Factset Foreign Exchange API

openapi: 3.0.3
info:
  title: Factset Analytics Datastore About Foreign Exchange 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: Foreign Exchange
paths:
  /foreign-exchange/v1/spots:
    get:
      tags:
      - Foreign Exchange
      summary: Factset Gets spots for a list of currency pairs
      operationId: getSpots
      description: 'Gets FX Spot rates for a requested currency pair, date range, and frequency. The WM Company calculates daily standardized spot rates for global foreign exchange transactions, using rates provided by Reuters. These rates are recognized globally as the standard by banks, fund managers, and index compilers; increasingly these rates are also being used for benchmark currency trading.

        '
      parameters:
      - $ref: '#/components/parameters/ids'
      - $ref: '#/components/parameters/startDate'
      - $ref: '#/components/parameters/endDate'
      - $ref: '#/components/parameters/frequency'
      responses:
        '200':
          description: Array of ids Spot Rates for the date range and frequency requested
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/spotsResponse'
              examples:
                Spot Rate of USDGBP:
                  $ref: '#/components/examples/usdGBPSpot'
        '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:
      tags:
      - Foreign Exchange
      summary: Factset Gets spots for a list of currency pairs
      description: 'Gets FX Spot rates for a requested currency pair, date range, and frequency. The WM Company calculates daily standardized spot rates for global foreign exchange transactions, using rates provided by Reuters. These rates are recognized globally as the standard by banks, fund managers, and index compilers; increasingly these rates are also being used for benchmark currency trading.

        '
      operationId: getSpotsForList
      requestBody:
        required: true
        description: Request object for Spots.
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/spotsRequest'
            examples:
              Single Currency Spot Rate for Year 2019 on Daily Basis:
                $ref: '#/components/examples/singleCurrencySpot'
              List of Key Currency Pair Spot Rates for Year 2019 on Monthy Basis:
                $ref: '#/components/examples/keyCurrencySpot'
      responses:
        '200':
          description: Array of spots
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/spotsResponse'
        '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'
  /foreign-exchange/v1/forwards:
    get:
      tags:
      - Foreign Exchange
      summary: Factset Gets Forwards for a list of currency pairs
      operationId: getFXForwards
      description: 'Forward rates are provided in 80+ currencies against the U.S. dollar, British pound, and euro. Forward quotes are provided by Reuters and coverage is determined by the amount of reliable currency trading in a particular currency. Bid, offer, and mid rates are available for 11 `forwardPeriod` periods - Overnight, Tomorrow Next, 1 Week (Spot Week), 1 month, 2 month, 3 month, 6 month, 9 month, 1 year, 2 year, 5 year. All identifiers have spot rates, but not all identifiers have forward rate data.

        '
      parameters:
      - $ref: '#/components/parameters/ids'
      - $ref: '#/components/parameters/forwardPeriod'
      - $ref: '#/components/parameters/startDate'
      - $ref: '#/components/parameters/endDate'
      - $ref: '#/components/parameters/frequency'
      responses:
        '200':
          description: Array of ids Forward Rates for the date range and frequency requested
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/forwardsResponse'
              examples:
                Forward Rate of USDGBP:
                  $ref: '#/components/examples/usdGBPForward'
        '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:
      tags:
      - Foreign Exchange
      summary: Factset Gets Forwards for a list of currency pairs
      description: 'Forward rates are provided in 80+ currencies against the U.S. dollar, British pound, and euro. Forward quotes are provided by Reuters and coverage is determined by the amount of reliable currency trading in a particular currency. Bid, offer, and mid rates are available for 11 `forwardPeriod` periods - Overnight, Tomorrow Next, 1 Week (Spot Week), 1 month, 2 month, 3 month, 6 month, 9 month, 1 year, 2 year, 5 year. All identifiers have spot rates, but not all identifiers have forward rate data.

