet Account Team for assistance with authorization.
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/errorResponse'
          examples:
            Bad Request - Date Format:
              $ref: '#/components/examples/forbidden'
    '400':
      description: Bad Request. This can occur for several reasons. Please review the "message" for more details.
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/errorResponse'
          examples:
            Bad Request - Missing Required Parameter:
              $ref: '#/components/examples/badRequestRequiredParameter'
            Bad Request - Invalid Parameter:
              $ref: '#/components/examples/badRequestInvalidParameters'
            Bad Request - Malformed JSON:
              $ref: '#/components/examples/badRequestMalformedJSON'
            Bad Request - Read Timeout:
              $ref: '#/components/examples/badRequestReadTimeout'
    '500':
      description: Internal Server Error.
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/errorResponse'
          examples:
            Internal Server Error - Not Writable:
              $ref: '#/components/examples/notWritable'
            Internal Server Error - General Exception:
              $ref: '#/components/examples/generalException'
  parameters:
    ids:
      name: ids
      description: 'List of Fixed Income Security identifiers. Supported symbol types include CUSIP, SEDOL, ISIN, and FactSet Security Permanent Identifier (-S).


        **ID LIMIT = 250** *per request*.

        '
      in: query
      schema:
        type: array
        items:
          type: string
        minItems: 1
        maxItems: 250
      required: true
      explode: false
      example:
      - 30231GBJ
      - 88579EAA
  securitySchemes:
    basicAuth:
      type: http
      scheme: basic
externalDocs:
  url: https://developer.factset.com/api-catalog/analytics-datastore-api
  description: API Documentation