Factset Level1 API

openapi: 3.2.0
info:
  title: Factset Tick History Level1 API
  description: Tick History provides dynamic access to historical tick data for a specific security for specific dates or date range.
  version: 2.1.0
  contact:
    name: FactSet Research Systems
    email: api@factset.com
    url: https://developer.factset.com/contact
  license:
    name: Apache License, Version 2.0
    url: https://www.apache.org/licenses/LICENSE-2.0
servers:
- url: https://api.factset.com/tick-history/v2
security:
- FactSetApiKey: []
- FactSetOAuth2: []
tags:
- name: Level1
paths:
  /level1/coverage:
    get:
      tags:
      - Level1
      operationId: requestTickHistoryCoverage
      summary: Factset Returns the coverage for the requested ticker/isin along with other response fields for Level1 data.
      description: Returns coverage for specified tickers for Level1 Data
      parameters:
      - $ref: '#/components/parameters/tickerCoverage'
      - $ref: '#/components/parameters/isoCodeCoverage'
      - $ref: '#/components/parameters/isin'
      responses:
        '200':
          description: Success</p>
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/coverageResponse'
              examples:
                default200ResponseExample:
                  $ref: '#/components/examples/sampleCoverageResponse'
        '400':
          description: Bad request
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/400Example'
        '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/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/401Example'
        '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/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/403Example'
        '429':
          description: Too many requests.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/429Example'
        '500':
          description: Internal Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/500Example'
  /level1/files/create:
    post:
      tags:
      - Level1
      summary: Factset Requests the creation of tick-by-tick file
      operationId: requestTickHistoryLevel1Files
      description: Data available from 20120101 to previous day.
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/leveloneRequest'
            examples:
              Single ticker with default all fields for the given period:
                $ref: '#/components/examples/postBodyOfSingleTicker'
              Multiple tickers with default all fields for the given period:
                $ref: '#/components/examples/postBodyAll'
              Multiple tickers with multiple fields for the given period:
                $ref: '#/components/examples/postBodyOfMultipleTicker'
      responses:
        '202':
          description: The Request has been Accepted
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/submittedResponse'
              examples:
                default202ResponseExample:
                  $ref: '#/components/examples/sampleFilesResponse'
          headers:
            Location:
              description: Relative location to poll for status
              schema:
                type: string
            X-FactSet-Api-RateLimit-Limit:
              description: Number of allowed requests for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Remaining:
              description: Number of requests left for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Reset:
              description: Number of seconds remaining till rate limit resets.
              schema:
                type: string
        '400':
          description: Bad request
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/400Example'
        '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/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/401Example'
        '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/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/403Example'
        '429':
          description: Too many requests.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/429Example'
        '500':
          description: Internal Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/500Example'
  /level1/files/status:
    get:
      tags:
      - Level1
      summary: Factset Returns the status of the ID
      operationId: getLevel1FileStatus
      description: Need to plug-in the id get from /create endpoint into /status endpoint
      parameters:
      - $ref: '#/components/parameters/requestIdStatus'
      responses:
        '201':
          description: '

            The Request has been created and the response has been created.

            '
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/completedResponse'
              examples:
                default200ResponseExample:
                  $ref: '#/components/examples/sampleCompletedResponse'
          headers:
            Location:
              description: Relative location to pick up results.
              schema:
                type: string
              example: get?id=2df43e85-ea0f-45c6-bf4a-2baf4d1eaa3c
        '202':
          description: 'The Request has not finished and the result has NOT been created.

