Factset High API

openapi: 3.0.3
info:
  title: Factset Analytics Datastore About High 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: High
paths:
  /factset-prices/v1/high-low:
    get:
      tags:
      - High
      summary: Factset Gets the Price High and Price Low of Securities for a List of `ids` as of Given Date, Period and Frequency.
      operationId: getHighLow
      description: 'For given security(s), gets the high and low prices with the respective dates on which they occurred. This service gives options for fetching the price as of the close or intraday.

        '
      parameters:
      - $ref: '#/components/parameters/idsMax2000'
      - $ref: '#/components/parameters/date'
      - $ref: '#/components/parameters/period'
      - $ref: '#/components/parameters/priceType'
      - $ref: '#/components/parameters/calendar'
      - $ref: '#/components/parameters/currency'
      - $ref: '#/components/parameters/adjust'
      responses:
        '200':
          description: Array of price high and price low values.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/highLowResponse'
              examples:
                52 week Price High and Price Low of GOOGL-US as of July 07 2020:
                  $ref: '#/components/examples/singleHighLow'
                52 week Price High and Price Low for AAPL-US and TSLA-US as of March 07 2020:
                  $ref: '#/components/examples/multipleHighLow'
        '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'
      x-microcks-operation:
        delay: 0
        dispatcher: FALLBACK
    post:
      tags:
      - High
      summary: Factset Requests the Price High and Price Low of Securities for a List of `ids` as of Given Date, Period and Frequency.
      description: 'For given security(s), gets the high and low prices with the respective dates on which they occurred. This service gives options for fetching the price as of the close or intraday.

        '
      operationId: getHighLowForList
      requestBody:
        required: true
        description: Request object for high low prices.
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/highLowRequest'
            examples:
              Single Company Market Value:
                $ref: '#/components/examples/singleHighLowPost'
              Multiple Company Market Values:
                $ref: '#/components/examples/multipleHighLowPost'
      responses:
        '200':
          description: Array of company price high and price low values.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/highLowResponse'
              examples:
                52 week Price High and Price Low of GOOGL-US as of July 07 2020:
                  $ref: '#/components/examples/singleHighLow'
                52 week Price High and Price Low of AAPL-US and TSLA-US as of March 07 2020:
                  $ref: '#/components/examples/multipleHighLow'
        '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'
      x-microcks-operation:
        delay: 0
        dispatcher: FALLBACK
components:
  schemas:
    highLow:
      title: High Low Object
      type: object
      properties:
        adjDate:
          description: Date of last split for which prices have been adjusted.
          type: string
          format: date
          example: '2005-02-07'
          nullable: true
        date:
          description: Specific reference date for the period expressed in YYYY-MM-DD format.
          type: string
          format: date
          example: '2020-07-07'
          nullable: true
        period:
          description: The period of measure requested using the period query parameter.
          type: string
          example: 52W
          nullable: true
        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
          nullable: true
        priceHigh:
          description: High price over the period requested. This can represent the intra-day or closing price depending on the priceType requested. By default the price is as of closing in local trading currency, split adjusted and not spinoff adjusted.
          type: number
          format: double
          example: 126
          nullable: true
        priceLow:
          description: Low price over the period requested. This can represent the intra-day or closing price depending on the priceType requested. By default the price is as of closing in local trading currency, split adjusted and not spinoff adjusted.
          type: number
          format: double
          example: 121.25
          nullable: true
        priceHighDate:
          description: Date in which the highest price occurred over the requested period  for the given id expressed in YYYY-MM-DD format.
          type: string
          format: date
          example: '2020-03-05'
          nullable: true
        priceLowDate:
          description: Date in which the lowest price occurred over the requested period for the given id expressed in YYYY-MM-DD format.
          type: string
          format: date
          example: '2019-09-14'
          nullable: true
        requestId:
          description: Identifier that was used for the request.
          type: string
          example: GOOGL
    highLowRequest:
      title: High Low Request Body
      description: High Low Request Body
      type: object
      properties:
        ids:
          $ref: '#/components/schemas/idsMax2000'
        date:
          $ref: '#/components/schemas/dateHL'
        period:
          $ref: '#/components/schemas/period'
        priceType:
          $ref: '#/components/schemas/priceType'
        calendar:
          $ref: '#/components/schemas/calendar'
        currency:
          $ref: '#/components/schemas/currency'
        adjust:
          $ref: '#/components/schemas/adjust'
      required:
      - ids
    highLowResponse:
      type: object
      title: High Low Response
      properties:
        data:
          description: Array of High Low Objects
          type: array
          items:
            $ref: '#/components/schemas/highLow'
          example: []
    dateHL:
      type: string
      description: 'The specific date requested for a given period range in **YYYY-MM-DD** format. If left blank, the API will default to previous close. Future dates (T+1) are not accepted in this endpoint.

