Factset Vendor API

openapi: 3.2.0
info:
  version: 3.0.0
  title: Factset Time Series API For Digital Portals Vendor API
  description: 'Time series data, end-of-day or intraday, tick-by-tick or subsampled. Additional vendor-specific endpoints provide a modified interface

    for seamless integration with the ChartIQ chart library.


    This API is focused on high-performance applications that are


    * serving millions of end-users,

    * accessible by client browsers via the internet,

    * integrated into complex infrastructures such as existing frontend frameworks or authentication services.


    This API has been designed for direct use by client web applications and feature extreme low latency:

    The average response time across all endpoints is 30 ms whereas 99% of all requests are answered in close to under 300ms.


    See the [Real-Time Quotes API for Digital Portals](https://developer.factset.com/api-catalog/real-time-quotes-api) for access to detailed

    price information.

    '
  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
servers:
- url: https://api.factset.com/wealth/v3
security:
- FactSetApiKey: []
- FactSetOAuth2: []
tags:
- name: Vendor
paths:
  /vendor/chartIQ/timeSeries/eod/list:
    post:
      tags:
      - Vendor
      operationId: post/vendor/chartIQ/timeSeries/eod/list
      x-supportsOffsetBasedPaging: false
      x-supportsOffsetBasedPagingWithoutTotal: false
      x-supportsCursorBasedPaging: false
      x-supportsCursorBasedPagingWithoutTotal: true
      x-supportsPush: false
      x-requiresUser: false
      x-requiresInternalClient: false
      x-disallowUser: false
      x-no-merge: false
      x-maxSortParameterCount: 10
      x-supportsPermissionDeniedResponse: false
      summary: Factset End-of-day time series data for a notation.
      description: End-of-day time series data for a notation. The resulting time series is always adjusted for currency changes.<br><br>Pagination to a previous page is not supported and `pagination.previous` is always `null`.
      requestBody:
        description: Request Body
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/PostVendorChartIQTimeSeriesEodListRequest'
        required: true
      responses:
        '200':
          $ref: '#/components/responses/PostVendorChartIQTimeSeriesEodList200Response'
      parameters: []
  /vendor/chartIQ/timeSeries/eod/subsample/get:
    post:
      tags:
      - Vendor
      operationId: post/vendor/chartIQ/timeSeries/eod/subsample/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 Single subsample end-of-day data for a notation.
      description: Single subsample end-of-day data for a notation. The sample is always adjusted for currency changes. The subsample may exceed the entitled date range, but will be based only on days that are in the entitled range.
      requestBody:
        description: Request Body
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/PostVendorChartIQTimeSeriesEodSubsampleGetRequest'
        required: true
      responses:
        '200':
          $ref: '#/components/responses/PostVendorChartIQTimeSeriesEodSubsampleGet200Response'
      parameters: []
  /vendor/chartIQ/timeSeries/eod/subsample/list:
    post:
      tags:
      - Vendor
      operationId: post/vendor/chartIQ/timeSeries/eod/subsample/list
      x-supportsOffsetBasedPaging: false
      x-supportsOffsetBasedPagingWithoutTotal: false
      x-supportsCursorBasedPaging: false
      x-supportsCursorBasedPagingWithoutTotal: true
      x-supportsPush: false
      x-requiresUser: false
      x-requiresInternalClient: false
      x-disallowUser: false
      x-no-merge: false
      x-maxSortParameterCount: 10
      x-supportsPermissionDeniedResponse: false
      summary: Factset Subsampled end-of-day time series data for a notation.
      description: Subsampled end-of-day time series data for a notation. The resulting time series is always adjusted for currency changes. If a subsample's date range is not entirely within the maximally entitled date range, the subsample is excluded from the response.<br><br>Pagination to a previous page is not supported and `pagination.previous` is always `null`.
      requestBody:
        description: Request Body
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/PostVendorChartIQTimeSeriesEodSubsampleListRequest'
        required: true
      responses:
        '200':
          $ref: '#/components/responses/PostVendorChartIQTimeSeriesEodSubsampleList200Response'
      parameters: []
  /vendor/chartIQ/timeSeries/intraday/subsample/get:
    post:
      tags:
      - Vendor
      operationId: post/vendor/chartIQ/timeSeries/intraday/subsample/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 Single subsample intraday data for a notation.
      description: Single subsample intraday data for a notation. The subsample may exceed the entitled time range, but will be based only on ticks that are in the entitled range.
      requestBody:
        description: Request Body
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/PostVendorChartIQTimeSeriesIntradaySubsampleGetRequest'
        required: true
      responses:
        '200':
          $ref: '#/components/responses/PostVendorChartIQTimeSeriesIntradaySubsampleGet200Response'
      parameters: []
  /vendor/chartIQ/timeSeries/intraday/subsample/list:
    post:
      tags:
      - Vendor
      operationId: post/vendor/chartIQ/timeSeries/intraday/subsample/list
      x-supportsOffsetBasedPaging: false
      x-supportsOffsetBasedPagingWithoutTotal: false
      x-supportsCursorBasedPaging: false
      x-supportsCursorBasedPagingWithoutTotal: true
      x-supportsPush: false
      x-requiresUser: false
      x-requiresInternalClient: false
      x-disallowUser: false
      x-no-merge: false
      x-maxSortParameterCount: 10
      x-supportsPermissionDeniedResponse: false
      summary: Factset Subsampled intraday time series data for a notation.
