Factset Debt API

openapi: 3.0.3
info:
  title: Factset Analytics Datastore About Debt 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: Debt
paths:
  /debtInstrument/get:
    get:
      tags:
      - Debt
      operationId: get/debtInstrument/get
      x-supportsOffsetBasedPaging: false
      x-supportsOffsetBasedPagingWithoutTotal: false
      x-supportsCursorBasedPaging: false
      x-supportsCursorBasedPagingWithoutTotal: false
      x-supportsPush: false
      x-requiresUser: false
      x-requiresInternalClient: false
      x-disallowUser: false
      x-no-merge: false
      x-maxSortParameterCount: 10
      x-supportsPermissionDeniedResponse: false
      summary: Factset Fundamental Data for a Debt Instrument.
      description: Fundamental data for a debt instrument; any other instrument yields empty values for debt-instrument-specific attributes. Dates are interpreted in the timezone of the issuer.
      parameters:
      - name: id
        in: query
        schema:
          type: string
          format: id64
          x-positive: true
          description: Identifier of the instrument.
        required: true
      - name: _attributes
        in: query
        schema:
          type: array
          items:
            type: string
            maxLength: 100
            exclusiveMaximum: false
          uniqueItems: true
          maxItems: 50
        style: form
        explode: false
        description: Limit the attributes returned in the response to the specified set.
      - name: _language
        in: query
        schema:
          type: string
          format: isoLanguage
          description: ISO 639-1 code of the language.
          maxLength: 2
          minLength: 2
          exclusiveMinimum: false
          exclusiveMaximum: false
      responses:
        '200':
          $ref: '#/components/responses/GetDebtInstrumentGet200Response'
      x-microcks-operation:
        delay: 0
        dispatcher: FALLBACK
  /debtInstrument/issuer/search:
    post:
      tags:
      - Debt
      operationId: post/debtInstrument/issuer/search
      x-supportsOffsetBasedPaging: false
      x-supportsOffsetBasedPagingWithoutTotal: false
      x-supportsCursorBasedPaging: false
      x-supportsCursorBasedPagingWithoutTotal: false
      x-supportsPush: false
      x-requiresUser: false
      x-requiresInternalClient: false
      x-disallowUser: false
      x-no-merge: false
      x-maxSortParameterCount: 10
      x-supportsPermissionDeniedResponse: false
      summary: Factset Search for Issuers of Debt Instruments.
      description: Search for issuers of debt instruments. FactSet does not consolidate the data provided by different suppliers, therefore the result may contain more than one identifier for a given issuer. The response is limited to 100 results.
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/PostDebtInstrumentIssuerSearchRequest'
      responses:
        '200':
          $ref: '#/components/responses/PostDebtInstrumentIssuerSearch200Response'
      parameters: []
      x-microcks-operation:
        delay: 0
        dispatcher: FALLBACK
  /debtInstrument/keyFigures/notation/get:
    get:
      tags:
      - Debt
      operationId: get/debtInstrument/keyFigures/notation/get
      x-supportsOffsetBasedPaging: false
      x-supportsOffsetBasedPagingWithoutTotal: false
      x-supportsCursorBasedPaging: false
      x-supportsCursorBasedPagingWithoutTotal: false
      x-supportsPush: false
      x-requiresUser: false
      x-requiresInternalClient: false
      x-disallowUser: false
      x-no-merge: false
      x-maxSortParameterCount: 10
      x-supportsPermissionDeniedResponse: false
      summary: Factset Key Figures of a Debt Instrument.
      description: Key figures of a debt instrument. The key figures are calculated using delayed prices with an additional delay of 10 minutes after an  update of the debt instrument's price. Special product features such as the right to a maturity extension, an attached option, or convertibility are not considered for the key figure calculation. Further, a calculation is not performed for perpetual products and for products with variable interest rate.
      parameters:
      - name: id
        in: query
        schema:
          type: string
          format: id64
          x-positive: true
          description: Identifier of a notation.
        required: true
      - name: _attributes
        in: query
        schema:
          type: array
          items:
            type: string
            maxLength: 100
            exclusiveMaximum: false
          uniqueItems: true
          maxItems: 50
        style: form
        explode: false
        description: Limit the attributes returned in the response to the specified set.
