Factset Level2 API

openapi: 3.2.0
info:
  title: Factset Tick History Level2 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: Level2
paths:
  /level2/files/create:
    post:
      tags:
      - Level2
      summary: Factset Returns the ID for the requested data.
      operationId: requestTickHistoryLeve2Files
      description: Data available from past 6 years to previous day.
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/levelTwoRequest'
            examples:
              Single ticker for the given period:
                $ref: '#/components/examples/postBodyOfSingleTickerLevel2'
              Multiple tickers for the given period:
                $ref: '#/components/examples/postBodyMultipleTickerLevel2'
      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'
  /level2/files/status:
    get:
      tags:
      - Level2
      summary: Factset Returns the status of the ID
      operationId: getLevel2FileStatus
      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'
  /level2/files/get:
    get:
      tags:
      - Level2
      summary: Factset Returns the tick history files requested in the /create endpoint
      operationId: getTickHistoryLevel2Files
      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/leveltwoGet-FilesResponse'
              examples:
                default200ResponseExample:
                  $ref: '#/components/examples/sampleGet-FilesResponseLevel2'
        '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
    _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
    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:
    leveltwoGet-FilesResponse:
      type: object
      description: Returns Tick History Files
      properties:
        data:
          $ref: '#/components/schemas/TickDataLevel2'
        meta:
          $ref: '#/components/schemas/meta'
    TickDataLevel2:
      type: object
      description: Returns Tick History Files
      properties:
        status:
          description: The status of the request
          type: string
        requestTimestamp:
          description: Timestamp of when request was made
          type: string
          format: date-time
        updateTimestamp:
          description: :"Timestamp when the file was last updated"
          type: string
          format: date-time
        listOfFiles:
          type: array
          description: Data Object
          items:
            $ref: '#/components/schemas/files'
    dateRangeOne:
      type: object
      description: Date Range
      properties:
        start:
          description: 'The date for (or from which) the data is required. Supports in YYYY-MM-DD format.

            '
          type: string
          format: date
          example: '2012-01-01'
        end:
          type: string
          format: date
          description: 'The date to which data is required. Supports in YYYY-MM-DD format.

            '
          example: '2012-01-30'
    mic:
      description: 'A four-character code used to identify exchanges in which securities are traded. <p>**NOTE**:Does not support multiple mic codes</p>

        '
      type: string
      minItems: 1
      maxItems: 1
      example: XNYS
    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'
    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'
    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: ' Specifies the error message'
          type: string
        id:
          description: Specifies the id
          type: string
    pagination:
      title: Pagination
      description: List of pagination objects
      type: object
      properties:
        total:
          description: Total number of files the API returns for a particular query
          type: integer
        isEstimatedTotal:
          description: Boolean value that represents whether the total count of files returned is exact or an estimate. This is defaulted to False as the API should always return the exact count
          type: boolean
    tickers:
      type: array
      items:
        type: string
        minItems: 1
        maxItems: 500
      description: "The requested list of one or more tickers. <p> NOTE: Maximum 500 tickers per request.</p>.\n \n"
      example:
      - FDS
    StatusOne:
      type: object
      description: request-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'
    levelTwoRequest:
      title: Level2 Request Body
      description: Level2 request body elements
      type: object
      properties:
        data:
          $ref: '#/components/schemas/level2RequestBody'
      required:
      - data
    files:
      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 file with requested parameters

