FactSet Tick History API

openapi: 3.0.0
info:
  title: Factset Tick History
  description: >-
    Tick History provides dynamic access to historical tick data for a specific
    security for specific dates or date range.
  version: 2.1.0
  contact:
    name: FactSet Research Systems
    email: [email protected]
    url: https://developer.factset.com/contact
  license:
    name: Apache License, Version 2.0
    url: https://www.apache.org/licenses/LICENSE-2.0
externalDocs:
  description: API Documentation
  url: https://developer.factset.com/api-catalog/factset-tick-history-api
servers:
  - url: https://api.factset.com/tick-history/v2
paths:
  /level1/coverage:
    get:
      tags:
        - Level1
      operationId: requestTickHistoryCoverage
      summary: >-
        Factset Returns the coverage for the requested ticker/isin along with other response fields for Level1 data.
      description: Returns coverage for specified tickers for Level1 Data
      parameters:
        - $ref: '#/components/parameters/tickerCoverage'
        - $ref: '#/components/parameters/isoCodeCoverage'
        - $ref: '#/components/parameters/isin'
      responses:
        '200':
          description: Success</p>
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/coverageResponse'
              examples:
                default200ResponseExample:
                  $ref: '#/components/examples/sampleCoverageResponse'
        '400':
          description: Bad request
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/400Example'
        '401':
          description: >-
            Unauthenticated USERNAME-SERIAL. Ensure you are logged in and have
            successfully generated an API KEY for the IP range you are
            connecting from. For more help, select the Report Issue in the top
            right corner of this Developer Portal specification card and choose
            Connectivity 401 or 403 Responses.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/401Example'
        '403':
          description: >-
            The USERNAME-SERIAL attempted to request the endpoint is not
            authorized to access. The request was a legal request, but the
            server is refusing to respond. Please reach out to FactSet Account
            Team for assistance with authorization.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/403Example'
        '429':
          description: Too many requests.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/429Example'
        '500':
          description: Internal Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/500Example'
  /level1/files/create:
    post:
      tags:
        - Level1
      summary: Factset Requests the creation of tick-by-tick file
      operationId: requestTickHistoryLevel1Files
      description: Data available from 20120101 to previous day.
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/leveloneRequest'
            examples:
              Single ticker with default all fields for the given period:
                $ref: '#/components/examples/postBodyOfSingleTicker'
              Multiple tickers with default all fields for the given period:
                $ref: '#/components/examples/postBodyAll'
              Multiple tickers with multiple fields for the given period:
                $ref: '#/components/examples/postBodyOfMultipleTicker'
      responses:
        '202':
          description: The Request has been Accepted
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/submittedResponse'
              examples:
                default202ResponseExample:
                  $ref: '#/components/examples/sampleFilesResponse'
          headers:
            Location:
              description: Relative location to poll for status
              schema:
                type: string
            X-FactSet-Api-RateLimit-Limit:
              description: Number of allowed requests for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Remaining:
              description: Number of requests left for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Reset:
              description: Number of seconds remaining till rate limit resets.
              schema:
                type: string
        '400':
          description: Bad request
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/400Example'
        '401':
          description: >-
            Unauthenticated USERNAME-SERIAL. Ensure you are logged in and have
            successfully generated an API KEY for the IP range you are
            connecting from. For more help, select the Report Issue in the top
            right corner of this Developer Portal specification card and choose
            Connectivity 401 or 403 Responses.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/401Example'
        '403':
          description: >-
            The USERNAME-SERIAL attempted to request the endpoint is not
            authorized to access. The request was a legal request, but the
            server is refusing to respond. Please reach out to FactSet Account
            Team for assistance with authorization.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/403Example'
        '429':
          description: Too many requests.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/429Example'
        '500':
          description: Internal Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/500Example'
  /level1/files/status:
    get:
      tags:
        - Level1
      summary: Factset Returns the status of the ID
      operationId: getLevel1FileStatus
      description: Need to plug-in the id get from /create endpoint into /status endpoint
      parameters:
        - $ref: '#/components/parameters/requestIdStatus'
      responses:
        '201':
          description: |2

            The Request has been created and the response has been created.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/completedResponse'
              examples:
                default200ResponseExample:
                  $ref: '#/components/examples/sampleCompletedResponse'
          headers:
            Location:
              description: Relative location to pick up results.