        '
      operationId: getFXForwardsForList
      requestBody:
        required: true
        description: Request object for FX Forwards.
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/forwardsRequest'
            examples:
              Latest Birtish Pound Per US Dollar One Month Forward:
                $ref: '#/components/examples/usdGBPForwardPost'
      responses:
        '200':
          description: Array of forward rates
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/forwardsResponse'
              examples:
                British Pound to US Dollar Forward Rate:
                  $ref: '#/components/examples/usdGBPForward'
        '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'
components:
  examples:
    badRequestInvalidParameters:
      summary: Bad Request - Invalid Parameters
      description: This error message occurs when a request parameter is used in which is not recognized by the service. Please revise your request to include only the parameters listed in the specification. Typical causes are spelling mistakes and use of improper casing.
      value:
        status: Bad Request
        timestamp: '2020-06-12 15:58:54.068'
        path: /foreign-exchange/v1/{endpoint}
        message: 'Invalid Parameter (s): fakeParameterName1 fakeParameterName2. Please modify your request to use parameters outlined in the specification for this endpoint.'
        subErrors: null
    singleCurrencySpot:
      summary: Single Currency Pair Spot Rate for Calendar Year 2019
      description: Single Currency Pair Spot Rate for Calendar Year 2019
      value:
        ids:
        - USDGBP
        startDate: '2019-01-01'
        endDate: '2019-12-31'
        frequency: D
    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: /foreign-exchange/v1/{endpoint}
        message: 'The date parameter ''startDate'' must be in the following date format: YYYY-MM-DD'
        subErrors: null
    usdGBPSpot:
      summary: Spot Rate of British Pounds per U.S. Dollar
      description: Spot Rate of USDGBP
      value:
        data:
        - requestId: USDGBP
          currencyName: British Pounds per U.S. Dollar
          spotAsk: 0.799488327
          spotBid: 0.799232737
          spotMid: 0.799360512
          date: '2020-07-07'
    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: /foreign-exchange/v1/{endpoint}
        message: Error writing JSON output
        subErrors: null
    usdGBPForward:
      summary: Forward Rate of British Pounds per U.S. Dollar
      description: Forward Rate of USDGBP
      value:
        data:
        - requestId: USDGBP
          currencyName: British Pounds per U.S. Dollar
          forwardBid: 0.794937836
          forwardMid: 0.795070563
          forwardAsk: 0.795203333
          forwardPeriod: 1M
          date: '2020-07-07'
    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: /foreign-exchange/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: /foreign-exchange/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: /foreign-exchange/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: /foreign-exchange/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 servier 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: /foreign-exchange/v1/{endpoint}
        message: USERNAME-SERIAL does not have permission to use /foreign-exchange/v1/{endpoint}
        subErrors: null
    unauthenticated:
      summary: User Authentication Failed
      description: This occurs when a user is not properly authenticated or recognized by the service. Please double check the USERNAME-SERIAL and API-Key used to request and ensure you are within the IP range specified for the Key. Report Issue under 401 error for help with troubleshooting.
      value:
        status: User Authentication Failed
        timestamp: '2019-10-31 16:08:07.945'
        path: /foreign-exchange/v1/{endpoint}
        message: User Authentication Failed.
        subErrors: null
    badRequestMalformedJSON:
      summary: Bad Request - Malformed JSON Request
      description: This error may be returned when the request body is specified as JSON, but is not in proper JSON format.
      value:
        status: Bad Request
        timestamp: '2019-11-05 09:48:29.18'
        path: /foreign-exchange/v1/{endpoint}
        message: Malformed JSON Request
        subErrors: null
    keyCurrencySpot:
      summary: Spot Rates for a list of Key Currency Pairs for the Year of 2019 on a Monthly Basis
      description: Spot Rates for a list of Key Currency Pairs for the Year of 2019 on a Monthly Basis
      value:
        ids:
        - EURUSD
        - GBPUSD
        - AUDUSD
        - USDJPY
        - USDCNY
        - USDCAD
        - USDCHF
        - EURGBP
        - EURCHF
        - EURJPY
        startDate: '2019-01-01'
        endDate: '2019-12-31'
        frequency: M
    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: /foreign-exchange/v1/{endpoint}
        message: The parameter 'ids' is required and may not be empty.
        subErrors: null
    usdGBPForwardPost:
      summary: Single Currency Pair One Month Forward Rates for Calendar Year 2019
      description: Single Currency Pair One Month Forward Rates for Calendar Year 2019
      value:
        ids:
        - USDGBP
        forwardPeriod: 1M
        startDate: '2019-01-01'
        endDate: '2019-12-31'
        frequency: D
  parameters:
    ids:
      name: ids
      in: query
      schema:
        type: array
        items:
          type: string
      required: true
      explode: false
      description: The currency pair requested in the format of a ISO {source}{target}. For a complete list of ISO currencies, please visit [OA 1470](https://my.apps.factset.com/oa/pages/1470)
      examples:
        oneids:
          summary: United States Dollar to Great British Pound
          value:
          - USDGBP
        listOfKeyPairs:
          summary: List of Key Pairs
          value:
          - EURUSD
          - GBPUSD
          - AUDUSD
          - USDJPY
          - USDCNY
          - USDCAD
          - USDCHF
          - EURGBP
          - EURCHF
          - EURJPY
    frequency:
      name: frequency
      in: query
      schema:
        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"
      examples:
        Daily:
          summary: D - Daily frequency display based on trading calendar
          value: D
        Weekly:
          summary: W - Weekly - based on the last day of the week of the start date
          value: W
        Monthly:
          summary: M - Monthly - based on the last trading day of the month.
          value: M
        Actual Month:
          summary: AM - Actual Month - based on the startDate (e.g., if the start date is June 16, data is displayed for June 16, May 16, April 16 etc.).
          value: AM
        Calendar Quarterly:
          summary: CQ - Calendar Quarterly - based on the last day of the week of the startDate
          value: CQ
        Actual Annual:
          summary: AY - Actual Annual - based on the the startDate
          value: AY
        Calendar Annual:
          summary: CY - Calendar Annual - based on the last trading day of the calendar year.
          value: CY
    startDate:
      name: startDate
      in: query
      required: false
      schema:
        type: string
      description: 'The start date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to latest available.

