FactSet.SDK.RealTimeOptions
0.1.0
Prefix Reserved
dotnet add package FactSet.SDK.RealTimeOptions --version 0.1.0
NuGet\Install-Package FactSet.SDK.RealTimeOptions -Version 0.1.0
<PackageReference Include="FactSet.SDK.RealTimeOptions" Version="0.1.0" />
<PackageVersion Include="FactSet.SDK.RealTimeOptions" Version="0.1.0" />
<PackageReference Include="FactSet.SDK.RealTimeOptions" />
paket add FactSet.SDK.RealTimeOptions --version 0.1.0
#r "nuget: FactSet.SDK.RealTimeOptions, 0.1.0"
#:package FactSet.SDK.RealTimeOptions@0.1.0
#addin nuget:?package=FactSet.SDK.RealTimeOptions&version=0.1.0
#tool nuget:?package=FactSet.SDK.RealTimeOptions&version=0.1.0
Real-Time Options client library for .NET
The Options API provides detailed information for option contracts (“options”) and option classes. This API presents a consolidated data model that gives access to options data of global options markets such as OPRA, Australia Exchange, Bovespa, CME Group, EUREX, Euronext, Hong Kong, ICE Futures Europe / US, Montreal Exchange, and others.
An option class is a product group of options from the same exchange and with the same underlying. The API includes endpoints to retrieve fundamental data for an option contract such as exercise right, exercise style, strike, maturity, open interest, underlying, etc. as well as risk measures of an option contract such as delta, omega, implied volatility, etc.
Option chains are provided by the /by-class/list endpoint. The list of option contracts for an option class can be filtered by exercise right, exercise style, strike, maturity, open interest, delta, omega, implied volatility, etc.
The option screener allows you to search for option classes by using text search, root symbol, or ISIN plus additional criteria such as market, underlying, currency, and category. Similar to other screener endpoints in e.g. the Stocks API, the /value-ranges/get endpoint provides the possible values and value ranges plus the number of option contracts for an option class related to the option contracts per criteria such as exercise right, exercise style, strike, maturity, open interest, delta, omega, implied volatility, etc.
The Options API for Digital Portals seamlessly integrates with the Real-Time Quotes API that provides real-time, delayed, and end-of-day pricing data and basic security identifier cross-reference. For direct access to price histories for charting, please refer to the Real-Time Time Series API.
This .NET package is automatically generated by the OpenAPI Generator project:
- API version: 4.1.0
- 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.RealTimeOptions -v 0.1.0
NuGet
nuget install FactSet.SDK.Utils
nuget install FactSet.SDK.RealTimeOptions -Version 0.1.0
Usage
- Generate authentication credentials.
- Setup .NET Standard 2.0 compatible environment.
- Install dependencies.
- Run the following:
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.RealTimeOptions.Api;
using FactSet.SDK.RealTimeOptions.Client;
using FactSet.SDK.RealTimeOptions.Model;
namespace Example
{
public static class GetOptionGetExample
{
public static async Task Main()
{
var config = new FactSet.SDK.RealTimeOptions.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 OptionApi(config);
var identifier = "FDS-US"; // string | Identifier to resolve.
var identifierType = "idInstrument"; // string | Type of the identifier. | Value | Description | | - -- | - -- | | idInstrument | MDG identifier of an instrument. | | idNotation | MDG identifier of a listing. | | fdsPermanentIdentifierSecurity | FactSet Permanent Identifier on security level. | | fdsPermanentIdentifierListing | FactSet Permanent Identifier on listing level. | | fdsPermanentIdentifierRegional | Regional FactSet Permanent Identifier. | | tickerExchange | FactSet market symbol of a listing. | | tickerRegion | Regional FactSet ticker symbol. | | sedol | SEDOL or IDII of a listing. | | isin | ISIN of an instrument. | | wkn | WKN of an instrument. | | valor | Valor number of an instrument. | | cusip | CUSIP or CINS identifier of an instrument |
var attributes = new List<string>(); // List<string> | Limit the attributes returned in the response to the specified set. (optional)
var metaLanguage = "de"; // string | ISO 639-1 code of the language. (optional)
try
{
// Fundamental data for an option contract.
