Factset Linear 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 Linear. The published artifact set on APIs.io includes an OpenAPI specification, API documentation, code examples, a changelog, and 1 JSON Schema.
This API exposes
7 operations
across 7 paths,
and defines 60 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.
The identity and technical contract details declared by the specification.
RequiresFactorReturns
string
Indicates factor returns are required and which frequency from the risk model to fetch and use. The requested factor return frequency must be one that is avail…
StatResultValueVector
array
StatCalculationLevel
string
Stat levels available for calculation
RemoveCurrencyRisk
Controls removal (or not) of the contribution of currency to risk. Note: If this input is not provided in the request, then currency risk will be removed autom…
ResultToInputSecurityIndexMapping
object
For each input holding from the request, a list of indices aligned to the security dimension of the results arrays and the labels.security.ids array. These 0-b…
3 properties
1 required
RiskModelAppendDataValue
Value for field at respective integer key index
Stat
object
Risk statistic name and calculation level plus optional stat settings
3 properties
2 required
SecurityIndexMapping
string
Indicates security lot index mappings per input Holding should be provided in the response, and in which direction those indices should map. Security Labels wi…
CovarianceDateFormatConvention
Factor covariance matrix date.
Stats
array
List of risk stats and settings to calculate
CompositeAssetDefinitions
object
IDs to be defined as composite assets with their constituents' IDs and market values. The typical use case is for risk look-through of ETF or Funds' constituen…
StatResultValue
Floating point double(s) in a dimension corresponding to the calculation-level. Data is guaranteed to be present and non-empty if the HTTP status code is 200 S…
GroupsLabels
object
Tree of input group name and calculated data results index for relevant group calculation-level
3 properties
CalculateFromHoldingsRequestBody
object
1 property
1 required
RiskExclusionInfo
object
Risk model uncovered security reason
3 properties
3 required
SecurityGroup
object
Security grouping definition to use in calculation and results. Multi-layer security groupings are also suppoted.
3 properties
CurrencyISOCode
string
ISO-4217 currency code for risk model and holdings data to fetch and use. Ignored only for composite asset definitions provided as inputs via 'compositeAssets'…
CalculateFromHoldingsRequestData
object
18 properties
4 required
RiskModelCode
string
Model code
ErrorItem
object
Error information for a particular occurrence of a problem with human-readable details describing the cause
4 properties
3 required
RiskModelAppendData
object
(since 1.17.0) Inline append data. This field can be used mainly for two purpose: 1) to supplement the risk model coverage when assets are not natively covered…
2 properties
2 required
LaggingDates
object
Risk model lagging dates for data items to fetch and use. This field can be utilized to isolate each data item's impact on risk calculation. A typical use case…
3 properties
MappedSecurityInfo
object
Risk model covered security resolution
3 properties
3 required
ExposureDateFormatConvention
Factor exposure matrix date.
WarningItem
object
Warning information for a particular occurrence of a non-failure problem with human-readable details describing the cause
4 properties
3 required
IDsAndMarketValues
object
Security IDs and market values; the arrays must have the same number of items. Public security IDs such as SEDOL, CUSIP, ISIN, and Ticker are supported. If pro…
2 properties
2 required
RiskMappingEntry
Either risk model covered security resolution or uncovered security reason
StatResultValueScalar
number
FactorsVisible
object
Hide risk model factors in the response results; does not affect calculated data values
2 properties
2 required
SecurityOnlyLabels
object
Labeling and index information to be able to reconstruct the calculated data results to the provided inputs from the request. Only contains items relevant to r…
1 property
1 required
Holdings
object
3 properties
1 required
StatCalculationSettings
object
Settings to modify an individual statistic's calculation. See also [OA:17698](https://my.apps.factset.com/oa/pages/17698risk) and [OA:16097](https://my.apps.fa…
12 properties
StatResultValueDenseMatrix
array
SecurityOnlySuccessResponseMeta
object
The 'meta' object in HTTP 200 success responses
3 properties
2 required
GenerateIDMappingRequestBody
object
1 property
1 required
Date
Date of risk model and holdings data to fetch and use. For the use of Relative Date argument, refer to [OA:1964](https://my.apps.factset.com/oa/pages/1964rel).…
FactorGroup
object
Factor grouping definition to use for calculations and results. This field impacts the calculation only when any 'FactorGroup' level statistics are requested,…
2 properties
1 required
StatsResults
array
Calculation results aligned to the input list of requested risk statistics
StatResultValueSparseMatrix
object
This output representation is for compressed sparse row matrix.
5 properties
InputToResultSecurityIndexMapping
object
For each input holding from the request, a list of indices aligned to the input holding's IDs. These 0-based index values key into the security dimension of th…
3 properties
1 required
SupportedStatsNamesOnly
object
1 property
1 required
RiskModelFactor
object
Individual factor from the risk model
1 property
1 required
Holding
object
Security IDs and market values plus optional security grouping; the arrays must have the same number of items. Public security IDs such as SEDOL, CUSIP, ISIN,…
RemoveCurrencyRiskBoolean
boolean
(since 1.11.0) Enables or disables the removal of the contribution of currency to risk based upon asset type (Contract for Difference (CFD), equity futures, an…
ErrorResponse
object
Response schema for HTTP error responses. Data should never be expected in the response body.
1 property
1 required
CalendarCode
string
Calendar code for risk model and holdings data to fetch and use. Ignored only for composite asset definitions provided as inputs via 'compositeAssets' field. S…
AllowForcedRisklessAssets
boolean
Allow certain assets to be entirely riskless; certain models always override this to be true. Examples of asset types to which this applies includes offset cas…
AssetTypes
object
(since 1.4.0) A mapping of security ID to its asset type as the standard asset type keys. When this input is in a request, it is used to (1) identify assets th…
AdditionalCalculationInputs
object
Additional user-defined calculation input values. For example, some may be required for some Risk-Based Performance Attribution (RBPA) stats, such as 'Residual…
2 properties
GenerateIDMappingRequestData
object
12 properties
3 required
RemoveCurrencyRiskIDs
object
Security IDs from which the contribution of currency to risk should be removed or not. Typical use includes asset types such as Contract for Difference (CFD),…
StringDate
string
(since 1.1.0) Any FactSet-accepted string date format, except that "NOW" is not supported by risk analysis. For more, refer to [OA:1964](https://my.apps.factse…
ResolvedDates
object
(since 1.11.0) Absolute actual dates used adjusted according to calendar and lagging
3 properties
3 required
Labels
object
Labeling and index information to be able to reconstruct the calculated data results to the provided inputs from the request. Only contains items relevant to r…
4 properties
StandardDate
string
(since 1.12.0) Date format YYYY-MM-DD.
UnderlyingIDs
object
A map of security IDs to their underlying IDs. When 'assetTypes' input is in a request, underlying IDs provided via this input are only respected for the follo…
SupportedStats
object
1 property
1 required
SuccessResponseMeta
object
The 'meta' object in HTTP 200 success responses
3 properties
1 required
The full machine-readable OpenAPI contract behind this narrative.
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