FactSet SDF Download API Synchronous Delivery Service User Manual
- June 11, 2024
- FactSet
Table of Contents
FactSet SDF Download API Synchronous Delivery Service
Notice
This manual contains confidential information of FactSet Research Systems Inc.
or its affiliates (FactSet). All proprietary rights, including intellectual
property rights, in the Licensed Materials will remain property of FactSet or
its Suppliers, as applicable. The information in this document is subject to
change without notice and does not represent a commitment on the part of
FactSet. FactSet assumes no responsibility for any errors that may appear in
this document.
Revision History
Introduction
The FactSet SDF Download API is a synchronous delivery service that allows you to get the latest version of tables or schemas through an HTTP connection.
FactSet SDF Download (RESTful) API
The FactSet SDF Download RESTful API provides efficient programmatic access to
all the SDF delta and full files for the schemas and bundles subscribed to by
the user via the standard HTTPS protocol. Data is delivered URL to the
downloadable files produced based on user’s request.
Authentication
The SDF Download API provides easy access to SDF data via the standard HTTPS
protocol. All services are authenticated by a central source, so the same
username and password work for all services. In addition, naming conventions
have been standardized to simplify the consumption of multiple services.
To authenticate to the SDF API FactSet leverages API Keys using Basic HTTP
Authentication Scheme described in RFC 7617 Click here for more details on
Authentication.
To generate an API key:
-
Login with your FactSet .NET ID
-
Select your machine account to grant you access
-
Select Generate new API key
-
Provide a description of your API Key (Tip: Describe IP range)
-
Specify your required IP range and select Add. (The From IP value will auto populate, while the To IP can be left blank.)
You can edit this API key IP range in the future -
Select Create
-
Copy your new API Key, this will not be retrievable again. Copy into a safe location for future reference, if needed
Note:
Use USERNAME-MACHINE SERIAL along with the API key generated in the previous
step for authentication.
Issuing a Request with an API Key
The specifics of an API request differ by the FactSet RESTful API being used,
but the authentication remains the same. A valid Authorization header must be
provided using Basic HTTP Authentication Scheme. This scheme requires a
username and password. The FactSet credentials (username and serial separated
by a single hyphen “-“ character) forms the username and the API key is the
password. This username and password concatenated by a single colon “:“
character must be Base64 encoded and included with the Authorization header
for all API requests.
Example
GET request to the FactSet RESTful API using
“usernameserial:XXXXXXXXXXXXXXXXXXXXXXXXXXX” as the credentials
- $ printf “username-serial:XXXXXXXXXXXXXXXXXXXXXXXXXXX” | base64
- dXNlcm5hbWUtc2VyaWFsOlhYWFhYWFhYWFhYWFhYWFhYWFhYWFhYWFhYWA==
- $ curl X GET “https://api.factset.com/bulk-documents/sdf” –
- H “Accept: application/json”
- H “Authorization: Basic dXNlcm5hbWUtc2VyaWFsOlhYWFhYWFhYWFhYWFhYWFhYWFhYWFhYWFhYWA==”
Note:
If the credentials are not valid, the server will respond with a 401 HTTP
status code (Unauthorized).
FactSet SDF RESTful API Service
The SDF Download API generates output files with data based on user specified
input parameters. The input parameters include schema, sequence number, bundle
specification and date ranges for which the data will be generated. When the
API request with specified input parameters has completed the output files
will be made available back to the users through a secure URL to the location
where the files are stored. The files returned are chunked based on type
schema bundle and sequence. Each secure link will be valid for up to 1 hour.
FactSet SDF Download API Functionality and Benefits
The FactSet SDF Download API provides the following features to applications:
- Synchronous access using a standard HTTP RESTful service
- Stateless requests (No sticky cookies)
- Platform independence
- Zero-based installation
- Seamless failover
Synchronous Access
Synchronous data access simplifies application programming and makes it
straightforward to exploit the HTTP protocol.
Stateless Request / Response
The RESTful API is a stateless request / response service. The service does
not make any use of HTTP cookies, and thus allows requests to be load-balanced
over multiple servers. This in turn, improves both throughput and response
time.
