Factset Ranges API

openapi: 3.0.3
info:
  title: Factset Analytics Datastore About Ranges 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: Ranges
paths:
  /debtInstrument/notation/screener/valueRanges/get:
    post:
      tags:
      - Ranges
      operationId: post/debtInstrument/notation/screener/valueRanges/get
      x-supportsOffsetBasedPaging: false
      x-supportsOffsetBasedPagingWithoutTotal: false
      x-supportsCursorBasedPaging: false
      x-supportsCursorBasedPagingWithoutTotal: false
      x-supportsPush: false
      x-requiresUser: false
      x-requiresInternalClient: false
      x-disallowUser: false
      x-no-merge: false
      x-maxSortParameterCount: 10
      x-supportsPermissionDeniedResponse: false
      summary: Factset Possible Values and Value Ranges for the Parameters Used in the Endpoint `/debtinstrument/notation/screener/search.`
      description: The endpoint returns the possible values and value ranges for the parameters used in the endpoint `/debtInstrument/notation/screener/search`. It allows to request the values and value ranges only for a restricted set of notations that match predefined parameters. The functionality may be used to pre-fill the values and value ranges of the parameters of the `/debtInstrument/notation/screener/search` endpoint so that performing a search always leads to a non-empty set of notations. If more than one notation of an instrument matches the parameters, and no market priority has been specified, only the notation with the highest trading volume, averaged over one month, is considered.
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/PostDebtInstrumentNotationScreenerValueRangesGetRequest'
      responses:
        '200':
          $ref: '#/components/responses/PostDebtInstrumentNotationScreenerValueRangesGet200Response'
      parameters: []
      x-microcks-operation:
        delay: 0
        dispatcher: FALLBACK
  /securitizedDerivative/notation/screener/valueRanges/get:
    post:
      tags:
      - Ranges
      operationId: post/securitizedDerivative/notation/screener/valueRanges/get
      x-supportsOffsetBasedPaging: false
      x-supportsOffsetBasedPagingWithoutTotal: false
      x-supportsCursorBasedPaging: false
      x-supportsCursorBasedPagingWithoutTotal: false
      x-supportsPush: false
      x-requiresUser: false
      x-requiresInternalClient: false
      x-disallowUser: false
      x-no-merge: false
      x-maxSortParameterCount: 10
      x-supportsPermissionDeniedResponse: false
      summary: Factset Possible Values and Value Ranges for the Parameters Used in the Endpoint `/securitizedderivative/notation/screener/search`.
      description: "The endpoint returns the possible values and value ranges for the parameters used in the endpoint `/securitizedDerivatives/notation/screener/search`. It allows to request the values and value ranges only for a restricted set of notations that match predefined parameters. If more than one notation of an instrument matches the parameters, and no market priority has been specified, only the notation with the highest trading volume, averaged over one month, is considered. The functionality may be used to pre-fill the values and value ranges of the parameters of the `/securitizedDerivatives/notation/screener/search` endpoint so that performing a search always leads to a non-empty list of notations. Lists of distinct values, e.g. identifiers, are sorted descending by the number of notations for each value.\n\n Since some underlyings, e.g. an index or a performance difference of a stock and an index (alpha structure), do not represent a directly tradable asset, they do not have a price in the classical\nsense. Therefore, the term \"level\" is used instead of \"price\", e.g. underlying level instead of underlying price.\n\n The endpoint does not support possible values and value ranges for securitized derivatives with multiple underlyings, thus only securitized derivatives with a single underlying are considered.\n\n The possible values and value ranges can be restricted to a specific set of products by using customer-specific instrument or notation lists. Such restriction lists are set up by FactSet upon request."
