Factset Debt API

openapi: 3.2.0
info:
  title: FactSet Bonds API for Digital Portals Debt API
  description: 'Search for fixed income instruments, using a criteria-based screener. The

    API provides also fundamental data and key figures.'
  version: '2'
servers:
- url: https://api.factset.com/wealth/v1
security:
- Basic: []
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
          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
      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
          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:
  responses:
    GetDebtInstrumentKeyFiguresNotationGet200Response:
      description: Successful Response
      content:
        application/json:
          schema:
            type: object
            properties:
              data:
                type: object
                x-property-sort:
                - calculation
                - yield
                - macaulayDuration
                - sensitivities
                description: Key figures and related data.
                properties:
                  calculation:
                    type: object
                    x-property-sort:
                    - time
                    - price
                    description: Details of the calculation.
                    properties:
                      time:
                        type:
                        - string
                        - 'null'
                        format: datetime
                        description: Date and time of the calculation.
                      price:
                        type: object
                        x-property-sort:
                        - value
                        - valueUnit
                        - dirtyPricing
                        description: Price used for the calculation.
                        properties:
                          value:
                            type:
                            - number
                            - 'null'
                            format: real
                            description: Price value.
                          valueUnit:
                            type: object
                            x-property-sort:
                            - id
                            - code
                            description: Value unit of the notation of the debt instrument, such as a main currency for a per-unit-quoted debt instrument (rarely), or percentages for a debt instrument quoted in percent. See endpoint `/basic/valueUnit/list` for possible values.
                            properties:
                              id:
                                type:
                                - number
                                - 'null'
                                format: id32
                                x-positive: true
                                description: Identifier of the value unit.
                              code:
                                type:
                                - string
                                - 'null'
                                description: Code of the value unit.
                          dirtyPricing:
                            type:
                            - boolean
                            - 'null'
                            description: If true, the attribute `price.value` contains the accrued interest.
                  yield:
                    type: object
                    x-property-sort:
                    - current
                    - toMaturity
                    - spread
                    description: Yield-related key figures.
                    properties:
                      current:
                        type:
                        - number
                        - 'null'
                        format: relativeValue
                        description: Current yield, which is the next annual interest payment divided by the price. If the coupon period is different than a year, the interest payment is annualized.
                      toMaturity:
                        type:
                        - number
                        - 'null'
                        format: relativeValue
                        description: Yield to maturity, which is the annual rate of return, assuming the instrument is held until maturity.
                      spread:
                        type:
                        - number
                        - 'null'
                        format: relativeValue
                        description: Credit spread, which is the difference in yield to maturity between a highest-quality debt instrument, also called a benchmark bond, and the debt instrument. See endpoint `/instrument/benchmark/list` for the benchmark bond.
                  macaulayDuration:
                    type:
                    - number
                    - 'null'
                    format: real
                    description: Macaulay duration, which is the average period (in years) of capital commitment.
                  sensitivities:
                    type: object
                    x-property-sort:
                    - basePointValue
                    - modifiedDuration
                    - elasticity
                    - convexity
                    description: Price sensitivities of the debt instrument with respect to the prevailing market interest rate.
                    properties:
                      basePointValue:
                        type:
                        - number
                        - 'null'
                        format: real
                        description: Base point value, which is the change of the debt instrument's price for a one base point change (nominally, not relatively) of the prevailing market interest rate. One base point is equivalent to 0,01 percent (1/100 of a percent). See attribute `price/valueUnit` for its value unit.
                      modifiedDuration:
                        type:
                        - number
                        - 'null'
                        format: relativeValue
                        description: Modified duration, which is the percentage change of the debt instrument's price for a one percent change (nominally, not relatively) of the prevailing market interest rate.
                      elasticity:
                        type:
                        - number
                        - 'null'
                        format: real
                        description: Yield elasticity, which is the ratio of the percentage change of the debt instrument's price for a one percent change (relatively, not nominally) of the prevailing market interest rate.
                      convexity:
                        type:
                        - number
                        - 'null'
                        format: real
                        description: Convexity, which is a measure for the change of the modified duration as the prevailing market interest rate changes.
              meta:
                type: object
                description: The meta member contains the meta information of the response.
                properties:
                  status:
                    $ref: '#/components/schemas/StatusObject'
                x-property-sort:
                - status
    GetDebtInstrumentGet200Response:
      description: Successful Response
      content:
        application/json:
          schema:
            type: object
            properties:
              data:
                description: Fundamental data for a debt instrument.
