openapi: 3.0.0
info:
title: FactSet Securitized Derivatives API for Digital Portals
description: |2-
Fundamental data for a single securitized derivative. Notation-based key
figures of a securitized derivative.
version: '2'
servers:
- url: https://api.factset.com/wealth/v1
paths:
/securitizedDerivative/get:
get:
tags:
- Derivative
operationId: get/securitizedDerivative/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset Fundamental Data for a Single Securitized Derivative.
description: >-
Fundamental data for a single securitized derivative. Dates are
interpreted in the timezone of the issuer.
parameters:
- name: id
in: query
schema:
type: string
format: id64
x-positive: true
description: Identifier of the instrument.
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
- name: _language
in: query
schema:
type: string
format: isoLanguage
description: ISO 639-1 code of the language.
maxLength: 2
minLength: 2
exclusiveMinimum: false
exclusiveMaximum: false
responses:
'200':
$ref: '#/components/responses/GetSecuritizedDerivativeGet200Response'
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/securitizedDerivative/barrier/type/list:
get:
tags:
- Barriers
- Derivative
- Type
operationId: get/securitizedDerivative/barrier/type/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset List of Barrier Types.
description: List of barrier types.
responses:
'200':
$ref: >-
#/components/responses/GetSecuritizedDerivativeBarrierTypeList200Response
parameters:
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/securitizedDerivative/issuer/search:
post:
tags:
- Derivative
- Issuer
- Search
operationId: post/securitizedDerivative/issuer/search
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset Search for Issuers of Securitized Derivatives.
description: >-
Search for issuers of securitized derivatives, including issuer groups,
which do not represent actual juristic persons, but are defined by
FactSet to facilitate searching. FactSet does not consolidate the data
provided by different suppliers, therefore the result may contain more
than one identifier for a given issuer. The response is limited to 100
results.
requestBody:
content:
application/json:
schema:
$ref: >-
#/components/schemas/PostSecuritizedDerivativeIssuerSearchRequest
responses:
'200':
$ref: >-
#/components/responses/PostSecuritizedDerivativeIssuerSearch200Response
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/securitizedDerivative/keyFigures/notation/get:
get:
tags:
- Derivative
- Figures
- Keys
- Notation
operationId: get/securitizedDerivative/keyFigures/notation/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset Notation-based Key Figures of a Securitized Derivative.
description: >-
Notation-based key figures of a securitized derivative. Not all key
figures are applicable and/or calculated for all types of securitized
derivatives. Following, some frequently used references:
Cover ratio - see attribute `underlyings.coverRatio` in endpoint
`/securitizedDerivative/underlying/list`.
Various barrier types (e.g. strike, knock in) - see endpoint
`/securitizedDerivative/barrier/type/list`.
Exercise right - see attribute `exercise.right` in endpoint
`/securitizedDerivative/get`.
Issue price - see attribute `issue.price` in endpoint
`/securitizedDerivative/get`.
Ask price - see attribute `prices.ask`.
Bid price - see attribute `prices.bid`.
parameters:
- name: id
in: query
schema:
type: string
format: id64
x-positive: true
description: Identifier of a notation.
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
- name: _language
in: query
schema:
type: string
format: isoLanguage
description: ISO 639-1 code of the language.
maxLength: 2
minLength: 2
exclusiveMinimum: false
exclusiveMaximum: false
responses:
'200':
$ref: >-
#/components/responses/GetSecuritizedDerivativeKeyFiguresNotationGet200Response
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/securitizedDerivative/notation/ranking/intraday/list:
post:
tags:
- Derivative
- Intraday
- Notation
operationId: post/securitizedDerivative/notation/ranking/intraday/list
x-supportsOffsetBasedPaging: true
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 5
x-supportsPermissionDeniedResponse: false
summary: Factset Ranking of Securitized Derivatives' Notations Using Intraday Figures.
description: >-
Ranking of securitized derivatives' notations using intraday figures.
The result is limited to 100 notations that all must satisfy all
selected filters. If more than one notation of an instrument matches the
parameters, and no market priority has been specified, the selection of
the notation depends on the sort attribute:
- absolute and relative performance (see the response attributes
`trade.performance.absolute` and `trade.performance.relative`) - the
notation with the most recent trade price is used
- number trades, trading value and trading volume (see the response
attributes `accumulated.numberTrades`, `accumulated.tradingVolume` and
`accumulated.tradingValue`) - the notation with highest (lowest) value
is used
By default, the result is sorted descending by the relative intraday
performance corresponding to the most recent trade price, see attribute
`trade.performance.relative`. The result may contain sortable values
based on different currencies, possibly making the ranking nonsensical,
if the parameters `valueUnit` and/or `currency` have not been specified.
