Time Series API

Overview

Time series data, end-of-day or intraday, tick-by-tick or subsampled. Additional vendor-specific endpoints provide a modified interface for seamless integration with the ChartIQ chart library.

See the Quotes API for Digital Portals for access to detailed price information.

API Definition

swagger_file_format

API Documentation

SDK Library

Code Snippet

Quick search for a listing (text based)

The first JavaScript example uses the JavaScript Client Library to implement a text-based security search and display the response data.

const params = {
  searchValue: 'daimler',
  popularity : 1,
  nsins      : 'wkn',
  assetClass : 'stock',
  _attributes: [
    'id', 'instrument.id', 'instrument.name'
  ].join(','),
};

mdg2Client.requestEndpoint('GET', '/api/v1/notation/search/basic', params)
    .then(response => response.data)
    .then(responseData => {
      console.log(`Identifier of the notation: ${responseData[0].id},\n`,
          `Identifier of the instrument of the notation: ${responseData[0].instrument.id},\n`,
          `Asset class-unspecific name in English: ${responseData[0].instrument.name}`
      );
    })
    .catch(error => {
      console.warn('mdg2Client request failed: ', error);
    });


// Console output will be:
// Identifier of the notation: 161766,
//  Identifier of the instrument of the notation: 82840,
//  Asset class-unspecific name in English: DAIMLER AG ORD NPV(REGD) (CHF)

Fetching the price history of a security at a given market

The next JavaScript example uses the JavaScript Client Library to fetch the price history of a traded security. The security is given by its ID_NOTATION - the listing-level identifier on FactSet's Wealth Management platform.

const params = {
    data: {
        id   : '161766',
        range: {
            start: '2019-09-01',
            end  : '2019-09-10',
        },
    },
    meta: {
        attributes: [
            'prices.date', 'prices.last'
        ],
    }
};

mdg2Client.requestEndpoint('POST', '/api/v1/prices/timeSeries/eod/list', params)
    .then(response => response.data)
    .then(responseData => {
      console.log(`Last price of first entry in prices array: ${responseData.prices[0].last},\n`,
          `Date of first entry in prices array: ${responseData.prices[0].date}`
      );
    })
    .catch(error => {
      console.warn('mdg2Client request failed: ', error);
    });

// Console output will be:
// Last price of first entry in prices array: 42.6,
//  Date of first entry in prices array: 2019-09-02

Quick search for a listing (text based)

The first JavaScript example uses the JavaScript Client Library to implement a text-based security search and display the response data.

const params = {
  searchValue: 'daimler',
  popularity : 1,
  nsins      : 'wkn',
  assetClass : 'stock',
  _attributes: [
    'id', 'instrument.id', 'instrument.name'
  ].join(','),
};

mdg2Client.requestEndpoint('GET', '/api/v1/notation/search/basic', params)
    .then(response => response.data)
    .then(responseData => {
      console.log(`Identifier of the notation: ${responseData[0].id},\n`,
          `Identifier of the instrument of the notation: ${responseData[0].instrument.id},\n`,
          `Asset class-unspecific name in English: ${responseData[0].instrument.name}`
      );
    })
    .catch(error => {
      console.warn('mdg2Client request failed: ', error);
    });


// Console output will be:
// Identifier of the notation: 161766,
//  Identifier of the instrument of the notation: 82840,
//  Asset class-unspecific name in English: DAIMLER AG ORD NPV(REGD) (CHF)

Fetching the price history of a security at a given market

The next JavaScript example uses the JavaScript Client Library to fetch the price history of a traded security. The security is given by its ID_NOTATION - the listing-level identifier on FactSet's Wealth Management platform.

const params = {
    data: {
        id   : '161766',
        range: {
            start: '2019-09-01',
            end  : '2019-09-10',
        },
    },
    meta: {
        attributes: [
            'prices.date', 'prices.last'
        ],
    }
};

mdg2Client.requestEndpoint('POST', '/api/v1/prices/timeSeries/eod/list', params)
    .then(response => response.data)
    .then(responseData => {
      console.log(`Last price of first entry in prices array: ${responseData.prices[0].last},\n`,
          `Date of first entry in prices array: ${responseData.prices[0].date}`
      );
    })
    .catch(error => {
      console.warn('mdg2Client request failed: ', error);
    });

// Console output will be:
// Last price of first entry in prices array: 42.6,
//  Date of first entry in prices array: 2019-09-02

Quick search for a listing (text based)

The first JavaScript example uses the JavaScript Client Library to implement a text-based security search and display the response data.

const params = {
  searchValue: 'daimler',
  popularity : 1,
  nsins      : 'wkn',
  assetClass : 'stock',
  _attributes: [
    'id', 'instrument.id', 'instrument.name'
  ].join(','),
};

mdg2Client.requestEndpoint('GET', '/api/v1/notation/search/basic', params)
    .then(response => response.data)
    .then(responseData => {
      console.log(`Identifier of the notation: ${responseData[0].id},\n`,
          `Identifier of the instrument of the notation: ${responseData[0].instrument.id},\n`,
          `Asset class-unspecific name in English: ${responseData[0].instrument.name}`
      );
    })
    .catch(error => {
      console.warn('mdg2Client request failed: ', error);
    });


// Console output will be:
// Identifier of the notation: 161766,
//  Identifier of the instrument of the notation: 82840,
//  Asset class-unspecific name in English: DAIMLER AG ORD NPV(REGD) (CHF)

Fetching the price history of a security at a given market

The next JavaScript example uses the JavaScript Client Library to fetch the price history of a traded security. The security is given by its ID_NOTATION - the listing-level identifier on FactSet's Wealth Management platform.

const params = {
    data: {
        id   : '161766',
        range: {
            start: '2019-09-01',
            end  : '2019-09-10',
        },
    },
    meta: {
        attributes: [
            'prices.date', 'prices.last'
        ],
    }
};

mdg2Client.requestEndpoint('POST', '/api/v1/prices/timeSeries/eod/list', params)
    .then(response => response.data)
    .then(responseData => {
      console.log(`Last price of first entry in prices array: ${responseData.prices[0].last},\n`,
          `Date of first entry in prices array: ${responseData.prices[0].date}`
      );
    })
    .catch(error => {
      console.warn('mdg2Client request failed: ', error);
    });

// Console output will be:
// Last price of first entry in prices array: 42.6,
//  Date of first entry in prices array: 2019-09-02

Change Logs