            '
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/submittedResponse'
              examples:
                QueuedExample:
                  $ref: '#/components/examples/sampleFilesResponseQueued'
                ExecutingExample:
                  $ref: '#/components/examples/sampleFilesResponseExecuting'
                FailedExample:
                  $ref: '#/components/examples/sampleFilesResponseFailed'
                CancelledExample:
                  $ref: '#/components/examples/sampleFilesResponseCancelled'
          headers:
            Location:
              description: Relative location to poll for status.
              schema:
                type: string
        '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/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/401Example'
        '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/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/403Example'
        '404':
          description: id not found
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/404Example'
        '500':
          description: Internal Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/500Example'
  /level1/files/get:
    get:
      tags:
      - Level1
      summary: Factset Returns the tick-by-tick data in files requested in the /create endpoint
      operationId: getTickHistoryLevel1Files
      description: Returns the files from tickhistory endpoint
      parameters:
      - $ref: '#/components/parameters/requestId'
      - $ref: '#/components/parameters/_paginationLimit'
      - $ref: '#/components/parameters/_paginationOffset'
      responses:
        '200':
          description: Success</p> **To download the output file copy the response url in a browser**
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Get-FilesResponse'
              examples:
                default200ResponseExample:
                  $ref: '#/components/examples/sampleGet-FilesResponse'
        '202':
          description: 'The Request has not finished and the result has NOT been created.

            '
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/submittedResponse'
              examples:
                QueuedExample:
                  $ref: '#/components/examples/sampleFilesResponseQueued'
                ExecutingExample:
                  $ref: '#/components/examples/sampleFilesResponseExecuting'
          headers:
            Location:
              description: Relative location to poll for status.
              schema:
                type: string
        '400':
          description: Bad request
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/400Example'
        '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/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/401Example'
        '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/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/403Example'
        '404':
          description: id not found
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/404Example'
        '500':
          description: Internal Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/500Example'
  /level1/files/minute-bars/create:
    post:
      tags:
      - Level1
      summary: Factset Requests the creation of Minute bars file
      operationId: requestMinutebarsFiles
      description: 1-minute bars available from 20120101 to previous day. Per request able to fetch upto 6 months of data.
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/minRequest'
            examples:
              Single ticker for the given period:
                $ref: '#/components/examples/minSingleTicker'
              Multiple tickers  for the given period:
                $ref: '#/components/examples/minMultipleTicker'
      responses:
        '202':
          description: The Request has been Accepted
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/submittedResponse'
              examples:
                default202ResponseExample:
                  $ref: '#/components/examples/sampleFilesResponse'
          headers:
            Location:
              description: Relative location to poll for status
              schema:
                type: string
            X-FactSet-Api-RateLimit-Limit:
              description: Number of allowed requests for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Remaining:
              description: Number of requests left for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Reset:
              description: Number of seconds remaining till rate limit resets.
              schema:
                type: string
        '400':
          description: Bad request
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/400Example'
        '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/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/401Example'
        '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/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/403Example'
        '429':
          description: Too many requests.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/429Example'
        '500':
          description: Internal Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/500Example'
  /level1/files/minute-bars/status:
    get:
      tags:
      - Level1
      summary: Factset Returns the status of the ID
      operationId: getMinutebarsFileStatus
      description: Need to plug-in the id get from /create endpoint into /status endpoint
      parameters:
      - $ref: '#/components/parameters/requestIdStatus'
      responses:
        '201':
          description: '

            The Request has been created and the response has been created.

            '
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/completedResponse'
              examples:
                default200ResponseExample:
                  $ref: '#/components/examples/sampleCompletedResponse'
          headers:
            Location:
              description: Relative location to pick up results.
              schema:
                type: string
              example: get?id=2df43e85-ea0f-45c6-bf4a-2baf4d1eaa3c
        '202':
          description: 'The Request has not finished and the result has NOT been created.

