FactSet ETF client library for JavaScript

FactSet ETF data feeds provide complete and accurate security, fund and reference data across the universe of exchange-traded products. Data is sourced from ETF providers across the globe and includes more than 100 unique data points, resulting in comprehensive coverage to help you evaluate and construct ETFs, analyze potential trades, and perform fund research. FactSet Reference and Analytics data uses FactSet's FCS, which categorizes exchange-traded products using a rules-based system that is derived from seven core classifications. This system evaluates the asset class, economic development level, and geographical region as described in each fund's prospectus and marketing materials. ETF exposure details are presented on successively granular levels- category, then focus, and then niche. Moreover, FactSet ETF Reference data captures over 100 unique data points and provides market-specific data if you wish to solely focus on U.S., Canadian, Australian, New Zealand, Singapore, Hong Kong or European exchanges. All data points are grouped in one of two levels, either as a Fund or as a Listing. However, FactSet ETF Analytics data is primarily available for U.S.-domiciled ETFs. A subset of reference data items are provided for European-domiciled funds. For a full breakout of regional availability and history, see Formula Definitions and Calculations.

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

• API version: 1.0.0
• SDK version: 2.0.0
• Build package: com.factset.sdk.codegen.FactSetJavascriptClientCodegen

For more information, please visit http://www.factset.com/api

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, DataItemsApi } = require('@factset/sdk-factsetetf');
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 DataItemsApi();
const opts = {
  'category': new factsetetf.Category() // Category | The available categories that can be used to select collections of metrics for use within the ETF endpoints. |category|description| |---|---| |BENCHMARK_DETAILS|Details surrounding the underlying Benchmark Id and Segment Banchmark| |CLASSIFICATION|FactSet Fund Classification Codes and Names, across Asset Class, Broad  Geography, Fund Categories, Focus, Niche, and more.| |COSTS_FEES|Expenses and Fees such as capital gains, expense ratio, management fees, and more.| |COUNTERPARTY|Credit and Swap Counterparty details| |CREATE_REDEEM|Creation and Redemption Sizes| |DESCRIPTIVE|General Descriptive information such as name, objectives, issuer details, launch dates, website, and more.| |DISTRIBUTIONS|Dividend Dates, Dividend Treatmetns, Min/Max Cap Gains| |DOCUMENTATION|Details surrounding reporting information.| |GEARING|Leverage factors, inverse flags, and more.| |HEDGE|Hedging Information| |RISK|CIFSC Risk Ratings| |SERVICE_PROVIDERS|Distributors, issuers, and Advisor details| |STATUS|Actively Managed Flags| |STRATEGY|Segment Codes, selection criteria, strategy codes, weighting schemes, and lending details.| |STRUCTURE|ETF Type, backing codes, synthetic types, ucits compliance, legal structures, and more.| |TAX|Tax Types, distribution takes, K1 Flags, and more.| 
};

// Call api endpoint
apiInstance.getEtfMetrics(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-factsetetf');

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

Documentation for API Endpoints

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

Class | Method | HTTP request | Description ------------ | ------------- | ------------- | ------------- factsetetf.DataItemsApi | getEtfMetrics | GET /factset-etf/v1/metrics | Available ETF metrics factsetetf.ReferenceApi | getEtfReferenceData | GET /factset-etf/v1/reference | Return reference data for an ETF. factsetetf.ReferenceApi | getEtfReferenceDataForList | POST /factset-etf/v1/reference | Fetch Reference Data for a large list of ETF securities.

Documentation for Models

• factsetetf.Category
• factsetetf.ErrorResponse
• factsetetf.ErrorResponseSubErrors
• factsetetf.EtfReferenceData
• factsetetf.EtfReferenceDataRequest
• factsetetf.EtfReferenceDataResponse
• factsetetf.Metric
• factsetetf.MetricsResponse

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.