              schema:
                type: string
              example: get?id=2df43e85-ea0f-45c6-bf4a-2baf4d1eaa3c
        '202':
          description: |
            The Request has not finished and the result has NOT been created.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/submittedResponse'
              examples:
                QueuedExample:
                  $ref: '#/components/examples/sampleFilesResponseQueued'
                ExecutingExample:
                  $ref: '#/components/examples/sampleFilesResponseExecuting'
                FailedExample:
                  $ref: '#/components/examples/sampleFilesResponseFailed'
                CancelledExample:
                  $ref: '#/components/examples/sampleFilesResponseCancelled'
          headers:
            Location:
              description: Relative location to poll for status.
              schema:
                type: string
        '401':
          description: >-
            Unauthenticated USERNAME-SERIAL. Ensure you are logged in and have
            successfully generated an API KEY for the IP range you are
            connecting from. For more help, select the Report Issue in the top
            right corner of this Developer Portal specification card and choose
            Connectivity 401 or 403 Responses.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/401Example'
        '403':
          description: >-
            The USERNAME-SERIAL attempted to request the endpoint is not
            authorized to access. The request was a legal request, but the
            server is refusing to respond. Please reach out to FactSet Account
            Team for assistance with authorization.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/403Example'
        '404':
          description: id not found
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/404Example'
        '500':
          description: Internal Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/500Example'
  /level1/files/get:
    get:
      tags:
        - Level1
      summary: Factset Returns the tick-by-tick data in files requested in the /create endpoint
      operationId: getTickHistoryLevel1Files
      description: Returns the files from tickhistory endpoint
      parameters:
        - $ref: '#/components/parameters/requestId'
        - $ref: '#/components/parameters/_paginationLimit'
        - $ref: '#/components/parameters/_paginationOffset'
      responses:
        '200':
          description: >-
            Success</p> **To download the output file copy the response url in a
            browser**
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Get-FilesResponse'
              examples:
                default200ResponseExample:
                  $ref: '#/components/examples/sampleGet-FilesResponse'
        '202':
          description: |
            The Request has not finished and the result has NOT been created.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/submittedResponse'
              examples:
                QueuedExample:
                  $ref: '#/components/examples/sampleFilesResponseQueued'
                ExecutingExample:
                  $ref: '#/components/examples/sampleFilesResponseExecuting'
          headers:
            Location:
              description: Relative location to poll for status.
              schema:
                type: string
        '400':
          description: Bad request
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/400Example'
        '401':
          description: >-
            Unauthenticated USERNAME-SERIAL. Ensure you are logged in and have
            successfully generated an API KEY for the IP range you are
            connecting from. For more help, select the Report Issue in the top
            right corner of this Developer Portal specification card and choose
            Connectivity 401 or 403 Responses.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/401Example'
        '403':
          description: >-
            The USERNAME-SERIAL attempted to request the endpoint is not
            authorized to access. The request was a legal request, but the
            server is refusing to respond. Please reach out to FactSet Account
            Team for assistance with authorization.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/403Example'
        '404':
          description: id not found
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/404Example'
        '500':
          description: Internal Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/500Example'
  /level1/files/minute-bars/create:
    post:
      tags:
        - Level1
      summary: Factset Requests the creation of Minute bars file
      operationId: requestMinutebarsFiles
      description: >-
        1-minute bars available from 20120101 to previous day. Per request able
        to fetch upto 6 months of data.
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/minRequest'
            examples:
              Single ticker for the given period:
                $ref: '#/components/examples/minSingleTicker'
              Multiple tickers  for the given period:
                $ref: '#/components/examples/minMultipleTicker'
      responses:
        '202':
          description: The Request has been Accepted
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/submittedResponse'
              examples:
                default202ResponseExample:
                  $ref: '#/components/examples/sampleFilesResponse'
          headers:
            Location:
              description: Relative location to poll for status
              schema:
                type: string
            X-FactSet-Api-RateLimit-Limit:
              description: Number of allowed requests for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Remaining:
              description: Number of requests left for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Reset:
              description: Number of seconds remaining till rate limit resets.
