FactSet.SDK.BestExecutionAnalyticsforSmarterTradingBEAST 0.1.0

Best Execution Analytics for Smarter Trading (BEAST) client library for .NET

Enables clients to programmatically access the underlying data which powers the BEAST Liquidity Analytics (LA) and Transaction Cost Analysis (TCA) applications.

This .NET package is automatically generated by the OpenAPI Generator project:

• API version: 1.0.0
• SDK version: 0.1.0
• Build package: com.factset.sdk.codegen.FactSetCSharpNetCoreClientCodegen

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

Requirements

• .NET Standard >= 2.0

Installation

.NET CLI

dotnet add package FactSet.SDK.Utils
dotnet add package FactSet.SDK.BestExecutionAnalyticsforSmarterTradingBEAST -v 0.1.0

NuGet

nuget install FactSet.SDK.Utils
nuget install FactSet.SDK.BestExecutionAnalyticsforSmarterTradingBEAST -Version 0.1.0

Usage

1. Generate authentication credentials.
2. Setup .NET Standard 2.0 compatible environment.
3. Install dependencies.
4. 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

using System;
using System.Threading.Tasks;
using FactSet.SDK.Utils.Authentication;
using FactSet.SDK.BestExecutionAnalyticsforSmarterTradingBEAST.Api;
using FactSet.SDK.BestExecutionAnalyticsforSmarterTradingBEAST.Client;
using FactSet.SDK.BestExecutionAnalyticsforSmarterTradingBEAST.Model;

namespace Example
{
    public static class GetCostImpactExample
    {
        public static async Task Main()
        {
            var config = new FactSet.SDK.BestExecutionAnalyticsforSmarterTradingBEAST.Client.Configuration();

            // 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-dotnet#authentication
            // for more information on using the ConfidentialClient class
            ConfidentialClient confidentialClient = await ConfidentialClient.CreateAsync("/path/to/app-config.json");
            config.OAuth2Client = confidentialClient;

            /* Basic authentication: FactSetApiKey */
            // See https://github.com/FactSet/enterprise-sdk#api-key
            // for information how to create an API key
            // config.Username = "USERNAME-SERIAL";
            // config.Password = "API-KEY";

            var apiInstance = new MarketImpactApi(config);
            var date = "2024-08-29";  // string | Date in the format YYYY-MM-DD
            var startTime = "10:00:00";  // string | Start Time in the format HH:MM:SS
            var endTime = "15:30:00";  // string | End Time in the format HH:MM:SS
            var pauseStartTime = "12:00:00";  // string | Pause Start Time in the format HH:MM:SS
            var pauseEndTime = "12:00:00";  // string | Pause End Time in the format HH:MM:SS
            var securityId = "FDS";  // string | ISIN for European securities, otherwise TICKER
            var region = "US";  // string | The two character ISO country code of the trading region. EMEA is used for the European trading region
            var orderVolume = 100000F;  // float | Order Volume
            var frontLoadHalfLife = 5000F;  // float | Front Load Half Life
            var currency = "USD";  // string | The ISO 4217 currency code (optional) 
            var isin = "isin_example";  // string | Isin code (optional) 
            var spreadSensitivity = 0F;  // float? | Spread Sensitivity (optional)  (default to 0F)
            var liquiditySensitivity = 0F;  // float? | Liquidity Sensitivity (optional)  (default to 0F)

            try
            {
                // Get Cost Impact
                CostImpactResponseRoot result = apiInstance.GetCostImpact(date, startTime, endTime, pauseStartTime, pauseEndTime, securityId, region, orderVolume, frontLoadHalfLife, currency, isin, spreadSensitivity, liquiditySensitivity);
                Console.WriteLine(result.ToJson());
            }
            catch (ApiException e)
            {
                Console.WriteLine("Exception when calling MarketImpactApi.GetCostImpact: " + e.Message );
                Console.WriteLine("Status Code: "+ e.ErrorCode);
                Console.WriteLine(e.StackTrace);
            }
        }
    }
}

Using a Proxy

To use the API client with a HTTP proxy, setup a System.Net.WebProxy

Configuration c = new Configuration();
System.Net.WebProxy webProxy = new System.Net.WebProxy("http://myProxyUrl:80/");
webProxy.Credentials = System.Net.CredentialCache.DefaultCredentials;
c.Proxy = webProxy;

Documentation for API Endpoints

All URIs are relative to https://api.factset.com/analytics/beast/v1

Documentation for Models

• Model.CostImpact
• Model.CostImpactResponseRoot
• Model.CostImpactStandard
• Model.CostImpactStandardResponseRoot
• Model.Error
• Model.ErrorResponse
• Model.FieldValuesResponse
• Model.FieldValuesResponseRoot
• Model.IndexETF
• Model.IndexETFResponse
• Model.IndexETFResponseRoot
• Model.IntraOrderStat
• Model.IntraOrderStatResponse
• Model.IntraOrderStatResponseRoot
• Model.InvestmentTiming
• Model.InvestmentTimingResponse
• Model.InvestmentTimingResponseRoot
• Model.MultiDayBenchmarks
• Model.Order
• Model.OrderFillCountResponse
• Model.OrderFillCountResponseRoot
• Model.OrderInfoResponse
• Model.OrderInfoResponseRoot
• Model.OrdersResponse
• Model.OrdersResponseRoot
• Model.Outlier
• Model.OutlierData
• Model.OutlierDataResult
• Model.OutlierMetrics
• Model.OutlierResponse
• Model.OutlierResponseRoot
• Model.OutputStrategyBinData
• Model.PriceTimeFill
• Model.PriceTimeFillResponse
• Model.PriceTimeFillResponseRoot
• Model.PriceTimeQuote
• Model.PriceTimeQuoteResponse
• Model.PriceTimeQuoteResponseRoot
• Model.PriceTimeTrade
• Model.PriceTimeTradeResponse
• Model.PriceTimeTradeResponseRoot
• Model.QuoteInsideSize
• Model.QuoteInsideSizeResponse
• Model.QuoteInsideSizeResponseRoot
• Model.ReportRecord
• Model.ReportResponse
• Model.ReportResponseRoot
• Model.TradeAnalytic
• Model.TradeAnalyticsResponse
• Model.TradeAnalyticsResponseRoot
• Model.VolumeAnalytic
• Model.VolumeAnalyticsResponse
• Model.VolumeAnalyticsResponseRoot
• Model.VolumePrice
• Model.VolumePriceBin
• Model.VolumePriceMetrics
• Model.VolumePriceResponse
• Model.VolumePriceResponseRoot
• Model.VolumeTime
• Model.VolumeTimeResponse
• Model.VolumeTimeResponseRoot
• Model.VolumeVenue
• Model.VolumeVenueResponse
• Model.VolumeVenueResponseRoot
• Model.Vwap
• Model.VwapResponse
• Model.VwapResponseRoot
• Model.ZScore
• Model.ZScoreResponse
• Model.ZScoreResponseRoot

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.