        '
      example: '2020-07-07'
    calendar:
      type: string
      enum:
      - FIVEDAY
      - SEVENDAY
      - LOCAL
      default: FIVEDAY
      description: Calendar of data returned. SEVENDAY includes weekends. LOCAL calendar will default to the securities' trading calendar which excludes date records for respective holiday periods.
      example: FIVEDAY
    period:
      description: Period of measure for Prices High Low. This does not change display `frequency` but rather the underlying return calculation period. All periods are referencing actual periods of measure, not period-ends. For example, 1M rolling period will go back to that date the previous month, which is not always the month-end date.
      type: string
      enum:
      - 1D
      - 1W
      - 1M
      - 3M
      - 6M
      - 52W
      - 2Y
      - 3Y
      - 5Y
      - 10Y
      default: 52W
    idsMax2000:
      type: array
      items:
        type: string
      minItems: 1
      maxItems: 2000
      description: 'The requested list of security identifiers. Accepted ID types include Market Tickers, SEDOL, ISINs, CUSIPs, or FactSet Permanent Ids.

        '
      example:
      - FDS-US
    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-prices/v1/prices
        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
          example: example_value
    priceType:
      description: Controls whether price high low data is returned intra-day or at close.
      type: string
      enum:
      - INTRADAY
      - CLOSE
      default: CLOSE
    currency:
      description: Currency code for adjusting prices. Default is Local. For a list of currency ISO codes, visit [Online Assistant Page 1470](https://oa.apps.factset.com/pages/1470).
      type: string
    adjust:
      type: string
      enum:
      - SPLIT
      - SPINOFF
      - DIVADJ
      - UNSPLIT
      default: SPLIT
      description: "Controls the split, spinoff, and dividend adjustments for the prices. <p>For more information, visit [Online Assistant Page 614](https://oa.apps.factset.com/pages/614)</p>\n  * **SPLIT** = Split ONLY Adjusted. This is used by default.\n  * **SPINOFF** = Splits & Spinoff Adjusted.\n  * **DIVADJ** = Splits, Spinoffs, and Dividends adjusted.\n  * **UNSPLIT** = No Adjustments, Controls the split and dividend adjustments for the prices.\n"
      example: SPLIT
  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-prices/v1/{endpoint}
        message: 'Invalid Parameter (s): fakeParameterName1 fakeParameterName2. Please modify your request to use parameters outlined in the specification for this endpoint.'
        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-prices/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-prices/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-prices/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-prices/v1/{endpoint}
        message: Unexpected error
        subErrors: null
    multipleHighLowPost:
      summary: Requesting Price High and Price Low for Multiple Securities for 52 week period
      description: Price High and Price Low for Multiple Securities for 52 week period
      value:
        ids:
        - AAPL-US
        - TSLA-US
        date: '2020-07-07'
        period: 52W
        priceType: CLOSE
        calendar: FIVEDAY
        currency: USD
        adjust: SPLIT
    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-prices/v1/{endpoint}
        message: The request took too long. Try again with a smaller request.
        subErrors: null
    multipleHighLow:
      summary: Price High and Price Low for Multiple Securities for 52 week period
      description: Price High and Price Low for a Multiple Securities for 52 week period
      value:
        data:
        - adjDate: '2020-08-31'
          date: '2020-03-06'
          fsymId: MH33D6-R
          period: 52W
          priceHigh: 81.8
          priceLow: 43.125
          priceLowDate: '2020-03-27'
          priceHighDate: '2020-02-12'
          requestId: AAPL-US
        - adjDate: '2020-08-31'
          date: '2020-03-06'
          fsymId: Q2YN1N-R
          period: 52W
          priceHigh: 183.48
          priceLow: 35.79
          priceLowDate: '2020-06-03'
          priceHighDate: '2020-02-19'
          requestId: TSLA-US
    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-prices/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-prices/v1/{endpoint}
        message: USERNAME-SERIAL does not have permission to use /factset-prices/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: /factset-prices/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: /factset-prices/v1/{endpoint}
        message: Malformed JSON Request
        subErrors: null
    singleHighLowPost:
      summary: Requesting Price High and Price Low for a Single Security for 52 week period
      description: Price High and Price Low for a Single Security for 52 week period
      value:
        ids:
        - GOOGL-US
        date: '2020-07-07'
        period: 52W
        priceType: CLOSE
        calendar: FIVEDAY
        currency: USD
        adjust: SPLIT
    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-prices/v1/{endpoint}
        message: The parameter 'ids' is required and may not be empty.
        subErrors: null
    singleHighLow:
      summary: Price High and Price Low for a Single Security for 52 week period
      description: Price High and Price Low for a Single Security for 52 week period
      value:
        data:
        - adjDate: '2014-04-03'
          date: '2020-07-07'
          fsymId: HTM0LK-R
          period: 52W
          priceHigh: 1524.87
          priceLow: 1054.13
          priceLowDate: '2020-03-23'
          priceHighDate: '2020-02-19'
          requestId: GOOGL-US
  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 Connectivity 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 server 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'
  parameters:
    period:
      name: period
      in: query
      description: "The period of measure for the security's high and low pricing. This does not change display `frequency` but rather the underlying period. For example, if you wish to fetch the latest 52 week high and low price, select 52W. All periods are referencing actual periods of measure, not period-ends where-\n\n  * **D** = Daily\n  * **W** = Weekly, based on the last trading day of the week. Use the 52W for representing the latest year.\n  * **M** = 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  * **YTD** = Year-to-Date\n  * **Y** =  Actual Annual, based on the start date.\n"
      required: false
      schema:
        type: string
        enum:
        - 1D
        - 1W
        - 1M
        - 3M
        - 6M
        - YTD
        - 52W
        - 2Y
        - 3Y
        - 5Y
        - 10Y
        default: 52W
    idsMax2000:
      name: ids
      in: query
      schema:
        type: array
        items:
          type: string
        minItems: 1
        maxItems: 2000
      required: true
      explode: false
      description: The requested list of security identifiers. Accepted ID types include Market Tickers, SEDOL, ISINs, CUSIPs, or FactSet Permanent Ids. <p>***ids limit** =  2000 per request*</p> *<p>Make note, 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:
        oneEquityId:
          summary: One Equity Market Identifier
          value:
          - AAPL-USA
        multipleEquityIds:
          summary: Multiple Equity Market Identifiers
          value:
          - FDS-US
          - AAPL-US
          - MSFT-US
    currency:
      name: currency
      in: query
      schema:
        type: string
      description: Currency code for adjusting prices. Default is Local. For a list of currency ISO codes, visit [Online Assistant Page 1470](https://oa.apps.factset.com/pages/1470).
      example: USD
    date:
      name: date
      in: query
      required: false
      schema:
        type: string
      description: 'The as of date in **YYYY-MM-DD** format. This controls the perspective date in which the period parameter will be computed. If left blank, the API will default to previous close. Future dates (T+1) are not accepted in this endpoint.

