@factset/sdk-bestexecutionanalyticsforsmartertradingbeast
Advanced tools
Best Execution Analytics for Smarter Trading (BEAST) client library for JavaScript
Enables clients to programmatically access the underlying data which powers the BEAST Liquidity Analytics (LA) and Transaction Cost Analysis (TCA) applications.
This TypeScript/JavaScript package is automatically generated by the OpenAPI Generator project:
For more information, please visit https://developer.factset.com/contact
npm install @factset/sdk-utils @factset/sdk-bestexecutionanalyticsforsmartertradingbeast@0.2.0
yarn add @factset/sdk-utils @factset/sdk-bestexecutionanalyticsforsmartertradingbeast@0.2.0
Install and activate Node.js >=18. If you're using nvm:
nvm install 18
nvm use 18
(optional) Install yarn.
[!IMPORTANT] The parameter variables defined below are just examples and may potentially contain non valid values. Please replace them with valid values.
const { ApiClient, MarketImpactApi } = require('@factset/sdk-bestexecutionanalyticsforsmartertradingbeast');
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 MarketImpactApi();
const securityId = FDS-US; // String | ISIN for European securities, otherwise TICKER
const region = US; // String | The two character ISO country code of the trading region. EMEA is used for the European trading region
const currency = USD; // String | The ISO 4217 currency code
const orderVolume = 100000; // Number | Order Volume
const opts = {
'strategy': vwap, // String | Specify the strategy, choices are: Optimal, VWAP, TWAP, Custom
'date': 2024-08-29, // String | Date in the format YYYY-MM-DD
'isin': "isin_example", // String | International securities identification number
'startTime': 10:00:00, // String | Start Time in the format HH:MM:SS
'endTime': 15:00:00, // String | End Time in the format HH:MM:SS
'frontLoadHalfLife': 1000, // Number | Front Load Half Life
'rearLoadHalfLife': 0, // Number | Rear Load Half Life
'rearRatio': 1, // Number | Rear Ratio
'riskAversion': 0.3, // Number | Risk Aversion
'applyMomentum': false, // Boolean | Flag to apply stock momentum. Specify true to include momentum
'side': "side_example" // String | Indicate whether a buyer or seller. Only applies when applyMomentum is true. Example: Buy or Sell.
};
// Call api endpoint
apiInstance.getCostImpact(securityId, region, currency, orderVolume, opts).then(
data => {
console.log('API called successfully. Returned data:');
console.log(data);
},
error => {
console.error(error);
},
);
To add a HTTP proxy for the API client, you can set the proxyUrl for the ApiClient instance:
const { ApiClient } = require('@factset/sdk-bestexecutionanalyticsforsmartertradingbeast');
const apiClient = ApiClient.instance;
apiClient.setProxyUrl('http://username:password@proxy.example.com:8080');
All URIs are relative to https://api.factset.com/analytics/beast/v2
| Class | Method | HTTP request | Description |
|---|---|---|---|
| bestexecutionanalyticsforsmartertradingbeast.MarketImpactApi | getCostImpact | GET /tca/market-impact/cost-impact | Get Cost Impact |
| bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi | getOrderFillCount | GET /tca/order/fill-count | Get Order Fill Count |
| bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi | getOrderIndexETF | GET /tca/order/index-etf | Get Index ETF data |
| bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi | getOrderInfo | GET /tca/order/order-info | Get Order Information |
| bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi | getOrderIntraStats | GET /tca/order/intra-order-stats | Get Intra Order Stats |
| bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi | getOrderInvestmentTiming | GET /tca/order/investment-timing | Get Order Investment Timings |
| bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi | getOrderPriceTimeFills | GET /tca/order/price-time-fills | Get Price Time Fills |
| bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi | getOrderPriceTimeQuotes | GET /tca/order/price-time-quotes | Get Price Time Quotes |
| bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi | getOrderPriceTimeTrades | GET /tca/order/price-time-trades | Get Price Time Trades |
| bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi | getOrderVolumePrice | GET /tca/order/volume-price | Get Order Volume Prices |
| bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi | getOrderVolumeTime | GET /tca/order/volume-time | Get Order Volume Times |
| bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi | getOrderVolumeVenue | GET /tca/order/volume-venue | Get Order Volume Venues |
| bestexecutionanalyticsforsmartertradingbeast.OrderSearchApi | getFieldValues | GET /tca/search/field-values | Get Order field values |
| bestexecutionanalyticsforsmartertradingbeast.OrderSearchApi | getOrders | GET /tca/search/orders | Get Orders by field values |
| bestexecutionanalyticsforsmartertradingbeast.OutliersApi | getOutlierMetricsByPercentile | GET /tca/outlier/metrics-by-percentile | Get Outlier Metrics by percentile |
| bestexecutionanalyticsforsmartertradingbeast.OutliersApi | getOutlierMetricsStandard | GET /tca/outlier/metrics-standard | Get Outlier Metrics by standard deviation |
| bestexecutionanalyticsforsmartertradingbeast.QuoteAnalyticsApi | getQuoteInsideSize | GET /la/quote/inside-size | Get Quote Analytics |
| bestexecutionanalyticsforsmartertradingbeast.ReportsApi | getParentAggregateAnalysis | GET /tca/report/parent-aggregate-analysis | Get Parent Aggregate Analysis |
| bestexecutionanalyticsforsmartertradingbeast.TradeAnalyticsApi | getTradeAnalytics | GET /la/trade/trade-analytics | Get Trade Analytics |
| bestexecutionanalyticsforsmartertradingbeast.TradeAnalyticsApi | getVolumeAnalytics | GET /la/trade/volume-analytics | Get Volume Analytics |
| bestexecutionanalyticsforsmartertradingbeast.ZScoreApi | getZScoreQuotes | GET /la/zscore/quotes | Get Quote Z-Scores |
| bestexecutionanalyticsforsmartertradingbeast.ZScoreApi | getZScoreTrades | GET /la/zscore/trades | Get Trade Z-Scores |
Please refer to the contributing guide.
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.
FAQs
Best Execution Analytics for Smarter Trading (BEAST) client library for JavaScript
The npm package @factset/sdk-bestexecutionanalyticsforsmartertradingbeast receives a total of 2 weekly downloads. As such, @factset/sdk-bestexecutionanalyticsforsmartertradingbeast popularity was classified as not popular.
We found that @factset/sdk-bestexecutionanalyticsforsmartertradingbeast demonstrated a healthy version release cadence and project activity because the last version was released less than a year ago. It has 0 open source maintainers collaborating on the project.
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