Factset
Factset Factset Quant Factor Library API

The Factset Quant Factor Library API from Factset — 2 operation(s) for factset quant factor library.
Documentation GitHub OpenAPI
OpenAPI Specification

openapi: 3.0.3
info:
  title: Factset Analytics Datastore About Factset Quant Factor Library 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: Factset Quant Factor Library
paths:
  /factset-quant-factor-library/v1/factors:
    get:
      summary: Factset Retrieves Quant Factors for a small list of ids.
      description: 'Retrieves Quant Factors for a small list of ids. Request an array of specific Factors, or fetch all factors within a Factor Group. Use the `library` endpoint to return a full list of available Factors, Factor Groups, and related meta data.

        '
      tags:
      - Factset Quant Factor Library
      operationId: getFactors
      parameters:
      - $ref: '#/components/parameters/ids'
      - $ref: '#/components/parameters/factors'
      - $ref: '#/components/parameters/factorGroups'
      - $ref: '#/components/parameters/startDate'
      - $ref: '#/components/parameters/endDate'
      - $ref: '#/components/parameters/frequency'
      responses:
        '200':
          description: Factor Response Object
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/factorsResponse'
              examples:
                Specific Factors:
                  $ref: '#/components/examples/allMomentumFactors'
        '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'
    post:
      summary: Factset Retrieves Quant Factors for a large list of ids.
      description: 'Retrieves Quant Factors for a large list of ids. Use the `library` endpoint to return a full list of available Factors, Factor Groups, and related meta data.

        '
      tags:
      - Factset Quant Factor Library
      operationId: getFactorsForList
      requestBody:
        description: Request Body for requesting a list or group of Factors and ids.
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/factorsRequest'
        required: true
      responses:
        '200':
          description: Factor Response Object
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/factorsResponse'
              examples:
                Specific Factors:
                  $ref: '#/components/examples/allMomentumFactors'
        '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'
  /factset-quant-factor-library/v1/library:
    get:
      summary: Factset Retrieve a list of all available factors with relevant meta data.
      description: 'Fetch the list of all available factors and related meta data.

        '
      tags:
      - Factset Quant Factor Library
      operationId: getFactorLibrary
      parameters:
      - $ref: '#/components/parameters/factorsLibrary'
      - $ref: '#/components/parameters/factorGroups'
      responses:
        '200':
          description: Available Factors and Related Meta Data
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/libraryResponse'
              examples:
                Momentum Factor Library:
                  $ref: '#/components/examples/factorLibraryMomentum'
    post:
      summary: Factset Retrieves a list of all available factors with relevant meta data.
      description: 'Fetch the list of all available factors and related meta data.

        '
      tags:
      - Factset Quant Factor Library
      operationId: getFactorLibraryList
      requestBody:
        description: Available Factors and Related Meta Data.
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/libraryRequest'
        required: true
      responses:
        '200':
          description: Library Response Object
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/libraryResponse'
              examples:
                Specific Factors:
                  $ref: '#/components/examples/factorLibraryMomentum'
components:
  parameters:
    ids:
      name: ids
      in: query
      required: true
      schema:
        type: array
        items:
          type: string
        minItems: 1
        maxItems: 3500
      explode: false
      description: 'Security or Entity identifiers. FactSet Identifiers, tickers, CUSIP and

        SEDOL are accepted as inputs. **NOTE:** Fixed Income identifiers, ETFs, and Options are not accepted in this endpoint. <p>***Maximum possible ids limit** =  3500 per request*</p>

        `NOTE:` *The maximum possible ids limit for a request will **decrease** based on the size of the historical date range, the number of factors or factorGroups requested.*

