openapi: 3.0.0
info:
version: 1.3.0
title: FactSet Prices API
contact:
name: FactSet Research Systems
email: [email protected]
description: >
Gain access to comprehensive global coverage for Equities & Fixed Income.
Perform quick analytics by controlling the date ranges, currencies, and
rolling periods, or simply request Open, High, Low, and Close prices. Easily
connect pricing data with other core company data or alternative content
sets using FactSet's hub and spoke symbology. <p>Equity and Fund Security
types include Common Stock, ADR, GDR, Preferred, Closed-ended Fund, Exchange
Traded Fund, Unit, Open-ended Fund, Exchange Traded Fund UVI, Exchange
Traded Fund NAV, Preferred Equity, Non-Voting Depositary
Receipt/Certificate, Alien/Foreign, Structured Product, and Temporary
Instruments. Reference over 180,000+ active and inactive
securities.</p><p>Fixed Income Security Types include Corporate Bonds,
Treasury and Agency bonds, Government Bonds, and Municipals.</p>
servers:
- url: https://api.factset.com/content
description: Production
security:
- BasicAuth: []
paths:
/factset-prices/v1/prices:
get:
tags:
- Factset Prices
summary: Factset Gets end-of-day Open, High, Low, Close for a list of securities.
operationId: getSecurityPrices
description: >
Gets security prices, Open, High, Low, Close, Volume, and currency for a
specified date range and frequency. Prices are updated and at different
times across the different regions around the globe. The Prices API
automatically defaults relative price dates to the local region which is
determined by the local region of the requested security id. To learn
more about relative dates please visit [OA Page
4627](https://my.apps.factset.com/oa/pages/4627)
*/prices* endpoint currently supports Long Running asynchronous requests
up to **10 minutes** via `batch` parameter. **Additional Approvals
needed for access**. Id limits increased to **5000 ids** per request
using batch parameter.
parameters:
- $ref: '#/components/parameters/idsBatchMax5000'
- $ref: '#/components/parameters/startDate'
- $ref: '#/components/parameters/endDate'
- $ref: '#/components/parameters/frequency'
- $ref: '#/components/parameters/calendar'
- $ref: '#/components/parameters/currency'
- $ref: '#/components/parameters/adjust'
- $ref: '#/components/parameters/batch'
responses:
'200':
description: Array of security prices open, high, low, close, and volume.
content:
application/json:
schema:
$ref: '#/components/schemas/pricesResponse'
examples:
Price of AAPL as of March 29 2019:
$ref: '#/components/examples/singleSecurityPrices'
Prices for AAPL and TSLA as of March 29th 2019:
$ref: '#/components/examples/twoSecuritiesPrices'
One Month of Daily Prices for AAPL in March 2019:
$ref: '#/components/examples/oneMonthSecurityPrices'
'202':
description: Batch request has been accepted.
content:
application/json:
schema:
$ref: '#/components/schemas/BatchStatusResponse'
examples:
Batch Request Accepted:
$ref: '#/components/examples/BatchStatusAcceptedResponse'
headers:
Location:
description: Path to Batch Request status.
schema:
type: string
example: batch/v1/status?id=2df43e85-ea0f-45c6-bf4a-2baf4d1eaa3c
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'415':
$ref: '#/components/responses/415'
'500':
$ref: '#/components/responses/500'
post:
tags:
- Factset Prices
summary: >-
Factset Requests end-of-day Open, High, Low, Close for a large list of securities.
description: >2
Gets security prices, Open, High, Low, Close, Volume, and currency for a
specified date range and frequency.
