FactSet.SDK.OPENOPTIMIZER 0.0.1

OPEN:OPTIMIZER client library for .NET

The Open:Optimizer API provides the ability to trigger portfolio optimizations using any of the optimizers available on FactSet, including the FactSet Portfolio Optimizer, Axioma Portfolio Optimizer (equity or fixed income), Barra Portfolio Manager, and Northfield Portfolio Optimizer. Endpoints are available to initiate optimizations and view results, as well as retrieve document names and related metadata. API access is available with a subscription to an optimizer application. This API is intended to complement, not replace, the optimizer applications on FactSet. All strategies must still be created using the corresponding GUI applications on FactSet Workstation.

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

• API version: 1.0.0
• SDK version: 0.0.1
• 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.OPENOPTIMIZER -v 0.0.1

NuGet

nuget install FactSet.SDK.Utils
nuget install FactSet.SDK.OPENOPTIMIZER -Version 0.0.1

Usage

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

Example Code

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

namespace Example
{
    public static class GetGlobalVariablesAXPExample
    {
        public static async Task Main()
        {
            var config = new FactSet.SDK.OPENOPTIMIZER.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 AxiomaEquityPortfolioOptimizerApi(config);
            var cacheControl = "cacheControl_example";  // string | Standard HTTP header.  Accepts max-stale. (optional) 

            try
            {
                // Returns a dictionary with the name-value pairs for all global variables.
                SettingsGlobalVarsResponse result = apiInstance.GetGlobalVariablesAXP(cacheControl);
                Console.WriteLine(result.ToJson());
            }
            catch (ApiException e)
            {
                Console.WriteLine("Exception when calling AxiomaEquityPortfolioOptimizerApi.GetGlobalVariablesAXP: " + 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/open-optimizer/v1

Documentation for Models

• Model.AFIAccountInput
• Model.AFIOptimizationParameters
• Model.AFIOptimizationParametersRequest
• Model.AFIOptimizerStrategyInput
• Model.AFIOptimizerStrategyOverridesInput
• Model.AXPAccountInput
• Model.AXPAvailableComponentsInput
• Model.AXPAvailableComponentsInputData
• Model.AXPAvailableComponentsInputDataFilters
• Model.AXPAvailableComponentsInputDataFiltersConstraints
• Model.AXPAvailableComponentsInputDataFiltersObjectives
• Model.AXPOptimizationParameters
• Model.AXPOptimizationParametersRequest
• Model.AXPOptimizerStrategyInput
• Model.AXPOptimizerStrategyOverridesInput
• Model.ArchivePortfolioOutputType
• Model.AvailableComponentsResponse
• Model.AvailableComponentsResponseData
• Model.AvailableConstraintsResultObject
• Model.AvailableConstraintsResultObjectData
• Model.AvailableObjectivesObject
• Model.AvailableStrategiesInput
• Model.AvailableStrategiesInputData
• Model.AvailableStrategiesResponse
• Model.AvailableTermsObject
• Model.AvailableTranscostsResultObject
• Model.AvailableTranscostsResultObjectData
• Model.BPMAccountInput
• Model.BPMNPOAvailableComponentsInput
• Model.BPMNPOAvailableComponentsInputData
• Model.BPMOptimizationParameters
• Model.BPMOptimizationParametersRequest
• Model.BPMOptimizerStrategyInput
• Model.BPMOptimizerStrategyOverridesInput
• Model.ClientErrorResponse
• Model.Constraints
• Model.EnabledEnum
• Model.Error
• Model.ErrorDetail
• Model.FPOAccountInput
• Model.FPOAvailableComponentsInput
• Model.FPOAvailableComponentsInputData
• Model.FPOAvailableComponentsInputDataDocumentLevel
• Model.FPOAvailableComponentsInputDataFilters
• Model.FPOAvailableComponentsInputDataFiltersConstraints
• Model.FPOAvailableComponentsInputDataFiltersObjectives
• Model.FPOAvailableComponentsInputDataFiltersTransactionCosts
• Model.FPOObjectiveInput
• Model.FPOOptimizationParameters
• Model.FPOOptimizationParametersRequest
• Model.FPOOptimizerStrategyInput
• Model.FPOOptimizerStrategyOverridesInput
• Model.HoldingsResponseObject
• Model.NPOAccountInput
• Model.NPOOptimizationParameters
• Model.NPOOptimizationParametersRequest
• Model.NPOOptimizerStrategyInput
• Model.NPOOptimizerStrategyOverridesInput
• Model.OptimalHoldingsOutputType
• Model.OptimizationInput
• Model.OptimizationStatus
• Model.OptimizationStatusData
• Model.OptimizerAccountOverridesInput
• Model.OptimizerOutputTypes
• Model.OptimizerReportsOutputType
• Model.PaDocInput
• Model.ReportOutputTypeObject
• Model.ResultResponse
• Model.ResultResponseData
• Model.ResultResponseDataArchive
• Model.ResultResponseDataDebugFile
• Model.ResultResponseDataDebugFileInput
• Model.ResultResponseDataReports
• Model.ResultResponseDataStats
• Model.SettingsGlobalVarsResponse
• Model.StatResponseObject
• Model.TradeResponseObject
• Model.TradesListOutputType

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 2025 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.