        '
      example: '2019-01-01'
    endDate:
      name: endDate
      in: query
      required: false
      schema:
        type: string
      description: 'The end date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to latest available.

        '
      example: '2019-12-31'
    forwardPeriod:
      name: forwardPeriod
      in: query
      schema:
        type: string
        enum:
        - 'ON'
        - TN
        - SW
        - 1M
        - 2M
        - 3M
        - 6M
        - 9M
        - 1Y
        - 2Y
        - 5Y
        default: 1M
      description: "Bid, offer, and mid rates are available for the following 11 time periods.\n * ON - Overnight\n * TN - Tomorrow Next\n * SW - One Week (Spot Week)\n * 1M - One Month\n * 2M - Two Months\n * 3M - Three Months\n * 6M - Six Months\n * 9M - Nine Months\n * 1Y - One Year\n * 2Y - Two Years\n * 5Y - Five Years\n"
      examples:
        Overnight:
          summary: ON - Overnight
          value: 'ON'
        Tomorrow Next:
          summary: TN - Tomorrow Next
          value: TN
        One Week (Spot Week):
          summary: SW - Spot Week
          value: SW
        One Month:
          summary: 1M - One Month
          value: 1M
        Two Months:
          summary: 2M - Two Months Forward
          value: 2M
        Three Months:
          summary: 3M - Three Months Forward
          value: 3M
        Six Months:
          summary: 6M - Six Months Forward
          value: CY
        Nine Months:
          summary: 9M - Nine Months Forward
          value: 9M
        One Year:
          summary: 1Y - One Year Forward
          value: 1Y
        Two Year:
          summary: 2Y - Two Years Forward
          value: CY
        Five Year:
          summary: 5Y - Five Years Forward
          value: 5Y
  schemas:
    spotsRequest:
      title: Spots Request Body
      description: Spots Request Body
      type: object
      properties:
        ids:
          $ref: '#/components/schemas/ids'
        startDate:
          $ref: '#/components/schemas/startDate'
        endDate:
          $ref: '#/components/schemas/endDate'
        frequency:
          $ref: '#/components/schemas/frequency'
      required:
      - ids
    ids:
      type: array
      items:
        type: string
      description: The currency pair requested in the format of a ISO {source}{target}. For a complete list of ISO currencies, please visit [OA 1470](https://my.apps.factset.com/oa/pages/1470)
      example:
      - USDGBP
      - USDEUR
    forward:
      title: Forward Object
      type: object
      properties:
        requestId:
          description: The FX Forward Rate currency pair requested in the 'ids' parameter. This represents the base and quote currency.
          type: string
          example: USDGBP
        currencyName:
          description: The full text currency pair name expressed in Proper Case.
          type: string
          example: British Pounds per U.S. Dollar
        forwardBid:
          description: The currency pair's Forward Rate Bid.
          type: number
          example: 0.794937836
        forwardMid:
          description: The currency pair's Forward Rate Mid.
          type: number
          example: 0.795070563
        forwardAsk:
          description: The currency pair's Forward Rate Ask.
          type: number
          example: 0.795203333
        date:
          description: Ending date for the period expressed in YYYY-MM-DD format.
          type: string
          format: date
          example: '2020-07-07'
        forwardPeriod:
          description: The Forward Time Period requested for the Currency Pair.
          type: string
          example: 1M
    endDate:
      type: string
      description: 'The end date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to latest available.