*/prices* endpoint currently supports Long Running asynchronous requests
up to **10 minutes** via `batch` parameter. **Additional Approvals
needed for access**. Id limits increased to **5000 ids** per request
using batch parameter.
operationId: getSecurityPricesForList
requestBody:
required: true
description: Request object for `Security` prices.
content:
application/json:
schema:
$ref: '#/components/schemas/pricesRequest'
examples:
One Year of Daily Prices for Apple and Tesla in 2019:
$ref: '#/components/examples/multipleIdsOneYearPost'
Single Company Monthly Prices for One Year:
$ref: '#/components/examples/singleIdsOneYearMonthlyPost'
Price Adjusted for Splits, Spinoffs, and Dividends:
$ref: '#/components/examples/priceAdjustedForDividendsMonthlyPost'
Batch Request for Prices for APPL and Tesla:
$ref: '#/components/examples/BatchPricesRequestPost'
responses:
'200':
description: Array of security prices
content:
application/json:
schema:
$ref: '#/components/schemas/pricesResponse'
examples:
Price of AAPL as of March 29 2019:
$ref: '#/components/examples/singleSecurityPrices'
Prices for AAPL and TSLA as of March 29th 2019:
$ref: '#/components/examples/twoSecuritiesPrices'
One Month of Daily Prices for AAPL in March 2019:
$ref: '#/components/examples/oneMonthSecurityPrices'
'202':
description: Batch request has been accepted.
content:
application/json:
schema:
$ref: '#/components/schemas/BatchStatusResponse'
examples:
Batch Request Accepted:
$ref: '#/components/examples/BatchStatusAcceptedResponse'
headers:
Location:
description: Path to Batch Request status.
schema:
type: string
example: batch/v1/status?id=2df43e85-ea0f-45c6-bf4a-2baf4d1eaa3c
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'415':
$ref: '#/components/responses/415'
'500':
$ref: '#/components/responses/500'
/factset-prices/v1/fixed-income:
get:
tags:
- Factset Prices
summary: Factset Gets pricing for a list of Fixed Income securities
operationId: getFixedSecurityPrices
description: >
Get BID, MID, ASK, and Issuer Entity ID for a list of Fixed Income
Securities as of a requested date range. Available for U.S. Corporate,
Treasury and Agency bonds, Municipals, and non-U.S. Corporate and
Government bonds. To learn more about Fixed Income Prices database,
please review [OA:15995](https://my.apps.factset.com/oa/pages/15995)
parameters:
- $ref: '#/components/parameters/fixedIds'
- $ref: '#/components/parameters/startDate'
- $ref: '#/components/parameters/endDate'
- $ref: '#/components/parameters/frequencyFi'
responses:
'200':
description: >-
Array of Fixed Income Security prices objects for date range
requested
content:
application/json:
schema:
$ref: '#/components/schemas/pricesFixedIncomeResponse'
examples:
Fixed Income Price of Apple 4.65% 23-FEB-2046:
$ref: '#/components/examples/singleSecurityPricesFixedIncome'
Fixed Income Prices for Three Security Types:
$ref: '#/components/examples/multipleSecurityPricesFixedIncome'
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'415':
$ref: '#/components/responses/415'
'500':
$ref: '#/components/responses/500'
post:
tags:
- Factset Prices
summary: >-
Factset Requests pricing for a list of Fixed Income securities for date range requested
description: >
Get BID, MID, ASK, and Issuer Entity ID for a list of Fixed Income
Securities as of a requested date range. Available for U.S. Corporate,
Treasury and Agency bonds, Municipals, and non-U.S. Corporate and
Government bonds. To learn more about Fixed Income Prices database,
please review [OA:15995](https://my.apps.factset.com/oa/pages/15995)
operationId: getFixedSecurityPricesForList
requestBody:
required: true
description: Request object for Fixed Income `Security` prices.
