Intraday Tick History client library for JavaScript

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

• API version: 1.0.0
• Package version: 0.20.0
• Build package: org.openapitools.codegen.languages.JavascriptClientCodegen

Requirements

• Node.js >= 12

Installation

npm

npm install @factset/sdk-utils @factset/sdk-intradaytickhistory

yarn

yarn add @factset/sdk-utils @factset/sdk-intradaytickhistory

Usage

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

   1. Install and activate Node.js >=12. If you're using nvm:

      nvm install 16
      nvm use 16

   2. (optional) Install yarn.

3. Install dependencies.
4. Run the following:

const { ApiClient, FirstTradeApi } = require('@factset/sdk-intradaytickhistory');
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
// 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 FirstTradeApi();
const id = "id_example"; // String | Requested symbol or security. The symbol can be a FactSet exchange symbol, CUSIP, or SEDOL. **NOTE**: Only one identifier can be requested per request.<P>**TRY IT OUT** - Choose One from - 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
const opts = {
  '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.
  'startDate': "startDate_example", // String | This is the start date for the Snapshot History. Requests should be made in the format YYYYMMDD Default is current business day. Field can be sd or date. TRY IT OUT Cannot use current day.
  'startTime': "'040000'", // String | This is the start time for the snapshot history requested. Requests should be made in a **HHMMSSS** format.Range from 000000 - 235959. **TRY IT OUT** Cannot use current day
  'format': "'XML'", // String | The format of the output file. TRY IT OUT Choose from JSON, CSV, CSV_NO_HEADER
  'includeRequest': "'false'", // String | Flag to include request id and key in the CSV output.
  'dataset': "dataset_example" // String | Decides what type of trades to return, default is all trades and quotes, alternatively charting can be selected which will filter out unofficial trades.
};

// Call api endpoint
apiInstance.tickHistoryFirsttradeGet(id, opts).then(
  data => {

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

Documentation for API Endpoints

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

Class | Method | HTTP request | Description ------------ | ------------- | ------------- | ------------- intradaytickhistory.FirstTradeApi | tickHistoryFirsttradeGet | GET /TickHistory/firsttrade | Request returns data for the first trade (official and unofficial) after the specified time intradaytickhistory.LastTradeApi | tickHistoryLasttradeGet | GET /TickHistory/lasttrade | Request returns data for the last trade and associated quotes before the specified time intradaytickhistory.QuoteAtTimeApi | tickHistoryQatGet | GET /TickHistory/qat | Request returns a quote at the specified time intradaytickhistory.TickHistoryApi | getTickHistory | GET /TickHistory/history | Tick History service returns trade data and associated quotes for a client specified interval and time period intradaytickhistory.TradesAtTimeApi | tickHistoryTradesattimeGet | GET /TickHistory/tradesattime | Request returns the before and after trade data along with the associated quotes for the specified time

Documentation for Models

• intradaytickhistory.Fields
• intradaytickhistory.Intervals
• intradaytickhistory.Specialfield
• intradaytickhistory.TickhistoryResponse

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.