0.1.4 • Published 7 months ago

@factset/sdk-spglobalfixedincomeevaluatedpricesandanalytics v0.1.4

Weekly downloads
-
License
Apache-2.0
Repository
github
Last release
7 months ago

FactSet

S&P Global Fixed Income Evaluated Prices and Analytics client library for JavaScript

npm Apache-2 license

Gain access to evaluated pricing and analytics data for Corporate Bonds, Municipal Bonds and Asset Backed Securities provided by S&P Global (formerly IHS Markit) .

Data returned through multiple endpoints like prices, spread, yield, yield curve, sensitivity, coupon information, securities metadata and details specific to the Asset Backed Securities.

This TypeScript/JavaScript package is automatically generated by the OpenAPI Generator project:

  • API version: 1.0.0
  • Package version: 0.1.4
  • Build package: org.openapitools.codegen.languages.JavascriptClientCodegen

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

Requirements

  • Node.js >= 14

Installation

npm

npm install @factset/sdk-utils @factset/sdk-spglobalfixedincomeevaluatedpricesandanalytics@0.1.4

yarn

yarn add @factset/sdk-utils @factset/sdk-spglobalfixedincomeevaluatedpricesandanalytics@0.1.4

Usage

  1. Generate authentication credentials.
  2. Setup Node.js environment

    1. Install and activate Node.js >=14. If you're using nvm:

      nvm install 16
      nvm use 16
    2. (optional) Install yarn.

  3. Install dependencies.

  4. Run the following:
const { ApiClient, ABSDetailsApi } = require('@factset/sdk-spglobalfixedincomeevaluatedpricesandanalytics');
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 ABSDetailsApi();
const ids = ["US05522RDC97"]; // [String] | Security or Entity identifiers. FactSet Identifiers, tickers, CUSIP, ISIN and SEDOL are accepted as input. <p>***ids limit** = 2000  per request*</p> *<p>Make note, GET Method URL request lines are also limited to a total length of 8192 bytes (8KB). In cases where the service allows for thousands of ids, which may lead to exceeding this request line limit of 8KB, its advised for any requests with large request lines to be requested through the respective \"POST\" method.</p>* 
const opts = {
  'startDate': 2021-01-01, // String | The start date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to previous close. Future dates (T+1) are not accepted in this endpoint. 
  'endDate': 2021-12-31, // String | The end date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to previous close. Future dates (T+1) are not accepted in this endpoint. 
  'frequency': D, // String | Controls the display frequency of the data returned.   * **D** = Daily   * **W** = Weekly, based on the last day of the week of the start date.   * **M** = Monthly, based on the last trading day of the month.   * **AM** = Monthly, based on the start date (e.g., if the start date is June 16, data is displayed for June 16, May 16, April 16 etc.).   * **CQ** = Quarterly based on the last trading day of the calendar quarter (March, June, September, or December).   * **FQ** = Fiscal Quarter of the company.   * **AY** = Actual Annual, based on the start date.   * **CY** = Calendar Annual, based on the last trading day of the calendar year.   * **FY** = Fiscal Annual, based on the last trading day of the company's fiscal year. 
  'calendar': FIVEDAY // String | Calendar of data returned. SEVENDAY includes weekends. LOCAL calendar will default to the securities' trading calendar which excludes date records for respective holiday periods.
};

// Call api endpoint
apiInstance.getABSDetails(ids, opts).then(
  data => {

    console.log('API called successfully. Returned data:');
    console.log(data);
  },
  error => {
    console.error(error);
  },
);

Documentation for API Endpoints

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

ClassMethodHTTP requestDescription
spglobalfixedincomeevaluatedpricesandanalytics.ABSDetailsApigetABSDetailsGET /markit-bond-prices-and-analytics/v1/abs-detailsGet Asset Backed Security Details for a list of securities
spglobalfixedincomeevaluatedpricesandanalytics.ABSDetailsApigetABSDetailsForListPOST /markit-bond-prices-and-analytics/v1/abs-detailsRequest Asset Backed Security Details for a list of securities
spglobalfixedincomeevaluatedpricesandanalytics.CouponApigetBondCouponGET /markit-bond-prices-and-analytics/v1/couponGet coupon data for given date range and list of securities
spglobalfixedincomeevaluatedpricesandanalytics.CouponApigetBondCouponForListPOST /markit-bond-prices-and-analytics/v1/couponRequest coupon data for given date range and list of securities
spglobalfixedincomeevaluatedpricesandanalytics.IssuerYieldCurveApigetBondIssuerYieldCurveGET /markit-bond-prices-and-analytics/v1/issuer-yield-curveGet yield curve data for given date range and list of securities
spglobalfixedincomeevaluatedpricesandanalytics.IssuerYieldCurveApigetBondIssuerYieldCurveForListPOST /markit-bond-prices-and-analytics/v1/issuer-yield-curveRequest yield curve data for given date range and list of securities
spglobalfixedincomeevaluatedpricesandanalytics.MetaApigetBondMetaGET /markit-bond-prices-and-analytics/v1/metaGet bond meta data for a list of securities.
spglobalfixedincomeevaluatedpricesandanalytics.MetaApigetBondMetaForListPOST /markit-bond-prices-and-analytics/v1/metaGet bond meta data for a list of securities.
spglobalfixedincomeevaluatedpricesandanalytics.PricesApigetBondPricesGET /markit-bond-prices-and-analytics/v1/pricesGet Bid, Mid and Ask prices for a list of securities
spglobalfixedincomeevaluatedpricesandanalytics.PricesApigetBondPricesForListPOST /markit-bond-prices-and-analytics/v1/pricesRequest Bid, Mid and Ask prices for a list of securities
spglobalfixedincomeevaluatedpricesandanalytics.SensitivityApigetBondSensitivityGET /markit-bond-prices-and-analytics/v1/sensitivityGet the bond sensitivity data for a list of securities
spglobalfixedincomeevaluatedpricesandanalytics.SensitivityApigetBondSensitivityForListPOST /markit-bond-prices-and-analytics/v1/sensitivityRequest the bond sensitivity data for a list of securities
spglobalfixedincomeevaluatedpricesandanalytics.SpreadApigetBondSpreadGET /markit-bond-prices-and-analytics/v1/spreadGet the Spread and OAS data for a list of securities
spglobalfixedincomeevaluatedpricesandanalytics.SpreadApigetBondSpreadForListPOST /markit-bond-prices-and-analytics/v1/spreadRequest the Spread and OAS data for a list of securities
spglobalfixedincomeevaluatedpricesandanalytics.YieldApigetBondYieldGET /markit-bond-prices-and-analytics/v1/yieldGet yield information for given date range and list of securities
spglobalfixedincomeevaluatedpricesandanalytics.YieldApigetBondYieldForListPOST /markit-bond-prices-and-analytics/v1/yieldRequest yield information for given date range and list of securities

Documentation for Models

Documentation for Authorization

FactSetApiKey

  • Type: HTTP basic authentication

FactSetOAuth2

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

Contributing

Please refer to the contributing guide.

Copyright

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.

0.1.4

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0.1.2

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0.1.1

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0.1.0

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