content:
application/json:
schema:
$ref: '#/components/schemas/pricesFixedIncomeRequest'
examples:
Single Fixed Income Id Request for One Year of Monthly Prices:
$ref: '#/components/examples/singleFixedOneYearPost'
Fixed Income Single Id Request:
$ref: '#/components/examples/multipleFixedPricesPost'
responses:
'200':
description: Array of Fixed Income Security prices objects
content:
application/json:
schema:
$ref: '#/components/schemas/pricesFixedIncomeResponse'
examples:
Fixed Income Price of Apple 4.65% 23-FEB-2046:
$ref: '#/components/examples/singleSecurityPricesFixedIncome'
Fixed Income Prices for Three Security Types:
$ref: '#/components/examples/multipleSecurityPricesFixedIncome'
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'415':
$ref: '#/components/responses/415'
'500':
$ref: '#/components/responses/500'
/factset-prices/v1/references:
get:
tags:
- Factset Prices
summary: Factset Gets security reference details for a list of securities
operationId: getSecurityReferences
description: >
Gets security reference details for a list of `ids`, such as Name,
Security Type, Currency, Country, Primary Exchange, Local Index, and
dates of First and Last Trade.
parameters:
- $ref: '#/components/parameters/idsMax2000'
responses:
'200':
description: Array of security references objects
content:
application/json:
schema:
$ref: '#/components/schemas/referencesResponse'
examples:
Single Company Reference:
$ref: '#/components/examples/singleSecurityReferences'
Multiple Company References:
$ref: '#/components/examples/multipleSecurityReferences'
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'415':
$ref: '#/components/responses/415'
'500':
$ref: '#/components/responses/500'
post:
tags:
- Factset Prices
summary: Factset Requests security reference details a list of securities
description: >
Gets security reference details for a large list of `ids`, such as Name,
Security Type, Currency, Country, Primary Exchange, Local Index, and
dates of First and Last Trade.
operationId: getSecurityReferenceForList
requestBody:
required: true
description: Request object for `Security` prices.
content:
application/json:
schema:
$ref: '#/components/schemas/referencesRequest'
examples:
Multiple Security Reference Request:
$ref: '#/components/examples/multipleReferencesPost'
responses:
'200':
description: Array of security prices
content:
application/json:
schema:
$ref: '#/components/schemas/referencesResponse'
examples:
Single Company Reference:
$ref: '#/components/examples/singleSecurityReferences'
Multiple Company References:
$ref: '#/components/examples/multipleSecurityReferences'
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'415':
$ref: '#/components/responses/415'
'500':
$ref: '#/components/responses/500'
/factset-prices/v1/returns:
get:
tags:
- Factset Prices
summary: >-
Factset Gets Returns for a list of `ids` as of given date range and rolling Period
operationId: getSecurityReturns
description: >-
The simple or compound return for the requested frequency and/or
rollingPeriod. Depending on the input parameters the return will adjust
accordingly. If you simply use frequency and no rollingPeriod, the
return value will represent the frequency period. If you use
rollingPeriod, the values will be returned in actual period ends (e.g.
actual month, actual week, daily, etc.). General Return Calculation
Details found on [Online Assistant Page
#8748](https://oa.apps.factset.com/pages/8748)
parameters:
- $ref: '#/components/parameters/idsMax2000'
- $ref: '#/components/parameters/startDate'
- $ref: '#/components/parameters/endDate'
- $ref: '#/components/parameters/frequency'
- $ref: '#/components/parameters/calendar'
- $ref: '#/components/parameters/currency'
- $ref: '#/components/parameters/dividendAdjust'
- $ref: '#/components/parameters/rollingPeriod'
responses:
'200':
description: >-
Array of security returns for the requested date range and rolling
period
content:
application/json:
schema:
$ref: '#/components/schemas/returnsResponse'
examples:
Daily Returns of AAPL for the Year 2019:
$ref: '#/components/examples/dailyReturnsAPPL'
Latest 52w Return for AAPL:
$ref: '#/components/examples/52WKReturnAAPL'
Latest Month Return for FB, AAPL, NFLX, GOOGL:
$ref: '#/components/examples/fangStocksReturn'
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'415':
$ref: '#/components/responses/415'
'500':
$ref: '#/components/responses/500'
post:
tags:
- Factset Prices
summary: Factset Requests security returns for the given date range and rollingPeriod.