        *<p> GET Method URL request lines are also limited to a total

        length of 8192 bytes (8KB). In cases where the service allows for thousands

        of ids, which may lead to exceeding this request line limit of 8KB, its

        advised for any requests with large request lines to be requested through

        the respective "POST" method.</p>*

        '
      examples:
        oneId:
          summary: Single id
          value:
          - FDS-US
        multipleIds:
          summary: Multiple ids
          value:
          - FDS-US
          - IBM-US
          - AAPL-US
    frequency:
      name: frequency
      in: query
      schema:
        type: string
        enum:
        - D
        - W
        - M
        - AM
        - CQ
        - AY
        - CY
        - ''
        default: M
      description: "Controls the display frequency of the data returned.\n  * **D** = Daily\n  * **W** = Weekly, based on the last day of the week of the start date.\n  * **M** = Monthly, based on the last trading day of the month.\n  * **AM** = Monthly, based on the start date (e.g., if the start date is June 16, data is displayed for June 16, May 16, April 16 etc.).\n  * **CQ** = Quarterly based on the last trading day of the calendar quarter (March, June, September, or December).\n  * **AY** = Actual Annual, based on the start date.\n  * **CY** = Calendar Annual, based on the last trading day of the calendar year.\n"
      example: M
    startDate:
      name: startDate
      in: query
      required: true
      schema:
        type: string
      description: 'The start date requested for a given date range in **YYYY-MM-DD** format. Future dates (T+1) are not accepted in this endpoint.

        '
      example: '2020-11-30'
    endDate:
      name: endDate
      in: query
      required: true
      schema:
        type: string
      description: 'The end date requested for a given date range in **YYYY-MM-DD** format. Future dates (T+1) are not accepted in this endpoint. **NOTE:** The input endDate must come AFTER the input startDate.

        '
      example: '2021-11-30'
    factorGroups:
      name: factorGroups
      in: query
      required: false
      schema:
        type: array
        items:
          type: string
        minItems: 1
        maxItems: 5
      description: 'Fetch a collection of Factors that fall within one of the below "groups". For example, resting factorGroup=Momentum will return all factors under the momentum group. To know which items are available in each group use the /library endpoint.***<p>factor groups limit** = 5 factor groups per request*

        ### Classification and Reference

        |Group|Descriptions|

        |||

        |Asset_Data|Easily input security-level metadata into your quantitative research process. Common metrics used include Days Since Report, Days to Report, ADR Flag, and Minimum Lot Size. Integrate variables from FactSet Reference, FactSet Fundamentals, and FactSet Estimates databases to impose portfolio constraints and access general reference data.|

        |Country|Evaluate securities based on the countries in which they have the highest exposure. Analyze company-level exposures across various countries and measure how concentrated a firm’s business is within their countries of operation. Metrics are derived from FactSet Reference and FactSet Geographic Revenue Exposure (GeoRev) databases and include Country Exposure, Country of Incorporation, and Country of Risk.|

        |Industry|Classify securities based on the industries in which they generate the majority of their revenues. Incorporate variables from the FactSet Revere Business and Industry Classification System (RBICS) database to measure how concentrated a firm’s business is within the industries they operate and across various sub-sectors. Common metrics include Industry Classifications, Industry Exposures, and Industry Concentration.|

        |Size|Assess how large or small a company is relative to industry peers. Create size buckets and clarify the systematic portion of company returns using variables from FactSet Prices, FactSet RBICS, FactSet Fundamentals, and FactSet Estimates. Common metrics include Size Classification, Enterprise Value, and Market Share.|

        ### Market Factors

        |Group|Descriptions|

        |||

        |Liquidity|Assess how investible a security is, as well as the potential market impact of a trade using signals built off pricing and volume data from FactSet Prices. Integrate factors as components into your alpha models to evaluate systematic risk or input them into your portfolio construction models to dictate how much of an asset can be bought or sold based on liquidity levels. Common metrics include Average Dollars Traded, Share Turnover, and Bid Ask Spread.|

        |Market Sensitivity|Clarify the common variations in stock returns attributable to the performance of their local market indices. Leverage regressions performed between security-level and market-index returns across different return horizons and methodologies. Metrics are derived from FactSet Prices and include Beta R-Squared, Up Market Beta, and Down Market Beta.|

        |Momentum|Analyze the historical momentum of a security and uncover how each underlying data item, calculation, and horizon can be meaningful in different situations. Metrics are derived from FactSet Prices and include 52W Position, Return Momentum, and Velocity.|

        |Technical|Forecast the direction of future price movements based on historical market data and leverage heuristic or pattern-based signals from FactSet Prices. Common metrics include Average True Range, Ulcer Performance Index, and Money Flow Volume.|

        |Volatility|Measure the uncertainty in asset price movements with indicators from the FactSet Prices database. Capture various forms of uncertainty by employing statistical calculations on security performance data. Common metrics include Return Volatility, Semivariance, and Turbulence.|

