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fds.sdk.RealTimeQuotes

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fds.sdk.RealTimeQuotes

Real-Time Quotes client library for Python

0.12.4
PyPI

Maintainers: 1

Real-Time Quotes client library for Python

The Quotes API combines endpoints for retrieving security end-of-day, delayed, and realtime prices with performance key figures and basic reference data on the security and market level.

The API supports over 20 different price types for each quote and comes with basic search endpoints based on security identifiers and instrument names. Market coverage is included in the Sample Use Cases section below.

The Digital Portal use case is focused on high-performance applications that are

serving millions of end-users,
accessible by client browsers via the internet,
supporting subscriptions for streamed updates out-of-the-box,
typically combining a wide variety of for Digital Portals-APIs into a highly use-case specific solution for customers,
integrated into complex infrastructures such as existing frontend frameworks, authentication services.

All APIs labelled for Digital Portals have been designed for direct use by client web applications and feature extreme low latency: The average response time across all endpoints is 30 ms whereas 99% of all requests are answered in close to under 300ms.

See the Time Series API for Digital Portals for direct access to price histories, and the News API for Digital Portals for searching and fetching related news.

This Python package is automatically generated by the OpenAPI Generator project:

API version: 3.0.0
SDK version: 0.12.4
Build package: org.openapitools.codegen.languages.PythonClientCodegen

For more information, please visit https://developer.factset.com/contact

Requirements

Python >= 3.7

Installation

Poetry

poetry add fds.sdk.utils fds.sdk.RealTimeQuotes==0.12.4

pip

pip install fds.sdk.utils fds.sdk.RealTimeQuotes==0.12.4

Usage

Generate authentication credentials.
Setup Python environment.
1. Install and activate python 3.7+. If you're using pyenv:
```
pyenv install 3.9.7
pyenv shell 3.9.7
```
2. (optional) Install poetry.
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

from fds.sdk.utils.authentication import ConfidentialClient

import fds.sdk.RealTimeQuotes
from fds.sdk.RealTimeQuotes.api import basic_api
from fds.sdk.RealTimeQuotes.models import *
from dateutil.parser import parse as dateutil_parser
from pprint import pprint

# See configuration.py for a list of all supported configuration parameters.

# 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-python#authentication
# for more information on using the ConfidentialClient class
configuration = fds.sdk.RealTimeQuotes.Configuration(
    fds_oauth_client=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
# configuration = fds.sdk.RealTimeQuotes.Configuration(
#     username='USERNAME-SERIAL',
#     password='API-KEY'
# )

# Enter a context with an instance of the API client
with fds.sdk.RealTimeQuotes.ApiClient(configuration) as api_client:
    # Create an instance of the API class
    api_instance = basic_api.BasicApi(api_client)
    attributes = [
        "_attributes_example",
    ] # [str] | Limit the attributes returned in the response to the specified set. (optional)

    try:
        # List of asset classes.
        # example passing only required values which don't have defaults set
        # and optional values
        api_response = api_instance.get_basic_asset_class_list(attributes=attributes)

        pprint(api_response)
    except fds.sdk.RealTimeQuotes.ApiException as e:
        print("Exception when calling BasicApi->get_basic_asset_class_list: %s\n" % e)

    # # Get response, http status code and response headers
    # try:
    #     # List of asset classes.
    #     api_response, http_status_code, response_headers = api_instance.get_basic_asset_class_list_with_http_info(attributes=attributes)


    #     pprint(api_response)
    #     pprint(http_status_code)
    #     pprint(response_headers)
    # except fds.sdk.RealTimeQuotes.ApiException as e:
    #     print("Exception when calling BasicApi->get_basic_asset_class_list: %s\n" % e)

    # # Get response asynchronous
    # try:
    #     # List of asset classes.
    #     async_result = api_instance.get_basic_asset_class_list_async(attributes=attributes)
    #     api_response = async_result.get()