description: >-
The simple or compound return for the requested frequency and/or
rollingPeriod. Depending on the input parameters the return will adjust
accordingly. If you simply use frequency and no rollingPeriod, the
return value will represent the frequency period. If you use
rollingPeriod, the values will be returned in actual period ends (e.g.
actual month, actual week, daily, etc.). General Return Calculation
Details found on [Online Assistant Page
#8748](https://oa.apps.factset.com/pages/8748)
operationId: getSecurityReturnsForList
requestBody:
required: true
description: Request object for `Security` returns.
content:
application/json:
schema:
$ref: '#/components/schemas/returnsRequest'
examples:
What is the latest monthly total return for APPL TSLA FB and NFLX:
$ref: '#/components/examples/fangStocksReturnPost'
Daily Price Changes of AMZN in 2019:
$ref: '#/components/examples/dailyPriceChangeAMZNPost'
responses:
'200':
description: >-
Array of security returns for the requested date range and rolling
period
content:
application/json:
schema:
$ref: '#/components/schemas/returnsResponse'
examples:
Daily Returns of AAPL for the Year 2019:
$ref: '#/components/examples/dailyReturnsAPPL'
Latest 52w Return for AAPL:
$ref: '#/components/examples/52WKReturnAAPL'
Latest Month Return for FB, AAPL, NFLX, GOOGL:
$ref: '#/components/examples/fangStocksReturn'
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'415':
$ref: '#/components/responses/415'
'500':
$ref: '#/components/responses/500'
/factset-prices/v1/returns-snapshot:
get:
tags:
- Factset Prices
summary: >-
Factset Returns the price performance of the security and annualized compound total returns.
operationId: getReturnsSnapshot
description: >
Retrieves various return periods as of a given date for a requested list
of securities. This endpoint is very helpful for quickly retrieving a
list of pre-calculated returns for application development.<p> Return
periods include
* oneDay
* weekToDate
* monthToDate
* quarterToDate
* yearToDate
* oneMonth
* threeMonth
* sixMonth
* nineMonth
* oneYear
* twoYearAnnualized
* threeYearAnnualized
* fiveYearAnnualized
* tenYearAnnualized
* twentyYearAnnualized
* thirtyYearAnnualized
* ipoToDateAnnualized
</p>
parameters:
- $ref: '#/components/parameters/idsMax2000'
- $ref: '#/components/parameters/dateRs'
- $ref: '#/components/parameters/calendar'
- $ref: '#/components/parameters/currency'
- $ref: '#/components/parameters/dividendAdjustSnapshot'
responses:
'200':
description: Array of returns-snapshot objects for the list of ids requested
content:
application/json:
schema:
$ref: '#/components/schemas/returnsSnapshotResponse'
examples:
Return details for IBM-US with compound return type:
$ref: '#/components/examples/singleRSCompundRTResponse'
Requesting returns details for Multiple companies with simple return type:
$ref: '#/components/examples/multipleRSSimpleRTResponse'
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'415':
$ref: '#/components/responses/415'
'500':
$ref: '#/components/responses/500'
post:
tags:
- Factset Prices
summary: >-
Factset Returns the price performance of the security and annualized compound total returns.
description: >
Retrieves various return periods as of a given date for a requested list
of securities. This endpoint is very helpful for quickly retrieving a
list of pre-calculated returns for application development.<p> Return
periods include
* oneDay
* weekToDate
* monthToDate
* quarterToDate
* yearToDate
* oneMonth
* threeMonth
* sixMonth
* nineMonth
* oneYear
* twoYearAnnualized
* threeYearAnnualized
* fiveYearAnnualized
* tenYearAnnualized
* twentyYearAnnualized
* thirtyYearAnnualized
* ipoToDateAnnualized
</p>
operationId: getReturnsSnapshotForList
requestBody:
required: true
description: Request object for Returns-Snapshot.