InlineResponse200 result = apiInstance.GetOptionGet(identifier, identifierType, attributes, metaLanguage);
Console.WriteLine(result.ToJson());
}
catch (ApiException e)
{
Console.WriteLine("Exception when calling OptionApi.GetOptionGet: " + 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/wealth/v4
| Class | Method | HTTP request | Description |
|---|---|---|---|
| OptionApi | GetOptionGet | GET /option/get | Fundamental data for an option contract. |
| OptionApi | GetOptionKeyFiguresGet | GET /option/key-figures/get | Key figures of an option contract. |
| OptionApi | PostOptionByClassList | POST /option/by-class/list | List of option contracts for an option class. |
| OptionApi | PostOptionByClassValueRangesGet | POST /option/by-class/value-ranges/get | Possible values and value ranges for the parameters used in the endpoint /option/by-class/list. |
| OptionApi | PostOptionClassScreenerSearch | POST /option/class/screener/search | Screener for option classes based on option class-specific parameters. |
Documentation for Models
- Model.GetOptionGetDataTypeItems
- Model.InlineResponse200
- Model.InlineResponse2001
- Model.InlineResponse2001Meta
- Model.InlineResponse2002
- Model.InlineResponse2003
- Model.InlineResponse2004
- Model.InlineResponse2004Data
- Model.InlineResponse2004DataCurrency
- Model.InlineResponse2004DataPrices
- Model.InlineResponse2004DataPricesAsk
- Model.InlineResponse200Data
- Model.InlineResponse200DataClass
- Model.InlineResponse200DataExercise
- Model.InlineResponse200DataLifeCycle
- Model.InlineResponse200DataLifeCycleDelivery
- Model.InlineResponse200DataLifeCycleExpiration
- Model.InlineResponse200DataLifeCycleMaturity
- Model.InlineResponse200DataMarket
- Model.InlineResponse200DataOpenInterest
- Model.InlineResponse200DataSettlement
- Model.InlineResponse200DataSettlementCurrency
- Model.InlineResponse200DataStrikePrice
- Model.InlineResponse200DataStrikePriceValueUnit
- Model.InlineResponse200DataUnderlying
- Model.InlineResponse200DataUnderlyingNotation
- Model.InlineResponse200DataUnderlyingNotationFsym
- Model.InlineResponse200DataUnderlyingNotationFsymListing
- Model.InlineResponse200DataUnderlyingNotationFsymRegional
- Model.InlineResponse200DataUnderlyingNotationInstrument
- Model.InlineResponse200DataUnderlyingNotationInstrumentFsym
- Model.InlineResponse200DataUnderlyingNotationInstrumentFsymSecurity
- Model.InlineResponse200DataUnderlyingNotationInstrumentNsin
- Model.InlineResponse200Meta
- Model.OffsetBasedPaginationOutputObject
- Model.PostOptionByClassListDataItems
- Model.PostOptionByClassListDataItemsInstrument
- Model.PostOptionByClassListDataItemsInstrumentExercise
- Model.PostOptionByClassListDataItemsInstrumentLifeCycle
- Model.PostOptionByClassListDataItemsInstrumentLifeCycleExpiration
- Model.PostOptionByClassListDataItemsInstrumentLifeCycleMaturity
- Model.PostOptionByClassListDataItemsInstrumentStrikePrice
- Model.PostOptionByClassListDataItemsInstrumentStrikePriceValueUnit
- Model.PostOptionByClassListDataItemsKeyFigures
- Model.PostOptionByClassListRequest
- Model.PostOptionByClassListRequestData
- Model.PostOptionByClassListRequestDataClass
- Model.PostOptionByClassListRequestDataContract
- Model.PostOptionByClassListRequestDataContractExcercise
- Model.PostOptionByClassListRequestDataContractSize