    #     pprint(api_response)
    # except fds.sdk.RealTimeQuotes.ApiException as e:
    #     print("Exception when calling BasicApi->get_basic_asset_class_list: %s\n" % e)

    # # Get response, http status code and response headers asynchronous
    # try:
    #     # List of asset classes.
    #     async_result = api_instance.get_basic_asset_class_list_with_http_info_async(attributes=attributes)
    #     api_response, http_status_code, response_headers = async_result.get()


    #     pprint(api_response)
    #     pprint(http_status_code)
    #     pprint(response_headers)
    # except fds.sdk.RealTimeQuotes.ApiException as e:
    #     print("Exception when calling BasicApi->get_basic_asset_class_list: %s\n" % e)

Using Pandas

To convert an API response to a Pandas DataFrame, it is necessary to transform it first to a dictionary.

import pandas as pd

response_dict = api_response.to_dict()['data']

simple_json_response = pd.DataFrame(response_dict)
nested_json_response = pd.json_normalize(response_dict)

Debugging

The SDK uses the standard library logging module.

Setting debug to True on an instance of the Configuration class sets the log-level of related packages to DEBUG and enables additional logging in Pythons HTTP Client.

Note: This prints out sensitive information (e.g. the full request and response). Use with care.

import logging
import fds.sdk.RealTimeQuotes

logging.basicConfig(level=logging.DEBUG)

configuration = fds.sdk.RealTimeQuotes.Configuration(...)
configuration.debug = True

Configure a Proxy

You can pass proxy settings to the Configuration class:

proxy: The URL of the proxy to use.
proxy_headers: a dictionary to pass additional headers to the proxy (e.g. Proxy-Authorization).

import fds.sdk.RealTimeQuotes

configuration = fds.sdk.RealTimeQuotes.Configuration(
    # ...
    proxy="http://secret:password@localhost:5050",
    proxy_headers={
        "Custom-Proxy-Header": "Custom-Proxy-Header-Value"
    }
)

Custom SSL Certificate

TLS/SSL certificate verification can be configured with the following Configuration parameters:

ssl_ca_cert: a path to the certificate to use for verification in PEM format.
verify_ssl: setting this to False disables the verification of certificates. Disabling the verification is not recommended, but it might be useful during local development or testing.

import fds.sdk.RealTimeQuotes

configuration = fds.sdk.RealTimeQuotes.Configuration(
    # ...
    ssl_ca_cert='/path/to/ca.pem'
)

Request Retries

In case the request retry behaviour should be customized, it is possible to pass a urllib3.Retry object to the retry property of the Configuration.

from urllib3 import Retry
import fds.sdk.RealTimeQuotes

configuration = fds.sdk.RealTimeQuotes.Configuration(
    # ...
)

configuration.retries = Retry(total=3, status_forcelist=[500, 502, 503, 504])