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/PostSecuritizedDerivativeNotationScreenerValueRangesGetRequest'
      responses:
        '200':
          $ref: '#/components/responses/PostSecuritizedDerivativeNotationScreenerValueRangesGet200Response'
      parameters: []
      x-microcks-operation:
        delay: 0
        dispatcher: FALLBACK
  /stock/notation/screener/valueRanges/get:
    post:
      tags:
      - Ranges
      operationId: post/stock/notation/screener/valueRanges/get
      x-supportsOffsetBasedPaging: false
      x-supportsOffsetBasedPagingWithoutTotal: false
      x-supportsCursorBasedPaging: false
      x-supportsCursorBasedPagingWithoutTotal: false
      x-supportsPush: false
      x-requiresUser: false
      x-requiresInternalClient: false
      x-disallowUser: false
      x-no-merge: false
      x-maxSortParameterCount: 10
      x-supportsPermissionDeniedResponse: false
      summary: Possible values and value ranges for the parameters used in the endpoint `/stock/notation/screener/search`.
      description: The endpoint returns the possible values and value ranges for the parameters used in the endpoint `/stock/notation/screener/search`. It allows to request the values and value ranges only for a restricted set of notations that match predefined parameters. The functionality may be used to pre-fill the values and value ranges of the parameters of the `/stock/notation/screener/search` endpoint so that performing a search always leads to a non-empty set of notations. If more than one notation of an instrument matches the parameters, and no market priority has been specified, only the notation with the highest trading volume, averaged over one month, is considered. For more information regarding the performance and volatility parameters, see the information available in the group description of the `/notation/keyFigures/` endpoints.
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/PostStockNotationScreenerValueRangesGetRequest'
      responses:
        '200':
          $ref: '#/components/responses/PostStockNotationScreenerValueRangesGet200Response'
      parameters: []
components:
  schemas:
    PostDebtInstrumentNotationScreenerValueRangesGetRequest:
      type: object
      properties:
        data:
          type: object
          x-property-sort:
          - validation
          - lifeCycle
          - subordinated
          - rating
          - issuer
          - issue
          - tradingVolume
          - compliance
          - coupon
          - yield
          - macaulayDuration
          - sensitivities
          - tradedValue
          description: The data member contains the request's primary data.
          properties:
            validation:
              description: Validation parameters.
              type: object
              x-property-sort:
              - onlyActive
              - onlyNotSuspended
              - prices
              - valueUnit
              - market
              - instrumentSelectionList
              - notationSelectionList
              - categorization
              properties:
                onlyActive:
                  description: If `true`, only active notations will be returned. The term "active" reflects the fact that notations and related data is not being deleted immediately after becoming irrelevant (e.g. because the source does not provide a price anymore), but remains in general retrievable for up to 6 months.
                  type: boolean
                  default: true
                onlyNotSuspended:
                  description: If `true`, only notations not suspended from trading will be returned.
                  type: boolean
                  default: false
                prices:
                  description: Price-related parameters.
                  type: object
                  x-property-sort:
                  - quality
                  - latest
                  - previous
                  properties:
                    quality:
                      type: string
                      description: Quality of the price.
                      default: DLY
                      x-enum-description:
                      - 'Delayed: intraday prices with an exchange-imposed delay of usually 15 to 30 minutes.'
                      - 'End-of-day: prices updated once per day after the close of trading, possibly with an exchange-imposed delay of several hours or days.'
                      enum:
                      - DLY
                      - EOD
                    latest:
                      description: Parameters related to the presence and age of the most recent trade price.
                      type: object
                      x-property-sort:
                      - availableOnly
                      - minimumDate
                      properties:
                        availableOnly:
                          description: If `true`, only notations for which a trade price (even an outdated one) is available will be returned.
                          type: boolean
                        minimumDate:
                          description: Earliest admissible date of the most recent trade price.
                          type: string
                          format: date
                    previous:
                      description: Parameters related to the presence and age of a trade price from a preceding trading day.
                      type: object
                      x-property-sort:
                      - availableOnly
                      - minimumDate
                      properties:
                        availableOnly:
                          description: If `true`, only notations for which a trade price from a preceding trading day is available will be returned.
                          type: boolean
                        minimumDate:
                          description: Earliest admissible date of the trade price from a preceding trading day.
                          type: string
                          format: date
                valueUnit:
                  description: Value unit selection. See endpoint `/basic/valueUnit/list` for valid values.
                  type: object
                  x-property-sort:
                  - restrict
                  - exclude
                  x-atMostOne: true
                  properties:
                    restrict:
                      description: Specifies the value units a notation may have.
                      type: object
                      x-property-sort:
                      - ids
                      properties:
                        ids:
                          description: Set of value unit identifiers.