The search can be restricted to a specific set of products by using
customer-specific instrument or notation lists. Such restriction lists
are set up by FactSet upon request.
All identifiers used as parameters must be valid and entitled.
requestBody:
content:
application/json:
schema:
$ref: >-
#/components/schemas/PostSecuritizedDerivativeNotationRankingIntradayListRequest
responses:
'200':
$ref: >-
#/components/responses/PostSecuritizedDerivativeNotationRankingIntradayList200Response
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/securitizedDerivative/notation/screener/valueRanges/get:
post:
tags:
- Derivative
- Notation
- Ranges
- Screener
- Value
operationId: post/securitizedDerivative/notation/screener/valueRanges/get
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: >-
Factset Possible Values and Value Ranges for the Parameters Used in the Endpoint `/securitizedderivative/notation/screener/search`.
description: >-
The endpoint returns the possible values and value ranges for the
parameters used in the endpoint
`/securitizedDerivatives/notation/screener/search`. It allows to request
the values and value ranges only for a restricted set of notations that
match predefined parameters. If more than one notation of an instrument
matches the parameters, and no market priority has been specified, only
the notation with the highest trading volume, averaged over one month,
is considered. The functionality may be used to pre-fill the values and
value ranges of the parameters of the
`/securitizedDerivatives/notation/screener/search` endpoint so that
performing a search always leads to a non-empty list of notations. Lists
of distinct values, e.g. identifiers, are sorted descending by the
number of notations for each value.
Since some underlyings, e.g. an index or a performance difference of a stock and an index (alpha structure), do not represent a directly tradable asset, they do not have a price in the classical
sense. Therefore, the term "level" is used instead of "price", e.g. underlying level instead of underlying price.
The endpoint does not support possible values and value ranges for securitized derivatives with multiple underlyings, thus only securitized derivatives with a single underlying are considered.
The possible values and value ranges can be restricted to a specific set of products by using customer-specific instrument or notation lists. Such restriction lists are set up by FactSet upon request.
requestBody:
content:
application/json:
schema:
$ref: >-
#/components/schemas/PostSecuritizedDerivativeNotationScreenerValueRangesGetRequest
responses:
'200':
$ref: >-
#/components/responses/PostSecuritizedDerivativeNotationScreenerValueRangesGet200Response
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/securitizedDerivative/notation/screener/search:
post:
tags:
- Derivative
- Notation
- Screener
- Search
operationId: post/securitizedDerivative/notation/screener/search
x-supportsOffsetBasedPaging: true
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: >-
Factset Screener for Securitized Derivatives's Notations Based on Securitized Derivatives-specific Parameters.
description: >-
Screener for securitized derivatives's notations based on securitized
derivatives-specific parameters. The result is limited to the notations
that satisfy all the selected filters. If more than one notation of an
instrument matches the parameters, and no market priority has been
specified, only the notation with the highest trading volume, averaged
over one month, is considered. All identifiers used as parameters must
be valid and entitled.
Since some underlyings, e.g. an index or a performance difference of a stock and an index (alpha structure), do not represent a directly tradable asset, they do not have a price in the classical
sense. Therefore, the term "level" is used instead of "price", e.g. underlying level instead of underlying price.
The endpoint does not support the search for securitized derivatives with multiple underlyings, thus only securitized derivatives with a single underlying are returned in the result.
The search can be restricted to a specific set of products by using customer-specific instrument or notation lists. Such restriction lists are set up by FactSet upon request.
requestBody:
content:
application/json:
schema:
$ref: >-
#/components/schemas/PostSecuritizedDerivativeNotationScreenerSearchRequest
responses:
'200':
$ref: >-
#/components/responses/PostSecuritizedDerivativeNotationScreenerSearch200Response
parameters: []
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
/securitizedDerivative/underlying/list:
get:
tags:
- Derivative
- Underlying
operationId: get/securitizedDerivative/underlying/list
x-supportsOffsetBasedPaging: false
x-supportsOffsetBasedPagingWithoutTotal: false
x-supportsCursorBasedPaging: false
x-supportsCursorBasedPagingWithoutTotal: false
x-supportsPush: false
x-requiresUser: false
x-requiresInternalClient: false
x-disallowUser: false
x-no-merge: false
x-maxSortParameterCount: 10
x-supportsPermissionDeniedResponse: false
summary: Factset List of Underlyings With Barrier and Cash Flow Information.
description: >-
Provides details regarding the underlyings, their respective barriers
and related cash flows (if any) of a securitized derivative. A unique
combination of a cash flow and related barrier modalities, such as
observation and level, is called a condition. In case of a securitized
derivative with multiple underlyings, a condition comprises the
respective barriers of all underlyings participating in that condition.
Since some underlyings, e.g. an index or a performance difference of a
stock and an index (alpha structure), do not represent a directly
tradable asset, they do not have a price in the classical sense.
