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Factset Factset Prices API

The Factset Prices API from Factset — 11 operation(s) for factset prices.

Factset Factset Prices API is one of 460 APIs that Factset publishes on the APIs.io network, described by a machine-readable OpenAPI specification.

This API exposes 1 JSON Schema definition.

Tagged areas include Factset Prices. The published artifact set on APIs.io includes an OpenAPI specification, API documentation, code examples, a changelog, and 1 JSON Schema.

This API exposes 22 operations across 11 paths, and defines 56 schemas. It is described by OpenAPI 3.0.3, at version 1.0.0.

Requests are made against 2 base URLs: https://api.factset.com, https://api-sandbox.factset.com.

22 operations 11 paths 56 schemas 11 GET11 POST

Metadata

The identity and technical contract details declared by the specification.

Specification
OpenAPI 3.0.3
API Version
1.0.0
Base URL
https://api.factset.com
Authentication
HTTP Basic
Resource Areas
1

Authentication & Security 1

Factset Factset Prices API declares 1 security scheme for authenticating requests. It accepts HTTP basic authentication (basicAuth). By default, every request must be authenticated.

Paths & Operations 22

Across 11 paths, the API surfaces 22 operations — 11 GET, 11 POST. Each is listed below with its method, path, parameters, and response codes.

Factset Prices 22
GET
/factset-prices/v1/prices
Factset Gets end-of-day Open, High, Low, Close for a list of securities.
getSecurityPrices 8 params → 200202400401403415500
POST
/factset-prices/v1/prices
Factset Requests end-of-day Open, High, Low, Close for a large list of securities.
getSecurityPricesForList body → 200202400401403415500
GET
/factset-prices/v1/fixed-income
Factset Gets pricing for a list of Fixed Income securities
getFixedSecurityPrices 4 params → 200400401403415500
POST
/factset-prices/v1/fixed-income
Factset Requests pricing for a list of Fixed Income securities for date range requested
getFixedSecurityPricesForList body → 200400401403415500
GET
/factset-prices/v1/references
Factset Gets security reference details for a list of securities
getSecurityReferences 1 param → 200400401403415500
POST
/factset-prices/v1/references
Factset Requests security reference details a list of securities
getSecurityReferenceForList body → 200400401403415500
GET
/factset-prices/v1/returns
Factset Gets Returns for a list of ids as of given date range and rolling Period
getSecurityReturns 8 params → 200400401403415500
POST
/factset-prices/v1/returns
Factset Requests security returns for the given date range and rollingPeriod.
getSecurityReturnsForList body → 200400401403415500
GET
/factset-prices/v1/returns-snapshot
Factset Returns the price performance of the security and annualized compound total returns.
getReturnsSnapshot 5 params → 200400401403415500
POST
/factset-prices/v1/returns-snapshot
Factset Returns the price performance of the security and annualized compound total returns.
getReturnsSnapshotForList body → 200400401403415500
GET
/factset-prices/v1/dividends
Factset Gets dividend information for a given date range and list of securities
getSecurityDividends 5 params → 200400401403415500
POST
/factset-prices/v1/dividends
Factset Requests dividend information for a given date range and list of securities
getSecurityDividendsForList body → 200400401403415500
GET
/factset-prices/v1/splits
Factset Gets full history of security Splits for a list of ids
getSecuritySplits 1 param → 200400401403415500
POST
/factset-prices/v1/splits
Factset Requests splits for a list of ids
getSecuritySplitsForList body → 200400401403415500
GET
/factset-prices/v1/shares
Factset Gets shares for a list of ids as of given date range.
getSecurityShares 6 params → 200400401403415500
POST
/factset-prices/v1/shares
Factset Requests shares for a list of ids as of given date range.
getSecuritySharesForList body → 200400401403415500
GET
/factset-prices/v1/market-value
Factset Gets the security level and company level market values for a list of ids as of given date range and frequency.
getMarketValue 6 params → 200400401403415500
POST
/factset-prices/v1/market-value
Factset Requests the market value for a list of ids as of given date range.
getMarketValueForList body → 200400401403415500
GET
/factset-prices/v1/high-low
Factset Gets the price high and price low of securities for a list of ids as of given date, period and frequency.
getHighLow 7 params → 200400401403415500
POST
/factset-prices/v1/high-low
Factset Requests the price high and price low of securities for a list of ids as of given date, period and frequency.
getHighLowForList body → 200400401403415500
GET
/factset-prices/v1/database-rollover
Factset Gets the latest relative rollover date for the database.
getDatabaseRollover → 200400401403415500
POST
/factset-prices/v1/database-rollover
Factset Gets the latest relative rollover date for the database.
getDatabaseRolloverForList → 200400401403415500

Schemas 56

The contract defines 56 schemas that model the data the API accepts and returns. The most detailed are returnsSnapshot (22 properties), dividend (14 properties), references (14 properties), price (10 properties). Each schema is shown below with its type and property counts.