      responses:
        '200':
          $ref: '#/components/responses/GetDebtInstrumentKeyFiguresNotationGet200Response'
      x-microcks-operation:
        delay: 0
        dispatcher: FALLBACK
  /debtInstrument/notation/screener/search:
    post:
      tags:
      - Debt
      operationId: post/debtInstrument/notation/screener/search
      x-supportsOffsetBasedPaging: true
      x-supportsOffsetBasedPagingWithoutTotal: false
      x-supportsCursorBasedPaging: false
      x-supportsCursorBasedPagingWithoutTotal: false
      x-supportsPush: false
      x-requiresUser: false
      x-requiresInternalClient: false
      x-disallowUser: false
      x-no-merge: false
      x-maxSortParameterCount: 10
      x-supportsPermissionDeniedResponse: false
      summary: Factset Screener for Debt Instruments' Notations Based on Debt Instrument-specific Parameters.
      description: Screener for debt instruments' notations based on debt instrument-specific parameters. The result is limited to the notations that satisfy all the selected filters. If more than one notation of an instrument matches the parameters, and no market priority has been specified, only the notation with the highest trading volume, averaged over one month, is considered.
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/PostDebtInstrumentNotationScreenerSearchRequest'
      responses:
        '200':
          $ref: '#/components/responses/PostDebtInstrumentNotationScreenerSearch200Response'
      parameters: []
      x-microcks-operation:
        delay: 0
        dispatcher: FALLBACK
  /debtInstrument/notation/screener/valueRanges/get:
    post:
      tags:
      - Debt
      operationId: post/debtInstrument/notation/screener/valueRanges/get
      x-supportsOffsetBasedPaging: false
      x-supportsOffsetBasedPagingWithoutTotal: false
      x-supportsCursorBasedPaging: false
      x-supportsCursorBasedPagingWithoutTotal: false
      x-supportsPush: false
      x-requiresUser: false
      x-requiresInternalClient: false
      x-disallowUser: false
      x-no-merge: false
      x-maxSortParameterCount: 10
      x-supportsPermissionDeniedResponse: false
      summary: Factset Possible Values and Value Ranges for the Parameters Used in the Endpoint `/debtinstrument/notation/screener/search.`
      description: The endpoint returns the possible values and value ranges for the parameters used in the endpoint `/debtInstrument/notation/screener/search`. It allows to request the values and value ranges only for a restricted set of notations that match predefined parameters. The functionality may be used to pre-fill the values and value ranges of the parameters of the `/debtInstrument/notation/screener/search` endpoint so that performing a search always leads to a non-empty set of notations. If more than one notation of an instrument matches the parameters, and no market priority has been specified, only the notation with the highest trading volume, averaged over one month, is considered.
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/PostDebtInstrumentNotationScreenerValueRangesGetRequest'
      responses:
        '200':
          $ref: '#/components/responses/PostDebtInstrumentNotationScreenerValueRangesGet200Response'
      parameters: []
      x-microcks-operation:
        delay: 0
        dispatcher: FALLBACK
components:
  schemas:
    PartialOutputObject:
      type: object
      properties:
        isPartial:
          type: boolean
          description: Flag indicating that the response is a possibly incomplete array or an object containing a possibly incomplete array, due to hitting a processing time limit. If `true`, some matching results might be missing from the array, or elements for matching results might be incorrectly included (for example, when priority sorting would have removed the element). Depending on the use case, such a response may be unsuitable.
          example: true
      description: Object denoting that the endpoint response is possibly incomplete.
      required:
      - isPartial
      x-property-sort:
      - isPartial
    PostDebtInstrumentNotationScreenerValueRangesGetRequest:
      type: object
      properties:
        data:
          type: object
          x-property-sort:
          - validation
          - lifeCycle
          - subordinated
          - rating
          - issuer
          - issue
          - tradingVolume
          - compliance
          - coupon
          - yield
          - macaulayDuration
          - sensitivities
          - tradedValue
          description: The data member contains the request's primary data.
          properties:
            validation:
              description: Validation parameters.
