FactSet Options client library for JavaScript

The Option Prices database provides pricing data such as mid bid-ask price, reference data (e.g., strike price), and risk measures (e.g., Greeks and implied volatility). Visit Options Overview OA Page # 14925 for details on database coverage. U.S. exchange-traded option bid and ask quotes are continuously updated throughout the day even when no trades have occurred on the option (zero volume). The end-of-day closing bid and ask quotes are always in line with the underlying closing price.

Note

• Currently in Beta only OPRA exchanges are supported.

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

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, OptionChainsScreeningApi } = require('@factset/sdk-factsetoptions');
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 OptionChainsScreeningApi();
const chainsRequest = new factsetoptions.ChainsRequest(); // ChainsRequest | Options Chains Request Object

// Call api endpoint
apiInstance.getOptionsChainsForList(chainsRequest).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-factsetoptions');

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 ------------ | ------------- | ------------- | ------------- factsetoptions.OptionChainsScreeningApi | getOptionsChainsForList | POST /factset-options/v1/chains | Returns all the underlying option identifiers for the specified underlying Security identifier factsetoptions.OptionChainsScreeningApi | getOptionsScreeningForList | POST /factset-options/v1/option-screening | Returns all the option identifiers based on the conditions provided as input in the request factsetoptions.PricesVolumeApi | getOptionsPricesForList | POST /factset-options/v1/prices | Returns the pricing related information for the specified option identifier factsetoptions.PricesVolumeApi | getOptionsVolumeForList | POST /factset-options/v1/volume | Returns the volume details for the specified option identifier factsetoptions.PricesVolumeApi | getUnderlyingVolumeForList | POST /factset-options/v1/underlying-volume | Returns the aggregate volume and open interest for the list of the options under the specified security identifier factsetoptions.ReferenceApi | getOptionsDatesForList | POST /factset-options/v1/dates | Returns option security dates such as expiration and trade. factsetoptions.ReferenceApi | getOptionsReferencesForList | POST /factset-options/v1/references | Returns basic reference details for the options such as currency, exchange, symbols, flags and more factsetoptions.RiskMeasuresApi | getOptionsATMImpliedVolatilityForList | POST /factset-options/v1/atm-implied-volatility | Returns the at-the-money (ATM) implied volatility details for the specified underlying security identifier factsetoptions.RiskMeasuresApi | getOptionsGreeksForList | POST /factset-options/v1/greeks | Returns all the Greeks details for the specified option identifier factsetoptions.RiskMeasuresApi | getOptionsVolatilityForList | POST /factset-options/v1/implied-volatility | Returns the implied volatility information for the specified option identifier factsetoptions.SnapshotApi | getOptionsSnapshotForList | POST /factset-options/v1/snapshot | Returns all the profile information for the list of identifiers as of a specific date

Documentation for Models

• factsetoptions.AtmImpliedVolatility
• factsetoptions.AtmImpliedVolatilityRequest
• factsetoptions.AtmImpliedVolatilityResponse
• factsetoptions.Calendar
• factsetoptions.Chains
• factsetoptions.ChainsRequest
• factsetoptions.ChainsResponse
• factsetoptions.ErrorResponse
• factsetoptions.ErrorResponseSubErrors
• factsetoptions.Exchange
• factsetoptions.ExchangeScreeningId
• factsetoptions.Frequency
• factsetoptions.Greeks
• factsetoptions.GreeksRequest
• factsetoptions.GreeksResponse
• factsetoptions.IdType
• factsetoptions.ImpliedVolatility
• factsetoptions.ImpliedVolatilityRequest
• factsetoptions.ImpliedVolatilityResponse
• factsetoptions.OptionScreening
• factsetoptions.OptionScreeningRequest
• factsetoptions.OptionScreeningResponse
• factsetoptions.OptionsDates
• factsetoptions.OptionsDatesRequest
• factsetoptions.OptionsDatesResponse
• factsetoptions.OptionsPrices
• factsetoptions.OptionsPricesRequest
• factsetoptions.OptionsPricesResponse
• factsetoptions.OptionsReferences
• factsetoptions.OptionsReferencesRequest
• factsetoptions.OptionsReferencesResponse
• factsetoptions.OptionsVolume
• factsetoptions.OptionsVolumeRequest
• factsetoptions.OptionsVolumeResponse
• factsetoptions.PriceType
• factsetoptions.Snapshot
• factsetoptions.SnapshotRequest
• factsetoptions.SnapshotResponse
• factsetoptions.UnderlyingVolume
• factsetoptions.UnderlyingVolumeRequest
• factsetoptions.UnderlyingVolumeResponse

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.