        ### Core Fundamentals

        |Group|Descriptions|

        |||

        |Efficiency|Leverage core financial data to determine how effectively a company uses its assets, collects payments, and operates its business. Most variables are measured as turnover ratios and include changes over time to provide transparency into the efficiency of each business process. Metrics are derived from FactSet Fundamentals and FactSet Estimates and include Asset Turnover, Receivables Turnover, and Cash Conversion Cycle|

        |Growth|Measure a company’s ability to grow faster than its peers. Compare the future expected growth of a company with its historical growth and view growth rates adjusted for stability. Integrate variables from FactSet RBICS, FactSet Fundamentals, and FactSet Estimates to analyze growth rates over multiple horizons including Market Share, Sales, and EPS Growth|

        |Management|Gain insight into how management finances their business and the decisions they make that impact the core financial statements. These choices are reflected in changes to total debt or equity, the overall size of the balance sheet, and decisions around the accounting methods used. Metrics are derived from FactSet Fundamentals and FactSet Estimates and include Capital Expenditures (CAPEX) Growth, Equity Buyback Ratio, and Depreciation & Amortization Variability|

        |Profitability|Evaluate a company’s ability to generate income relative to its revenue or balance sheet metrics. Identify lucrative businesses relative to their industry, region, and size profile. Metrics are derived from FactSet Fundamentals and FactSet Estimates and include Return on Assets, Return on Invested Capital Change, and Return on Total Equity

        |Quality|Understand the overall financial health and quality of a company’s business. Use historical data from FactSet Fundamentals to analyze balance sheet health, stability of earnings and profit margins, variability in cash flows, and trends that look beyond headline financial metrics. Common metrics include Cash Earnings Ratio Variability, Revenue Stability, and Accruals Ratios. Composite quality scores (i.e., the Piotroski F-Score, Beneish M-Score, and Altman Z-Score) and their underlying components are also available as individual metrics.|

        |Solvency|Measure a company’s ability to meet their short- and long-term financial obligations and determine the degree of leverage employed to run their business. Incorporate financial ratios from FactSet Fundamentals and FactSet Estimates to quantify liability or debt obligation relative to earnings, cash flows, equities, or items from the asset side of the balance sheet. Common metrics include Current Ratio, Current Asset Liquidity, and Debt to Equity Change.|

        |Value|Quickly determine how cheap or expensive a company is based on common security-level characteristics from FactSet Prices, FactSet Fundamentals, and FactSet Estimates. Apply factors as an intersection between other factors for a more customized analysis, such as finding the cheapest stocks among the highest quality companies. Common metrics include Earnings Yield, Book to Price, and Revenue to Enterprise Value.|

        ### Macro and Cross-Asset

        |Group|Descriptions|

        |||

        |Commodity|Quantify the impact movements in the commodity markets have on equity prices. Metrics are derived from FactSet Prices and allow you to measure company-level exposure to commodities such as Gold, Crude Oil, Coffee, and Live Cattle.|

        |FX_Sensitivity| Analyze security-level sensitivity to fluctuations in the currency markets. Metrics are derived from FactSet Prices and allow you to identify company exposures to currencies such as USD, EUR, JPY, and CNY.

        |Debt|Uncover details related to company debt through issuer-level factor exposures. Use the FactSet Fixed Income Prices & Derived Analytics database to aggregate metrics at the company level. Common metrics include Effective Duration, Option Adjusted Spread, and Yield to Worst.|

        |Economic|Capture daily security exposures to leading economic indicator forecasts. Leverage the Quant Factor Library’s detailed country exposure model to attribute economic measures to individual companies. Metrics are derived from FactSet Economic Estimates and include Real GPD Growth, Industrial Production Growth, Core CPI Inflation, and Policy Rates.

        ### Alternative

        |Group|Descriptions|

        |||

        |Analyst_Sentiment|Analyze a security’s outlook from the perspective of a sell-side research analyst. Leverage consensus estimates data from the FactSet Estimates database to analyze the directional change in estimate revisions for various financial statement items and time periods. Common metrics include Sales Estimate Revisions, Free Cash Flow Estimate Revisions, and Robust Estimate Revisions.|

        |Corporate_Governance|Identify companies with strong corporate governance. Analyze the profile of a company’s management and board based on tenure, diversity, compensation incentives, and more factors from the FactSet People database. Common metrics include Management - Average Age, Board - Activist Member, and Executives - Average Bonus.|

