Factset Factset Quant Factor Library API

openapi: 3.2.0
info:
  title: Factset Quant Factor Library API
  version: 1.0.1
  description: "The FactSet FactSet Quant Factor Library (QFL) API helps to detect investment themes across global equity markets, incorporate ideas into your portfolio construction process, and transform raw data into actionable intelligence. Over 2000+ items spanning Factor Groups in-\n  * Classification and Reference Data - Asset Data, Country, Industry, and Size\n  * Market - Liquidity, Market Sensitivity, Momentum, Technical, Volatility\n  * Core Fundamentals - Efficiency, Growth, Management, Profitability, Quality, Solvency, Value\n  * Macro and Cross Asset - Commodity, FX Sensitivity, Debt, Economic\n  * Alternative - Analyst Sentiment, Corporate Governance, Crowding, Insider Activity.\n"
  termsOfService: http://www.factset.com/api/terms.html
  contact:
    name: FactSet Research Systems
    email: api@factset.com
    url: http://www.factset.com/api
  license:
    name: License Information
    url: http://www.factset.com/api/license.html
servers:
- url: https://api.factset.com/content
  description: Production Server
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:
  examples:
    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
    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
    badRequestMalformedJSON:
      summary: Bad Request - Malformed JSON Request
      description: This error may be returned when the request body is specified as JSON, but is not in proper JSON format.
      value:
        status: Bad Request
        timestamp: '2019-11-05 09:48:29.18'
        path: /factset-quant-factor-library/v1/{endpoint}
        message: Malformed JSON Request
        subErrors: null
    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
    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
    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
    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
    unauthenticated:
      summary: User Authentication Failed
      description: This occurs when a user is not properly authenticated or recognized by the service. Please double check the USERNAME-SERIAL and API-Key used to request and ensure you are within the IP range specified for the Key. Report Issue under 401 error for help with troubleshooting.
      value:
        status: User Authentication Failed
        timestamp: '2019-10-31 16:08:07.945'
        path: /factset-quant-factor-library/v1/{endpoint}
        message: User Authentication Failed.
        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: rsi21D
          name: 21D Relative Strength Index
          factorGroup: Momentum
          sdfName: RSI_21D
          formula: QFL_RSI(0,21D)
          tags: momentum,prices
          format: double
        - factor: accel21D
          name: 21D Acceleration
          factorGroup: Momentum
          sdfName: ACCEL_21D
          formula: QFL_ACCEL(0,21D)
          tags: momentum,prices
          format: double
        - factor: pctb52Wh
          name: '% Below 52W High'
          factorGroup: Momentum
          sdfName: PCTB52WH
          formula: QFL_PCTB52WH(0)
          tags: momentum,prices
          format: double
        - factor: pcta52Wl
          name: '% Above 52W Low'
          factorGroup: Momentum
          sdfName: PCTA52WL
          formula: QFL_PCTA52WL(0)
          tags: momentum,prices
          format: double
    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
    badRequestRequiredParameter:
      summary: Bad Request - Required Parameter Missing
      description: This error message occurs when the request does not include the required parameters. Required parameters are indicated with a red asterisks symbol in the specification file.
      value:
        status: Bad Request
        timestamp: '2020-06-12 15:48:42.016'
        path: /factset-quant-factor-library/v1/{endpoint}
        message: The parameter 'ids' is required and may not be empty.
        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
  responses:
    '403':
      description: The USERNAME-SERIAL attempted to request the endpoint is not authorized to access. The request was a legal request, but the servier is refusing to respond. Please reach out to FactSet Account Team for assistance with authorization.
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/errorResponse'
          examples:
            Bad Request - Date Format:
              $ref: '#/components/examples/forbidden'
    '400':
      description: Bad Request. This can occur for several reasons. Please review the "message" for more details.
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/errorResponse'
          examples:
            Bad Request - Date Format:
              $ref: '#/components/examples/badRequestDateFormat'
            Bad Request - Missing Required Parameter:
              $ref: '#/components/examples/badRequestRequiredParameter'
            Bad Request - Future Date:
              $ref: '#/components/examples/badRequestFutureDate'
            Bad Request - Invalid Parameter:
              $ref: '#/components/examples/badRequestInvalidParameters'
            Bad Request - Malformed JSON:
              $ref: '#/components/examples/badRequestMalformedJSON'
            Bad Request - Read Timeout:
              $ref: '#/components/examples/badRequestReadTimeout'
    '415':
      description: Unsupported Media Type. This error may be returned when the caller sends a resource in a format that is not accepted by the server. This can be fixed by ensuring that Content-Type header is set to the correct value. In this instance, "application/json" would be the appropriate value.
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/errorResponse'
          examples:
            Bad Request - Date Format:
              $ref: '#/components/examples/unsupportedMediaType'
    '401':
      description: Unauthenticated USERNAME-SERIAL. Ensure you are logged in and have successfully generated an API KEY for the IP range you are connecting from. For more help, select the **Report Issue** in the top right corner of this Developer Portal specification card and choose Connectivity 401 or 403 Responses.
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/errorResponse'
          examples:
            Bad Request - Date Format:
              $ref: '#/components/examples/unauthenticated'
    '500':
      description: Internal Server Error.
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/errorResponse'
          examples:
            Internal Server Error - Not Writable:
              $ref: '#/components/examples/notWritable'
            Internal Server Error - General Exception:
              $ref: '#/components/examples/generalException'
  schemas:
    errorResponse:
      type: object
      title: Error Response
      properties:
        status:
          description: status
          type: string
          example: Bad Request
        timestamp:
          description: timestamp in YYYY-MM-DD HH:MM:SS.SSS
          type: string
          example: '2019-11-01 11:09:41.918'
          format: date-time
        path:
          description: The Endpoint path {package}/version/{endpoint}
          type: string
          example: /factset-quant-factor-library/v1/factors
        message:
          description: The plain text error message
          type: string
          example: Validation Error
        subErrors:
          description: subErrors related to the error message. Null if not applicable.
          type: object
          properties:
            object:
              description: the operation ID
              type: string
            field:
              description: Parameter Field Name
              type: string
            message:
              description: Error message
              type: string
            rejectedValue:
              description: Rejected Values in an Array
              type: array
              items:
                type: string
    factorGroupsParam:
      type: array
      items:
        type: string
      minItems: 1
      maxItems: 5
      description: 'List of Factor Groupings to return all factors within the group.

