FactSet ESG API

  • SECTIONS
  • Overview
  • API Definition
  • SDK Libraries
  • Notebooks
  • Code Snippet
  • Changelog
Overview

FactSet's ESG leverages its Truvalue machine learning to uncover risks and opportunities from companies’ Environmental, Social and Governance (ESG) behavior, which are aggregated and categorized into continuously updated, material ESG scores. This FactSet product focuses on company ESG behavior from external sources and uses the Sustainability Accounting Standards Board (SASB) as framework. These ESG scores include both positive and negative events that go beyond traditional sources of ESG risk data.

FactSet ESG extracts, analyzes, and generates scores for 270,000+ public and private companies from millions of documents each month collected from more than 200,000 data sources in 38 languages. Sources include news, trade journals, NGOs, watchdog groups, trade blogs, industry reports. The product delivers investable insights by revealing value and risk factors from unstructured data at the speed of current events.

How to Programmatically Download API Specification file:

Please use the below link to download the FactSet ESG API Specification file in .yaml. You must be authorized for this API to extract. This specification can then be used for Codegen to create your own SDKs. You can also access by selecting the "Download Spec" button to the right of the version below.

https://api.factset.com/content/factset-esg/v1/spec/swagger.yaml

This API is rate-limited to 10 requests per second and 10 concurrent requests per user.

API Definition
SDK Libraries
Notebooks
Getting Started - Juypter Notebook
Code Snippet
Sample Code Snippet to fetch SASB Scores using the FactSet ESG API
# Imports
import pandas as pd

# FDS Packages
import fds.sdk.FactSetESG  # To install, please use "pip install pip install fds.sdk.utils fds.sdk.FactSetESG==1.2.2"
from fds.sdk.FactSetESG.api import sasb_api
from fds.sdk.FactSetESG.models import *
from fds.sdk.utils.authentication import ConfidentialClient

# Authentication using OAuth
configuration = fds.sdk.FactSetESG.Configuration(
    fds_oauth_client=ConfidentialClient('<PATH_TO_CONFIG_FILE>') # Path to config file from OAuth registration
)

# Get SASB Ranks Data
with fds.sdk.FactSetESG.ApiClient(configuration) as api_client:
    # Create an instance of the API class
    api_instance = sasb_api.SASBApi(api_client)

    ids = ["AAPL-USA"]
    categories = ["ALLCATEGORIES","MATERIALITY"]
    start_date = "2018-12-31"
    end_date = "2019-12-31"
    frequency = "D"
    calendar = "FIVEDAY" 
    
    # Send Request
    api_response = api_instance.get_sasb_ranks(ids, categories=categories, start_date=start_date, end_date=end_date, frequency=frequency, calendar=calendar)

    # Convert to Pandas Dataframe
    results = pd.DataFrame(api_response.to_dict()['data'])
    print(results)
Changelog

1.1.0

Summary

Added SASB ESG Ranks which indicates if a company is a Leader, Above Average, Average, Below Average, or a Laggard

Functionality Additions

New Endpoint:

  • /sasb-ranks - Indicates if a company is a Leader, Above Average, Average, Below Average, or a Laggard.

1.2.0

Summary

Added SDG scores that are generated for 16 Sustainable Development Goals categories defined by the United Nations.

Functionality Additions

New endpoint:

  • /sdg-scores - Returns SDG scores for 16 Sustainable Development Goals categories defined by the United Nations.

v1.3.0

Summary

Release Date: 24th Feb, 2022

Added the SFDR indicators endpoint which give Principle Adverse Impact (PAI) data to support compliant SFDR Sustainable Finance Disclosure Regulation (SFDR) reporting

Functionality Additions

New endpoint:

  • /sfdr-indicators which gets Principle Adverse Impact (PAI) data to support compliant SFDR Sustainable Finance Disclosure Regulation (SFDR) reporting where general, mandatory and additional indicators are accepted as input

1.4.0

Summary

Release Date: April 29th, 2022

Added the below two new endpoints. These endpoints returns Spotlights data for SASB & SDG Lens. The data comprises of the most positive and negative ESG events.

Functionality Additions

New Endpoints:

  • /sasb-spotlights: Gets Spotlight data for the most important positive and negative ESG events to enable timely and systematic trading strategies and portfolio management for the SASB Lens
  • /sdg-spotlights: Gets Spotlight data for the most important positive and negative ESG events to enable timely and systematic trading strategies and portfolio management for the SDG Lens

1.5.0

Summary

Release Date: March 16th, 2023

Added the below two new endpoints. These endpoints returns Articles data for SASB & SDG Lens. The data comprises of the most important positive and negative ESG events.

Functionality Additions

New Endpoints:

  • /sasb-articles: It allows to retrieve underlying news articles tagged with SASB lens categories from 2016-01-01 to previous day used by the AI engine to calculate the ESG Scores of companies and therefore provides ESG relevant news.
  • /sdg-articles: It allows to retrieve underlying news articles tagged with SDG lens categories from 2016-01-01 to previous day used by the AI engine to calculate the ESG Scores of companies and therefore provides ESG relevant news.

1.6.0

Summary

Added a new 'calendar' parameter

Functionality Additions

New Parameter:

  • calendar - Calendar of data returned.

1.7.0

Summary

Removed SDG and SFDR endpoints