              schema:
                type: string
        '400':
          description: Bad request
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/400Example'
        '401':
          description: >-
            Unauthenticated USERNAME-SERIAL. Ensure you are logged in and have
            successfully generated an API KEY for the IP range you are
            connecting from. For more help, select the Report Issue in the top
            right corner of this Developer Portal specification card and choose
            Connectivity 401 or 403 Responses.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/401Example'
        '403':
          description: >-
            The USERNAME-SERIAL attempted to request the endpoint is not
            authorized to access. The request was a legal request, but the
            server is refusing to respond. Please reach out to FactSet Account
            Team for assistance with authorization.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/403Example'
        '429':
          description: Too many requests.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/429Example'
        '500':
          description: Internal Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/500Example'
  /level1/files/minute-bars/status:
    get:
      tags:
        - Level1
      summary: Factset Returns the status of the ID
      operationId: getMinutebarsFileStatus
      description: Need to plug-in the id get from /create endpoint into /status endpoint
      parameters:
        - $ref: '#/components/parameters/requestIdStatus'
      responses:
        '201':
          description: |2

            The Request has been created and the response has been created.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/completedResponse'
              examples:
                default200ResponseExample:
                  $ref: '#/components/examples/sampleCompletedResponse'
          headers:
            Location:
              description: Relative location to pick up results.
              schema:
                type: string
              example: get?id=2df43e85-ea0f-45c6-bf4a-2baf4d1eaa3c
        '202':
          description: |
            The Request has not finished and the result has NOT been created.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/submittedResponse'
              examples:
                QueuedExample:
                  $ref: '#/components/examples/sampleFilesResponseQueued'
                ExecutingExample:
                  $ref: '#/components/examples/sampleFilesResponseExecuting'
                FailedExample:
                  $ref: '#/components/examples/sampleFilesResponseFailed'
                CancelledExample:
                  $ref: '#/components/examples/sampleFilesResponseCancelled'
          headers:
            Location:
              description: Relative location to poll for status.
              schema:
                type: string
        '401':
          description: >-
            Unauthenticated USERNAME-SERIAL. Ensure you are logged in and have
            successfully generated an API KEY for the IP range you are
            connecting from. For more help, select the Report Issue in the top
            right corner of this Developer Portal specification card and choose
            Connectivity 401 or 403 Responses.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/401Example'
        '403':
          description: >-
            The USERNAME-SERIAL attempted to request the endpoint is not
            authorized to access. The request was a legal request, but the
            server is refusing to respond. Please reach out to FactSet Account
            Team for assistance with authorization.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/403Example'
        '404':
          description: id not found
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/404Example'
        '500':
          description: Internal Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/500Example'
  /level1/files/minute-bars/get:
    get:
      tags:
        - Level1
      summary: Factset Returns the Minute bars data in files requested in the /create endpoint
      operationId: getMinutebarsFiles
      description: Returns the files from tickhistory endpoint
      parameters:
        - $ref: '#/components/parameters/requestId'
        - $ref: '#/components/parameters/_paginationLimit'
        - $ref: '#/components/parameters/_paginationOffset'
      responses:
        '200':
          description: >-
            Success</p> **To download the output file copy the response url in a
            browser**
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/Get-FilesMinuteResponse'
              examples:
                default200ResponseExample:
                  $ref: '#/components/examples/sampleMinGet-FilesResponse'
        '202':
          description: |
            The Request has not finished and the result has NOT been created.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/submittedResponse'
              examples:
                QueuedExample:
                  $ref: '#/components/examples/sampleFilesResponseQueued'
                ExecutingExample:
                  $ref: '#/components/examples/sampleFilesResponseExecuting'
          headers:
            Location:
              description: Relative location to poll for status.
              schema:
                type: string
        '400':
          description: Bad request
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/400Example'
        '401':
          description: >-
            Unauthenticated USERNAME-SERIAL. Ensure you are logged in and have
            successfully generated an API KEY for the IP range you are
            connecting from. For more help, select the Report Issue in the top
            right corner of this Developer Portal specification card and choose
            Connectivity 401 or 403 Responses.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/401Example'
        '403':
          description: >-
            The USERNAME-SERIAL attempted to request the endpoint is not
            authorized to access. The request was a legal request, but the
            server is refusing to respond. Please reach out to FactSet Account
            Team for assistance with authorization.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/403Example'
        '404':
          description: id not found
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/404Example'
        '500':
          description: Internal Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/500Example'
  /level2/files/create:
    post:
      tags:
        - Level2
      summary: Factset Returns the ID for the requested data.
      operationId: requestTickHistoryLeve2Files
      description: Data available from past 6 years to previous day.