      description: Subsampled intraday time series data for a notation. If a subsample's time range is not entirely within the maximally entitled time range, the subsample is excluded from the response.<br><br>Pagination to a previous page is not supported and `pagination.previous` is always `null`.
      requestBody:
        description: Request Body
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/PostVendorChartIQTimeSeriesIntradaySubsampleListRequest'
        required: true
      responses:
        '200':
          $ref: '#/components/responses/PostVendorChartIQTimeSeriesIntradaySubsampleList200Response'
      parameters: []
components:
  schemas:
    PostVendorChartIQTimeSeriesEodSubsampleListRequest:
      x-property-sort:
      - data
      - meta
      description: Request Body
      required:
      - data
      type: object
      properties:
        data:
          type: object
          x-property-sort:
          - identifier
          - type
          - quality
          - intervalSelection
          - newestFirst
          - adjustments
          description: The data member contains the request's primary data.
          properties:
            identifier:
              type: object
              x-property-sort:
              - value
              - type
              description: Identifier and type.
              properties:
                value:
                  type: string
                  pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
                  maxLength: 50
                  minLength: 3
                  description: Identifier to resolve.
                type:
                  type: string
                  description: Type of the identifier.
                  x-enum-description:
                  - MDG identifier of a listing.
                  - FactSet market symbol of a listing.
                  - Regional FactSet ticker symbol, identifying the primary listing in the region.
                  - FactSet Permanent Identifier on listing level.
                  - Regional FactSet Permanent Identifier, identifying the primary listing in the region.
                  enum:
                  - idNotation
                  - tickerExchange
                  - tickerRegion
                  - fdsPermanentIdentifierListing
                  - fdsPermanentIdentifierRegional
              required:
              - value
              - type
            type:
              type: string
              description: Type of the price as configured for the customer.
              default: trade
              x-enum-description:
              - Trade price (ordinary, auction, pre or post-trading).
              - Bid price.
              - Ask price.
              - Yield price.
              - Estimated price.
              enum:
              - trade
              - bid
              - ask
              - yield
              - estimate
            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.'
              - 'Best: choose the price quality with the least delay, as entitled for the client.'
              enum:
              - DLY
              - EOD
              - BST
            intervalSelection:
              type: object
              x-property-sort:
              - intervals
              - samples
              description: Select the intervals from which the subsamples are to be created.
              x-atMostOne: true
              properties:
                intervals:
                  type: array
                  items:
                    type: string
                    format: date
                  minItems: 2
                  maxItems: 600
                  description: Non-empty intervals of days to consider for the request. The array contains a list of at least two days in increasing order. Each pair of adjacent entries day_n and day_(n+1) specifies a half-open interval, that is a range of days d where day_n <= d < day_(n+1). A subsample is computed for each interval. The valid range of intervals is between 1900-01-01 and the day after the current day.
                samples:
                  type: object
                  x-property-sort:
                  - end
                  - number
                  - granularity
                  description: Subsample granularity and number of samples suitable for end-of-day data.
                  properties:
                    end:
                      type: string
                      format: date
                      description: Date of the end point of the subsamples (exclusive). `end` is limited to the day after the current day.
                    number:
                      type: number
                      format: int32
                      minimum: 1
                      maximum: 10000
                      description: Number of subsamples returned. The product of `number` and `granularity` must not extend further into the past than 1900-01-01.
                    granularity:
                      type: string
                      description: Subsample granularities suitable for end-of-day data.
                      default: 1w
                      x-enum-description:
                      - Each subsample interval encompasses 1 day.
                      - Each subsample interval encompasses 1 week.
                      - Each subsample interval encompasses 1 month.
                      - Each subsample interval encompasses 3 month.
                      - Each subsample interval encompasses 6 month.
                      - Each subsample interval encompasses 1 year.
                      enum:
                      - 1d
                      - 1w
                      - 1m
                      - 3m
                      - 6m
                      - 1y
                  required:
                  - end
                  - number
            newestFirst:
              type: boolean
              default: false
              description: Deliver the chronological last part of the requested data first.
            adjustments:
              type: object
              x-property-sort:
              - payout
              - split
              description: Adjustments values returned.
