Exchange DataFeed Snapshot API - Symbol List client library for JavaScript

FactSet’s Exchange DataFeed Snapshot API provides cost-effective access to real-time and delayed global exchange data. Proprietary technology normalizes over 300 global exchanges and 150+ data fields. Asset types integrated include equities, futures, options, warrants, fixed income, mutual funds, ETFs, indices, commodities, and FX rates. Cutting-edge technology ensures reliability and provides scalability that allow applications to request multiple items at a time. To simplify client-side development an entire response can be placed in a matrix or table for effortless integration into internal and external applications. Using specified output formats (CSV, XML, JSON) receive all standard fields by default or customize the list based on specific needs.Below are the current hosts:Production: api.factset.comSandbox: api-sandbox.factset.com

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

• API version: 1.0.0
• SDK version: 0.22.0
• Build package: com.factset.sdk.codegen.FactSetJavascriptClientCodegen

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, SnapshotApi } = require('@factset/sdk-exchangedatafeedsnapshotapisymbollist');
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 SnapshotApi();
const opts = {
  'ids': "ids_example", // String | Requested symbols or securities. **Required** if not using `oc`. This is a comma-seperated list with a maximum of 500. Each symbol can be a FactSet Exchange Symbol, CUSIP, or SEDOL. This can be used in combination with `chain` parameter to pull in a custom portfolio.<P>**Try it out** - Choose one or multiple - IBM-USA, BABA-USA, WALMEX-MX, 7203-TKS, VOD-LON, NPN-JSE, MABAX, NZF, SPY-USA, AGG-USA, GLD-USA, AOR-USA, MNA-USA, UUP-USA, SP50-SPX, ESX-STX, XAO-ASX, WD-MSX, NG00-USA, GC00-USA, CC00-USA, C00-USA, FC00-USA, ER00-USA, EURUSD-FX1, USDMXN-FX1, AUDJPY-FX1, EURCZK-FX1, USDILS-FX1, USDZAR-FX1, US10YY-TU1, FDS#190621C00145000-USA, FDS#190621P00145000-USA. *Leave blank if you are trying the `oc` parameter*.</p>
  'oc': "oc_example", // String | Option Chain, accepts one underlying symbol for which the option chain will be returned. **Required** if not using `ids`. <p>**Try it Out** - Only available for BABA-USA</p>
  'fields': "fields_example", // String | All available fields. This is a comma-seperated list (no spaces). **Required** only when using `oc`. Otherwise, leave blank to return all fields by default. See definitions for details on available field names and Field ID #s. The Data Service Manual has complete reference.<p>**Try it Out** - All fields available. Use either FID # or name. For `oc`, recommend to use BID_1,ASK_1,STRIKE_PRICE.
  'sf': "sf_example", // String | Symbol Filters, ability to apply filtering to the result of an option chain `oc` request based on available fields and values for the symbols. `sf`=VALUE_[filter],[field],[value]   * **VALUE_MINMAX** -  Field value will be within specified interval. ex. - VALUE_MINMAX,BID_1,min,max   * **VALUE_EQUALS** - Field value will equal specified value. ex. - VALUE_EQUALS,BID_1,value   * **VALUE_NOT_EQUALS** - Field value will not equal specified value. ex. - VALUE_NOT_EQUALS,BID_1,value      **Try it Out** - depends on fields used. Example - VALUE_MINMAX,STRIKE_PRICE,120,130  
  'format': "'XML'", // String | The format of the output file.<p>**Try it Out** - All formats available</p>
  'serv': "serv_example", // String | The Data Service that handles the request for the specified symbols. Available live services are -    * **FDS1** -Production Data Service   * **FDS_FUND** -Fundamental Data Service used for End-of-Day data.  **Try it Out** - use FDS1 
  'reqId': "reqId_example" // String | Request Identification String. Can be used by the application to keep track of requests.  The id is not used by this service, however, it is included in the XML response.<p> **Try it Out** - any value can be passed through.</p>
};

// Call api endpoint
apiInstance.getDFSnapshot(opts).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-exchangedatafeedsnapshotapisymbollist');

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

Documentation for API Endpoints

All URIs are relative to https://api-sandbox.factset.com

Class | Method | HTTP request | Description ------------ | ------------- | ------------- | ------------- exchangedatafeedsnapshotapisymbollist.SnapshotApi | getDFSnapshot | GET /DFSnapshot | Request a snapshot of exchange data for a list of symbols. exchangedatafeedsnapshotapisymbollist.SnapshotApi | postDFSnapshot | POST /DFSnapshot | Snap exchange data. Use if URL lengh of 2,048 is exceeded.

Documentation for Models

• exchangedatafeedsnapshotapisymbollist.DFSnapshotResponse
• exchangedatafeedsnapshotapisymbollist.ErrorResponse
• exchangedatafeedsnapshotapisymbollist.ErrorResponseSubErrors
• exchangedatafeedsnapshotapisymbollist.Fields
• exchangedatafeedsnapshotapisymbollist.Specialfield

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 2022 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.