        '
      example:
      - Momentum
      - Technical
    startDate:
      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: '2019-01-01'
    frequency:
      type: string
      enum:
      - D
      - W
      - M
      - AM
      - CQ
      - AY
      - CY
      - ''
      default: D
      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: D
    factorsRequest:
      title: Factors Request Body
      description: Request object for requesting factors.
      type: object
      properties:
        ids:
          $ref: '#/components/schemas/ids'
        factors:
          $ref: '#/components/schemas/factorsParam'
        factorGroups:
          $ref: '#/components/schemas/factorGroupsParam'
        startDate:
          $ref: '#/components/schemas/startDate'
        endDate:
          $ref: '#/components/schemas/endDate'
        frequency:
          $ref: '#/components/schemas/frequency'
      required:
      - ids
      - factors
      - startDate
      - endDate
    libraryRequest:
      title: Factors Request Body
      description: Request object for requesting factors.
      type: object
      properties:
        factors:
          $ref: '#/components/schemas/factorsParam'
        factorGroups:
          $ref: '#/components/schemas/factorGroupsParam'
    ids:
      type: array
      items:
        type: string
      minItems: 1
      maxItems: 3500
      description: 'The requested list of security identifiers. Accepted ID types include Market Tickers, SEDOL, ISINs, CUSIPs, or FactSet Permanent Ids. * Make Note - id limit of 3000 for defaults, otherwise the service is limited to a 30 second duration. This can be reached when increasing total number of metrics requested and depth of history. *

        '
      example:
      - FDS-US
    library:
      title: Library Object
      type: object
      properties:
        factor:
          description: The Factor field that can be requested in the factors endpoint.
          type: string
          example: rsi21D
        name:
          description: The Name or Description of the Factor
          type: string
          example: 21D Relative Strength Index
        factorGroup:
          description: The Factor Group associated to the Factor.
          type: string
          example: Momentum
        sdfName:
          description: The Standard DataFeed name of the factor for use of mapping.
          type: string
          example: RSI_21D
        formula:
          description: The FactSet formula associated to the factor
          type: string
          example: QFL_RSI(0,21D)
        tags:
          description: Associated Tags regarding the factor for enhanced searching.
          type: string
          example: momentum,prices
        format:
          description: The data type of the factor, including integer, double, or string.
          type: string
          example: double
    libraryResponse:
      type: object
      title: Library Response Object
      properties:
        data:
          description: Array of library objects
          type: array
          items:
            $ref: '#/components/schemas/library'
    factorsParam:
      type: array
      items:
        type: string
      minItems: 1
      maxItems: 20
      description: 'List of Factors.

        '
      example:
      - rsi21D
      - ulcer252D
    endDate:
      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: '2019-12-31'
    factorsResponse:
      type: object
      title: Factors Response Object
      properties:
        data:
          description: Array of factors objects
          type: array
          items:
            $ref: '#/components/schemas/factors'
    factors:
      title: Factors Object
      type: object
      properties:
        requestId:
          description: Identifier that was used for the request.
          type: string
          example: TSLA-US
        fsymId:
          description: Factset Regional Security Identifier. Six alpha-numeric characters, excluding vowels, with an -R suffix (XXXXXX-R). Identifies the security’s best regional security data series per currency. For equities, all primary listings per region and currency are allocated a regional-level permanent identifier. The regional-level permanent identifier will be available once a SEDOL representing the region/currency has been allocated and the identifiers are on FactSet.
          type: string
          example: HTM0LK-R
        date:
          description: The as of date of the factors in YYYY-MM-DD format.
          type: integer
          example: 20210204
      additionalProperties:
        type: object
        properties:
          integer:
            description: Factors with an Integer Data Type. These include commonly Flags or Indicators.
            type: integer
            example:
              adrFlag: 1
          text:
            description: Factors with a String Data Type. These include reference and classification fields.
            type: string
            example:
              countryOfRisk: US
          number:
            description: Factors with a Number/Double data type. This is the most common factor type, encompassing the pre-calculated factor values.
            type: number
            format: double
            example:
              rsi21D: 12.34
      required:
      - requestId
      - fsymId
      - date
  parameters:
    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'
    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 th

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