            <p>This download link will expire after 24 hours</p>

            '
          type: string
    dateRange:
      $ref: '#/components/schemas/dateRangeOne'
    level2RequestBody:
      title: Level2 Request Body
      description: Level2 request body elements
      type: object
      properties:
        tickers:
          $ref: '#/components/schemas/tickers'
        mic:
          $ref: '#/components/schemas/mic'
        dateRange:
          $ref: '#/components/schemas/dateRange'
        responseFileType:
          $ref: '#/components/schemas/responseFileType'
      required:
      - tickers
      - mic
      - dateRange
    meta:
      title: Meta
      description: Array of metadata objects
      type: object
      properties:
        pagination:
          $ref: '#/components/schemas/pagination'
    responseFileType:
      type: string
      description: Specifies the fileType
      enum:
      - csv
      - parquet
      default: parquet
  examples:
    400Example:
      summary: Sample error Response
      value:
        errors:
        - code: Bad Request
          title: parameterError:['_id'] is not a valid parameter(s)
          id: 7af3d86ca5954503b9244f2620fcf5eb
    sampleFilesResponse:
      summary: Status Accepted
      value:
        data:
          id: 27b4923f-86dd-4b8b-89ac-dfc3a26fa786
          status: queued
          error: null
    500Example:
      summary: sample error response
      value:
        errors:
        - code: Internal server error
          title: An unexpected error happened
          id: 7af3d86ca5954503b9244f2620fcf5eb
    sampleFilesResponseExecuting:
      summary: Status Executing
      value:
        data:
          id: 27b4923f-86dd-4b8b-89ac-dfc3a26fa786
          status: executing
          error: null
    401Example:
      summary: sample error response
      value:
        errors:
        - code: Not Authenticated
          title: USERNAME-SERIAL does not have permission
          id: 7af3d86ca5954503b9244f2620fcf5eb
    403Example:
      summary: sample error response
      value:
        errors:
        - code: Forbidden
          title: USERNAME-SERIAL does not have permission
          id: 7af3d86ca5954503b9244f2620fcf5eb
    sampleFilesResponseFailed:
      summary: Status Failed
      value:
        data:
          id: 27b4923f-86dd-4b8b-89ac-dfc3a26fa786
          status: failed
          error:
            id: 2df43e85-ea0f-45c6-bf4a-2baf4d1eaa3c
            code: Geeneric Error
            title: 'Not a valid request '
    postBodyOfSingleTickerLevel2:
      summary: Single ticker for the given period
      description: Post body request example to fetch details of the IBM tick data for the period 2020-01-01 to 2020-01-05.
      value:
        data:
          tickers:
          - IBM
          mic: XNYS
          dateRange:
            start: '2020-01-01'
            end: '2020-01-05'
          responseFileType: csv
    sampleCompletedResponse:
      summary: Status Done
      value:
        data:
          id: 27b4923f-86dd-4b8b-89ac-dfc3a26fa786
          status: created
          error: null
    404Example:
      summary: sample error response
      value:
        errors:
        - code: Not Found
          title: id not found
          id: 7af3d86ca5954503b9244f2620fcf5eb
    sampleFilesResponseQueued:
      summary: Status Queued
      value:
        data:
          id: 27b4923f-86dd-4b8b-89ac-dfc3a26fa786
          status: queued
          error: null
    postBodyMultipleTickerLevel2:
      summary: Multiple tickers for the given period
      description: Post body request example to fetch details of the IBM and GOOGL tick data for the period 2020-01-01 to 2020-01-05.
      value:
        data:
          tickers:
          - IBM
          - GOOGL
          mic: XNYS
          dateRange:
            start: '2020-01-01'
            end: '2020-01-05'
          responseFileType: csv
    429Example:
      summary: sample error response
      value:
        errors:
        - code: Too Many Requests
          title: quantityLimitsExceeded
          id: 7af3d86ca5954503b9244f2620fcf5eb
    sampleFilesResponseCancelled:
      summary: Status Cancelled
      value:
        data:
          id: 27b4923f-86dd-4b8b-89ac-dfc3a26fa786
          status: cancelled
          error:
            id: 2df43e85-ea0f-45c6-bf4a-2baf4d1eaa3c
            code: Error
            title: Request taking long time
    sampleGet-FilesResponseLevel2:
      summary: sample Response data for Level2
      value:
        data:
          requestTimestamp: '2023-05-16T14:11:06Z'
          updateTimestamp: '2023-05-16T14:15:18Z'
          listOfFiles:
          - fileName: part-00000-e4b0e511-9da2-48e5-9170-65231cd1cda1-c000.csv.gz
            url: https://fdss3-cts-th-l2-results-prod.s3.amazonaws.com/results/SKAKKIRENI-fds/d6bdf9cc-e566-4fb1-939d-f4036c4d71a2/part-00000-e4b0e511-9da2-48e5-9170-65231cd1cda1-c000.csv.gz?X-Amz-Algorithm=AWS4-HMAC-SHA256&X-Amz-Credential=ASIA4NAFRGHDF2A35WEG%2F20230609%2Fus-east-1%2Fs3%2Faws4_request&X-Amz-Date=20230609T150543Z&X-Amz-Expires=86400&X-Amz-SignedHeaders=host&X-Amz-Security-Token=IQoJb3JpZ2luX2VjEEcaCXVzLWVhc3QtMSJIMEYCIQDXmsqCGk3%2FaKcpaxhhZxoCu%2B9%2Bcu5nOVCZhMVFLL41swIhAM6CJL1vTvEyrALobdYbOEE0wEP2fhUPpfN7KsLgcKMCKpYDCJD%2F%2F%2F%2F%2F%2F%2F%2F%2F%2FwEQAhoMODUyNTYyNjIwODcwIgxIMndyFOnQJQAfgP8q6gKepbh5fCacy9%2BIEQskkC7ZBRD%2BLhJxw366ui4HZHUdL6KzS8NqTWgTuExP3NPpbijN3zShV3JZ7wK5VIAZ4P2082Q5Ntb4SkCPW%2FfHm9z4PEhgh5rloCq42lu4W%2FTbjYY9DKVAGH1CuNatOiFOxF387dyotXUsWRVeQM6X2s2Mj4BEQ51z3qOWpaxQhL1iPXwk2rXQwlUPrICMU3%2FiAlsCOkp55ZKRS0Q42GXMxGjmcswsu%2BM%2BzZsJwmgl%2F8zbpJozLzZcpImkOiNWanpQkmWjVuXmcR52q2bZ4tvx0mtZNCDxOq%2FKySBRMDEJiFhXFxSkoDIxN19xpmJa2Z9vzCmHpA%2FAwuLdKQ9CapBvygkYO3ojf%2Fs0whIR6LWhFMW%2FvW%2FWrFyqfF9XOLtVele1YvFlxKQpCbwT%2FNJWjW9paji%2FbekNEHpNXq1xv%2BwvcbifD7M59NjGbidHeT3jAgdoT8ie%2FfF3BaO1J1sGIDD%2B%2FYykBjqcAeESPCIDl%2FAg2PrcBioBSay%2Fp8DtvCztpb9K2YR6tXoBkiYmy35TbaxUAkopRsyIZRnySyJoemYtRlez5nt9IZk8z2KJI6bTrIY2g7oxeuz5Y0ujsblB2UAYwe%2BuemhV5wLj3QxIDloEe%2B2LYgQq8FtmbBDuyk82B068g2yD%2B7GG%2BIMFjpyDk2f9FM0zAoSdv103xmgXg1sh91oZFA%3D%3D&X-Amz-Signature=235951702d599df97160a2849b31e290461597d11c1f8f54f9f2dec7f03bb331
        meta:
          pagination:
            total: 256
            isEstimatedTotal: false
  securitySchemes:
    FactSetOAuth2:
      type: oauth2
      flows:
        clientCredentials:
          tokenUrl: https://auth.factset.com/as/token.oauth2
          scopes: {}
    FactSetApiKey:
      type: http
      scheme: basic
externalDocs:
  description: API Documentation
  url: https://developer.factset.com/api-catalog/factset-tick-history-api