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@factset/sdk-bestexecutionanalyticsforsmartertradingbeast

v0.4.1

Published

Best Execution Analytics for Smarter Trading (BEAST) client library for JavaScript

Vulnerabilities

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Links

Git

Maintainers

fdsfdstsouthmaydfdstsouthmaydfdsenterprisesdkenterprisesdkfbecker-fdsfbecker-fds

Keywords

FactSetAPISDK

Readme

FactSet

Best Execution Analytics for Smarter Trading (BEAST) client library for JavaScript

API Version npm Apache-2 license

Enables clients to programmatically access the underlying data which powers the BEAST Liquidity Analytics (LA) and Transaction Cost Analysis (TCA) applications.

This TypeScript/JavaScript package is automatically generated by the OpenAPI Generator project:

  • API version: 4.0.1
  • SDK version: 0.4.1
  • Build package: com.factset.sdk.codegen.FactSetJavascriptClientCodegen

For more information, please visit https://developer.factset.com/contact

Requirements

  • Node.js >= 18

Installation

npm

npm install @factset/sdk-utils @factset/[email protected]

yarn

yarn add @factset/sdk-utils @factset/[email protected]

Usage

  1. Generate authentication credentials.
  2. Setup Node.js environment

    1. Install and activate Node.js >=18. If you're using nvm:

      nvm install 18
nvm use 18

    2. (optional) Install yarn.

  3. Install dependencies.
  4. Run the following:

[!IMPORTANT] The parameter variables defined below are just examples and may potentially contain non valid values. Please replace them with valid values.

Example Code

const { ApiClient, LiquidityAnalyticsApi } = require('@factset/sdk-bestexecutionanalyticsforsmartertradingbeast');
const { ConfidentialClient } = require('@factset/sdk-utils');

const apiClient = ApiClient.instance;

// Examples for each supported authentication method are below,
// choose one that satisfies your use case.

// (Preferred) OAuth 2.0: FactSetOAuth2
// See https://github.com/FactSet/enterprise-sdk#oauth-20
// for information on how to create the app-config.json file
//
// The confidential client instance should be reused in production environments.
// See https://github.com/FactSet/enterprise-sdk-utils-typescript#authentication
// for more information on using the ConfidentialClient class
apiClient.factsetOauth2Client = new ConfidentialClient('/path/to/app-config.json');

// Basic authentication: FactSetApiKey
// See https://github.com/FactSet/enterprise-sdk#api-key
// for information how to create an API key
// const FactSetApiKey = apiClient.authentications['FactSetApiKey'];
// FactSetApiKey.username = 'USERNAME-SERIAL';
// FactSetApiKey.password = 'API-KEY';

const apiInstance = new LiquidityAnalyticsApi();
const securityIds = ["FDS-US-USD","AAPL-US","MX-CA"]; // [String] | ISIN for European or India securities, otherwise TICKER. Either FDS-US-USD or FDS-US works.
const startDate = 2024-08-21; // Date | Date in the format YYYY-MM-DD
const endDate = 2024-08-29; // Date | Date in the format YYYY-MM-DD

// Call api endpoint
apiInstance.getLiquidityAnalytics(securityIds, startDate, endDate).then(
  data => {

    console.log('API called successfully. Returned data:');
    console.log(data);
  },
  error => {
    console.error(error);
  },
);

Using a Proxy

To add a HTTP proxy for the API client, you can set the proxyUrl for the ApiClient instance:

const { ApiClient } = require('@factset/sdk-bestexecutionanalyticsforsmartertradingbeast');

const apiClient = ApiClient.instance;
apiClient.setProxyUrl('http://username:[email protected]:8080');

Documentation for API Endpoints

All URIs are relative to https://api.factset.com/analytics/beast/v4

Class | Method | HTTP request | Description ------------ | ------------- | ------------- | ------------- bestexecutionanalyticsforsmartertradingbeast.LiquidityAnalyticsApi | getLiquidityAnalytics | GET /tca/liquidity/liquidity-analytics | Get Liquidity Analytics bestexecutionanalyticsforsmartertradingbeast.LiquidityAnalyticsApi | getLiquidityQuotes | GET /tca/liquidity/quotes | Get Liquidity Quotes bestexecutionanalyticsforsmartertradingbeast.LiquidityAnalyticsApi | getLiquidityTrades | GET /tca/liquidity/trades | Get Liquidity Trades bestexecutionanalyticsforsmartertradingbeast.LiquidityAnalyticsApi | getLiquidityVolumeAnalytics | GET /tca/liquidity/volume-analytics | Get Liquidity Volume Analytics bestexecutionanalyticsforsmartertradingbeast.MarketImpactApi | getCostImpactV3 | GET /tca/market-impact/cost-impact | Get Cost Impact bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi | getOrderFillCount | GET /tca/order/fill-count | Get Order Fill Count bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi | getOrderIndexETF | GET /tca/order/index-etf | Get Index ETF data bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi | getOrderInfo | GET /tca/order/order-info | Get Order Information bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi | getOrderIntraStats | GET /tca/order/intra-order-stats | Get Intra Order Stats bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi | getOrderInvestmentTiming | GET /tca/order/investment-timing | Get Order Investment Timings bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi | getOrderPriceTimeFills | GET /tca/order/price-time-fills | Get Price Time Fills bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi | getOrderPriceTimeQuotes | GET /tca/order/price-time-quotes | Get Price Time Quotes bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi | getOrderPriceTimeTrades | GET /tca/order/price-time-trades | Get Price Time Trades bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi | getOrderVolumePrice | GET /tca/order/volume-price | Get Order Volume Prices bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi | getOrderVolumeTime | GET /tca/order/volume-time | Get Order Volume Times bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi | getOrderVolumeVenue | GET /tca/order/volume-venue | Get Order Volume Venues bestexecutionanalyticsforsmartertradingbeast.OrderSearchApi | getFieldValues | GET /tca/search/field-values | Get Order field values bestexecutionanalyticsforsmartertradingbeast.OrderSearchApi | getOrders | GET /tca/search/orders | Get Orders by field values bestexecutionanalyticsforsmartertradingbeast.OutliersApi | getOutlierMetricsByPercentile | GET /tca/outlier/metrics-by-percentile | Get Outlier Metrics by percentile bestexecutionanalyticsforsmartertradingbeast.OutliersApi | getOutlierMetricsStandard | GET /tca/outlier/metrics-standard | Get Outlier Metrics by standard deviation bestexecutionanalyticsforsmartertradingbeast.ReportsApi | getParentAggregateAnalysis | GET /tca/report/parent-aggregate-analysis | Get Parent Aggregate Analysis

Documentation for Models

Documentation for Authorization

FactSetApiKey

  • Type: HTTP basic authentication

FactSetOAuth2

  • Type: OAuth
  • Flow: application
  • Authorization URL:
  • Scopes: N/A

Contributing

Please refer to the contributing guide.

Copyright

Copyright 2026 FactSet Research Systems Inc

Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at

http://www.apache.org/licenses/LICENSE-2.0

Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.