                type: object
                x-property-sort:
                - isin
                - nsin
                - name
                - shortName
                - type
                - lifeCycle
                - issuer
                - issue
                - tradingVolume
                - redemption
                - nominalValue
                - debtRanking
                - germany
                properties:
                  isin:
                    type:
                    - string
                    - 'null'
                    format: isin
                    description: The International Securities Identification Number (ISIN) of the instrument. The ISIN is a 12-character code of digits and upper-case letters that uniquely identifies an instrument.
                  nsin:
                    type: object
                    x-property-sort:
                    - wkn
                    - valor
                    description: NSIN data of the instrument.
                    properties:
                      wkn:
                        type:
                        - string
                        - 'null'
                        description: The WKN (Wertpapierkennnummer, German for Securities Identification Number) of the instrument. The WKN is a 6-character code of digits and upper-case letters that uniquely identifies an instrument.
                      valor:
                        type:
                        - string
                        - 'null'
                        description: 'The Valor number (German: Valorennummer) of the instrument. The Valor number is an integer number that uniquely identifies an instrument.'
                  name:
                    type:
                    - string
                    - 'null'
                    format: localizedString
                    description: Name of the instrument.
                  shortName:
                    type:
                    - string
                    - 'null'
                    format: localizedString
                    description: Short name of the instrument.
                  type:
                    description: Instrument type as defined by FactSet Digital Solutions. Instrument types are arranged in a hierarchy, with the first level representing the most coarse granularity and further levels successively refining the granularity (see MDG category system 18). See endpoint `/category/get` for possible values.
                    type: array
                    items:
                      type: object
                      x-property-sort:
                      - id
                      - name
                      properties:
                        id:
                          type:
                          - number
                          - 'null'
                          format: id32
                          x-positive: true
                          description: Identifier of the instrument type.
                        name:
                          type:
                          - string
                          - 'null'
                          format: localizedString
                          description: Name of the instrument type.
                  lifeCycle:
                    type: object
                    x-property-sort:
                    - issue
                    - maturity
                    description: Important dates of the instrument.
                    properties:
                      issue:
                        type:
                        - string
                        - 'null'
                        format: date
                        description: Date of the issue.
                      maturity:
                        type: object
                        x-property-sort:
                        - date
                        - isPerpetual
                        - isCallable
                        description: Maturity data.
                        properties:
                          date:
                            type:
                            - string
                            - 'null'
                            format: date
                            description: Date of the instrument's maturity. The value is empty if the instrument is perpetual.
                          isPerpetual:
                            type:
                            - boolean
                            - 'null'
                            description: If true, the instrument is perpetual, i.e. it does not mature, therefore the attribute `date` is null.
                          isCallable:
                            type:
                            - boolean
                            - 'null'
                            description: If true, the issuer may redeem the instrument prior to maturity.
                  issuer:
                    type: object
                    x-property-sort:
                    - id
                    - name
                    - lei
                    description: Issuer of the instrument. See endpoint `/legalEntity/list` for possible values.
                    properties:
                      id:
                        type:
                        - string
                        - 'null'
                        format: id64
                        x-positive: true
                        description: Identifier of the issuer.
                      name:
                        type:
                        - string
                        - 'null'
                        description: Name of the issuer.
                      lei:
                        type:
                        - string
                        - 'null'
                        description: Legal Entity Identifier of the issuer.
                  issue:
                    type: object
                    x-property-sort:
                    - price
                    - volume
                    description: Issue data of the instrument.
                    properties:
                      price:
                        type: object
                        x-property-sort:
                        - value
                        - valueUnit
                        description: Issue price data.
                        properties:
                          value:
                            type:
                            - number
                            - 'null'
                            format: real
                            description: Issue price.
                          valueUnit:
                            type: object
                            x-property-sort:
                            - id
                            - code
                            description: Value unit of the issue price such as percentages for a debt instrument quoted in percent, or a main or a fractional currency for a per-unit-quoted debt instrument (rarely). See endpoint `/basic/valueUnit/list` for possible values.
                            properties:
                              id:
                                type:
                                - number
                                - 'null'
                                format: id32
                                x-positive: true
                                description: Identifier of the value unit.
                              code:
                                type:
                                - string
                                - 'null'
                                description: Code of the value unit.
                      volume:
                        type: object
                        x-property-sort:
                        - amount
                        - currency
                        description: Issue volume data.
                        properties:
                          amount:
                            type:
                            - number
                            - 'null'
                            format: real
                            description: Issue volume.
                          currency:
                            type: object
                            x-property-sort:
                            - id
                            - code
                            - isoCode
                            description: Main currency of denomination of the issue volume. See endpoint `/basic/valueUnit/currency/main/list` for possible values.
                            properties:
                              id:
                                type:
                                - number
                                - 'null'
                                format: id32
                                x-positive: true
                                description: Identifier of the currency.