              properties:
                payout:
                  type: boolean
                  default: false
                  description: Adjustments are applied for corporate action effects due to dividends, payouts, or other cash disbursements.
                split:
                  type: boolean
                  default: true
                  description: Adjustments are applied for corporate action effects due to the notation having a split, a reverse split, or a similar factor-based corporate action.
          required:
          - identifier
          - intervalSelection
        meta:
          type: object
          description: The meta member contains the meta information of the request.
          properties:
            attributes:
              $ref: '#/components/schemas/AttributesMember'
            pagination:
              type: object
              description: Pagination attributes for the cursor-based pagination strategy.
              properties:
                cursor:
                  type: string
                  maxLength: 50
                  description: Starting point as returned in the attributes `pagination.next` or `pagination.previous` by a prior invocation of this endpoint, or undefined (default).
                limit:
                  type: number
                  format: int32
                  minimum: 0
                  maximum: 5000
                  default: 20
                  description: Non-negative maximum number of entries to return.
              x-property-sort:
              - cursor
              - limit
          x-property-sort:
          - attributes
          - pagination
    PostVendorChartIQTimeSeriesIntradaySubsampleGetRequest:
      x-property-sort:
      - data
      - meta
      description: Request Body
      required:
      - data
      type: object
      properties:
        data:
          type: object
          x-property-sort:
          - identifier
          - type
          - quality
          - from
          - granularity
          - adjustments
          description: The data member contains the request's primary data.
          properties:
            identifier:
              type: object
              x-property-sort:
              - value
              - type
              description: Identifier and type.
              properties:
                value:
                  type: string
                  pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
                  maxLength: 50
                  minLength: 3
                  description: Identifier to resolve.
                type:
                  type: string
                  description: Type of the identifier.
                  x-enum-description:
                  - MDG identifier of a listing.
                  - FactSet market symbol of a listing.
                  - Regional FactSet ticker symbol, identifying the primary listing in the region.
                  - FactSet Permanent Identifier on listing level.
                  - Regional FactSet Permanent Identifier, identifying the primary listing in the region.
                  enum:
                  - idNotation
                  - tickerExchange
                  - tickerRegion
                  - fdsPermanentIdentifierListing
                  - fdsPermanentIdentifierRegional
              required:
              - value
              - type
            type:
              type: string
              description: Type of the price as configured for the customer.
              default: trade
              x-enum-description:
              - Trade price (ordinary, auction, pre or post-trading).
              - Bid price.
              - Ask price.
              - Yield price.
              enum:
              - trade
              - bid
              - ask
              - yield
            quality:
              type: string
              description: Quality of the price.
              default: DLY
              x-enum-description:
              - 'Real-time: intraday prices with minimal technical processing delays.'
              - 'Delayed: intraday prices with an exchange-imposed delay of usually 15 to 30 minutes.'
              - 'Best: choose the price quality with the least delay, as entitled for the client.'
              enum:
              - RLT
              - DLY
              - BST
            from:
              type: string
              format: datetime
              description: Date and time of the start point of the subsample (inclusive). `from` must be aligned to `granularity`. That is, the numerical value is an integral multiple of the time span value represented by `granularity`. The data accessible in the past is limited to a few weeks at most. Values in the future are not allowed.
            granularity:
              type: string
              description: Subsample granularities suitable for intraday data.
              default: 1h
              x-enum-description:
              - Each subsample interval encompasses 1 second.
              - Each subsample interval encompasses 5 seconds.
              - Each subsample interval encompasses 10 seconds.
              - Each subsample interval encompasses 30 seconds.
              - Each subsample interval encompasses 1 minute.
              - Each subsample interval encompasses 5 minutes.
              - Each subsample interval encompasses 10 minutes.
              - Each subsample interval encompasses 15 minutes.
              - Each subsample interval encompasses 30 minutes.
              - Each subsample interval encompasses 1 hour.
              enum:
              - 1s
              - 5s
              - 10s
              - 30s
              - 1m
              - 5m
              - 10m
              - 15m
              - 30m
              - 1h
            adjustments:
              type: object
              x-property-sort:
              - split
              description: Adjustments values returned.
              properties:
                split:
                  type: boolean