content:
application/json:
schema:
$ref: '#/components/schemas/returnsSnapshotRequest'
examples:
Return details for IBM-US with compound return type:
$ref: '#/components/examples/singleRSCompundRT'
Requesting returns details for multiple companies with simple return type:
$ref: '#/components/examples/multipleRSSimpleRT'
responses:
'200':
description: Array of returns-snapshot objects for the list of ids requested
content:
application/json:
schema:
$ref: '#/components/schemas/returnsSnapshotResponse'
examples:
Return details for IBM-US with compound return type:
$ref: '#/components/examples/singleRSCompundRTResponse'
Requesting returns details for multiple companies with simple return type:
$ref: '#/components/examples/multipleRSSimpleRTResponse'
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'415':
$ref: '#/components/responses/415'
'500':
$ref: '#/components/responses/500'
/factset-prices/v1/dividends:
get:
tags:
- Factset Prices
summary: Factset Gets dividend information for a given date range and list of securities
operationId: getSecurityDividends
description: >-
Get the dividend amounts, dates, types, and flags over a specified date
range. You may request future dates to receive information for declared
dividends.
parameters:
- $ref: '#/components/parameters/idsMax1000'
- $ref: '#/components/parameters/startDate'
- $ref: '#/components/parameters/endDate'
- $ref: '#/components/parameters/currency'
- $ref: '#/components/parameters/adjust'
responses:
'200':
description: >-
Array of security dividend information for a given date range and
list of securities
content:
application/json:
schema:
$ref: '#/components/schemas/dividendsResponse'
examples:
Three Years of Dividends for AAPL as of 2019:
$ref: '#/components/examples/3yrDividendsAPPL'
Latest Dividends for AAPL and AMZN:
$ref: '#/components/examples/latestDividends'
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'415':
$ref: '#/components/responses/415'
'500':
$ref: '#/components/responses/500'
post:
tags:
- Factset Prices
summary: >-
Factset Requests dividend information for a given date range and list of securities
description: >-
Get the dividend amounts, dates, types, and flags over a specified date
range
operationId: getSecurityDividendsForList
requestBody:
required: true
description: Request object for `Security` dividends.
content:
application/json:
schema:
$ref: '#/components/schemas/dividendsRequest'
examples:
Request AAPL Dividends in 2019:
$ref: '#/components/examples/singleSecurityDividends'
Request Latest Dividends of AAPL and MSFT:
$ref: '#/components/examples/latestDividendsPost'
responses:
'200':
description: >-
Array of dividend information for a given date range and list of
securities
content:
application/json:
schema:
$ref: '#/components/schemas/dividendsResponse'
examples:
Latest Dividends for AAPL and MSFT:
$ref: '#/components/examples/latestDividends'
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'415':
$ref: '#/components/responses/415'
'500':
$ref: '#/components/responses/500'
/factset-prices/v1/splits:
get:
tags:
- Factset Prices
summary: Factset Gets full history of security Splits for a list of `ids`
operationId: getSecuritySplits
description: >-
Gets the entire history of splits for a given list of identifiers.
Information returned includes the split factor, a plain text comment
regarding the type of split, and the event date.
parameters:
- $ref: '#/components/parameters/idsMax2000'
responses:
'200':
description: Array of security splits
content:
application/json:
schema:
$ref: '#/components/schemas/splitsResponse'
examples:
Split History for a Single Security - MSFT:
$ref: '#/components/examples/singleSecuritySplits'
Split History for a List of Securities:
$ref: '#/components/examples/multipleSecuritySplits'
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'415':
$ref: '#/components/responses/415'
'500':
$ref: '#/components/responses/500'
post:
tags:
- Factset Prices
summary: Factset Requests splits for a list of `ids`
description: >-
Gets the entire history of splits for a given list of identifiers.