                          type: array
                          nullable: false
                          items:
                            type: number
                            format: id32
                            x-positive: true
                          uniqueItems: true
                          maxItems: 50
                    exclude:
                      description: Specifies the value units a notation may not have.
                      type: object
                      x-property-sort:
                      - ids
                      properties:
                        ids:
                          description: Set of value unit identifiers.
                          type: array
                          nullable: false
                          items:
                            type: number
                            format: id32
                            x-positive: true
                          uniqueItems: true
                          maxItems: 50
                market:
                  description: Market-related notation selection. See endpoint `/basic/market/list` for valid values.
                  type: object
                  x-property-sort:
                  - selection
                  - priority
                  properties:
                    selection:
                      description: Market selection.
                      type: object
                      x-property-sort:
                      - restrict
                      - exclude
                      x-atMostOne: true
                      properties:
                        restrict:
                          description: Specifies the markets from which a notation may originate.
                          type: object
                          x-property-sort:
                          - ids
                          properties:
                            ids:
                              description: Set of market identifiers.
                              type: array
                              nullable: false
                              items:
                                type: number
                                format: id32
                                x-positive: true
                              uniqueItems: true
                              maxItems: 100
                        exclude:
                          description: Specifies the markets from which a notation may not originate.
                          type: object
                          x-property-sort:
                          - ids
                          properties:
                            ids:
                              description: Set of market identifiers.
                              type: array
                              nullable: false
                              items:
                                type: number
                                format: id32
                                x-positive: true
                              uniqueItems: true
                              maxItems: 100
                    priority:
                      description: "Sequence of markets specifying the priority order of the markets for the selection of one notation per instrument. If for a given instrument with two matching notations, A and B, the market of notation A precedes the market of notation B in this list or if the market of notation B is not in this list, A is selected. If neither of the markets is in this list, the notation with the highest trading volume, averaged over one month, is selected.        \n The list does not restrict the request to only those markets (use the parameter `market.selection` for that purpose)."
                      type: object
                      x-property-sort:
                      - ids
                      properties:
                        ids:
                          description: List of market identifiers.
                          type: array
                          nullable: false
                          items:
                            type: number
                            format: id32
                            x-positive: true
                          uniqueItems: true
                          maxItems: 100
                instrumentSelectionList:
                  description: Instrument-level restriction or exclusion.
                  type: object
                  x-property-sort:
                  - restrict
                  - exclude
                  x-atMostOne: true
                  properties:
                    restrict:
                      description: Restriction lists. If present, the result contains only notations belonging to debt instruments that are a member of any of the provided lists.
                      type: object
                      x-property-sort:
                      - ids
                      properties:
                        ids:
                          description: Set of identifiers of restriction lists.
                          type: array
                          nullable: false
                          items:
                            type: number
                            format: id32
                            x-positive: true
                          uniqueItems: true
                          maxItems: 3
                    exclude:
                      description: Exclusion lists. If present, the result does not contain notations belonging to debt instruments that are a member of any of the provided lists.
                      type: object
                      x-property-sort:
                      - ids
                      properties:
                        ids:
                          description: Set of identifiers of exclusion lists.
                          type: array
                          nullable: false
                          items:
                            type: number
                            format: id32
                            x-positive: true
                          uniqueItems: true
                          maxItems: 3
                notationSelectionList:
                  description: Notation-level restriction or exclusion.
                  type: object
                  x-property-sort:
                  - restrict
                  - exclude
                  x-atMostOne: true
                  properties:
                    restrict:
                      description: Restriction lists. If present, the result contains only debt instrument notations that are a member of any of the provided lists.
                      type: object
                      x-property-sort:
                      - ids
                      properties:
                        ids:
                          description: Set of identifiers of restriction lists.