Documentation for API Endpoints

All URIs are relative to https://api.factset.com/wealth/v3

Class	Method	HTTP request	Description
BasicApi	get_basic_asset_class_list	GET /basic/assetClass/list	List of asset classes.
BasicApi	get_basic_benchmark_type_list	GET /basic/benchmark/type/list	List of benchmark types.
BasicApi	get_basic_frequency_type_list	GET /basic/frequency/type/list	List of frequency types.
BasicApi	get_basic_language_get	GET /basic/language/get	Details for a language.
BasicApi	get_basic_language_get_by_code	GET /basic/language/getByCode	Details for a language identified by code.
BasicApi	get_basic_language_list	GET /basic/language/list	List of languages.
BasicApi	get_basic_market_get	GET /basic/market/get	Details of a market.
BasicApi	get_basic_market_group_list	GET /basic/market/group/list	List of market groups.
BasicApi	get_basic_market_type_list	GET /basic/market/type/list	List of market types.
BasicApi	get_basic_media_kind_list	GET /basic/media/kind/list	List of media kinds.
BasicApi	get_basic_region_continent_get	GET /basic/region/continent/get	Details for a continent.
BasicApi	get_basic_region_continent_list	GET /basic/region/continent/list	List of continents.
BasicApi	get_basic_region_country_get	GET /basic/region/country/get	Details for a country.
BasicApi	get_basic_region_country_get_by_code	GET /basic/region/country/getByCode	Details for a country identified by code.
BasicApi	get_basic_region_country_list	GET /basic/region/country/list	List of countries.
BasicApi	get_basic_region_get	GET /basic/region/get	Details for a region.
BasicApi	get_basic_region_list	GET /basic/region/list	List of regions.
BasicApi	get_basic_timezone_get	GET /basic/timezone/get	Details of a timezone.
BasicApi	get_basic_timezone_get_by_name	GET /basic/timezone/getByName	Details of a timezone identified by name.
BasicApi	get_basic_value_unit_alternative_list	GET /basic/valueUnit/alternative/list	List of alternative units.
BasicApi	get_basic_value_unit_currency_fractional_get	GET /basic/valueUnit/currency/fractional/get	Details of a fractional currency.
BasicApi	get_basic_value_unit_currency_fractional_list	GET /basic/valueUnit/currency/fractional/list	List of fractional currencies.
BasicApi	get_basic_value_unit_get	GET /basic/valueUnit/get	Details of a value unit.
BasicApi	post_basic_background_text_type_list	POST /basic/backgroundText/type/list	List of background text types.
BasicApi	post_basic_delivery_list	POST /basic/delivery/list	List of deliveries.
BasicApi	post_basic_market_list	POST /basic/market/list	List of markets.
BasicApi	post_basic_media_type_list	POST /basic/media/type/list	List of Internet media types.
BasicApi	post_basic_mic_operating_list	POST /basic/mic/operating/list	List of operating market identifier codes (MIC).
BasicApi	post_basic_timezone_list	POST /basic/timezone/list	List of timezones.
BasicApi	post_basic_value_unit_currency_list	POST /basic/valueUnit/currency/list	List of currencies.
BasicApi	post_basic_value_unit_currency_main_list	POST /basic/valueUnit/currency/main/list	List of main currencies.
BasicApi	post_basic_value_unit_list	POST /basic/valueUnit/list	List of value units.
CategoryApi	get_category_dataset_list	GET /category/dataset/list	List of entitled category datasets.
CategoryApi	get_category_get	GET /category/get	Details of a category.
CategoryApi	get_category_instrument_list	GET /category/instrument/list	List of instruments where a specific dataset has assigned a given category.
CategoryApi	get_category_level_get	GET /category/level/get	Details of a category level.
CategoryApi	get_category_list	GET /category/list	List of categories.
CategoryApi	get_category_list_by_level	GET /category/listByLevel	List of categories assigned to a category level.
CategoryApi	get_category_list_by_system	GET /category/listBySystem	List of categories assigned to a category system.
CategoryApi	get_category_path_get	GET /category/path/get	Path from the first level to the level of a specific category.
CategoryApi	get_category_system_get	GET /category/system/get	Details of an entitled category system.
CategoryApi	get_category_system_list	GET /category/system/list	List of entitled category systems.
CategoryApi	get_category_system_type_list	GET /category/system/type/list	List of category system types.
InstrumentApi	get_instrument_background_text_list	GET /instrument/backgroundText/list	Background texts of an instrument.
InstrumentApi	get_instrument_compliance_property_list_by_instrument	GET /instrument/complianceProperty/listByInstrument	Compliance properties of an instrument.
InstrumentApi	get_instrument_composite_get	GET /instrument/composite/get	Composite instrument and its components.
InstrumentApi	get_instrument_coupon_day_count_convention_type_list	GET /instrument/coupon/dayCountConvention/type/list	List of day count convention types.
InstrumentApi	get_instrument_coupon_interest_rate_type_list	GET /instrument/coupon/interestRate/type/list	List of interest rate types.
InstrumentApi	get_instrument_coupon_key_data_get	GET /instrument/coupon/keyData/get	Interest rate details for selected periods of an interest-bearing instrument.
