Factset Screener API

openapi: 3.0.3
info:
  title: Factset Analytics Datastore About Screener 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: Screener
paths:
  /debtInstrument/notation/screener/search:
    post:
      tags:
      - Screener
      operationId: post/debtInstrument/notation/screener/search
      x-supportsOffsetBasedPaging: true
      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 Screener for Debt Instruments' Notations Based on Debt Instrument-specific Parameters.
      description: Screener for debt instruments' notations based on debt instrument-specific parameters. The result is limited to the notations that satisfy all the selected filters. 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/PostDebtInstrumentNotationScreenerSearchRequest'
      responses:
        '200':
          $ref: '#/components/responses/PostDebtInstrumentNotationScreenerSearch200Response'
      parameters: []
      x-microcks-operation:
        delay: 0
        dispatcher: FALLBACK
  /debtInstrument/notation/screener/valueRanges/get:
    post:
      tags:
      - Screener
      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:
      - Screener
      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
  /securitizedDerivative/notation/screener/search:
    post:
      tags:
      - Screener
      operationId: post/securitizedDerivative/notation/screener/search
      x-supportsOffsetBasedPaging: true
      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 Screener for Securitized Derivatives's Notations Based on Securitized Derivatives-specific Parameters.
      description: "Screener for securitized derivatives's notations based on securitized derivatives-specific parameters. The result is limited to the notations that satisfy all the selected filters. 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. All identifiers used as parameters must be valid and entitled.\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 the search for securitized derivatives with multiple underlyings, thus only securitized derivatives with a single underlying are returned in the result.\n\n The search 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/PostSecuritizedDerivativeNotationScreenerSearchRequest'
      responses:
        '200':
          $ref: '#/components/responses/PostSecuritizedDerivativeNotationScreenerSearch200Response'
      parameters: []
      x-microcks-operation:
        delay: 0
        dispatcher: FALLBACK
  /stock/notation/screener/search:
    post:
      tags:
      - Screener
      operationId: post/stock/notation/screener/search
      x-supportsOffsetBasedPaging: true
      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: Screener for stocks' notations based on stock-specific parameters.
      description: 'Screener for stocks'' notations based on stock-specific parameters. The result is limited to the notations that satisfy all the selected filters. 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.


        Currency dependent current figures on company level (see attribute `currentKeyFigures.company.currencyDependent`) or on share instrument level (see attribute `currentKeyFigures.shareInstrument.currencyDependent`) are only returned if the currency (see parameter `currentKeyFigures.company.currencyDependent.currency.isoCode` or parameter `currentKeyFigures.shareInstrument.currencyDependent.currency.isoCode` respectively) are set.


        Parameters for up to three fiscal years might be used in one request, see attribute `reportedKeyFigures`; data is available for the ten most recent completed fiscal years. Estimates are available for the current and two consecutive fiscal years; parameters for all three might be used in one request, see attribute `estimates`. The estimated values are calculated as the average of the most recent estimates provided by all analysts in a fixed time frame of 100 days. Screening and sorting by a currency-dependent attribute is not possible if the currency (see parameter `reportedKeyFigures.currencyDependentKeyFigures.currency.isoCode` and parameter `estimates.currencyDependentEstimates.currency.isoCode` respectively) is not set. If a fiscal year for the data as of the end of a fiscal year (see parameter `reportedKeyFigures.fiscalYear`) or for the estimates (see parameter `estimates.fiscalYear`) has been selected but no currency has been set, the respective data will be returned in the currency in which it was originally reported.