            '
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/submittedResponse'
              examples:
                QueuedExample:
                  $ref: '#/components/examples/sampleFilesResponseQueued'
                ExecutingExample:
                  $ref: '#/components/examples/sampleFilesResponseExecuting'
                FailedExample:
                  $ref: '#/components/examples/sampleFilesResponseFailed'
                CancelledExample:
                  $ref: '#/components/examples/sampleFilesResponseCancelled'
          headers:
            Location:
              description: Relative location to poll for status.
              schema:
                type: string
        '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/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/401Example'
        '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/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/403Example'
        '404':
          description: id not found
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/404Example'
        '500':
          description: Internal Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/500Example'
  /level1/files/minute-bars/get:
    get:
      tags:
      - Level1
      summary: Factset Returns the Minute bars data in files requested in the /create endpoint
      operationId: getMinutebarsFiles
      description: Returns the files from tickhistory endpoint
      parameters:
      - $ref: '#/components/parameters/requestId'
      - $ref: '#/components/parameters/_paginationLimit'
      - $ref: '#/components/parameters/_paginationOffset'
      responses:
        '200':
          description: Success</p> **To download the output file copy the response url in a browser**
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Get-FilesMinuteResponse'
              examples:
                default200ResponseExample:
                  $ref: '#/components/examples/sampleMinGet-FilesResponse'
        '202':
          description: 'The Request has not finished and the result has NOT been created.

            '
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/submittedResponse'
              examples:
                QueuedExample:
                  $ref: '#/components/examples/sampleFilesResponseQueued'
                ExecutingExample:
                  $ref: '#/components/examples/sampleFilesResponseExecuting'
          headers:
            Location:
              description: Relative location to poll for status.
              schema:
                type: string
        '400':
          description: Bad request
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/400Example'
        '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/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/401Example'
        '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/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/403Example'
        '404':
          description: id not found
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/404Example'
        '500':
          description: Internal Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/500Example'
components:
  parameters:
    requestIdStatus:
      name: id
      in: query
      description: id returned by files create endpoint to poll and collect status of the query
      required: true
      schema:
        type: string
    tickerCoverage:
      name: tickers
      in: query
      description: "<P> The requested list of one or more tickers.</p>\n\n The `tickers` and `isins`  parameters provide two different ways to specify the identifiers for data retrieved. Please enter either the tickers or isins parameter.\n \n<P> Maximum 10 tickers per request</p>  \n \n"
      required: false
      explode: false
      schema:
        type: array
        items:
          type: string
          minItems: 1
          maxItems: 10
      examples:
        oneId:
          summary: One identifier
          value:
          - CBA
        multipleIds:
          summary: Multiple Identifiers
          value:
          - CBA
          - BHP
    _paginationLimit:
      name: _paginationLimit
      in: query
      description: Specifies the maximum number of results to return per response page
      required: false
      schema:
        type: integer
        default: 20
    _paginationOffset:
      name: _paginationOffset
      in: query
      description: Specifies the starting point for pagination. This parameter is used to identify the beginning of next set of results
      required: false
      schema:
        type: integer
        default: 0
    isoCodeCoverage:
      name: factsetExchangeCode
      in: query
      description: '<p>This parameter is used to filter the results based on the FactSet specific regional or composite exchange code.</p>

        **NOTE**:Does not support multiple factsetExchangeCodes'
      required: false
      example: AUS
      schema:
        type: string
        minItems: 1
        maxItems: 1
    isin:
      name: isins
      in: query
      description: "<P> Specifies the ISIN of the record. </p>\n\n  Please enter either the `tickers` or `isins` parameter. \n  \n<P> Maximum 10 ISINs per request.</p>   \n \n"
      required: false
      explode: false
      schema:
        type: array
        items:
          type: string
          minItems: 1
          maxItems: 10
      examples:
        noId:
          summary: ''
          value: []
        oneId:
          summary: One identifier
          value:
          - US3030751057
        multipleIds:
          summary: Multiple Identifiers
          value:
          - US3030751057
          - ARDEUT110202
    requestId:
      name: id
      in: query
      description: id returned by files create endpoint to poll and collect results of the query
      required: true
      schema:
        type: string
  schemas:
    factsetExchangeCode:
      title: factsetExchangeCode
      description: 'FactSet specific regional or composite exchange code and last exchange code.

        <p> NOTE:Does not support multiple factsetExchangeCodes</p>.

