FactSetExchangeDataFeedSnapshotAPI Entire Exchange V1.0A 1

FactSet Exchange DataFeed Snapshot API – Entire Exchange
Version 1.01A
Creation date: October 06, 2021
Copyright © 2021 FactSet Research Systems Inc. All rights reserved. FactSet Research Systems Inc. | www.factset.com
1
Table of Contents
Document Organization and Audience .................................................................................................................................. 5

Chapter 1 Introduction ........................................................................................................................................................... 6
1.1 FactSet Exchange DataFeed Snapshot API................................................................................................................ 6
1.2 Terminology ................................................................................................................................................................. 7
1.3 FactSet Exchange DataFeed Snapshot API ................................................................................................................ 7
1.3.1 Authentication ........................................................................................................................................................ 8
1.3.2 Issuing a Request with an API Key ....................................................................................................................... 8
1.3.3 Exchange Snapshot service .................................................................................................................................. 9
Chapter 2 Exchange DataFeed Snapshot API Functionality and Benefits ......................................................................... 10
2.1 Synchronous Access ................................................................................................................................................. 10
2.2 Stateless Request/Response..................................................................................................................................... 10
2.3 Platform Independence .............................................................................................................................................. 10
2.4 Zero-Based Installation .............................................................................................................................................. 10
2.5 Exchange Agreement ................................................................................................................................................ 10
2.6 Seamless Failover ..................................................................................................................................................... 10
Chapter 3 Access and Security ........................................................................................................................................... 11
3.1 Easy Access Through FactSet Exchange Snapshot ................................................................................................. 11
3.2 Certificates and Certificate Chains............................................................................................................................. 11
3.3 Security Protocols ...................................................................................................................................................... 11
3.4 Firewall ....................................................................................................................................................................... 11
Chapter 4 Request Format .................................................................................................................................................. 12
4.1 Description ................................................................................................................................................................. 12
4.2 Request Headers ....................................................................................................................................................... 12
4.3 Request Parameters .................................................................................................................................................. 12
4.4 Request Return Codes .............................................................................................................................................. 12
4.5 Request Response Fields for Real-time and Delayed files ....................................................................................... 13
4.6 Request Response Fields for Static files ................................................................................................................... 14
Chapter 5 Examples ............................................................................................................................................................ 15
5.1 Exchange Snapshot Request Query ......................................................................................................................... 15
5.2 Exchange Snapshot Request Query for Static files ................................................................................................... 18
Appendix .............................................................................................................................................................................. 19
Appendix A: Product codes .............................................................................................................................................. 19
2
Appendix B: Security Type ............................................................................................................................................... 20
Appendix C: Security status ............................................................................................................................................. 20
Global Client Support .......................................................................................................................................................... 22
Trademarks .......................................................................................................................................................................... 22
Acknowledgements ............................................................................................................................................................. 22
3
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
Effective Date Version Number Description Changes made
06/22/2021 1.01A Initial version of document -
4
Document Organization and Audience
This document describes how to use the FactSet Tick History Snowflake Share Service. This document will describe the
syntax needed for proper request formatting as well as the rules for processing responses. In addition, complete code
examples are included, which further illustrate the use of this service.
• Chapter 1 - Introduces FactSet Exchange DataFeed Snapshot API
• Chapter 2 – Exchange DataFeed Snapshot API Functionality
• Chapter 3 – Access and Security
• Chapter 4 – Exchange Snapshot Request Format
• Chapter 5 – Exchange Snapshot Request Examples
• Appendix
5
Chapter 1 Introduction
1.1 FactSet Exchange DataFeed Snapshot API
FactSet’s Exchange DataFeed Snapshot API provides access to consolidated real-time and delayed global exchange
data. Proprietary technology normalizes data from over 250 global venues. Asset types integrated include equities,
futures, options, warrants, fixed income, mutual funds, ETFs, indices, commodities, and FX rates. The Exchange
DataFeed Snapshot API provides access to exchange data archived at 1-hour intervals for the past 5 rolling days via
standard HTTPS protocol. The data model is described in the FactSet Exchange DataFeed Snapshot Data Model
document. The Exchange DataFeed Snapshot API is available as an enterprise feed and require real-time or delayed
enterprise agreements with exchanges for data access.
6
1.2 Terminology
The following terminology is used throughout this document:
Terminology Meaning
API Application Programming Interface - a set of defined interfaces that applications use to extract information from
the FactSet Data Server.
CSV Comma Separated Value - a table-like structure that separates fields via a delimiter (usually a comma “,”). The
first header row describes each of the column names.
FactSet Data
A server that provides permissioned access to FactSet data.
Server
Service A data source or supplier identified by a string name.
HTTP Hypertext Transfer Protocol - the protocol that governs how information is exchanged over a network.
HTTPS Secure Hypertext Transfer Protocol - the protocol that uses SSL to securely communicate HTTP messages.
SSL Secure Sockets Layer - a protocol used to encrypt data over an insecure medium.
URL Uniform Resource Locator - used to identify a resource when using HTTP on the Internet.
1.3 FactSet Exchange DataFeed Snapshot API
The Exchange DataFeed Snapshot API provides access to exchange data archived at 1-hour intervals for the past 5
rolling days via standard HTTPS protocol. Data is returned in CSV format.
Figure 1: FactSet Exchange DataFeed Snapshot API Workflow diagram.
7
1.3.1 Authentication
To authenticate to the Exchange DataFeed Snapshot 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, go to https://developer.factset.com
• Logon with your FactSet .NET ID
• Go to https://developer.factset.com/manage-api-keys
• Select your machine account - this must be done 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 ‘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.
• Please use USERNAME-MACHINE SERIAL along with the API key generated in the previous step for
authentication.
1.3.2 Issuing a Request with an API Key

