Factset · Schema

indexHistory

FinancialFinancial DataInvestment AnalyticsMarket DataPortfolio AnalyticsResearch

Properties

Name Type Description
fsymId string Requested Identifier. Must be a valid Benchmark Identifier recognized by FactSet.
date string The respective date for values as of the date requested in YYYY-MM-DD format.
name string Proper Name of Index.
constituentNumber integer The total number of constituents as of the date requested.
currency string Currency Code used in adjustments. If no Currency was requested, the service will default to LOCAL ('LOC').
marketValue number Index Level Market Capitalization as of the date requested expressed in millions.
price number Index Level Price
priceReturnPercent number Index Level Price Percent Change
totalReturnLevel number Index Level Total Return Amount
totalReturnPercent number Index Level Total Return Percent Change
returnType string The requested Return Type - GROSS or NET
hedgeType string The requested Hedge Type - HEDGED or UNHEDGED
requestId string Benchmark Identifier specified in the request
observationDate string This field will always return the date of the data that was actually returned.
View JSON Schema on GitHub

JSON Schema

factset-benchmarks-index-history-schema.json Raw ↑
{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "title": "indexHistory",
  "type": "object",
  "properties": {
    "fsymId": {
      "type": "string",
      "description": "Requested Identifier. Must be a valid Benchmark Identifier recognized by FactSet."
    },
    "date": {
      "type": "string",
      "description": "The respective date for values as of the date requested in YYYY-MM-DD format."
    },
    "name": {
      "type": "string",
      "description": "Proper Name of Index."
    },
    "constituentNumber": {
      "type": "integer",
      "description": "The total number of constituents as of the date requested."
    },
    "currency": {
      "type": "string",
      "description": "Currency Code used in adjustments. If no Currency was requested, the service will default to LOCAL ('LOC')."
    },
    "marketValue": {
      "type": "number",
      "description": "Index Level Market Capitalization as of the date requested expressed in millions."
    },
    "price": {
      "type": "number",
      "description": "Index Level Price"
    },
    "priceReturnPercent": {
      "type": "number",
      "description": "Index Level Price Percent Change"
    },
    "totalReturnLevel": {
      "type": "number",
      "description": "Index Level Total Return Amount"
    },
    "totalReturnPercent": {
      "type": "number",
      "description": "Index Level Total Return Percent Change"
    },
    "returnType": {
      "type": "string",
      "description": "The requested Return Type - GROSS or NET"
    },
    "hedgeType": {
      "type": "string",
      "description": "The requested Hedge Type - HEDGED or UNHEDGED"
    },
    "requestId": {
      "type": "string",
      "description": "Benchmark Identifier specified in the request"
    },
    "observationDate": {
      "type": "string",
      "description": "This field will always return the date of the data that was actually returned."
    }
  }
}

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