Therefore, the term "level" is used instead of "price", e.g. underlying
level instead of underlying price.
parameters:
- name: id
in: query
schema:
type: string
format: id64
x-positive: true
description: Identifier of an instrument.
required: true
- name: _attributes
in: query
schema:
type: array
items:
type: string
maxLength: 100
exclusiveMaximum: false
uniqueItems: true
maxItems: 50
style: form
explode: false
description: Limit the attributes returned in the response to the specified set.
- name: _language
in: query
schema:
type: string
format: isoLanguage
description: ISO 639-1 code of the language.
maxLength: 2
minLength: 2
exclusiveMinimum: false
exclusiveMaximum: false
responses:
'200':
$ref: >-
#/components/responses/GetSecuritizedDerivativeUnderlyingList200Response
x-microcks-operation:
delay: 0
dispatcher: FALLBACK
components:
schemas:
ErrorMetaObject:
type: object
properties:
status:
$ref: '#/components/schemas/StatusObject'
ErrorObject:
type: array
description: >-
The errors member contains additional information about a failed
request.
items:
type: object
properties:
details:
type: string
description: >-
A human-readable, unstructured explanation specific to this
occurrence of the failure.
encryptedDetails:
type: string
description: >-
Base64-encoded, internal details about the error, in addition to
"details".
type:
type: number
format: int32
description: Internal error type of the Foundation API protocol.
attribute:
type: array
description: >-
For a validation error, a reference to the request parameter that
failed validation; otherwise, an empty array.
items:
type: object
properties:
name:
type: string
description: Element of the path denoting the request parameter.
index:
type: number
format: int32
description: >-
If the attribute "name" designates an array, index of the
array element; otherwise the special value -1.
x-property-sort:
- name
- index
x-property-sort:
- detail
- encryptedDetails
- type
- attribute
AttributesMember:
type: array
description: Limit the attributes returned in the response to the specified set.
items:
type: string
maxLength: 100
exclusiveMaximum: false
maxItems: 50
uniqueItems: true
LanguageMember:
type: string
format: isoLanguage
description: ISO 639-1 code of the language.
maxLength: 2
minLength: 2
exclusiveMinimum: false
exclusiveMaximum: false
StatusObject:
type: object
properties:
code:
type: number
format: int32
description: >-
The HTTP status code of the response, mirroring the code from the
Status-Line of the HTTP response message (see [RFC2616] section
6.1).
example: 42.5
description: The status member contains the status code of the response.
required:
- code
CursorBasedPaginationOutputObject:
type: object
description: Pagination attributes for the cursor-based pagination strategy.
properties:
total:
type: number
format: int32
description: Total number of entries in the result set.
example: 42.5
isEstimatedTotal:
type: boolean
description: Flag indicating that the value of `total` is estimated.
example: true
next:
type: string
description: >-
The next cursor position to use in the parameter `pagination.cursor`
for an endpoint that supports cursor-based pagination, otherwise
`null`.
example: example_value
previous:
type: string
description: >-
The previous cursor position to use in the parameter
`pagination.cursor` for an endpoint that supports cursor-based
pagination. If a previous cursor position is not supported or
available, `previous` is `null`.
example: example_value
required:
- total
- isEstimatedTotal
- next
- previous
x-property-sort:
- total
- isEstimatedTotal
- next
- previous
CursorBasedPaginationOutputObjectWithoutTotal:
type: object
description: >-
Pagination attributes for the cursor-based pagination strategy; a total
element count is not supported.
properties:
next:
type: string
description: >-
The next cursor position to use in the parameter `pagination.cursor`
for an endpoint that supports cursor-based pagination, otherwise
`null`.
example: example_value
previous:
type: string
description: >-
The previous cursor position to use in the parameter
`pagination.cursor` for an endpoint that supports cursor-based
pagination. If a previous cursor position is not supported or
available, `previous` is `null`.
example: example_value
required:
- next
- previous
x-property-sort:
- next
- previous
OffsetBasedPaginationOutputObject:
type: object
description: Pagination attributes for the offset-based pagination strategy.
properties:
total:
type: number
format: int32
description: Total number of entries in the result set.
example: 42.5
isEstimatedTotal:
type: boolean
description: Flag indicating that the value of "total" is estimated.
example: true
required:
- total
- isEstimatedTotal
x-property-sort:
- total
- isEstimatedTotal
OffsetBasedPaginationOutputObjectWithoutTotal:
type: object
description: >-
Pagination attributes for the offset-based pagination strategy; a total
element count is not supported.
properties:
hasNext:
type: boolean
description: >-
Flag indicating that a subsequent request with the same parameters,
except that the parameter `pagination.offset` is incremented by
`pagination.limit`, would yield additional results.