        '
      example: '2019-07-07'
    calendar:
      name: calendar
      in: query
      schema:
        type: string
        enum:
        - FIVEDAY
        - SEVENDAY
        - LOCAL
        default: FIVEDAY
      description: Calendar of data returned. SEVENDAY includes weekends. LOCAL calendar will default to the securities' trading calendar which excludes date records for respective holiday periods.
      example: FIVEDAY
    adjust:
      name: adjust
      in: query
      schema:
        type: string
        enum:
        - SPLIT
        - SPINOFF
        - DIVADJ
        - UNSPLIT
        default: SPLIT
      description: "Controls the split, spinoff, and dividend adjustments for the prices. <p>For more information, visit [Online Assistant Page 614](https://oa.apps.factset.com/pages/614)</p>\n  * **SPLIT** = Split ONLY Adjusted. This is used by default.\n  * **SPINOFF** = Splits & Spinoff Adjusted.\n  * **DIVADJ** = Splits, Spinoffs, and Dividends adjusted.\n  * **UNSPLIT** = No Adjustments.\n"
      examples:
        split:
          summary: Split adjusted by default - accounts for splits over security's history.
          value: SPLIT
        spinoff:
          summary: Spinoff Adjusted - accounts for a company's spinoff. Spinoffs are treated as special dividends.
          value: SPINOFF
        Dividend Adjusted:
          summary: Dividend Adjusted
          value: DIVADJ
        Unsplit:
          summary: Unsplit data - overrides the default split adjustment
          value: UNSPLIT
    priceType:
      name: priceType
      in: query
      description: 'Controls whether price high and low data is returned intraday or at the close. For example, by selecting INTRADAY, if a security price reached an all time high of 10 during trading hours over the period of measure but closed that day at 8, then the service will return 10. If CLOSE was selected the service would return 8 if that was the high for the period measured.

        '
      required: false
      schema:
        type: string
        enum:
        - INTRADAY
        - CLOSE
        default: CLOSE
  securitySchemes:
    basicAuth:
      type: http
      scheme: basic
externalDocs:
  url: https://developer.factset.com/api-catalog/analytics-datastore-api
  description: API Documentation