FactSet.SDK.RealTimeTimeSeries 0.12.0

Real-Time Time Series client library for .NET

Time series data, end-of-day or intraday, tick-by-tick or subsampled. Additional vendor-specific endpoints provide a modified interface for seamless integration with the ChartIQ chart library.

This API is focused on high-performance applications that are

• serving millions of end-users,
• accessible by client browsers via the internet,
• integrated into complex infrastructures such as existing frontend frameworks or authentication services.

This API has been designed for direct use by client web applications and feature extreme low latency: The average response time across all endpoints is 30 ms whereas 99% of all requests are answered in close to under 300ms.

See the Real-Time Quotes API for Digital Portals for access to detailed price information.

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

• API version: 3.0.0
• SDK version: 0.12.0
• 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.RealTimeTimeSeries -v 0.12.0

NuGet

nuget install FactSet.SDK.Utils
nuget install FactSet.SDK.RealTimeTimeSeries -Version 0.12.0

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.RealTimeTimeSeries.Api;
using FactSet.SDK.RealTimeTimeSeries.Client;
using FactSet.SDK.RealTimeTimeSeries.Model;

namespace Example
{
    public static class PostPricesTimeSeriesEodListExample
    {
        public static async Task Main()
        {
            var config = new FactSet.SDK.RealTimeTimeSeries.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 PricesApi(config);
            var postPricesTimeSeriesEodListRequest = new PostPricesTimeSeriesEodListRequest(); // PostPricesTimeSeriesEodListRequest | Request Body

            try
            {
                // End-of-day time series data for a notation.
                InlineResponse2005 result = apiInstance.PostPricesTimeSeriesEodList(postPricesTimeSeriesEodListRequest);
                Console.WriteLine(result.ToJson());
            }
            catch (ApiException e)
            {
                Console.WriteLine("Exception when calling PricesApi.PostPricesTimeSeriesEodList: " + 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/v3

Documentation for Models

• Model.CursorBasedPaginationOutputObject
• Model.CursorBasedPaginationOutputObjectWithoutTotal
• Model.ErrorMetaObject
• Model.InlineResponse200
• Model.InlineResponse2001
• Model.InlineResponse20010
• Model.InlineResponse20010Data
• Model.InlineResponse20010DataSubsamples
• Model.InlineResponse2001Data
• Model.InlineResponse2001Meta
• Model.InlineResponse2002
• Model.InlineResponse2002Data
• Model.InlineResponse2003
• Model.InlineResponse2003Data
• Model.InlineResponse2004
• Model.InlineResponse2004Data
• Model.InlineResponse2004DataRange
• Model.InlineResponse2005
• Model.InlineResponse2005Data
• Model.InlineResponse2005DataPrices
• Model.InlineResponse2006
• Model.InlineResponse2006Data
• Model.InlineResponse2006DataSubsample
• Model.InlineResponse2007
• Model.InlineResponse2007Data
• Model.InlineResponse2007DataSubsamples
• Model.InlineResponse2008
• Model.InlineResponse2008Data
• Model.InlineResponse2008DataPrices
• Model.InlineResponse2009
• Model.InlineResponse2009Data
• Model.InlineResponse2009DataSubsample
• Model.InlineResponse200Data
• Model.InlineResponse200DataRange
• Model.InlineResponse200Meta
• Model.OffsetBasedPaginationOutputObject
• Model.OffsetBasedPaginationOutputObjectWithoutTotal
• Model.PartialOutputObject
• Model.PostPricesTimeSeriesEodListRequest
• Model.PostPricesTimeSeriesEodSubsampleGetRequest
• Model.PostPricesTimeSeriesEodSubsampleGetRequestData
• Model.PostPricesTimeSeriesEodSubsampleGetRequestDataInterval
• Model.PostPricesTimeSeriesEodSubsampleListRequest
• Model.PostPricesTimeSeriesIntradayListRequest
• Model.PostPricesTimeSeriesIntradayListRequestData
• Model.PostPricesTimeSeriesIntradayListRequestDataRange
• Model.PostPricesTimeSeriesIntradayListRequestMeta
• Model.PostPricesTimeSeriesIntradayListRequestMetaPagination
• Model.PostPricesTimeSeriesIntradaySubsampleGetRequest
• Model.PostPricesTimeSeriesIntradaySubsampleListRequest
• Model.PostVendorChartIQTimeSeriesEodListRequest
• Model.PostVendorChartIQTimeSeriesEodListRequestData
• Model.PostVendorChartIQTimeSeriesEodListRequestDataAdjustments
• Model.PostVendorChartIQTimeSeriesEodListRequestDataIdentifier
• Model.PostVendorChartIQTimeSeriesEodListRequestDataRange
• Model.PostVendorChartIQTimeSeriesEodListRequestMeta
• Model.PostVendorChartIQTimeSeriesEodListRequestMetaPagination
• Model.PostVendorChartIQTimeSeriesEodSubsampleGetRequest
• Model.PostVendorChartIQTimeSeriesEodSubsampleGetRequestData
• Model.PostVendorChartIQTimeSeriesEodSubsampleGetRequestDataInterval
• Model.PostVendorChartIQTimeSeriesEodSubsampleGetRequestMeta
• Model.PostVendorChartIQTimeSeriesEodSubsampleListRequest
• Model.PostVendorChartIQTimeSeriesEodSubsampleListRequestData
• Model.PostVendorChartIQTimeSeriesEodSubsampleListRequestDataIntervalSelection
• Model.PostVendorChartIQTimeSeriesEodSubsampleListRequestDataIntervalSelectionSamples
• Model.PostVendorChartIQTimeSeriesIntradaySubsampleGetRequest
• Model.PostVendorChartIQTimeSeriesIntradaySubsampleGetRequestData
• Model.PostVendorChartIQTimeSeriesIntradaySubsampleGetRequestDataAdjustments
• Model.PostVendorChartIQTimeSeriesIntradaySubsampleListRequest
• Model.PostVendorChartIQTimeSeriesIntradaySubsampleListRequestData
• Model.PostVendorChartIQTimeSeriesIntradaySubsampleListRequestDataRange
• 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 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.