InstrumentApi	get_instrument_coupon_list	GET /instrument/coupon/list	List of coupons for an interest-bearing instrument.
InstrumentApi	get_instrument_cross_reference_get_by_isin	GET /instrument/crossReference/getByISIN	Translate ISIN to instrument.
InstrumentApi	get_instrument_cross_reference_get_by_wkn	GET /instrument/crossReference/getByWKN	Translate WKN to instrument.
InstrumentApi	get_instrument_cross_reference_history_get_by_isin	GET /instrument/crossReference/history/getByISIN	ISIN to instrument translation history.
InstrumentApi	get_instrument_cross_reference_history_get_by_wkn	GET /instrument/crossReference/history/getByWKN	WKN to instrument translation history.
InstrumentApi	get_instrument_exchange_rate_get	GET /instrument/exchangeRate/get	Retrieve an exchange rate instrument identifier.
InstrumentApi	get_instrument_exchange_rate_get_by_iso_code	GET /instrument/exchangeRate/getByISOCode	Retrieve an exchange rate instrument identifier.
InstrumentApi	get_instrument_get	GET /instrument/get	Basic data for an instrument.
InstrumentApi	get_instrument_get_by_notation	GET /instrument/getByNotation	Basic data for an instrument.
InstrumentApi	get_instrument_legal_entity_background_text_list	GET /instrument/legalEntity/backgroundText/list	Role-specific background texts of legal entities related to an instrument.
InstrumentApi	get_instrument_legal_entity_compliance_property_list	GET /instrument/legalEntity/complianceProperty/list	Role-specific compliance properties of legal entities related to an instrument.
InstrumentApi	get_instrument_mifid_get	GET /instrument/mifid/get	MiFID II data for a financial instrument.
InstrumentApi	get_instrument_search_basic	GET /instrument/search/basic	Basic search for instruments.
InstrumentApi	get_instrument_selection_list_list	GET /instrument/selectionList/list	Set of custom instrument-level selection lists.
InstrumentApi	get_instrument_selection_list_list_by_instrument	GET /instrument/selectionList/listByInstrument	For each given instrument, returns the instrument-level selection lists of which the instrument is a member.
InstrumentApi	post_instrument_background_text_type_list	POST /instrument/backgroundText/type/list	List of background text types for instruments.
InstrumentApi	post_instrument_benchmark_list	POST /instrument/benchmark/list	List of benchmarks of a financial instrument.
InstrumentApi	post_instrument_category_list	POST /instrument/category/list	List of categories assigned to a specific instrument the application is entitled to see.
InstrumentApi	post_instrument_compliance_property_list	POST /instrument/complianceProperty/list	List of compliance properties for instruments.
InstrumentApi	post_instrument_cross_reference_list_by_isin	POST /instrument/crossReference/listByISIN	Translate a list of ISINs to instruments.
InstrumentApi	post_instrument_cross_reference_list_by_wkn	POST /instrument/crossReference/listByWKN	Translate a list of WKNs to instruments.
InstrumentApi	post_instrument_notation_list	POST /instrument/notation/list	List of active, entitled notations for a set of instruments.
InstrumentApi	post_instrument_rating_grade_list	POST /instrument/rating/grade/list	List of rating grades for a list of instruments.
InstrumentApi	post_instrument_selection_list_members_list	POST /instrument/selectionList/members/list	List of instruments belonging to an instrument-level selection list.
NotationApi	get_notation_cross_reference_fact_set_identifier_get	GET /notation/crossReference/factSetIdentifier/get	Retrieve FactSet identifiers for a given notation.
NotationApi	get_notation_cross_reference_get_by_fact_set_market_symbol	GET /notation/crossReference/getByFactSetMarketSymbol	Translate a FactSet market symbol to a notation.
NotationApi	get_notation_get	GET /notation/get	Basic data for a notation.
NotationApi	get_notation_key_figures_month_1_get	GET /notation/keyFigures/month/1/get	End-of-day (EOD) key figures for the time range of one month.
NotationApi	get_notation_key_figures_month_1_list	GET /notation/keyFigures/month/1/list	End-of-day (EOD) key figures for the time range of one month, for a list of notations.
NotationApi	get_notation_key_figures_month_3_get	GET /notation/keyFigures/month/3/get	End-of-day (EOD) key figures for the time range of three months.
NotationApi	get_notation_key_figures_month_3_list	GET /notation/keyFigures/month/3/list	End-of-day (EOD) key figures for the time range of three months, for a list of notations.
NotationApi	get_notation_key_figures_month_6_get	GET /notation/keyFigures/month/6/get	End-of-day (EOD) key figures for the time range of six months.
NotationApi	get_notation_key_figures_month_6_list	GET /notation/keyFigures/month/6/list	End-of-day (EOD) key figures for the time range of six months, for a list of notations.
NotationApi	get_notation_key_figures_trading_day_average_get	GET /notation/keyFigures/tradingDay/average/get	Average end-of-day (EOD) key figures for different trading days periods.
NotationApi	get_notation_key_figures_week_1_get	GET /notation/keyFigures/week/1/get	End-of-day (EOD) key figures for the time range of one week.