Platform Independence
The RESTful API can be used without any FactSet-supplied software.
Applications can access data from any system that supports HTTPs requests.
Zero-Based Installation
Proprietary software is not needed to access this service. Any standard
library or application that can issue HTTP queries can request data via the
RESTful API.
Seamless Failover
If a FactSet Data Server or an entire data center goes down, requests will be
routed to an available Data Server using state-of-the-art load balancers. You
do not have to change your software, as this failover will be automatic.
Access and Security
Easy Access Through FactSet SDF Download API
This RESTful API uses HTTP Basic Authentication which requires the following
HTTP header be added to the request. Authorization: Basic {Base-64 Encoding of
“user:password”} See the Authentication Section for details on how to generate
the password.
Certificates and Certificate Chains
FactSet recommends users should not hardcode a reliance on any certificate or
advertised certificate chain into their applications and expects users to rely
on Public Key Infrastructure verification and validity of the certificates.
- FactSet’s Certificates will change over time as they are renewed, and the complexity of the algorithms employed increase continually increase over time (i.e., SHA-2 rather than SHA-1 signatures). This is the constant evolution of security as old security algorithms are retired and new security algorithms are included. Often these certificates get updated on a rolling multi-year basis. Validating a certificate dynamically during TLS connections must be incorporated by the user as a necessary practice
- FactSet’s Certificate chains, including intermediate Certificate Authorities, may change over time, and it is important that users dynamically validate FactSet’s certificates against a modern CA trusted root certificate store. FactSet’s current root certificate is Thawte Primary Root CA
Security Protocols
Users should not hardcode dependencies on any specific security protocol as
FactSet is continuously reviewing security policies and reserves the right to
disable support for older security protocols with short notice. The current
supported protocols are TLSv1.1 and TLSv1.2 but at a future date, these may be
replaced with future versions. Users should make sure that their software can
handle ever changing Security Protocols.
Firewall
Users should have access to api.factset.com through their firewall.
Requests
Description
The FactSet RESTful API supports HTTP GET requests.
Request Headers
Request Parameters
List Schemas End Point
List Files End Point
Request Return Codes
Sample Requests
URL Syntax
A URL is defined as following:
-
:// / ?< optional query string parameters>
Examples:
List Schemas
http://api.factset.com/bulk-documents/sdf/v1/list-schemas provides the list
of schemas subscribed by you and your corresponding sequences if no query
parameters are passed in the request.
List Schema and Sequence
https://api.factset.com/bulk-documents/sdf/v1/list-
schemas?schema=qfl_v1&sequence=2 If schema & sequence
number (version number of schema) are passed in the request, this endpoint
provides a downloadable presigned url containing the schema information.
Note: The request does not support multiple schemas as an input
.
List-schemas Output:
Output is delivered in the form of JSON files. File names are composed of
schema update date and time.
List Files
http://api.factset.com/bulk-documents/sdf/v1/list-files provides the
downloadable links for all schemas & bundles subscribed by user. If startDate
and endDate parameters are not specified in the request, this endpoint returns
the past 10 days data by default.
List-files output for YTD(Full) for QFL:
Output is delivered in the form of .zip files with the following naming
convention – bundle name_filetype_sequence number.zip for full files.
List-files output for YTD(Delta) for QFL:
Output is delivered in the form of .zip files with the following naming
convention – bundle name_ sequence number.zip for delta files.
List-files output for Historical for QFL:
Output is delivered in the form of .zip files with the following naming
convention – bundle name_filetype_sequence number.zip for full files.
List-files output for Historical (excluding QFL):
Output is delivered in the form of .zip files with naming convention as bundle
name_filetype_sequence number.zip for full files.
List-files output for Delta(excluding QFL):
Output is delivered in the form of .zip files with naming convention as bundle
name_ sequence number.zip for delta files.
List Files for a Schema
https://api.factset.com/bulk-documents/sdf/v1/list-files?schema=qfl_v1
Provides all the “factor groups” within the subscribed factor families for the past 10 days.