                  default: true
                  description: Adjustments are applied for corporate action effects due to the notation having a split, a reverse split, or a similar factor-based corporate action.
          required:
          - identifier
          - from
        meta:
          type: object
          description: The meta member contains the meta information of the request.
          properties:
            attributes:
              $ref: '#/components/schemas/AttributesMember'
          x-property-sort:
          - attributes
    PostVendorChartIQTimeSeriesEodSubsampleGetRequest:
      x-property-sort:
      - data
      - meta
      description: Request Body
      required:
      - data
      type: object
      properties:
        data:
          type: object
          x-property-sort:
          - identifier
          - type
          - quality
          - interval
          - adjustments
          description: The data member contains the request's primary data.
          properties:
            identifier:
              type: object
              x-property-sort:
              - value
              - type
              description: Identifier and type.
              properties:
                value:
                  type: string
                  pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
                  maxLength: 50
                  minLength: 3
                  description: Identifier to resolve.
                type:
                  type: string
                  description: Type of the identifier.
                  x-enum-description:
                  - MDG identifier of a listing.
                  - FactSet market symbol of a listing.
                  - Regional FactSet ticker symbol, identifying the primary listing in the region.
                  - FactSet Permanent Identifier on listing level.
                  - Regional FactSet Permanent Identifier, identifying the primary listing in the region.
                  enum:
                  - idNotation
                  - tickerExchange
                  - tickerRegion
                  - fdsPermanentIdentifierListing
                  - fdsPermanentIdentifierRegional
              required:
              - value
              - type
            type:
              type: string
              description: Type of the price as configured for the customer.
              default: trade
              x-enum-description:
              - Trade price (ordinary, auction, pre or post-trading).
              - Bid price.
              - Ask price.
              - Yield price.
              - Estimated price.
              enum:
              - trade
              - bid
              - ask
              - yield
              - estimate
            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.'
              - 'Best: choose the price quality with the least delay, as entitled for the client.'
              enum:
              - DLY
              - EOD
              - BST
            interval:
              type: object
              format: dateRange
              x-isClosedInterval: false
              properties:
                start:
                  type: string
                  format: date
                  description: 'The starting point of the interval (inclusive). '
                end:
                  type: string
                  format: date
                  description: The ending point of the interval (exclusive).
              x-property-sort:
              - start
              - end
              required:
              - start
              - end
              description: Non-empty interval of days specifying a single subsample period. The starting point `start` of the single subsample is usually the attribute `range.end` of a previously received `/vendor/chartIQ/timeSeries/eod/subsample/list` request. A valid range is between 1900-01-01 and a day that is less than or equal to the maximum allowed day determined from the delay period (if any). The ending point `end` may exceed the maximally entitled date range.
            adjustments:
              type: object
              x-property-sort:
              - payout
              - split
              description: Adjustments values returned.
              properties:
                payout:
                  type: boolean
                  default: false
                  description: Adjustments are applied for corporate action effects due to dividends, payouts, or other cash disbursements.
                split:
                  type: boolean
                  default: true
                  description: Adjustments are applied for corporate action effects due to the notation having a split, a reverse split, or a similar factor-based corporate action.
          required:
          - identifier
          - interval
        meta:
          type: object
          description: The meta member contains the meta information of the request.
          properties:
            attributes:
              $ref: '#/components/schemas/AttributesMember'
          x-property-sort:
          - attributes
    PostVendorChartIQTimeSeriesEodListRequest:
      x-property-sort:
      - data
      - meta
      description: Request Body
      required:
      - data
      type: object
      properties:
        data:
          type: object
          x-property-sort:
          - identifier
          - type
          - quality
          - range
          - newestFirst
          - adjustments
          description: The data member contains the request's primary data.
          properties:
            identifier:
              type: object
              x-property-sort:
              - value
              - type
              description: Identifier and type.
              properties:
                value:
                  type: string
                  pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
                  maxLength: 50
                  minLength: 3
                  description: Identifier to resolve.