        |Crowding|Understand the degree to which investors own, purchase, or sell a security. View characteristics of each investor’s profile and characterize crowding from passive, active, institutional, ETF, and hedge fund investors. Use metrics from FactSet Ownership, FactSet Prices, and FactSet Fundamentals to help identify potential effects of crowding such as whether certain investor types are acquiring or divesting from a given security. Common metrics include Active Buyer Percent of Portfolio Change, ETF Days to Liquidate, and Hedge Fund Percent Outstanding.|

        |Insider_Activity|Measure the degree to which insiders own, purchase, or sell their company’s stock. Analyze the sentiment of those with access to material non-public information or determine how the amount of insider ownership may impact management’s key business decisions. Metrics are derived from FactSet Ownership and include Insider Percent Outstanding, Insider Number of Buys, and Insider Seller Position Change.

        |ESG|Analyze Environmental, Social and Governance (ESG) behavior, which are aggregated and categorized into continuously updated, material ESG scores to uncover risks and opportunities from companies. Truvalue Labs focuses on company ESG behavior from external sources and includes both positive and negative events that go beyond traditional sources of ESG risk data.

        '
      explode: false
      example:
      - Momentum
      - Technical
      - Volatility
    factors:
      name: factors
      in: query
      required: true
      schema:
        type: array
        items:
          type: string
        minItems: 1
        maxItems: 20
      explode: false
      description: 'Array of individual Factor Items requested. For a list of all available factors and descriptions use the `/library` endpoint.***<p>factors limit** = 20 individual factors per request*

        '
      example:
      - rsi21D
      - ulcer252D
      - turbulence21D
    factorsLibrary:
      name: factors
      in: query
      required: false
      schema:
        type: array
        items:
          type: string
        minItems: 1
        maxItems: 20
      explode: false
      description: "Array of individual Factor Items requested for the library endpoint. Use the factorGroups parameter to pull for a full list of factors based off the input group. \n"
      example:
      - rsi21D
      - ulcer252D
      - turbulence21D
  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-quant-factor-library/v1/{endpoint}
        message: 'Invalid Parameter (s): fakeParameterName1 fakeParameterName2. Please modify your request to use parameters outlined in the specification for this endpoint.'
        subErrors: null
    allMomentumFactors:
      summary: All Factors within the Momentum Factor Group
      description: 'The full list of all Available Factors within the Quant Factor Library and associated metadata.

        '
      value:
        data:
        - requestId: TSLA-US
          fsymId: HTM0LK-R
          date: 20210204
          velocity63D: -1.191401
          stochastic63D: 90.9372
          retMom63D: 98.78822
          resRetMom63D: 78.54154
          rsi63D: 56.67103
          accel63D: -0.028765
          velocity60M: -3.235736
          stochastic60M: 94.75916
          retMom60M: 2363.3677
          resRetMom60M: 591.6738
          rsi60M: 64.24066
          accel60M: 0.267243
          pos52W: 0.944948
          velocity36M: -6.626828
          stochastic36M: 94.715614
          retMom36M: 1143.1854
          resRetMom36M: 638.36676
          rsi36M: 65.190384
          accel36M: 0.979066
          velocity252D: -0.852137
          stochastic252D: 94.49475
          retMom252D: 434.1612
          resRetMom252D: 367.46252
          rsi252D: 53.134323
          accel252D: 9.5e-05
          velocity21D: -0.217818
          stochastic21D: 74.77372
          retMom21D: 16.266954
          resRetMom21D: 9.280276
          rsi21D: 52.803776
          accel21D: -0.072563
          pctb52Wh: -5.076635
          pcta52Wl: 1119.2091
        - requestId: AMZN-US
          fsymId: MCNYYL-R
          date: 20210204
          velocity63D: -0.072986
          stochastic63D: 70.69603
          retMom63D: 0.035024
          resRetMom63D: -7.520044
          rsi63D: 48.196167
          accel63D: 0.000632
          velocity60M: -2.669928
          stochastic60M: 92.212456
          retMom60M: 523.7464
          resRetMom60M: 228.5747
          rsi60M: 56.239384
          accel60M: -0.018686
          pos52W: 0.875549
          velocity36M: -2.098244
          stochastic36M: 89.51504
          retMom36M: 131.65356
          resRetMom36M: 70.30792
          rsi36M: 55.38508
          accel36M: 0.187087
          velocity252D: -0.226741
          stochastic252D: 87.55489
          retMom252D: 55.163074
          resRetMom252D: 40.32742
          rsi252D: 49.944817
          accel252D: -0.003409
          velocity21D: -0.34496
          stochastic21D: 65.09483
          retMom21D: 2.921224
          resRetMom21D: -0.375038
          rsi21D: 45.717327
          accel21D: 0.021291
          pctb52Wh: -6.748396
          pcta52Wl: 103.718636
    badRequestDateFormat:
      summary: Bad Request - Date Format
      description: This bad request occurs when a request doesn't use the YYYY-MM-DD in the date parameters. To resolve, convert your date to YYYY-MM-DD.
      value:
        status: Bad Request
        timestamp: '2019-10-31 16:08:07.945'
        path: /factset-quant-factor-library/v1/{endpoint}
        message: 'The date parameter ''startDate'' must be in the following date format: YYYY-MM-DD'
        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-quant-factor-library/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-quant-factor-library/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-quant-factor-library/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-quant-factor-library/v1/{endpoint}
        message: The request took too long. Try again with a smaller request.
        subErrors: null
    badRequestFutureDate:
      summary: Bad Request - Future Date
      description: This error message occurs when a future date is requested in the startDate and endDate parameters. Please revise your request to include dates as of today's current date or any prior historical date.
      value:
        status: Bad Request
        timestamp: '2020-06-12 15:52:48.091'
        path: /factset-quant-factor-library/v1/{endpoint}
        message: The use of future dates is not applicable in this endpoint. Please revise your request to include dates up to today's current date.
        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-quant-factor-library/v1/{endpoint}
        message: USERNAME-SERIAL does not have permission to use /factset-quant-factor-library /v1/{endpoint}
        subErrors: null
    factorLibraryMomentum:
      summary: All Factors within the Momentum Factor Group
      description: 'The full list of all Available Factors within the Quant Factor Library and associated metadata.