NotationApi	get_notation_key_figures_week_1_list	GET /notation/keyFigures/week/1/list	End-of-day (EOD) key figures for the time range of one week, for a list of notations.
NotationApi	get_notation_key_figures_year_10_get	GET /notation/keyFigures/year/10/get	End-of-day (EOD) key figures for the time range of ten years.
NotationApi	get_notation_key_figures_year_10_list	GET /notation/keyFigures/year/10/list	End-of-day (EOD) key figures for the time range of ten years, for a list of notations.
NotationApi	get_notation_key_figures_year_1_get	GET /notation/keyFigures/year/1/get	End-of-day (EOD) key figures for the time range of one year.
NotationApi	get_notation_key_figures_year_1_list	GET /notation/keyFigures/year/1/list	End-of-day (EOD) key figures for the time range of one year, for a list of notations.
NotationApi	get_notation_key_figures_year_3_get	GET /notation/keyFigures/year/3/get	End-of-day (EOD) key figures for the time range of three years.
NotationApi	get_notation_key_figures_year_3_list	GET /notation/keyFigures/year/3/list	End-of-day (EOD) key figures for the time range of three years, for a list of notations.
NotationApi	get_notation_key_figures_year_5_get	GET /notation/keyFigures/year/5/get	End-of-day (EOD) key figures for the time range of five years.
NotationApi	get_notation_key_figures_year_5_list	GET /notation/keyFigures/year/5/list	End-of-day (EOD) key figures for the time range of five years, for a list of notations.
NotationApi	get_notation_key_figures_year_7_get	GET /notation/keyFigures/year/7/get	End-of-day (EOD) key figures for the time range of seven years.
NotationApi	get_notation_key_figures_year_7_list	GET /notation/keyFigures/year/7/list	End-of-day (EOD) key figures for the time range of seven years, for a list of notations.
NotationApi	get_notation_key_figures_year_to_date_get	GET /notation/keyFigures/yearToDate/get	End-of-day (EOD) key figures for the time range year-to-date (YTD)..
NotationApi	get_notation_key_figures_year_to_date_list	GET /notation/keyFigures/yearToDate/list	End-of-day (EOD) key figures for the time range year-to-date (YTD), for a list of notations..
NotationApi	get_notation_list	GET /notation/list	Basic data for a list of notations.
NotationApi	get_notation_search_basic	GET /notation/search/basic	Basic search for notations.
NotationApi	get_notation_selection_list_list	GET /notation/selectionList/list	Set of custom notation-level selection lists.
NotationApi	get_notation_selection_list_list_by_notation	GET /notation/selectionList/listByNotation	For each given notation, returns the notation-level selection lists of which the notation is a member.
NotationApi	get_notation_status_get	GET /notation/status/get	Intraday trading status of a notation.
NotationApi	post_notation_category_list	POST /notation/category/list	List of categories assigned to a specific notation the application is entitled to see.
NotationApi	post_notation_cross_reference_fact_set_identifier_list_by_fact_set_identifier	POST /notation/crossReference/factSetIdentifier/listByFactSetIdentifier	Retrieve a list of notations for a given FactSet identifier.
NotationApi	post_notation_cross_reference_fact_set_identifier_list_by_instrument	POST /notation/crossReference/factSetIdentifier/listByInstrument	Retrieve a list of FactSet identifiers for a given instrument.
NotationApi	post_notation_cross_reference_list_by_instrument	POST /notation/crossReference/listByInstrument	List of entitled notations.
NotationApi	post_notation_cross_reference_list_by_isin	POST /notation/crossReference/listByISIN	List of entitled notations.
NotationApi	post_notation_cross_reference_list_by_symbol	POST /notation/crossReference/listBySymbol	List of entitled notations.
NotationApi	post_notation_market_list	POST /notation/market/list	List of markets with entitled notations.
NotationApi	post_notation_search_by_text	POST /notation/searchByText	Text-based search for notations.
NotationApi	post_notation_selection_list_members_list	POST /notation/selectionList/members/list	List of notations belonging to a notation-level selection list.
PricesApi	get_prices_bid_ask_get	GET /prices/bidAsk/get	Most recent bid and ask prices (best bid / offer) for a notation.
PricesApi	get_prices_bid_ask_list	GET /prices/bidAsk/list	Most recent bid and ask prices (best bid / offer) for a list of notations.
PricesApi	get_prices_get	GET /prices/get	Overview of trading on the most recent trading day, including the latest price, for a notation.
PricesApi	get_prices_list	GET /prices/list	Overview of trading on the most recent trading day, including the latest price, for a list of notations.
PricesApi	get_prices_orderbook_aggregated_get	GET /prices/orderbook/aggregated/get	Orderbook aggregated by price.
PricesApi	get_prices_orderbook_full_get	GET /prices/orderbook/full/get	Full orderbook
PricesApi	get_prices_trading_schedule_event_type_list	GET /prices/tradingSchedule/event/type/list	Trading schedule event types.
PricesApi	post_prices_trading_schedule_event_list	POST /prices/tradingSchedule/event/list	Sequence of market-related events.