- Model.PostOptionByClassListRequestDataContractSizeExclude
- Model.PostOptionByClassListRequestDataContractSizeRestrict
- Model.PostOptionByClassListRequestDataContractStrikePrice
- Model.PostOptionByClassListRequestDataContractStrikePriceMaximum
- Model.PostOptionByClassListRequestDataContractStrikePriceMinimum
- Model.PostOptionByClassListRequestDataFilter
- Model.PostOptionByClassListRequestDataFilterValidation
- Model.PostOptionByClassListRequestDataFilterValidationPrice
- Model.PostOptionByClassListRequestDataFilterValidationPriceLatest
- Model.PostOptionByClassListRequestDataFilterValidationPricePrevious
- Model.PostOptionByClassListRequestDataKeyFigures
- Model.PostOptionByClassListRequestDataKeyFiguresDelta
- Model.PostOptionByClassListRequestDataKeyFiguresGamma
- Model.PostOptionByClassListRequestDataKeyFiguresGammaMinimum
- Model.PostOptionByClassListRequestDataKeyFiguresImpliedVolatility
- Model.PostOptionByClassListRequestDataKeyFiguresImpliedVolatilityMaximum
- Model.PostOptionByClassListRequestDataKeyFiguresImpliedVolatilityMinimum
- Model.PostOptionByClassListRequestDataKeyFiguresLeverage
- Model.PostOptionByClassListRequestDataKeyFiguresMoneyness
- Model.PostOptionByClassListRequestDataKeyFiguresMoneynessMaximum
- Model.PostOptionByClassListRequestDataKeyFiguresOmega
- Model.PostOptionByClassListRequestDataKeyFiguresOmegaMaximum
- Model.PostOptionByClassListRequestDataKeyFiguresOmegaMinimum
- Model.PostOptionByClassListRequestDataKeyFiguresRho
- Model.PostOptionByClassListRequestDataKeyFiguresRhoMinimum
- Model.PostOptionByClassListRequestDataKeyFiguresThetaOneWeek
- Model.PostOptionByClassListRequestDataKeyFiguresVega
- Model.PostOptionByClassListRequestDataLifeCycle
- Model.PostOptionByClassListRequestDataLifeCycleExpiration
- Model.PostOptionByClassListRequestDataLifeCycleMaturity
- Model.PostOptionByClassListRequestDataLifeCycleMaturityDate
- Model.PostOptionByClassListRequestDataOpenInterest
- Model.PostOptionByClassListRequestDataOpenInterestMaximum
- Model.PostOptionByClassListRequestDataOpenInterestMinimum
- Model.PostOptionByClassListRequestMeta
- Model.PostOptionByClassListRequestMetaPagination
- Model.PostOptionByClassValueRangesGetDataContractSizeItems
- Model.PostOptionByClassValueRangesGetDataExerciseRightItems
- Model.PostOptionByClassValueRangesGetDataExerciseStyleItems
- Model.PostOptionByClassValueRangesGetDataItems
- Model.PostOptionByClassValueRangesGetDataItemsDelta
- Model.PostOptionByClassValueRangesGetDataItemsExercise
- Model.PostOptionByClassValueRangesGetDataItemsGamma
- Model.PostOptionByClassValueRangesGetDataItemsImpliedVolatility
- Model.PostOptionByClassValueRangesGetDataItemsKeyFigures
- Model.PostOptionByClassValueRangesGetDataItemsKeyFiguresMoneyness
- Model.PostOptionByClassValueRangesGetDataItemsLeverage
- Model.PostOptionByClassValueRangesGetDataItemsLifeCycle
- Model.PostOptionByClassValueRangesGetDataItemsLifeCycleExpiration
- Model.PostOptionByClassValueRangesGetDataItemsLifeCycleMaturity
- Model.PostOptionByClassValueRangesGetDataItemsLifeCycleMaturityDate
- Model.PostOptionByClassValueRangesGetDataItemsOmega
- Model.PostOptionByClassValueRangesGetDataItemsOpenInterest
- Model.PostOptionByClassValueRangesGetDataItemsRho
- Model.PostOptionByClassValueRangesGetDataItemsStrikePrice