rollingPeriod
string
Period of measure for the rolling cumulative return. This does not change display frequency but rather the underlying return calculation period. All periods ar…
pricesRequest
object
Prices Request Body
8 properties 1 required
batch
string
Enables the ability to asynchronously "batch" the request, supporting a long-running request up to 10 minutes. Upon requesting batch=Y, the service will respon…
BatchStatus
object
5 properties
rolloverResponse
object
1 property
currency
string
Currency code for adjusting prices. Default is Local. For a list of currency ISO codes, visit [Online Assistant Page 1470](https://oa.apps.factset.com/pages/14…
idsBatchMax5000
array
The requested list of security identifiers. Accepted ID types include Market Tickers, SEDOL, ISINs, CUSIPs, or FactSet Permanent Ids. ids limit = 2000 per non-…
fixedIds
array
The requested list of Fixed Income Security Identifiers.
returnsSnapshot
object
22 properties
splitsResponse
object
1 property
referencesRequest
object
References Request Body
1 property 1 required
highLow
object
9 properties
calendar
string
Calendar of data returned. SEVENDAY includes weekends. LOCAL calendar will default to the securities' trading calendar which excludes date records for respecti…
references
object
14 properties
marketValue
object
7 properties
pricesFixedIncomeRequest
object
Fixed Income Request Body
4 properties 1 required
dateRS
string
The date in YYYY-MM-DD format. This controls the perspective dates to the calculate the returns. If left blank, the API will default to previous close. Future…
marketValueResponse
object
1 property
BatchStatusResponse
object
1 property
dividendsResponse
object
1 property
frequency
string
Controls the display frequency of the data returned. D = Daily W = Weekly, based on the last day of the week of the start date. M = Monthly, based on the last…
highLowRequest
object
High Low Request Body
7 properties 1 required
marketValueRequest
object
Market Value Request Body
6 properties 1 required
highLowResponse
object
1 property
splitAdjust
string
Code to control split adjustments for shares count.
endDate
string
The end date requested for a given date range in YYYY-MM-DD format. If left blank, the API will default to previous close. Future dates (T+1) are not accepted…
shares
object
7 properties
dividendAdjust
string
Controls the dividend reinvestment for the returns calculation. PRICE = Price Change - Dividends Excluded EXDATE = Simple Return - Dividends Received on exdate…
referencesResponse
object
1 property
period
string
Period of measure for Prices High Low. This does not change display frequency but rather the underlying return calculation period. All periods are referencing…
sharesRequest
object
Shares Request Body
6 properties 1 required
pricesFixedIncomeResponse
object
1 property
splits
object
5 properties
dividend
object
14 properties
splitsRequest
object
Splits Request Body
1 property 1 required
priceType
string
Controls whether price high low data is returned intra-day or at close.
startDate
string
The start date requested for a given date range in YYYY-MM-DD format. If left blank, the API will default to previous close. Future dates (T+1) are not accepte…
returnsSnapshotRequest
object
Returns Snapshot Request Body
5 properties 1 required
returnsRequest
object
Returns Request Body
8 properties 1 required
requestCurrency
string
Currency code for adjusting prices. Default is Local. For a list of currency ISO codes, visit [Online Assistant Page 1470](https://oa.apps.factset.com/pages/14…
pricesResponse
object
1 property
dividendAdjustSnapshot
string
Controls the dividend reinvestment for the returns calculation. Dividends will be reinvested on the date the dividends go ex (when the dividends belong to the…
dividendsRequest
object
Dividends Request Body
5 properties 1 required
adjust
string
Controls the split, spinoff, and dividend adjustments for the prices. For more information, visit [Online Assistant Page 614](https://oa.apps.factset.com/pages…
fixedIncomePrice
object
9 properties
idsMax1000
array
The requested list of security identifiers. Accepted ID types include Market Tickers, SEDOL, ISINs, CUSIPs, or FactSet Permanent Ids.
dateHL
string
The specific date requested for a given period range in YYYY-MM-DD format. If left blank, the API will default to previous close. Future dates (T+1) are not ac…
idsMax2000
array
The requested list of security identifiers. Accepted ID types include Market Tickers, SEDOL, ISINs, CUSIPs, or FactSet Permanent Ids.
errorResponse
object
5 properties
price
object
10 properties
sharesResponse
object
1 property
returnsSnapshotResponse
object
1 property
returnsResponse
object
1 property
frequencyFi
string
Controls the display frequency of the data returned. D = Daily M = Monthly, based on the last trading day of the month. AM = Monthly, based on the start date (…
rollover
object
6 properties
return
object
6 properties

Specification

The full machine-readable OpenAPI contract behind this narrative.

Source

factset-factset-prices-api-openapi.yml Raw ↑

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Where this information came from

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