Factset · Example Payload

Factset Exchange Datafeed Snapshot Symbol List Fields Example

A sample description.

FinancialFinancial DataInvestment AnalyticsMarket DataPortfolio AnalyticsResearch

Factset Exchange Datafeed Snapshot Symbol List Fields Example is an example object payload from Factset, with 122 top-level fields. It illustrates the shape of data this provider's APIs accept or return.

Top-level fields

ExchangeproductBidBid_DateBid_TimeBid_VolBid_TickBid_CloseBid_Close_DateBid_Close_VolBid_ExchAskAsk_DateAsk_TimeAsk_VolAsk_CloseAsk_Close_DateAsk_Close_VolAsk_ExchShort_Sale_IndicatorQuote_ConditionLast_PriceLast_DateLast_TimeLast_VolLast_TickOfficial_CloseOfficial_Close_TimeLast_ExchSettlementTraded_PriceTraded_DateTraded_TimeTraded_VolTraded_ConditionNet_ChangePercent_ChangePremkt_PricePremkt_TimePremkt_VolPremkt_CVolPostmkt_PricePostmkt_TimePostmkt_VolPostmkt_CvolOffbook_Cum_VolOfficial_Bid_CloseOfficial_Ask_CloseMid_DateMid_Time

Example Payload

Raw ↑
{
  "Exchange": "example_value",
  "product": "example_value",
  "Bid": "500123",
  "Bid_Date": "example_value",
  "Bid_Time": 10,
  "Bid_Vol": 10,
  "Bid_Tick": "example_value",
  "Bid_Close": 42.5,
  "Bid_Close_Date": "example_value",
  "Bid_Close_Vol": 10,
  "Bid_Exch": "example_value",
  "Ask": 42.5,
  "Ask_Date": "example_value",
  "Ask_Time": 10,
  "Ask_Vol": 10,
  "Ask_Close": 42.5,
  "Ask_Close_Date": "example_value",
  "Ask_Close_Vol": 10,
  "Ask_Exch": "example_value",
  "Short_Sale_Indicator": 10,
  "Quote_Condition": "example_value",
  "Last_Price": 42.5,
  "Last_Date": "example_value",
  "Last_Time": 10,
  "Last_Vol": 10,
  "Last_Tick": "example_value",
  "Official_Close": 42.5,
  "Official_Close_Time": 10,
  "Last_Exch": "example_value",
  "Settlement": 42.5,
  "Traded_Price": 42.5,
  "Traded_Date": "example_value",
  "Traded_Time": 10,
  "Traded_Vol": 10,
  "Traded_Condition": "example_value",
  "Net_Change": 42.5,
  "Percent_Change": 42.5,
  "Premkt_Price": 42.5,
  "Premkt_Time": 10,
  "Premkt_Vol": 10,
  "Premkt_CVol": 10,
  "Postmkt_Price": 42.5,
  "Postmkt_Time": 10,
  "Postmkt_Vol": 10,
  "Postmkt_Cvol": 10,
  "Offbook_Cum_Vol": 10,
  "Official_Bid_Close": 42.5,
  "Official_Ask_Close": 42.5,
  "Mid_Date": "example_value",
  "Mid_Time": 10,
  "Cvol": 10,
  "Turnover": 42.5,
  "Vwap": 42.5,
  "Trade_Count": 10,
  "Block_Trade_Count": 10,
  "Block_Cvol": 10,
  "Prev_Close": 42.5,
  "Close_Date": "example_value",
  "Prev_Close_Unadj": 42.5,
  "Prev_Close_2": 42.5,
  "Prev_Close_Unadj_2": 42.5,
  "Lower_Trading_Band": 42.5,
  "Upper_Trading_Band": 42.5,
  "Buy_Imbalance": 10,
  "Sell_Imbalance": 10,
  "Nas_Buy_Imbalance": 10,
  "Nas_Sell_Imbalance": 10,
  "Open": 42.5,
  "High": 42.5,
  "Low": 42.5,
  "Venue": "example_value",
  "Buy_Id": "500123",
  "Sell_Id": "500123",
  "Auto_Trade_Vwap": 42.5,
  "Auto_Trade_Cvol": 10,
  "Auto_Trade_Count": 10,
  "Ex_Date_Status": "example_value",
  "Premkt_Net_Change": 42.5,
  "Premkt_Percent_Change": 42.5,
  "Closing_Vol": 10,
  "Primary_Market": "example_value",
  "Iso_Country_Exchange": "example_value",
  "Premkt_Exch": "example_value",
  "Postmkt_Exch": "example_value",
  "Fref_Security_type": "example_value",
  "Security_Sub_type": "example_value",
  "Postmkt_Net_Change": 42.5,
  "Postmkt_Percent_Change": 42.5,
  "Isin": "example_value",
  "Cusip": "example_value",
  "Sedol": "example_value",
  "description": "A sample description.",
  "Shares_Outstanding": 42.5,
  "Price_Currency": "example_value",
  "Security_Status": "example_value",
  "Gmt_Offset": 10,
  "Market_Segment": "example_value",
  "Market_Sector": "example_value",
  "Period": "example_value",
  "Country_Code": "example_value",
  "Financial_Status": 10,
  "Factset_Industry": "example_value",
  "Factset_Sector": "example_value",
  "Halt_Info": 10,
  "Homepage": "example_value",
  "Halt_description": "example_value",
  "Feed_Currency": "example_value",
  "Country_Name": "example_value",
  "Order_Lot_Size": 10,
  "Trade_Lot_Size": 10,
  "Tick_Size": 42.5,
  "Tick_Group": "example_value",
  "Tick_Pilot_Eff_Date": "example_value",
  "Avg_30Day_Vol": 42.5,
  "Avg_5Day_Vol": 42.5,
  "High_52Week": 42.5,
  "Low_52Week": 42.5,
  "High_52Week_Date": "example_value",
  "Low_52Week_Date": "example_value",
  "Trade_Condition": "example_value",
  "Total_Return_3M": 42.5,
  "Total_Return_52W": 42.5
}