              type: object
              x-property-sort:
              - onlyActive
              - onlyNotSuspended
              - prices
              - valueUnit
              - market
              - instrumentSelectionList
              - notationSelectionList
              - categorization
              properties:
                onlyActive:
                  description: If `true`, only active notations will be returned. The term "active" reflects the fact that notations and related data is not being deleted immediately after becoming irrelevant (e.g. because the source does not provide a price anymore), but remains in general retrievable for up to 6 months.
                  type: boolean
                  default: true
                onlyNotSuspended:
                  description: If `true`, only notations not suspended from trading will be returned.
                  type: boolean
                  default: false
                prices:
                  description: Price-related parameters.
                  type: object
                  x-property-sort:
                  - quality
                  - latest
                  - previous
                  properties:
                    quality:
                      type: string
                      description: Quality of the price.
                      default: DLY
                      x-enum-description:
                      - 'Delayed: intraday prices with an exchange-imposed delay of usually 15 to 30 minutes.'
                      - 'End-of-day: prices updated once per day after the close of trading, possibly with an exchange-imposed delay of several hours or days.'
                      enum:
                      - DLY
                      - EOD
                    latest:
                      description: Parameters related to the presence and age of the most recent trade price.
                      type: object
                      x-property-sort:
                      - availableOnly
                      - minimumDate
                      properties:
                        availableOnly:
                          description: If `true`, only notations for which a trade price (even an outdated one) is available will be returned.
                          type: boolean
                        minimumDate:
                          description: Earliest admissible date of the most recent trade price.
                          type: string
                          format: date
                    previous:
                      description: Parameters related to the presence and age of a trade price from a preceding trading day.
                      type: object
                      x-property-sort:
                      - availableOnly
                      - minimumDate
                      properties:
                        availableOnly:
                          description: If `true`, only notations for which a trade price from a preceding trading day is available will be returned.
                          type: boolean
                        minimumDate:
                          description: Earliest admissible date of the trade price from a preceding trading day.
                          type: string
                          format: date
                valueUnit:
                  description: Value unit selection. See endpoint `/basic/valueUnit/list` for valid values.
                  type: object
                  x-property-sort:
                  - restrict
                  - exclude
                  x-atMostOne: true
                  properties:
                    restrict:
                      description: Specifies the value units a notation may have.
                      type: object
                      x-property-sort:
                      - ids
                      properties:
                        ids:
                          description: Set of value unit identifiers.
                          type: array
                          nullable: false
                          items:
                            type: number
                            format: id32
                            x-positive: true
                          uniqueItems: true
                          maxItems: 50
                    exclude:
                      description: Specifies the value units a notation may not have.
                      type: object
                      x-property-sort:
                      - ids
                      properties:
                        ids:
                          description: Set of value unit identifiers.
                          type: array
                          nullable: false
                          items:
                            type: number
                            format: id32
                            x-positive: true
                          uniqueItems: true
                          maxItems: 50
                market:
                  description: Market-related notation selection. See endpoint `/basic/market/list` for valid values.
                  type: object
                  x-property-sort:
                  - selection
                  - priority
                  properties:
                    selection:
                      description: Market selection.
                      type: object
                      x-property-sort:
                      - restrict
                      - exclude
                      x-atMostOne: true
                      properties:
                        restrict:
                          description: Specifies the markets from which a notation may originate.
                          type: object
                          x-property-sort:
                          - ids
                          properties:
                            ids:
                              description: Set of market identifiers.
                              type: array
                              nullable: false
                              items:
                                type: number
                                format: id32
                                x-positive: true
                              uniqueItems: true
                              maxItems: 100
                        exclude:
                          description: Specifies the markets from which a notation may not originate.
                          type: object
                          x-property-sort:
                          - ids
                          properties:
                            ids:
                              description: Set of market identifiers.
                              type: array
                              nullable: false
                              items:
                                type: number
                                format: id32
                                x-positive: true
                              uniqueItems: true
                              maxItems: 100
                    priority:
                      description: "Sequence of markets specifying the priority order of the markets for the selection of one notation per instrument. If for a given instrument with two matching notations, A and B, the market of notation A precedes the market of notation B in this list or if the market of notation B is not in this list, A is selected. If neither of the markets is in this list, the notation with the highest trading volume, averaged over one month, is selected.        \n The list does not restrict the request to only those markets (use the parameter `market.selection` for that purpose)."
                      type: object
                      x-property-sort:
                      - ids
                      properties:
                        ids:
                          description: List of market identifiers.