        '
      value:
        data:
        - factor: velocity63D
          name: 63D Velocity
          factorGroup: Momentum
          sdfName: VELOCITY_63D
          formula: QFL_VELOCITY(0,63D)
          tags: momentum,prices
          format: double
        - factor: stochastic63D
          name: 63D Stochastic Oscillator"
          factorGroup: Momentum
          sdfName: STOCHASTIC_63D
          formula: QFL_STOCHASTIC(0,63D)
          tags: momentum,prices
          format: double
        - factor: retMom63D
          name: 63D Return Momentum
          factorGroup: Momentum
          sdfName: RET_MOM_63D
          formula: QFL_RET_MOM(0,63D)
          tags: momentum,prices
          format: double
        - factor: resRetMom63D
          name: 63D Residual Momentum
          factorGroup: Momentum
          sdfName: RES_RET_MOM_63D
          formula: QFL_RES_RET_MOM(0,63D)
          tags: momentum,prices
          format: double
        - factor: rsi63D
          name: 63D Relative Strength Index
          factorGroup: Momentum
          sdfName: RSI_63D
          formula: QFL_RSI(0,63D)
          tags: momentum,prices
          format: double
        - factor: accel63D
          name: 63D Acceleration
          factorGroup: Momentum
          sdfName: ACCEL_63D
          formula: QFL_ACCEL(0,63D)
          tags: momentum,prices
          format: double
        - factor: velocity60M
          name: 60M Velocity
          factorGroup: Momentum
          sdfName: VELOCITY_60M
          formula: QFL_VELOCITY(0,60M)
          tags: momentum,prices
          format: double
        - factor: stochastic60M
          name: 60M Stochastic Oscillator
          factorGroup: Momentum
          sdfName: STOCHASTIC_60M
          formula: QFL_STOCHASTIC(0,60M)
          tags: momentum,prices
          format: double
        - factor: retMom60M
          name: 60M Return Momentum
          factorGroup: Momentum
          sdfName: RET_MOM_60M
          formula: QFL_RET_MOM(0,60M)
          tags: momentum,prices
          format: double
        - factor: resRetMom60M
          name: 60M Residual Momentum
          factorGroup: Momentum
          sdfName: RES_RET_MOM_60M
          formula: QFL_RES_RET_MOM(0,60M)
          tags: momentum,prices
          format: double
        - factor: rsi60M
          name: 60M Relative Strength Index
          factorGroup: Momentum
          sdfName: RSI_60M
          formula: QFL_RSI(0,60M)
          tags: momentum,prices
          format: double
        - factor: accel60M
          name: 60M Acceleration
          factorGroup: Momentum
          sdfName: ACCEL_60M
          formula: QFL_ACCEL(0,60M)
          tags: momentum,prices
          format: double
        - factor: pos52W
          name: 52W Position
          factorGroup: Momentum
          sdfName: POS52W
          formula: QFL_POS52W(0)
          tags: momentum,prices
          format: double
        - factor: velocity36M
          name: 36M Velocity
          factorGroup: Momentum
          sdfName: VELOCITY_36M
          formula: QFL_VELOCITY(0,36M)
          tags: momentum,prices
          format: double
        - factor: stochastic36M
          name: 36M Stochastic Oscillator
          factorGroup: Momentum
          sdfName: STOCHASTIC_36M
          formula: QFL_STOCHASTIC(0,36M)
          tags: momentum,prices
          format: double
        - factor: retMom36M
          name: 36M Return Momentum
          factorGroup: Momentum
          sdfName: RET_MOM_36M