                          type: array
                          nullable: false
                          items:
                            type: number
                            format: id32
                            x-positive: true
                          uniqueItems: true
                          maxItems: 3
                    exclude:
                      description: Exclusion lists. If present, the result does not contain debt instrument notations that are a member of any of the provided lists.
                      type: object
                      x-property-sort:
                      - ids
                      properties:
                        ids:
                          description: Set of identifiers of exclusion lists.
                          type: array
                          nullable: false
                          items:
                            type: number
                            format: id32
                            x-positive: true
                          uniqueItems: true
                          maxItems: 3
                categorization:
                  description: Debt instrument categorization. See endpoint `/category/listBySystem` with `id=18` for valid values.
                  type: object
                  x-property-sort:
                  - restrict
                  - exclude
                  x-atMostOne: true
                  properties:
                    restrict:
                      description: Restriction list. Only debt instruments that belong to a category in the provided list are returned.
                      type: object
                      x-property-sort:
                      - ids
                      properties:
                        ids:
                          description: Set of category identifiers.
                          type: array
                          nullable: false
                          items:
                            type: number
                            format: id32
                            x-positive: true
                          uniqueItems: true
                          maxItems: 20
                    exclude:
                      description: Exclusion lists. Debt instruments that belong to a category in the provided list are not returned.
                      type: object
                      x-property-sort:
                      - ids
                      properties:
                        ids:
                          description: Set of category identifiers.
                          type: array
                          nullable: false
                          items:
                            type: number
                            format: id32
                            x-positive: true
                          uniqueItems: true
                          maxItems: 20
            lifeCycle:
              description: Parameters related to important dates.
              type: object
              x-property-sort:
              - issue
              - maturity
              - callable
              properties:
                issue:
                  type: object
                  format: dateRange
                  x-isClosedInterval: true
                  properties:
                    start:
                      type: string
                      format: date
                      description: The starting point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the past.
                      x-allowNullValue: true
                    end:
                      type: string
                      format: date
                      description: The ending point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the future.
                      x-allowNullValue: true
                  x-property-sort:
                  - start
                  - end
                  required:
                  - start
                  - end
                  description: Date range of the issue date.
                maturity:
                  description: Parameters related to the maturity.
                  type: object
                  x-property-sort:
                  - restriction
                  - perpetual
                  properties:
                    restriction:
                      description: The maturity can be restricted by using one of the parameters `date` or `remainingTermYears` but not both at the same time. If a maturity restriction is set, perpetual instruments, i.e. such that do not mature, are not included in the result unless the parameter `perpetual` is set to "include".
                      type: object
                      x-property-sort:
                      - date
                      - remainingTermYears
                      x-atMostOne: true
                      properties:
                        date:
                          type: object
                          format: dateRange
                          x-isClosedInterval: true
                          properties:
                            start:
                              type: string
                              format: date
                              description: The starting point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the past.
                              x-allowNullValue: true
                            end:
                              type: string
                              format: date
                              description: The ending point of the date range (inclusive), or `null` to indicate that the date range extends indefinitely into the future.
                              x-allowNullValue: true
                          x-property-sort:
                          - start
                          - end
                          required:
                          - start
                          - end
                          description: Date range of the maturity date.
                        remainingTermYears:
                          description: Value range for the remaining term to maturity expressed in years.
                          type: object
                          format: realRange
                          properties:
                            minimum:
                              type: object
                              x-property-sort:
                              - value
                              - inclusive
                              description: The minimum of the range, or `null` to indicate that there is no minimum.
                              properties:
                                value:
                                  type: number
                                  format: real
                                  description: The minimum value.
                                inclusive:
                                  type: boolean
                                  description: Indicates whether the minimum value is included in the range or not.
                                  default: true
                              x-allowNullValue: true
                            maximum:
                              type: object
                              x-property-sort:
                              - value
                              - inclusive
                              description: The maximum of the range, or `null` to indicate that there is no maximum.
                              properties:
                                value:
                                  type: number
                                  format: real
                                  description: The maximum value.
                                inclusive:
                                  type: boolean
                                  description: Indicates whether the maximum value is included in the range or not.