        '
      type: string
      minItems: 1
      maxItems: 1
      example: USA
    minutesbarRequestBody:
      title: Level1 Minute bars Request Body
      description: Level1 Minute bars request body elements
      type: object
      properties:
        tickers:
          $ref: '#/components/schemas/tickers'
        factsetExchangeCode:
          $ref: '#/components/schemas/factsetExchangeCode'
        dateTimeRange:
          $ref: '#/components/schemas/dateTimePeriodMin'
        granularity:
          $ref: '#/components/schemas/granularity'
        type:
          $ref: '#/components/schemas/type'
      required:
      - tickers
      - factsetExchangeCode
      - dateTimeRange
      - granularity
      - type
    coverageResponse:
      type: object
      description: Returns coverage for Level1 Data
      properties:
        data:
          description: Returns Coverage Response
          type: array
          items:
            $ref: '#/components/schemas/coverageTickHistory'
    leveloneRequest:
      title: Level1 Request Body
      description: Level1 request body elements
      type: object
      properties:
        data:
          $ref: '#/components/schemas/level1RequestBody'
      required:
      - data
    filesOne:
      title: Files
      description: Array of data objects
      type: object
      properties:
        fileName:
          description: Name of the file(s) generated for the query requested
          type: string
        url:
          description: "Download link for the TickHistory minute bars file with requested parameters. \n\n <p>The downloaded file contains isoCode, ticker, date, time, tradeOpen, tradeHigh, tradeLow, tradeClose, tradeVolume, tradeNumber, and tradeVWAP</P>\n \n <p>This download link will expire after 12 hours.</p>\n"
          type: string
    status:
      type: object
      description: specifies the error message fields in the response
      properties:
        errors:
          type: array
          description: An array containing errors
          items:
            $ref: '#/components/schemas/errorExample'
    completedResponse:
      type: object
      title: status
      description: Returns status.
      properties:
        data:
          $ref: '#/components/schemas/checkFiles'
    granularity:
      title: granularity
      description: 'This is the grantualrity in which minute bars data is shown. Possible values are 1 Minute (1m)

        '
      type: string
      enum:
      - 1m
    submittedResponse:
      type: object
      title: Status Response
      description: Returns Status of the id.
      properties:
        data:
          $ref: '#/components/schemas/StatusOne'
    checkFiles:
      type: object
      description: check-files
      properties:
        id:
          description: a unique identification for the query requested
          type: string
        status:
          description: The status of the query
          type: string
          enum:
          - queued
          - executing
          - created
          - failed
          - cancelled
        error:
          $ref: '#/components/schemas/ErrorObject'
    Get-FilesResponse:
      type: object
      description: Returns Tick History Files
      properties:
        data:
          $ref: '#/components/schemas/TickData'
        meta:
          $ref: '#/components/schemas/meta'
    level1RequestBody:
      title: Level1 Request Body
      description: Level1 request body elements
      type: object
      properties:
        tickers:
          $ref: '#/components/schemas/tickers'
        factsetExchangeCode:
          $ref: '#/components/schemas/factsetExchangeCode'
        dateTimeRange:
          $ref: '#/components/schemas/dateTimeRange'
        fields:
          $ref: '#/components/schemas/fields'
        single:
          $ref: '#/components/schemas/single'
      required:
      - tickers
      - factsetExchangeCode
      - dateTimeRange
    ErrorObject:
      type:
      - object
      - 'null'
      description: error
      properties:
        id:
          description: A UUID for this particular occurrence of the problem.
          type: string
          example: adb01824-252f-4420-b0c6-35a1e3507ef5
        code:
          description: status
          type: string
          example: GenericError
        title:
          description: The plain text error message
          type: string
          example: Validation Error
    errorExample:
      type: object
      description: Specifies the fields in the error message
      properties:
        code:
          description: It specifies the unique code
          type: string
        title:
          description: ' Speci

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