                type:
                  type: string
                  description: Type of the identifier.
                  x-enum-description:
                  - MDG identifier of a listing.
                  - FactSet market symbol of a listing.
                  - Regional FactSet ticker symbol, identifying the primary listing in the region.
                  - FactSet Permanent Identifier on listing level.
                  - Regional FactSet Permanent Identifier, identifying the primary listing in the region.
                  enum:
                  - idNotation
                  - tickerExchange
                  - tickerRegion
                  - fdsPermanentIdentifierListing
                  - fdsPermanentIdentifierRegional
              required:
              - value
              - type
            type:
              type: string
              description: Type of the price as configured for the customer.
              default: trade
              x-enum-description:
              - Trade price (ordinary, auction, pre or post-trading).
              - Bid price.
              - Ask price.
              - Yield price.
              - Estimated price.
              enum:
              - trade
              - bid
              - ask
              - yield
              - estimate
            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.'
              - 'Best: choose the price quality with the least delay, as entitled for the client.'
              enum:
              - DLY
              - EOD
              - BST
            range:
              type: object
              format: dateRange
              x-isClosedInterval: false
              properties:
                start:
                  type: string
                  format: date
                  description: The starting point of the date range (inclusive).
                end:
                  type: string
                  format: date
                  description: The ending point of the date range (exclusive).
              x-property-sort:
              - start
              - end
              required:
              - start
              - end
              description: Date range for the time series. A valid date range is between 1900-01-01 and the day after the current day.
            newestFirst:
              type: boolean
              default: false
              description: Deliver the chronological last part of the requested data first.
            adjustments:
              type: object
              x-property-sort:
              - payout
              - split
              description: Adjustments values returned.
              properties:
                payout:
                  type: boolean
                  default: false
                  description: Adjustments are applied for corporate action effects due to dividends, payouts, or other cash disbursements.
                split:
                  type: boolean
                  default: true
                  description: Adjustments are applied for corporate action effects due to the notation having a split, a reverse split, or a similar factor-based corporate action.
          required:
          - identifier
          - range
        meta:
          type: object
          description: The meta member contains the meta information of the request.
          properties:
            attributes:
              $ref: '#/components/schemas/AttributesMember'
            pagination:
              type: object
              description: Pagination attributes for the cursor-based pagination strategy.
              properties:
                cursor:
                  type: string
                  maxLength: 50
                  description: Starting point as returned in the attributes `pagination.next` or `pagination.previous` by a prior invocation of this endpoint, or undefined (default).
                limit:
                  type: number
                  format: int32
                  minimum: 0
                  maximum: 5000
                  default: 20
                  description: Non-negative maximum number of entries to return.
              x-property-sort:
              - cursor
              - limit
          x-property-sort:
          - attributes
          - pagination
    PostVendorChartIQTimeSeriesIntradaySubsampleListRequest:
      x-property-sort:
      - data
      - meta
      description: Request Body
      required:
      - data
      type: object
      properties:
        data:
          type: object
          x-property-sort:
          - identifier
          - type
          - quality
          - range
          - granularity
          - newestFirst
          - adjustments
          description: The data member contains the request's primary data.
          properties:
            identifier:
              type: object
              x-property-sort:
              - value
              - type
              description: Identifier and type.
              properties:
                value:
                  type: string
                  pattern: ^[B-DF-HJ-NP-TV-Z0-9]{6}-[LR]$|^[A-Z0-9.#&*+]{1,47}-[A-Z0-9]{2,4}$|^[0-9]{3,20}$
                  maxLength: 50
                  minLength: 3
                  description: Identifier to resolve.
                type:
                  type: string
                  description: Type of the identifier.
                  x-enum-description:
                  - MDG identifier of a listing.
                  - FactSet market symbol of a listing.
                  - Regional FactSet ticker symbol, identifying the primary listing in the region.
                  - FactSet Permanent Identifier on listing level.
                  - Regional FactSet Permanent Identifier, identifying the primary listing in the region.
                  enum:
                  - idNotation
                  - tickerExchange
                  - tickerRegion
                  - fdsPermanentIdentifierListing
                  

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