        '
      example: '2019-12-31'
    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: /foreign-exchange/v1/spots
        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
    startDate:
      type: string
      description: 'The start date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to latest available.

        '
      example: '2019-01-01'
    spotsResponse:
      type: object
      title: Spots Response
      properties:
        data:
          description: Array of Spot Objects
          type: array
          items:
            $ref: '#/components/schemas/spot'
    forwardsRequest:
      title: Forwards Request Body
      description: Forwards Request Body
      type: object
      properties:
        ids:
          $ref: '#/components/schemas/ids'
        forwardPeriod:
          $ref: '#/components/schemas/forwardPeriod'
        startDate:
          $ref: '#/components/schemas/startDate'
        endDate:
          $ref: '#/components/schemas/endDate'
        frequency:
          $ref: '#/components/schemas/frequency'
      required:
      - ids
    forwardsResponse:
      type: object
      title: Forwards Response
      properties:
        data:
          description: Array of Forward Objects
          type: array
          items:
            $ref: '#/components/schemas/forward'
    spot:
      title: Spot Object
      type: object
      properties:
        requestId:
          description: The FX Spot Rate currency pair requested in the 'ids' parameter. This represents the base and quote currency.
          type: string
          example: USDGBP
        currencyName:
          description: The full text currency pair name expressed in Proper Case.
          type: string
          example: British Pounds per U.S. Dollar
        spotBid:
          description: The currency pair's spot rate Bid.
          type: number
          example: 0.799232737
        spotMid:
          description: The currency pair's spot rate Mid.
          type: number
          example: 0.799360512
        spotAsk:
          description: The currency pair's spot rate Ask.
          type: number
          example: 0.799488327
        date:
          description: Ending date for the period expressed in YYYY-MM-DD format.
          type: string
          format: date
          example: '2020-07-07'
    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: M
    forwardPeriod:
      type: string
      enum:
      - 'ON'
      - TN
      - SW
      - 1M
      - 2M
      - 3M
      - 6M
      - 9M
      - 1Y
      - 2Y
      - 5Y
      description: "Bid, offer, and mid rates are available for the following 11 time periods.\n * ON - Overnight\n * TN - Tomorrow Next\n * SW - One Week (Spot Week)\n * 1M - One Month\n * 2M - Two Months\n * 3M - Three Months\n * 6M - Six Months\n * 9M - Nine Months\n * 1Y - One Year\n * 2Y - Two Years\n * 5Y - Five Years\n"
      default: 1M
  responses:
    '401':
      description: Unauthenticated USERNAME-SERIAL. Ensure you are logged in and have successfully generated an API KEY for the IP range you are connecting from. For more help, select the **Report Issue** in the top right corner of this Developer Portal specification card and choose Connectivty 401 or 403 Responses.
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/errorResponse'
          examples:
            Bad Request - Date Format:
              $ref: '#/components/examples/unauthenticated'
    '415':
      description: Unsupported Media Type. This error may be returned when the caller sends a resource in a format that is not accepted by the server. This can be fixed by ensuring that Content-Type header is set to the correct value. In this instance, "application/json" would be the appropriate value.
      content:
        application/json:
          schema:
            $ref: '#/components/schemas/errorResponse'
          examples:
            Bad Request - Date Format:
              $ref: '#/components/examples/unsupportedMediaType'
    '403':
      description: The USERNAME-SERIAL attempted to request the endpoint is not authorized to access. The request was a legal request, but the 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'
    '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'
    '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'
  securitySchemes:
    basicAuth:
      type: http
      scheme: basic
externalDocs:
  url: https://developer.factset.com/api-catalog/analytics-datastore-api
  description: API Documentation