                          type: array
                          nullable: false
                          items:
                            type: number
                            format: id32
                            x-positive: true
                          uniqueItems: true
                          maxItems: 100
                instrumentSelectionList:
                  description: Instrument-level restriction or exclusion.
                  type: object
                  x-property-sort:
                  - restrict
                  - exclude
                  x-atMostOne: true
                  properties:
                    restrict:
                      description: Restriction lists. If present, the result contains only notations belonging to debt instruments that are a member of any of the provided lists.
                      type: object
                      x-property-sort:
                      - ids
                      properties:
                        ids:
                          description: Set of identifiers of restriction lists.
                          type: array
                          nullable: false
                          items:
                            type: number
                            format: id32
                            x-positive: true
                          uniqueItems: true
                          maxItems: 3
                    exclude:
                      description: Exclusion lists. If present, the result does not contain notations belonging to debt instruments that are a member of any of the provided lists.
                      type: object
                      x-property-sort:
                      - ids
                      properties:
                        ids:
                          description: Set of identifiers of exclusion lists.
                          type: array
                          nullable: false
                          items:
                            type: number
                            format: id32
                            x-positive: true
                          uniqueItems: true
                          maxItems: 3
                notationSelectionList:
                  description: Notation-level restriction or exclusion.
                  type: object
                  x-property-sort:
                  - restrict
                  - exclude
                  x-atMostOne: true
                  properties:
                    restrict:
                      description: Restriction lists. If present, the result contains only debt instrument notations that are a member of any of the provided lists.
                      type: object
                      x-property-sort:
                      - ids
                      properties:
                        ids:
                          description: Set of identifiers of restriction lists.
                          type: array
                          nullable: false
                          items:
                            type: number
                            format: id32
                            x-positive: true
                          uniqueItems: true
                          maxItems: 3
                    exclude:
                      description: Exclusion lists. If present, the result does not contain debt instrument notations that are a member of any of the provided lists.
                      type: object
                      x-property-sort:
                      - ids
                      properties:
                        ids:
                          description: Set of identifiers of exclusion lists.
                          type: array
                          nullable: false
                          items:
                            type: number
                            format: id32
                            x-positive: true
                          uniqueItems: true
                          maxItems: 3
                categorization:
                  description: Debt instrument categorization. See endpoint `/category/listBySystem` with `id=18` for valid values.
                  type: object
                  x-property-sort:
                  - restrict
                  - exclude
                  x-atMostOne: true
                  properties:
                    restrict:
                      description: Restriction list. Only debt instruments that belong to a category in the provided list are returned.
                      type: object
                      x-property-sort:
                      - ids
                      properties:
                        ids:
                          description: Set of category identifiers.
                          type: array
                          nullable: false
                          items:
                            type: number
                            format: id32
                            x-positive: true
                          uniqueItems: true
                          maxItems: 20
                    exclude:
                      description: Exclusion lists. Debt instruments that belong to a category in the provided list are not returned.
                      type: object
                      x-property-sort:
                      - ids
                      properties:
                        ids:
                          description: Set of category identifiers.
                          type: array
                          nullable: false
                          items:
                            type: number
                            format: id32
                            x-positive: true
                          uniqueItems: true
                          maxItems: 20
            lifeCycle:
              description: Parameters related to important dates.
              type: object
              x-property-sort:
              - issue
              - maturity
              - callable
              properties:
                issue:
                  type: object
                  format: dateRange
                  x-isClosedInterval: true
                  properties:
                    start:
                      type: string
                      format: date
                      description: The starting point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the past.
                      x-allowNullValue: true
                    end:
                      type: string
                      format: date
                      description: The ending point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the future.
                      x-allowNullValue: true
                  x-property-sort:
                  - start
                  - end
                  required:
                  - start
                  - end
                  description: Date range of the issue date.
                maturity:
                  description: Parameters related to the maturity.
                  type: object
                  x-property-sort:
                  - restriction
                  - perpetual
                  properties:
                    restriction:
                      description: The maturity can be restricted by using one of the parameters `date` or `remainingTermYears` but not both at the same time. If a maturity restriction is set, perpetual instruments, i.e. such that do not mature, are not included in the result unless the parameter `perpetual` is set to "include".
                      type: object
                      x-property-sort:
                      - date
                      - remainingTermYears
                      x-atMostOne: true
                      properties:
                        date:
                          type: object
                          format: dateRange
                          x-isClosedInterval: true
                          properties:
                            start:
                              type: string
                              format: date
                              description: The starting point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the past.