          formula: QFL_RET_MOM(0,36M)
          tags: momentum,prices
          format: double
        - factor: resRetMom36M
          name: 36M Residual Momentum
          factorGroup: Momentum
          sdfName: RES_RET_MOM_36M
          formula: QFL_RES_RET_MOM(0,36M)
          tags: momentum,prices
          format: double
        - factor: rsi36M
          name: 36M Relative Strength Index
          factorGroup: Momentum
          sdfName: RSI_36M
          formula: QFL_RSI(0,36M)
          tags: momentum,prices
          format: double
        - factor: accel36M
          name: 36M Acceleration
          factorGroup: Momentum
          sdfName: ACCEL_36M
          formula: QFL_ACCEL(0,36M)
          tags: momentum,prices
          format: double
        - factor: velocity252D
          name: 252D Velocity
          factorGroup: Momentum
          sdfName: VELOCITY_252D
          formula: QFL_VELOCITY(0,252D)
          tags: momentum,prices
          format: double
        - factor: stochastic252D
          name: 252D Stochastic Oscillator
          factorGroup: Momentum
          sdfName: STOCHASTIC_252D
          formula: QFL_STOCHASTIC(0,252D)
          tags: momentum,prices
          format: double
        - factor: retMom252D
          name: 252D Return Momentum
          factorGroup: Momentum
          sdfName: RET_MOM_252D
          formula: QFL_RET_MOM(0,252D)
          tags: momentum,prices
          format: double
        - factor: resRetMom252D
          name: 252D Residual Momentum
          factorGroup: Momentum
          sdfName: RES_RET_MOM_252D
          formula: QFL_RES_RET_MOM(0,252D)
          tags: momentum,prices
          format: double
        - factor: rsi252D
          name: 252D Relative Strength Index
          factorGroup: Momentum
          sdfName: RSI_252D
          formula: QFL_RSI(0,252D)
          tags: momentum,prices
          format: double
        - factor: accel252D
          name: 252D Acceleration
          factorGroup: Momentum
          sdfName: ACCEL_252D
          formula: QFL_ACCEL(0,252D)
          tags: momentum,prices
          format: double
        - factor: velocity21D
          name: 21D Velocity
          factorGroup: Momentum
          sdfName: VELOCITY_21D
          formula: QFL_VELOCITY(0,21D)
          tags: momentum,prices
          format: double
        - factor: stochastic21D
          name: 21D Stochastic Oscillator
          factorGroup: Momentum
          sdfName: STOCHASTIC_21D
          formula: QFL_STOCHASTIC(0,21D)
          tags: momentum,prices
          format: double
        - factor: retMom21D
          name: 21D Return Momentum
          factorGroup: Momentum
          sdfName: RET_MOM_21D
          formula: QFL_RET_MOM(0,21D)
          tags: momentum,prices
          format: double
        - factor: resRetMom21D
          name: 21D Residual Momentum
          factorGroup: Momentum
          sdfName: RES_RET_MOM_21D
          formula: QFL_RES_RET_MOM(0,21D)
          tags: momentum,prices
          format: double
        - factor: rsi21

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# Full source: https://raw.githubusercontent.com/api-evangelist/factset/refs/heads/main/openapi/factset-factset-quant-factor-library-api-openapi.yml
Factset Factset Quant Factor Library API

Documentation

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Code Examples

Schemas & Data

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OpenAPI Specification