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/levelTwoRequest'
            examples:
              Single ticker for the given period:
                $ref: '#/components/examples/postBodyOfSingleTickerLevel2'
              Multiple tickers for the given period:
                $ref: '#/components/examples/postBodyMultipleTickerLevel2'
      responses:
        '202':
          description: |
            The Request has been Accepted.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/submittedResponse'
              examples:
                default202ResponseExample:
                  $ref: '#/components/examples/sampleFilesResponse'
          headers:
            Location:
              description: Relative location to poll for status
              schema:
                type: string
            X-FactSet-Api-RateLimit-Limit:
              description: Number of allowed requests for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Remaining:
              description: Number of requests left for the time window.
              schema:
                type: string
            X-FactSet-Api-RateLimit-Reset:
              description: Number of seconds remaining till rate limit resets.
              schema:
                type: string
        '400':
          description: Bad request
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/400Example'
        '401':
          description: >-
            Unauthenticated USERNAME-SERIAL. Ensure you are logged in and have
            successfully generated an API KEY for the IP range you are
            connecting from. For more help, select the Report Issue in the top
            right corner of this Developer Portal specification card and choose
            Connectivity 401 or 403 Responses.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/401Example'
        '403':
          description: >-
            The USERNAME-SERIAL attempted to request the endpoint is not
            authorized to access. The request was a legal request, but the
            server is refusing to respond. Please reach out to FactSet Account
            Team for assistance with authorization.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/403Example'
        '429':
          description: Too many requests.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/429Example'
        '500':
          description: Internal Error
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/500Example'
  /level2/files/status:
    get:
      tags:
        - Level2
      summary: Factset Returns the status of the ID
      operationId: getLevel2FileStatus
      description: Need to plug-in the id get from /create endpoint into /status endpoint
      parameters:
        - $ref: '#/components/parameters/requestIdStatus'
      responses:
        '201':
          description: |
            The Request has been created and the response has been created.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/completedResponse'
              examples:
                default200ResponseExample:
                  $ref: '#/components/examples/sampleCompletedResponse'
          headers:
            Location:
              description: Relative location to pick up results
              schema:
                type: string
              example: get?id=2df43e85-ea0f-45c6-bf4a-2baf4d1eaa3c
        '202':
          description: |
            The Request has not finished and the result has NOT been created.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/submittedResponse'
              examples:
                QueuedExample:
                  $ref: '#/components/examples/sampleFilesResponseQueued'
                ExecutingExample:
                  $ref: '#/components/examples/sampleFilesResponseExecuting'
                FailedExample:
                  $ref: '#/components/examples/sampleFilesResponseFailed'
                CancelledExample:
                  $ref: '#/components/examples/sampleFilesResponseCancelled'
          headers:
            Location:
              description: Relative location to poll for status.
              schema:
                type: string
        '401':
          description: >-
            Unauthenticated USERNAME-SERIAL. Ensure you are logged in and have
            successfully generated an API KEY for the IP range you are
            connecting from. For more help, select the Report Issue in the top
            right corner of this Developer Portal specification card and choose
            Connectivity 401 or 403 Responses.
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/status'
              examples:
                default400ResponseExample:
                  $ref: '#/components/examples/401Example'
        '403':
          description: >-
            The USERNAME-SERIAL attempted to request the endpoint is not
            authorized to access. The request was a legal request, but the
            server is refusing to respond. Please reach out to FactSet Account
            Team for assistance with authorization.
          content:
            application/json:
              schema:
                $ref: '#/c

# --- truncated at 32 KB (67 KB total) ---
# Full source: https://raw.githubusercontent.com/api-evangelist/factset/refs/heads/main/openapi/tick-history-openapi-original.yml