@factset/sdk-spglobalfixedincomeevaluatedpricesandanalytics
v0.2.0
Published
S&P Global Fixed Income Evaluated Prices and Analytics client library for JavaScript
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S&P Global Fixed Income Evaluated Prices and Analytics client library for JavaScript
Gain access to evaluated pricing and analytics data for Corporate Bonds, Municipal Bonds and Asset Backed Securities provided by S&P Global (formerly IHS Markit) .
Data returned through multiple endpoints like prices, spread, yield, yield curve, sensitivity, coupon information, securities metadata and details specific to the Asset Backed Securities.
This TypeScript/JavaScript package is automatically generated by the OpenAPI Generator project:
- API version: 1.0.0
- SDK version: 0.2.0
- 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
- Generate authentication credentials.
- Setup Node.js environment
Install and activate Node.js >=18. If you're using nvm:
nvm install 18 nvm use 18
(optional) Install yarn.
- Install dependencies.
- 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, ABSDetailsApi } = require('@factset/sdk-spglobalfixedincomeevaluatedpricesandanalytics');
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 ABSDetailsApi();
const ids = ["US05522RDC97"]; // [String] | Security or Entity identifiers. FactSet Identifiers, tickers, CUSIP, ISIN and SEDOL are accepted as input. <p>***ids limit** = 2000 per request*</p> *<p>Make note, GET Method URL request lines are also limited to a total length of 8192 bytes (8KB). In cases where the service allows for thousands of ids, which may lead to exceeding this request line limit of 8KB, its advised for any requests with large request lines to be requested through the respective \"POST\" method.</p>*
const opts = {
'startDate': 2021-01-01, // String | The start date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to previous close. Future dates (T+1) are not accepted in this endpoint.
'endDate': 2021-12-31, // String | The end date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to previous close. Future dates (T+1) are not accepted in this endpoint.
'frequency': D, // String | Controls the display frequency of the data returned. * **D** = Daily * **W** = Weekly, based on the last day of the week of the start date. * **M** = Monthly, based on the last trading day of the month. * **AM** = Monthly, based on the start date (e.g., if the start date is June 16, data is displayed for June 16, May 16, April 16 etc.). * **CQ** = Quarterly based on the last trading day of the calendar quarter (March, June, September, or December). * **FQ** = Fiscal Quarter of the company. * **AY** = Actual Annual, based on the start date. * **CY** = Calendar Annual, based on the last trading day of the calendar year. * **FY** = Fiscal Annual, based on the last trading day of the company's fiscal year.
'calendar': FIVEDAY // String | Calendar of data returned. SEVENDAY includes weekends. LOCAL calendar will default to the securities' trading calendar which excludes date records for respective holiday periods.
};
// Call api endpoint
apiInstance.getABSDetails(ids, 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-spglobalfixedincomeevaluatedpricesandanalytics');
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 ------------ | ------------- | ------------- | ------------- spglobalfixedincomeevaluatedpricesandanalytics.ABSDetailsApi | getABSDetails | GET /markit-bond-prices-and-analytics/v1/abs-details | Get Asset Backed Security Details for a list of securities spglobalfixedincomeevaluatedpricesandanalytics.ABSDetailsApi | getABSDetailsForList | POST /markit-bond-prices-and-analytics/v1/abs-details | Request Asset Backed Security Details for a list of securities spglobalfixedincomeevaluatedpricesandanalytics.CouponApi | getBondCoupon | GET /markit-bond-prices-and-analytics/v1/coupon | Get coupon data for given date range and list of securities spglobalfixedincomeevaluatedpricesandanalytics.CouponApi | getBondCouponForList | POST /markit-bond-prices-and-analytics/v1/coupon | Request coupon data for given date range and list of securities spglobalfixedincomeevaluatedpricesandanalytics.IssuerYieldCurveApi | getBondIssuerYieldCurve | GET /markit-bond-prices-and-analytics/v1/issuer-yield-curve | Get yield curve data for given date range and list of securities spglobalfixedincomeevaluatedpricesandanalytics.IssuerYieldCurveApi | getBondIssuerYieldCurveForList | POST /markit-bond-prices-and-analytics/v1/issuer-yield-curve | Request yield curve data for given date range and list of securities spglobalfixedincomeevaluatedpricesandanalytics.MetaApi | getBondMeta | GET /markit-bond-prices-and-analytics/v1/meta | Get bond meta data for a list of securities. spglobalfixedincomeevaluatedpricesandanalytics.MetaApi | getBondMetaForList | POST /markit-bond-prices-and-analytics/v1/meta | Get bond meta data for a list of securities. spglobalfixedincomeevaluatedpricesandanalytics.PricesApi | getBondPrices | GET /markit-bond-prices-and-analytics/v1/prices | Get Bid, Mid and Ask prices for a list of securities spglobalfixedincomeevaluatedpricesandanalytics.PricesApi | getBondPricesForList | POST /markit-bond-prices-and-analytics/v1/prices | Request Bid, Mid and Ask prices for a list of securities spglobalfixedincomeevaluatedpricesandanalytics.SensitivityApi | getBondSensitivity | GET /markit-bond-prices-and-analytics/v1/sensitivity | Get the bond sensitivity data for a list of securities spglobalfixedincomeevaluatedpricesandanalytics.SensitivityApi | getBondSensitivityForList | POST /markit-bond-prices-and-analytics/v1/sensitivity | Request the bond sensitivity data for a list of securities spglobalfixedincomeevaluatedpricesandanalytics.SpreadApi | getBondSpread | GET /markit-bond-prices-and-analytics/v1/spread | Get the Spread and OAS data for a list of securities spglobalfixedincomeevaluatedpricesandanalytics.SpreadApi | getBondSpreadForList | POST /markit-bond-prices-and-analytics/v1/spread | Request the Spread and OAS data for a list of securities spglobalfixedincomeevaluatedpricesandanalytics.YieldApi | getBondYield | GET /markit-bond-prices-and-analytics/v1/yield | Get yield information for given date range and list of securities spglobalfixedincomeevaluatedpricesandanalytics.YieldApi | getBondYieldForList | POST /markit-bond-prices-and-analytics/v1/yield | Request yield information for given date range and list of securities
Documentation for Models
- spglobalfixedincomeevaluatedpricesandanalytics.AbsDetails
- spglobalfixedincomeevaluatedpricesandanalytics.AbsDetailsRequest
- spglobalfixedincomeevaluatedpricesandanalytics.AbsDetailsResponse
- spglobalfixedincomeevaluatedpricesandanalytics.BondCoupon
- spglobalfixedincomeevaluatedpricesandanalytics.BondCouponRequest
- spglobalfixedincomeevaluatedpricesandanalytics.BondCouponResponse
- spglobalfixedincomeevaluatedpricesandanalytics.BondIssuerYieldCurve
- spglobalfixedincomeevaluatedpricesandanalytics.BondIssuerYieldCurveRequest
- spglobalfixedincomeevaluatedpricesandanalytics.BondIssuerYieldCurveResponse
- spglobalfixedincomeevaluatedpricesandanalytics.BondMeta
- spglobalfixedincomeevaluatedpricesandanalytics.BondMetaRequest
- spglobalfixedincomeevaluatedpricesandanalytics.BondMetaResponse
- spglobalfixedincomeevaluatedpricesandanalytics.BondPrices
- spglobalfixedincomeevaluatedpricesandanalytics.BondPricesRequest
- spglobalfixedincomeevaluatedpricesandanalytics.BondPricesResponse
- spglobalfixedincomeevaluatedpricesandanalytics.BondSensitivity
- spglobalfixedincomeevaluatedpricesandanalytics.BondSensitivityRequest
- spglobalfixedincomeevaluatedpricesandanalytics.BondSensitivityResponse
- spglobalfixedincomeevaluatedpricesandanalytics.BondSpread
- spglobalfixedincomeevaluatedpricesandanalytics.BondSpreadRequest
- spglobalfixedincomeevaluatedpricesandanalytics.BondSpreadResponse
- spglobalfixedincomeevaluatedpricesandanalytics.BondYield
- spglobalfixedincomeevaluatedpricesandanalytics.BondYieldRequest
- spglobalfixedincomeevaluatedpricesandanalytics.BondYieldResponse
- spglobalfixedincomeevaluatedpricesandanalytics.Calendar
- spglobalfixedincomeevaluatedpricesandanalytics.ErrorResponse
- spglobalfixedincomeevaluatedpricesandanalytics.ErrorResponseSubErrors
- spglobalfixedincomeevaluatedpricesandanalytics.Frequency
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.