        A specific set of stocks can be restricted to or excluded by using customer-specific instrument or notation selection lists. Such selection lists are set up by FactSet upon request. All identifiers used as parameters must be valid and entitled.'
      requestBody:
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/PostStockNotationScreenerSearchRequest'
      responses:
        '200':
          $ref: '#/components/responses/PostStockNotationScreenerSearch200Response'
      parameters: []
  /stock/notation/screener/valueRanges/get:
    post:
      tags:
      - Screener
      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:
    PartialOutputObject:
      type: object
      properties:
        isPartial:
          type: boolean
          description: Flag indicating that the response is a possibly incomplete array or an object containing a possibly incomplete array, due to hitting a processing time limit. If `true`, some matching results might be missing from the array, or elements for matching results might be incorrectly included (for example, when priority sorting would have removed the element). Depending on the use case, such a response may be unsuitable.
          example: true
      description: Object denoting that the endpoint response is possibly incomplete.
      required:
      - isPartial
      x-property-sort:
      - isPartial
    OffsetBasedPaginationOutputObject_2:
      type: object
      description: Pagination attributes for the offset-based pagination strategy.
      properties:
        total:
          type: number
          format: int32
          description: Total number of entries in the result set.
        isEstimatedTotal:
          type: boolean
          description: Flag indicating that the value of "total" is estimated.
      required:
      - total
      - isEstimatedTotal
      x-property-sort:
      - total
      - isEstimatedTotal
    LanguageMember:
      type: string
      format: isoLanguage
      description: ISO 639-1 code of the language.
      maxLength: 2
      minLength: 2
      exclusiveMinimum: false
      exclusiveMaximum: false
    PostSecuritizedDerivativeNotationScreenerSearchRequest:
      type: object
      properties:
        data:
          type: object
          x-property-sort:
          - validation
          - category
          - registrationCountry
          - lifeCycle
          - issuer
          - exercise
          - settlement
          - collateralized
          - quanto
          - capitalProtection
          - underlying
          - cashFlowCurrency
          - singleBarriers
          - rangeBarriers
          - factorCertificates
          - nominalCurrency
          - currentInterestRate
          - keyFigures
          - performance
          - volatility
          description: The data member contains the request's primary data.
          properties:
            validation:
              description: Validation parameters.
              type: object
              x-property-sort:
              - onlyActive
              - prices
              - valueUnit
              - market
              - instrumentRestrictionList
              - notationRestrictionList
              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
                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-related parameters. See endpoint `/basic/valueUnit/list` for valid values.
                  type: object
                  x-property-sort:
                  - selection
                  properties:
                    selection:
                      description: Value unit selection.
                      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: 100
                        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: 100
                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
                instrumentRestrictionList:
                  description: Instrument-level restriction. If present, the result contains only securitized derivatives that are a member of at least one of the provided lists.
                  type: object
                  x-property-sort:
                  - ids
                  properties:
                    ids:
                      type: array
                      nullable: false
                      items:
                        type: number
                        format: id32
                        x-positive: true
                        description: List of identifieres of restriction lists.
                      uniqueItems: true
                      maxItems: 3
                notationRestrictionList:
                  description: Notation-level restriction. If present, the result contains only securitized derivatives that are a member of at least one of the provided lists.
                  type: object
                  x-property-sort:
                  - ids
                  properties:
                    ids:
                      type: array
                      nullable: false
                      items:
                        type: number
                        format: id32
                        x-positive: true
                        description: List of identifieres of restriction lists.
                      uniqueItems: true
                      maxItems: 3
            category:
              description: Only securitized derivatives that belong to at least one category in the provided list will  be returned.
              type: object
              x-property-sort:
              - ids
              properties:
                ids:
                  description: List of category identifiers. See endpoint `/category/listBySystem` for category systems 18 and 23 for valid values.
                  type: array
                  nullable: false
                  items:
                    type: number
                    format: id32
                    x-positive: true
                  uniqueItems: true
                  maxItems: 20
            registrationCountry:
              description: Only securitized derivatives registered for trading in a country in the provided list are returned.
              type: object
              x-property-sort:
              - ids
              properties:
                ids:
                  description: List of country identifiers. See endpoint `/basic/region/country/list` for valid values.
                  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
              - valuation
              - repayment
              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 `remainingTermDays` 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
                      - remainingTermDays
                      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.
                        remainingTermDays:
                          description: Value range for the remaining term to maturity expressed in days.
                          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:
               

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