Documentation For Models

Documentation For Authorization

FactSetApiKey

Type: HTTP basic authentication

FactSetOAuth2

Type: OAuth
Flow: application
Authorization URL:
Scopes: N/A

Notes for Large OpenAPI documents

If the OpenAPI document is large, imports in fds.sdk.RealTimeQuotes.apis and fds.sdk.RealTimeQuotes.models may fail with a RecursionError indicating the maximum recursion limit has been exceeded. In that case, there are a couple of solutions:

Solution 1: Use specific imports for apis and models like:

from fds.sdk.RealTimeQuotes.api.default_api import DefaultApi
from fds.sdk.RealTimeQuotes.model.pet import Pet

Solution 2: Before importing the package, adjust the maximum recursion limit as shown below:

import sys
sys.setrecursionlimit(1500)
import fds.sdk.RealTimeQuotes
from fds.sdk.RealTimeQuotes.apis import *
from fds.sdk.RealTimeQuotes.models import *

Contributing

Please refer to the contributing guide.

Copyright

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.

Keywords

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Install

fds.sdk.RealTimeQuotes

Real-Time Quotes client library for Python

Requirements

Installation

Poetry

pip

Usage

Example Code

Using Pandas

Debugging

Configure a Proxy

Custom SSL Certificate

Request Retries

Documentation for API Endpoints

Documentation For Models

Documentation For Authorization

FactSetApiKey

FactSetOAuth2

Notes for Large OpenAPI documents

Contributing

Copyright

Keywords

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