Information returned includes the split factor, a plain text comment
regarding the type of split, and the event date.
operationId: getSecuritySplitsForList
requestBody:
required: true
description: Request object for `Security` split factors.
content:
application/json:
schema:
$ref: '#/components/schemas/splitsRequest'
examples:
Single Company Daily Prices One Month:
$ref: '#/components/examples/splitHistoryMSFTPost'
One Year of Monthly Prices for AAPL in 2019:
$ref: '#/components/examples/multipleSplitsHistoryPost'
responses:
'200':
description: Array of Splits objects
content:
application/json:
schema:
$ref: '#/components/schemas/splitsResponse'
examples:
Splits History for MSFT:
$ref: '#/components/examples/singleSecuritySplits'
Split History for a List of Securities:
$ref: '#/components/examples/multipleSecuritySplits'
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'415':
$ref: '#/components/responses/415'
'500':
$ref: '#/components/responses/500'
/factset-prices/v1/shares:
get:
tags:
- Factset Prices
summary: Factset Gets shares for a list of `ids` as of given date range.
operationId: getSecurityShares
description: >-
Gets security shares for a list of 'ids' and given date range. Share
values returned include security-level and company-level.
parameters:
- $ref: '#/components/parameters/idsMax1000'
- $ref: '#/components/parameters/startDate'
- $ref: '#/components/parameters/endDate'
- $ref: '#/components/parameters/frequency'
- $ref: '#/components/parameters/calendar'
- $ref: '#/components/parameters/splitAdjust'
responses:
'200':
description: Array of security shares
content:
application/json:
schema:
$ref: '#/components/schemas/sharesResponse'
examples:
One Year of Monthly Share Counts for AAPL:
$ref: '#/components/examples/singleSecurityShares'
Multiple Security Share Counts as of 2019 Year End - FB, AAPL, NFLX, GOOGL:
$ref: '#/components/examples/multipleSecuritiesShares'
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'415':
$ref: '#/components/responses/415'
'500':
$ref: '#/components/responses/500'
post:
tags:
- Factset Prices
summary: Factset Requests shares for a list of `ids` as of given date range.
description: >-
Gets security shares for a list of 'ids' and given date range. Share
values returned include security-level and company-level.
operationId: getSecuritySharesForList
requestBody:
required: true
description: Request object for `Security` shares.
content:
application/json:
schema:
$ref: '#/components/schemas/sharesRequest'
examples:
Request One Year of Monthly Share Counts for AAPL:
$ref: '#/components/examples/singleSecuritySharesPost'
Request Multiple Security Share Counts as of 2019 Year End - FB, AAPL, NFLX, GOOGL:
$ref: '#/components/examples/multipleSecuritiesSharesPost'
responses:
'200':
description: Array of Shares objects
content:
application/json:
schema:
$ref: '#/components/schemas/sharesResponse'
examples:
One Year of Monthly Share Counts for AAPL:
$ref: '#/components/examples/singleSecurityShares'
Multiple Security Share Counts as of 2019 Year End - FB, AAPL, NFLX, GOOGL:
$ref: '#/components/examples/multipleSecuritiesShares'
'400':
$ref: '#/components/responses/400'
'401':
$ref: '#/components/responses/401'
'403':
$ref: '#/components/responses/403'
'415':
$ref: '#/components/responses/415'
'500':
$ref: '#/components/responses/500'
/factset-prices/v1/market-value:
get:
tags:
- Factset Prices
summary: >-
Factset Gets the security level and company level market values for a list of `ids` as of given date range and frequency.
operationId: getMarketValue
description: >
Gets market capitalization of list of ids for the company level,
security level, calendar, frequency, and currency for a specified date
range.
parameters:
- $ref: '#/components/parameters/idsMax2000'
- $ref: '#/components/parameters/startDate'
- $ref: '#/components/parameters/endDate'
- $ref: '#/components/parameters/frequency'
- $ref: '#/components/parameters/calendar'
- $ref: '#/components/parameters/currency'
responses:
'200':
description: Array of company market capitalization values.
content:
application/json:
schem
# --- truncated at 32 KB (179 KB total) ---
# Full source: https://raw.githubusercontent.com/api-evangelist/factset/refs/heads/main/openapi/prices-openapi-original.yml