- Model.PostOptionByClassValueRangesGetDataItemsThetaOneWeek
- Model.PostOptionByClassValueRangesGetDataItemsVega
- Model.PostOptionByClassValueRangesGetDataLifeCycleExpirationMonthItems
- Model.PostOptionByClassValueRangesGetDataLifeCycleExpirationYearItems
- Model.PostOptionByClassValueRangesGetDataLifeCycleMaturityIntervalItems
- Model.PostOptionByClassValueRangesGetRequest
- Model.PostOptionByClassValueRangesGetRequestData
- Model.PostOptionByClassValueRangesGetRequestDataClass
- Model.PostOptionByClassValueRangesGetRequestDataContract
- Model.PostOptionByClassValueRangesGetRequestDataContractSize
- Model.PostOptionByClassValueRangesGetRequestDataContractSizeExclude
- Model.PostOptionByClassValueRangesGetRequestDataContractSizeRestrict
- Model.PostOptionByClassValueRangesGetRequestDataContractStrikePrice
- Model.PostOptionByClassValueRangesGetRequestDataContractStrikePriceMaximum
- Model.PostOptionByClassValueRangesGetRequestDataFilter
- Model.PostOptionByClassValueRangesGetRequestDataFilterValidation
- Model.PostOptionByClassValueRangesGetRequestDataFilterValidationPrice
- Model.PostOptionByClassValueRangesGetRequestDataFilterValidationPriceLatest
- Model.PostOptionByClassValueRangesGetRequestDataFilterValidationPricePrevious
- Model.PostOptionByClassValueRangesGetRequestDataKeyFigures
- Model.PostOptionByClassValueRangesGetRequestDataKeyFiguresDelta
- Model.PostOptionByClassValueRangesGetRequestDataKeyFiguresGamma
- Model.PostOptionByClassValueRangesGetRequestDataKeyFiguresImpliedVolatility
- Model.PostOptionByClassValueRangesGetRequestDataKeyFiguresImpliedVolatilityMaximum
- Model.PostOptionByClassValueRangesGetRequestDataKeyFiguresImpliedVolatilityMinimum
- Model.PostOptionByClassValueRangesGetRequestDataKeyFiguresLeverage
- Model.PostOptionByClassValueRangesGetRequestDataKeyFiguresLeverageMaximum
- Model.PostOptionByClassValueRangesGetRequestDataKeyFiguresMoneyness
- Model.PostOptionByClassValueRangesGetRequestDataKeyFiguresOmega
- Model.PostOptionByClassValueRangesGetRequestDataKeyFiguresRho
- Model.PostOptionByClassValueRangesGetRequestDataKeyFiguresThetaOneWeek
- Model.PostOptionByClassValueRangesGetRequestDataKeyFiguresVega
- Model.PostOptionByClassValueRangesGetRequestDataLifeCycle
- Model.PostOptionByClassValueRangesGetRequestDataLifeCycleExpiration
- Model.PostOptionByClassValueRangesGetRequestDataLifeCycleMaturity
- Model.PostOptionByClassValueRangesGetRequestDataLifeCycleMaturityDate
- Model.PostOptionByClassValueRangesGetRequestDataOpenInterest
- Model.PostOptionByClassValueRangesGetRequestDataOpenInterestMinimum
- Model.PostOptionByClassValueRangesGetRequestMeta
- Model.PostOptionClassScreenerSearchDataItems
- Model.PostOptionClassScreenerSearchDataItemsCategory
- Model.PostOptionClassScreenerSearchDataItemsCurrency
- Model.PostOptionClassScreenerSearchDataItemsMarket
- Model.PostOptionClassScreenerSearchDataItemsUnderlying
- Model.PostOptionClassScreenerSearchDataItemsUnderlyingNotation
- Model.PostOptionClassScreenerSearchDataItemsUnderlyingNotationFsym
- Model.PostOptionClassScreenerSearchDataItemsUnderlyingNotationFsymListing
- Model.PostOptionClassScreenerSearchDataItemsUnderlyingNotationFsymRegional
- Model.PostOptionClassScreenerSearchRequest
- Model.PostOptionClassScreenerSearchRequestData
- Model.PostOptionClassScreenerSearchRequestDataCategory
