Real-Time Time Series client library for JavaScript

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 TypeScript/JavaScript package is automatically generated by the OpenAPI Generator project:

API version: 3.0.0
Package version: 0.11.0
Build package: com.factset.sdk.codegen.FactSetJavascriptClientCodegen

For more information, please visit https://developer.factset.com/contact

Requirements

Node.js >= 14

Installation

npm

npm install @factset/sdk-utils @factset/sdk-realtimetimeseries@0.11.0

yarn

yarn add @factset/sdk-utils @factset/sdk-realtimetimeseries@0.11.0

Usage

Generate authentication credentials.
Setup Node.js environment
1. Install and activate Node.js >=14. If you're using nvm:
```
nvm install 16
nvm use 16
```
2. (optional) Install yarn.
Install dependencies.
Run the following:

const { ApiClient, PricesApi } = require('@factset/sdk-realtimetimeseries');
const { ConfidentialClient } = require('@factset/sdk-utils');

const apiClient = ApiClient.instance;

// 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-typescript#authentication
// for more information on using the ConfidentialClient class
apiClient.factsetOauth2Client = new ConfidentialClient('/path/to/app-config.json');

// Basic authentication: FactSetApiKey
// See https://github.com/FactSet/enterprise-sdk#api-key
// for information how to create an API key
// const FactSetApiKey = apiClient.authentications['FactSetApiKey'];
// FactSetApiKey.username = 'USERNAME-SERIAL';
// FactSetApiKey.password = 'API-KEY';

const apiInstance = new PricesApi();
const postPricesTimeSeriesEodListRequest = new realtimetimeseries.PostPricesTimeSeriesEodListRequest(); // PostPricesTimeSeriesEodListRequest | Request Body

// Call api endpoint
apiInstance.postPricesTimeSeriesEodList(postPricesTimeSeriesEodListRequest).then(
  data => {

    console.log('API called successfully. Returned data:');
    console.log(data);
  },
  error => {
    console.error(error);
  },
);

Documentation for API Endpoints

All URIs are relative to https://api.factset.com/wealth/v3

Class	Method	HTTP request	Description
realtimetimeseries.PricesApi	postPricesTimeSeriesEodList	POST /prices/timeSeries/eod/list	End-of-day time series data for a notation.
realtimetimeseries.PricesApi	postPricesTimeSeriesEodSubsampleGet	POST /prices/timeSeries/eod/subsample/get	Single subsample end-of-day data for a notation.
realtimetimeseries.PricesApi	postPricesTimeSeriesEodSubsampleList	POST /prices/timeSeries/eod/subsample/list	Subsampled end-of-day time series data for a notation.
realtimetimeseries.PricesApi	postPricesTimeSeriesIntradayList	POST /prices/timeSeries/intraday/list	Intraday time series data for a notation.
realtimetimeseries.PricesApi	postPricesTimeSeriesIntradaySubsampleGet	POST /prices/timeSeries/intraday/subsample/get	Single subsample intraday data for a notation.
realtimetimeseries.PricesApi	postPricesTimeSeriesIntradaySubsampleList	POST /prices/timeSeries/intraday/subsample/list	Subsampled intraday time series data for a notation.
realtimetimeseries.VendorApi	postVendorChartIQTimeSeriesEodList	POST /vendor/chartIQ/timeSeries/eod/list	End-of-day time series data for a notation.
realtimetimeseries.VendorApi	postVendorChartIQTimeSeriesEodSubsampleGet	POST /vendor/chartIQ/timeSeries/eod/subsample/get	Single subsample end-of-day data for a notation.
realtimetimeseries.VendorApi	postVendorChartIQTimeSeriesEodSubsampleList	POST /vendor/chartIQ/timeSeries/eod/subsample/list	Subsampled end-of-day time series data for a notation.
realtimetimeseries.VendorApi	postVendorChartIQTimeSeriesIntradaySubsampleGet	POST /vendor/chartIQ/timeSeries/intraday/subsample/get	Single subsample intraday data for a notation.
realtimetimeseries.VendorApi	postVendorChartIQTimeSeriesIntradaySubsampleList	POST /vendor/chartIQ/timeSeries/intraday/subsample/list	Subsampled intraday time series data for a notation.

Documentation for Models

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

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.

@factset/sdk-realtimetimeseries

Real-Time Time Series client library for JavaScript

Requirements

Installation

npm

yarn

Usage

Documentation for API Endpoints

Documentation for Models

Documentation for Authorization

FactSetApiKey

FactSetOAuth2

Contributing

Copyright

Readme

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