                                  default: true
                              x-allowNullValue: true
                          x-property-sort:
                          - minimum
                          - maximum
                    perpetual:
                      type: string
                      description: Defines whether or not perpetual debt instruments, i.e. such that do not mature, are included in the result. The value "only" can be used if both parameters `maturity.restriction.date` and `maturity.restriction.remainingTermYears` are not set.
                      x-enum-description:
                      - Only perpetual debt instruments are included in the result.
                      - Perpetual debt instruments are included in the result even if one of the parameters `maturity.restriction.date` or `maturity.restriction.remainingTermYears` is set.
                      - Perpetual debt instruments are excluded from the result.
                      enum:
                      - only
                      - include
                      - exclude
                callable:
                  type: boolean
                  description: Restricts the result to debt instruments that are callable (`true`) or are not callable (`false`). A callable instrument is one that may be redeemed by the issuer prior to maturity.
            subordinated:
              description: Restricts the result to debt instruments that are subordinated (`true`) or are not subordinated (`false`). In case of default, subordinated debt instruments are redeemed with a lower priority than non-subordinated.
              type: boolean
            rating:
              description: Parameters related to a rating of a debt instrument. If a rating system is not selected by either specifying it directly (see parameter `rating.system.ids`) or by implying it via the minimum rating grade (see parameter `rating.grade.minimum.ids`) the result contains no data on ratings.
              type: object
              x-property-sort:
              - system
              - grade
              x-atMostOne: true
              properties:
                system:
                  description: Rating system. The parameter allows to specify the rating system (up to two) from which the available ratings of the restricted set of debt instruments are retrieved without limiting the debt instrument selection to only debt instruments with a rating in that rating system.
                  type: object
                  x-property-sort:
                  - ids
                  properties:
                    ids:
                      description: List of identifiers of rating systems. The sequence of the provided identifiers corresponds to the response attributes `ratingSystem1` and `ratingSystem2` respectively, i.e. the rating grades of the selected debt instruments in the rating system of which the first identifier in the provided list is a member, is represented by the attribute `ratingSystem1.rating.grade` (and `ratingSystem1.rating.id` for the identifier of the rating grade).
                      type: array
                      nullable: false
                      items:
                        type: number
                        format: id32
                        x-positive: true
                      uniqueItems: true
                      maxItems: 2
                grade:
                  description: Rating grade.
                  type: object
                  x-property-sort:
                  - minimum
                  properties:
                    minimum:
                      description: Minimum rating grade.
                      type: object
                      x-property-sort:
                      - ids
                      properties:
                        ids:
                          description: List of rating grade identifiers. Allowed are at most two identifiers which must refer to rating grades originating from different rating systems. Only debt instruments that satisfy all conditions, i.e. are rated higher than or equal to all provided rating grades, are returned. The sequence of the provided identifiers corresponds to the response attributes `ratingSystem1` and `ratingSystem2` respectively, i.e. the rating grade of a debt instrument in the rating system of which the first identifier in the provided list is a member, is represented by the attribute `ratingSystem1.rating.grade` (and `ratingSystem1.rating.id` for the identifier of the rating grade).
                          type: array
                          nullable: false
                          items:
                            type: number
                            format: id32
                            x-positive: true
                          uniqueItems: true
                          maxItems: 2
            issuer:
              description: Parameters related to the issuer.
              type: object
              x-property-sort:
              - selection
              - country
              properties:
                selection:
                  description: Issuer selection. See endpoint `/debtInstrument/issuer/search` for valid values.
                  type: object
                  x-property-sort:
                  - restrict
                  - exclude
                  x-atMostOne: true
                  properties:
                    restrict:
                      description: Restriction list. Only debt instruments issued by an issuer in the provided list are returned.
                      type: object
                      x-property-sort:
                      - ids
                      properties:
                        ids:
                          description: Set of identifiers of legal entities in the role of an issuer.
                          type: array
                          nullable: false
                          items:
                            type: number
                            format: id32
                            x-positive: true
                          uniqueItems: true
                          maxItems: 100
                    exclude:
                      description: Exclusion list. Debt

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# Full source: https://raw.githubusercontent.com/api-evangelist/factset/refs/heads/main/openapi/factset-ranges-api-openapi.yml