- Model.PostOptionClassScreenerSearchRequestDataCategoryExclude
- Model.PostOptionClassScreenerSearchRequestDataCategoryRestrict
- Model.PostOptionClassScreenerSearchRequestDataCurrency
- Model.PostOptionClassScreenerSearchRequestDataCurrencyExclude
- Model.PostOptionClassScreenerSearchRequestDataCurrencyRestrict
- Model.PostOptionClassScreenerSearchRequestDataMarket
- Model.PostOptionClassScreenerSearchRequestDataMarketExclude
- Model.PostOptionClassScreenerSearchRequestDataMarketRestrict
- Model.PostOptionClassScreenerSearchRequestDataText
- Model.PostOptionClassScreenerSearchRequestDataUnderlying
- Model.PostOptionClassScreenerSearchRequestDataUnderlyingInstrument
- Model.PostOptionClassScreenerSearchRequestDataUnderlyingNotation
- Model.PostOptionClassScreenerSearchRequestMeta
- Model.StatusObject
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.
| Product | Versions Compatible and additional computed target framework versions. |
|---|---|
| .NET | net5.0 was computed. net5.0-windows was computed. net6.0 was computed. net6.0-android was computed. net6.0-ios was computed. net6.0-maccatalyst was computed. net6.0-macos was computed. net6.0-tvos was computed. net6.0-windows was computed. net7.0 was computed. net7.0-android was computed. net7.0-ios was computed. net7.0-maccatalyst was computed. net7.0-macos was computed. net7.0-tvos was computed. net7.0-windows was computed. net8.0 was computed. net8.0-android was computed. net8.0-browser was computed. net8.0-ios was computed. net8.0-maccatalyst was computed. net8.0-macos was computed. net8.0-tvos was computed. net8.0-windows was computed. net9.0 was computed. net9.0-android was computed. net9.0-browser was computed. net9.0-ios was computed. net9.0-maccatalyst was computed. net9.0-macos was computed. net9.0-tvos was computed. net9.0-windows was computed. net10.0 was computed. net10.0-android was computed. net10.0-browser was computed. net10.0-ios was computed. net10.0-maccatalyst was computed. net10.0-macos was computed. net10.0-tvos was computed. net10.0-windows was computed. |
| .NET Core | netcoreapp2.0 was computed. netcoreapp2.1 was computed. netcoreapp2.2 was computed. netcoreapp3.0 was computed. netcoreapp3.1 was computed. |
| .NET Standard | netstandard2.0 is compatible. netstandard2.1 was computed. |
| .NET Framework | net461 was computed. net462 was computed. net463 was computed. net47 was computed. net471 was computed. net472 was computed. net48 was computed. net481 was computed. |
| MonoAndroid | monoandroid was computed. |
| MonoMac | monomac was computed. |
| MonoTouch | monotouch was computed. |
| Tizen | tizen40 was computed. tizen60 was computed. |
| Xamarin.iOS | xamarinios was computed. |
| Xamarin.Mac | xamarinmac was computed. |
| Xamarin.TVOS | xamarintvos was computed. |
| Xamarin.WatchOS | xamarinwatchos was computed. |
-
.NETStandard 2.0
- FactSet.SDK.Utils (>= 1.1.0)
- JsonSubTypes (>= 1.8.0)
- Newtonsoft.Json (>= 13.0.3)
- Polly (>= 7.2.2)
- RestSharp (>= 106.15.0)
- System.ComponentModel.Annotations (>= 5.0.0)
NuGet packages
This package is not used by any NuGet packages.
GitHub repositories
This package is not used by any popular GitHub repositories.
| Version | Downloads | Last Updated |
|---|---|---|
| 0.1.0 | 478 | 7/25/2025 |
Refer to Changelog on GitHub source repository