example: true
required:
- hasNext
x-property-sort:
- hasNext
PartialOutputObject:
type: object
properties:
isPartial:
type: boolean
description: >-
Flag indicating that the response is a possibly incomplete array or
an object containing a possibly incomplete array, due to hitting a
processing time limit. If `true`, some matching results might be
missing from the array, or elements for matching results might be
incorrectly included (for example, when priority sorting would have
removed the element). Depending on the use case, such a response may
be unsuitable.
example: true
description: Object denoting that the endpoint response is possibly incomplete.
required:
- isPartial
x-property-sort:
- isPartial
PostSecuritizedDerivativeIssuerSearchRequest:
type: object
properties:
data:
type: object
x-property-sort:
- role
- name
- category
- underlying
- factorCertificates
- registrationCountry
- market
description: The data member contains the request's primary data.
properties:
role:
type: string
description: >-
Specify whether legal entities in the role of an issuer or in
the role of an issuer group are returned.
default: issuerGroup
x-enum-description:
- >-
Legal entities defined by FactSet and thus not representing an
actual juristic person.
- >-
Legal entities in the role of an issuer representing an actual
juristic person.
enum:
- issuerGroup
- issuer
name:
type: object
x-property-sort:
- searchValue
description: Issuer name.
properties:
searchValue:
type: string
pattern: ^[ -!#-&(-+--/0-:=?-Za-zw"]*$
minLength: 3
exclusiveMinimum: false
maxLength: 100
exclusiveMaximum: false
description: Text string to be searched for.
category:
type: object
x-property-sort:
- ids
description: >-
List of categories of securitized derivatives. Only issuers that
have issued securitized derivatives belonging to at least one
category in the provided list are returned.
properties:
ids:
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
maxItems: 20
uniqueItems: true
description: >-
List of category identifiers. See endpoint
`/category/listBySystem` for category systems 18 and 23 for
valid values.
underlying:
type: object
x-property-sort:
- instrument
description: >-
List of underlyings of securitized derivatives. Only issuers
that have issued at least one securitized derivative on an
underlying in the provided list are returned.
properties:
instrument:
type: object
x-property-sort:
- ids
description: Underlying instrument.
properties:
ids:
type: array
nullable: false
items:
type: string
format: id64
x-positive: true
maxItems: 100
uniqueItems: true
description: List of instrument identifiers.
factorCertificates:
type: object
x-property-sort:
- effectiveUnderlying
description: Parameters for factor certificates.
properties:
effectiveUnderlying:
type: object
x-property-sort:
- instrument
description: >-
Selection of the effective underlying. The underlying of a
factor certificate is usually a factor index which is an
artificial index used to calculate the leveraged daily
performance of another financial instrument called its
effective underlying. Only issuers that have issued at least
one factor certificate on an effective underlying in the
provided list are returned.
properties:
instrument:
type: object
x-property-sort:
- ids
description: >-
Selection of the effective underlying using instrument
identifiers.
properties:
ids:
type: array
nullable: false
items:
type: string
format: id64
x-positive: true
maxItems: 100
uniqueItems: true
description: List of instrument identifiers.
registrationCountry:
type: object
x-property-sort:
- ids
description: >-
List of countries of registration for trading of securitized
derivatives. Only issuers that have registered at least one
securitized derivative in a country in the provided list are
returned.
properties:
ids:
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
maxItems: 20
uniqueItems: true
description: >-
List of country identifiers. See endpoint
`/basic/region/country/list` for valid values.
market:
type: object
x-property-sort:
- ids
description: >-
List of markets where securitized derivatives are traded. Only
issuers that have issued at least one securitized derivative
traded on a market in the provided list are returned.
properties:
ids:
type: array
nullable: false
items:
type: number
format: id32
x-positive: true
maxItems: 20
uniqueItems: true
description: >-
List of market identifiers. See endpoint
`/basic/market/list` for valid values.
example: example_value
meta:
type: object
description: The meta member contains the meta information of the request.
properties:
attributes:
$ref: '#/components/schemas/AttributesMember'
x-property-sort:
- attributes
example: example_value
PostSecuritizedDerivativeNotationRankingIntradayListRequest:
type: object
properties:
data:
type: object
x-property-sort:
- prices
- valueUnit
- currency
- market
- instrumentRestrictionList
- notationRestrictionList
- category
- registrationCountry
- lifeCycle
- issuer
- exercise
- underlying
- factorCertificates
- knockedOut
- knockedIn
- performance
description: The data member contains the request's primary data.
properties:
prices:
description: Pric
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# Full source: https://raw.githubusercontent.com/api-evangelist/factset/refs/heads/main/openapi/factset-securitized-derivatives-api-for-digital-portals-openapi.yml