List Files for a bundle
Provides all of the info for the bundle specified. Also gives the available
related bundles.
https://api.factset.com/bulk-documents/sdf/v1/list-
files?bundle=acta_ac_v1,fgp_global_prices_am_v1
Note: Supports multiple bundles inputs.
List-files with type = full / delta
https://api.factset.com/bulk-documents/sdf/v1/list-
files?schema=ks_v1&type=full
https://api.factset.com/bulk-documents/sdf/v1/list- files?schema=ks_v1&type=delta
List-files for a date range
startDate=YYYY-MM-DD&endDate= YYYY-MM-DD Provides data for a specified date
range.
Note: In the absence of a date parameter input, the API returns (by default) 10 days of data.
“_sort” list-files
By default, API shows results in the reverse chronological order based on
“time stamp”. This order can be changed using “_sort” option in query input
https://api.factset.com/bulk-documents/sdf/v1/list-
files?type=full&_sort=startDate
_sort=startDate – sorts the data as per oldest date in response output.
Response Data Fields
Response fields
List-schemas endpoint
Meta fields
Pagination
An endpoint where the primary data in the response is an array or an object
containing an array may support pagination of the respective array to limit
the number of resources returned in a response, using a pagination meta-
attribute.
Example
Total: Specifies the number of records returned in the response. In this example the total number of records are 256.
paginationLimit
The default results per page is 20 (offset). “_paginationLimit” parameter
allows users to override the default.
http://api.factset.com/bulk-documents/sdf/v1/list-
files?schema=ks_v1&_paginationLimit=100
shows 100 results per page instead of default 20
paginationOffset
The “_paginationOffset” option allows users to navigate to the next set of
records. By default, the Pagination Limit = Pagination Offset.
http://api.factset.com/bulk-documents/sdf/v1/list-
files?schema=ks_v1&_paginationLimit=50
“_paginationOffset=50” returns next set of 50 records. In this case last 21 (51-71) records since the total number of records are 71.
isPartial: true
Denotes there are additional results/pages for the request.
Partial: false
Denotes there are no further results/pages for the request.
Error Response
Permission Error
User does not have a subscription to the API 
User does not have a subscription to the Schema in list-schema endpoint
Param Error
Example not entitled error messages:
-
Does not support multiple inputs for “schema” parameter in list-schemas end point.
-
No schema or bundle access – returns blank output in /list-files end point.
-
If the date range for data requested is greater than 10 days without using the schema parameter in the list-files end point.
https://api.factset.com/bulk-documents/sdf/v1/list- files?startDate=2022-01-25&endDate=2022-02-10 -
The 10-day date range limitation does not apply when requesting data for a schema.
https://api.factset.com/bulk-documents/sdf/v1/list- files?schema=sym_v1&startDate=2022-01-25&endDate=2022-02-10&_paginationLimit=500
Passing the correct schema name value with the wrong sequence number returns a 503 error.
https://api.factset.com/bulk-documents/sdf/v1/list- schemas?schema=qfl_v1&sequence=3
Appendix D: Reference Docs
Refer to the documents below from OA_Page:15222
- FactSet Standard DataFeed Symbology v1 UserGuide for FactSet symbology
- FactSet Standard DataFeed General v1 User Guide for standard datafeed questions
Global Client Support
If you have any questions, submit a request through
https://issuetracker.factset.com under the
“Documents API” RPD product category.
If you do not have login credentials for Issue Tracker, Email to
datafeed_support@factset.com.
For general assistance, contact your local FactSet Consultant or Salesperson
or Email support@factset.com.
Trademarks
- FactSet is a registered trademark of FactSet Research Systems, Inc
- Microsoft is a registered trademark, and Windows is a trademark of Microsoft Corporation
- All other brand or product names may be trademarks of their respective companies
Acknowledgements
This product includes software developed by the OpenSSL Project for use in the
OpenSSL Toolkit (http://www.openssl.org).
Copyright © 2022 FactSet Research Systems Inc. All rights reserved. FactSet
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www.factset.com
References
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