FactSet.SDK.SPGlobalFixedIncomeEvaluatedPricesandAnalytics 0.1.3

S&P Global Fixed Income Evaluated Prices and Analytics client library for .NET

Gain access to evaluated pricing and analytics data for Corporate Bonds, Municipal Bonds and Asset Backed Securities provided by S&P Global (formerly IHS Markit) .

Data returned through multiple endpoints like prices, spread, yield, yield curve, sensitivity, coupon information, securities metadata and details specific to the Asset Backed Securities.

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

• API version: 1.0.0
• Package version: 0.1.3
• 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.SPGlobalFixedIncomeEvaluatedPricesandAnalytics

NuGet

nuget install FactSet.SDK.Utils
nuget install FactSet.SDK.SPGlobalFixedIncomeEvaluatedPricesandAnalytics

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

namespace Example
{
    public static class GetABSDetailsExample
    {
        public static async Task Main()
        {
            var config = new FactSet.SDK.SPGlobalFixedIncomeEvaluatedPricesandAnalytics.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 ABSDetailsApi(config);
            var ids = new List<string>(); // List<string> | Security or Entity identifiers. FactSet Identifiers, tickers, CUSIP, ISIN and SEDOL are accepted as input. <p>***ids limit** = 2000  per request*</p> *<p>Make note, GET Method URL request lines are also limited to a total length of 8192 bytes (8KB). In cases where the service allows for thousands of ids, which may lead to exceeding this request line limit of 8KB, its advised for any requests with large request lines to be requested through the respective \"POST\" method.</p>* 
            var startDate = "2021-01-01";  // string | The start date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to previous close. Future dates (T+1) are not accepted in this endpoint.  (optional) 
            var endDate = "2021-12-31";  // string | The end date requested for a given date range in **YYYY-MM-DD** format. If left blank, the API will default to previous close. Future dates (T+1) are not accepted in this endpoint.  (optional) 
            var frequency = "D";  // string | Controls the display frequency of the data returned.   * **D** = Daily   * **W** = Weekly, based on the last day of the week of the start date.   * **M** = Monthly, based on the last trading day of the month.   * **AM** = Monthly, based on the start date (e.g., if the start date is June 16, data is displayed for June 16, May 16, April 16 etc.).   * **CQ** = Quarterly based on the last trading day of the calendar quarter (March, June, September, or December).   * **FQ** = Fiscal Quarter of the company.   * **AY** = Actual Annual, based on the start date.   * **CY** = Calendar Annual, based on the last trading day of the calendar year.   * **FY** = Fiscal Annual, based on the last trading day of the company's fiscal year.  (optional)  (default to D)
            var calendar = "FIVEDAY";  // string | Calendar of data returned. SEVENDAY includes weekends. LOCAL calendar will default to the securities' trading calendar which excludes date records for respective holiday periods. (optional)  (default to FIVEDAY)

            try
            {
                // Get Asset Backed Security Details for a list of securities
                AbsDetailsResponse result = apiInstance.GetABSDetails(ids, startDate, endDate, frequency, calendar);
                Console.WriteLine(result.ToJson());
            }
            catch (ApiException e)
            {
                Console.WriteLine("Exception when calling ABSDetailsApi.GetABSDetails: " + 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.AbsDetails
• Model.AbsDetailsRequest
• Model.AbsDetailsResponse
• Model.BondCoupon
• Model.BondCouponRequest
• Model.BondCouponResponse
• Model.BondIssuerYieldCurve
• Model.BondIssuerYieldCurveRequest
• Model.BondIssuerYieldCurveResponse
• Model.BondMeta
• Model.BondMetaRequest
• Model.BondMetaResponse
• Model.BondPrices
• Model.BondPricesRequest
• Model.BondPricesResponse
• Model.BondSensitivity
• Model.BondSensitivityRequest
• Model.BondSensitivityResponse
• Model.BondSpread
• Model.BondSpreadRequest
• Model.BondSpreadResponse
• Model.BondYield
• Model.BondYieldRequest
• Model.BondYieldResponse
• Model.Calendar
• Model.ErrorResponse
• Model.ErrorResponseSubErrors
• Model.Frequency

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.