FactSet.SDK.FactSetOptions 1.0.0

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FactSet Options client library for .NET

The Option Prices database provides pricing data such as mid bid-ask price, reference data (e.g., strike price), and risk measures (e.g., Greeks and implied volatility). Visit Options Overview OA Page # 14925 for details on database coverage. U.S. exchange-traded option bid and ask quotes are continuously updated throughout the day even when no trades have occurred on the option (zero volume). The end-of-day closing bid and ask quotes are always in line with the underlying closing price.

Note

• Currently in Beta only OPRA exchanges are supported.

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

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

Requirements

• .NET Standard >= 2.0

Installation

.NET CLI

dotnet add package FactSet.SDK.Utils
dotnet add package FactSet.SDK.FactSetOptions

NuGet

nuget install FactSet.SDK.Utils
nuget install FactSet.SDK.FactSetOptions

Usage

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

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

namespace Example
{
    public static class GetOptionsChainsForListExample
    {
        public static async Task Main()
        {
            var config = new FactSet.SDK.FactSetOptions.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
            // 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 OptionChainsScreeningApi(config);
            var chainsRequest = new ChainsRequest(); // ChainsRequest | Options Chains Request Object

            try
            {
                // Returns all the underlying option identifiers for the specified underlying Security identifier
                ChainsResponse result = apiInstance.GetOptionsChainsForList(chainsRequest);
                Console.WriteLine(result.ToJson());
            }
            catch (ApiException e)
            {
                Console.WriteLine("Exception when calling OptionChainsScreeningApi.GetOptionsChainsForList: " + 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/content

Documentation for Models

• Model.AtmImpliedVolatility
• Model.AtmImpliedVolatilityRequest
• Model.AtmImpliedVolatilityResponse
• Model.Calendar
• Model.Chains
• Model.ChainsRequest
• Model.ChainsResponse
• Model.ErrorResponse
• Model.ErrorResponseSubErrors
• Model.Exchange
• Model.ExchangeScreeningId
• Model.Frequency
• Model.Greeks
• Model.GreeksRequest
• Model.GreeksResponse
• Model.IdType
• Model.ImpliedVolatility
• Model.ImpliedVolatilityRequest
• Model.ImpliedVolatilityResponse
• Model.OptionScreening
• Model.OptionScreeningRequest
• Model.OptionScreeningResponse
• Model.OptionsDates
• Model.OptionsDatesRequest
• Model.OptionsDatesResponse
• Model.OptionsPrices
• Model.OptionsPricesRequest
• Model.OptionsPricesResponse
• Model.OptionsReferences
• Model.OptionsReferencesRequest
• Model.OptionsReferencesResponse
• Model.OptionsVolume
• Model.OptionsVolumeRequest
• Model.OptionsVolumeResponse
• Model.PriceType
• Model.Snapshot
• Model.SnapshotRequest
• Model.SnapshotResponse
• Model.UnderlyingVolume
• Model.UnderlyingVolumeRequest
• Model.UnderlyingVolumeResponse

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.