                              code:
                                type:
                                - string
                                - 'null'
                                description: 'Code of the currency: if assigned, a code according to ISO 4217, otherwise a local code.'
                              isoCode:
                                type:
                                - string
                                - 'null'
                                description: ISO 4217 code of the currency.
                  tradingVolume:
                    type: object
                    x-property-sort:
                    - minimum
                    - increment
                    description: Requirements regarding the trading volume in the over-the-counter (non-exchange-based) trading. For the currency of the trading volume, see attribute `issue.volume.currency`.
                    properties:
                      minimum:
                        type:
                        - number
                        - 'null'
                        format: real
                        description: Minimum trading volume.
                      increment:
                        type:
                        - number
                        - 'null'
                        format: real
                        description: Incremental trading volume over the minimum. The trading volume over the minimum must be an integral multiple of the increment.
                  redemption:
                    type: object
                    x-property-sort:
                    - price
                    - currency
                    description: Redemption data of the instrument.
                    properties:
                      price:
                        type: object
                        x-property-sort:
                        - value
                        - valueUnit
                        description: Redemption price data.
                        properties:
                          value:
                            type:
                            - number
                            - 'null'
                            format: real
                            description: Redemption price.
                          valueUnit:
                            type: object
                            x-property-sort:
                            - id
                            - code
                            description: Value unit of the redemption price such as percentages for a debt instrument quoted in percent, or a main or a fractional currency for a per-unit-quoted debt instrument (rarely). See endpoint `/basic/valueUnit/list` for possible values.
                            properties:
                              id:
                                type:
                                - number
                                - 'null'
                                format: id32
                                x-positive: true
                                description: Identifier of the value unit.
                              code:
                                type:
                                - string
                                - 'null'
                                description: Code of the value unit.
                      currency:
                        type: object
                        x-property-sort:
                        - id
                        - code
                        - isoCode
                        description: Main currency of the redemption. See endpoint `/basic/valueUnit/currency/main/list` for possible values.
                        properties:
                          id:
                            type:
                            - number
                            - 'null'
                            format: id32
                            x-positive: true
                            description: Identifier of the currency.
                          code:
                            type:
                            - string
                            - 'null'
                            description: 'Code of the currency: if assigned, a code according to ISO 4217, otherwise a local code.'
                          isoCode:
                            type:
                            - string
                            - 'null'
                            description: ISO 4217 code of the currency.
                  nominalValue:
                    type:
                    - number
                    - 'null'
                    format: real
                    description: Nominal value for per-unit quoted debt instruments. Debt instruments quoted in percent do not have a nominal value per se.
                  debtRanking:
                    type: object
                    x-property-sort:
                    - id
                    - name
                    description: Ranking data of the debt instrument. It indicates how payments related to the debt instrument are ranked  compared to payments on the issuer's other obligations.
                    properties:
                      id:
                        type:
                        - number
                        - 'null'
                        format: id32
                        x-positive: true
                        description: Identifier of the debt ranking.
                      name:
                        type:
                        - string
                        - 'null'
                        format: localizedString
                        description: Name of the debt ranking.
                  germany:
                    type: object
                    x-property-sort:
                    - isTrusteeEligible
                    description: Specific data for Germany.
                    properties:
                      isTrusteeEligible:
                        type:
                        - boolean
                        - 'null'
                        description: If true, the debt instrument is eligible for investments by trustees according to §§1806ff of the BGB (German Civil Code). The German legislative has declared it to be virtually free of the risk of loss, such as government and state bonds. Eligible are primarily German securities.
              meta:
                type: object
                description: The meta member contains the meta information of the response.
                properties:
                  status:
                    $ref: '#/components/schemas/StatusObject'
                x-property-sort:
                - status
    PostDebtInstrumentNotationScreenerValueRangesGet200Response:
      description: Successful Response
      content:
        application/json:
          schema:
            type: object
            properties:
              data:
                description: Possible values and value ranges of the parameters.
                type: object
                x-property-sort:
                - totalCount
                - valueUnit
                - market
                - categorization
                - lifeCycle
                - subordinated
                - ratingSystem1
                - ratingSystem2
                - issuer
                - issue
                - tradingVolume
                - compliance
                - coupon
                - yield
                - macaulayDuration
                - sensitivities
                - tradedValue
                properties:
                  totalCount:
                    type:
                    - number
                    - 'null'
                    format: int32
                    description: Number of notations that satisfy the request parameters, hence have been used to retrieve the possible values and value ranges.
                  valueUnit:
                    description: List of value unit identifiers. See endpoint `/basic/valueUnit/list` for possible values.
                    type: array
                    items:
                      type: object
                      x-property-sort:
                      - id
                      - code
                      - count
                      properties:
                        id:
                          description: Identifer of a value uni

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