                              x-allowNullValue: true
                            end:
                              type: string
                              format: date
                              description: The ending point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the future.
                              x-allowNullValue: true
                          x-property-sort:
                          - start
                          - end
                          required:
                          - start
                          - end
                          description: Date range of the maturity date.
                        remainingTermYears:
                          description: Value range for the remaining term to maturity expressed in years.
                          type: object
                          format: realRange
                          properties:
                            minimum:
                              type: object
                              x-property-sort:
                              - value
                              - inclusive
                              description: The minimum of the range, or `null` to indicate that there is no minimum.
                              properties:
                                value:
                                  type: number
                                  format: real
                                  description: The minimum value.
                                inclusive:
                                  type: boolean
                                  description: Indicates whether the minimum value is included in the range or not.
                                  default: true
                              x-allowNullValue: true
                            maximum:
                              type: object
                              x-property-sort:
                              - value
                              - inclusive
                              description: The maximum of the range, or `null` to indicate that there is no maximum.
                              properties:
                                value:
                                  type: number
                                  format: real
                                  description: The maximum value.
                                inclusive:
                                  type: boolean
                                  description: Indicates whether the maximum value is included in the range or not.
                                  default: true
                              x-allowNullValue: true
                          x-property-sort:
                          - minimum
                          - maximum
                    perpetual:
                      type: string
                      description: Defines whether or not perpetual debt instruments, i.e. such that do not mature, are included in the result. The value "only" can be used if both parameters `maturity.restriction.date` and `maturity.restriction.remainingTermYears` are not set.
                      x-enum-description:
                      - Only perpetual debt instruments are included in the result.
                      - Perpetual debt instruments are included in the result even if one of the parameters `maturity.restriction.date` or `maturity.restriction.remainingTermYears` is set.
                      - Perpetual debt instruments are excluded from the result.
                      enum:
                      - only
                      - include
                      - exclude
                callable:
                  type: boolean
                  description: Restricts the result to debt instruments that are callable (`true`) or are not callable (`false`). A callable instrument is one that may be redeemed by the issuer prior to maturity.
            subordinated:
              description: Restricts the result to debt instruments that are subordinated (`true`) or are not subordinated (`false`). In case of default, subordinated debt instruments are redeemed with a lower priority than non-subordinated.
              type: boolean
            rating:
              description: Parameters related to a rating of a debt instrument. If a rating system is not selected by either specifying it directly (see parameter `rating.system.ids`) or by implying it via the minimum rating grade (see parameter `rating.grade.minimum.ids`) the result contains no data on ratings.
              type: object
              x-property-sort:
              - system
              - grade
              x-atMostOne: true
              properties:
                system:
                  description: Rating system. The parameter allows to specify the rating system (up to two) from which the available ratings of the restricted set of debt instruments are retrieved without limiting the debt instrument selection to only debt instruments with a rating in that rating system.
                  type: object
                  x-property-sort:
                  - ids
                  properties:
                    ids:
                      description: List of identifiers of rating systems. The sequence of the provided identifiers corresponds to the response attributes `ratingSystem1` and `ratingSystem2` respectively, i.e. the rating grades of the selected debt instruments in the rating system of which the first identifier in the provided list is a member, is represented by the attribute `ratingSystem1.rating.grade` (and `ratingSystem1.rating.id` for the identifier of the rating grade).
                      type: array
                      nullable: false
                      items:
                        type: number
                        format: id32
                        x-positive: true
                      uniqueItems: true
                      maxItems: 2
                grade:
                  description: Rating grade.
                  type: object
                  x-property-sort:
                  - minimum
                  properties:
                    minimum:
                      description: Minimum rating grade.
                      type: object
                      x-property-sort:
            

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# Full source: https://raw.githubusercontent.com/api-evangelist/factset/refs/heads/main/openapi/factset-debt-api-openapi.yml