The specifics of an API request differ by the FactSet 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.
Below is an example of GET request to the FactSet API using “username-
serial:XXXXXXXXXXXXXXXXXXXXXXXXXXX” as the credentials.
$ printf "username-serial:XXXXXXXXXXXXXXXXXXXXXXXXXXX" | base64

dXNlcm5hbWUtc2VyaWFsOlhYWFhYWFhYWFhYWFhYWFhYWFhYWFhYWFhYWA==
$ curl -X GET "https://api.factset.com/bulk-documents/exchange-snapshot/v1/list-files?"
-H "Accept: application/json"
-H "Authorization: Basic dXNlcm5hbWUtc2VyaWFsOlhYWFhYWFhYWFhYWFhYWFhYWFhYWFhYWFhYWA=="
If the credentials are not valid, then the server will respond with a 401 HTTP status code (Unauthorized).
8
1.3.3 Exchange Snapshot service
The Exchange Snapshot service returns exchange data as a snapshot file, generated at one-hour interval for the
requested product code.
9
Chapter 2 Exchange DataFeed Snapshot API Functionality and Benefits
The Exchange DataFeed Snapshot 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.
Batched requests allowing multiple items to be requested at the same time.
Permissioned data access.
Seamless failover.
2.1 Synchronous Access
Synchronous data access simplifies application programming and makes it straightforward to exploit the HTTP protocol.
2.2 Stateless Request/Response
The Exchange DataFeed Snapshot 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 many servers. This in turn, improves both throughput
and response time.
2.3 Platform Independence
The Exchange DataFeed Snapshot API can be used without any FactSet-supplied software. Applications can access
data from any system that supports HTTPs requests.
2.4 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 Exchange DataFeed Snapshot API.
2.5 Exchange Agreement
For the enterprise feed exchange agreements are needed for any exchange that requires them for using real-time or
delayed data. For the user entitled feed each user will inherit their real time and delayed access from the FactSet
Workstation.
2.6 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.
10
Chapter 3 Access and Security
Host Name Service Example URL
api.factset.com exchange-snapshot https://api.factset.com/bulk-documents/exchange-snapshot/v1/list-files?
3.1 Easy Access Through FactSet Exchange Snapshot
The Exchange DataFeed Snapshot 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.
3.2 Certificates and Certificate Chains
FactSet recommends clients should not hardcode reliance on any particular certificate or advertised certificate chain into
their applications and expects clients 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
increases (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 connect must be incorporated by the client as a
necessary practice.
• FactSet's Certificate chains, including intermediate Certificate Authorities, may change over time, and it is
important that clients dynamically validate FactSet's certs against a modern CA trusted root certificate store.
FactSet's current root certificate is Thawte Primary Root CA.
3.3 Security Protocols
Clients 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. Clients should make
sure that their software can handle ever changing Security Protocols.
3.4 Firewall
Clients should have access to api.factset.com through their firewall.
11
Chapter 4 Request Format
4.1 Description
The Exchange DataFeed Snapshot API supports HTTP GET requests.
4.2 Request Headers

Header name Description
Authorization Standard HTTP header. Value needs to use ‘Basic <base64 encoded value>’ format.
Accept-Encoding gzip, deflate. FactSet will send compressed responses.
4.3 Request Parameters

Query Description Default Value Allowable Values
Variable
Product Product code None Please refer to the Appendix A for the list of FactSet product
codes available.
start_date Start date in YYYYMMDD YYYYMMDD Start Date should be within the past 5 days
format.
end_date End date in YYYYMMDD YYYYMMDD End Date should greater than the start date
format.
start_time Start time in HHMM format. HHMM start time should be in HHMM, 24-hour time format
end_time End time in HHMM format. HHMM end time should be in HHMM, 24-hour time format and
greater than the start_time
Access None RT (Real-Time), DL (Delayed) or Static (fundamental data)
4.4 Request Return Codes

HTTP status code Description
0 No Error
400 Invalid request or "Improper formatting of request parameters"
401 Missing or invalid authentication.
403 User is forbidden access with current credentials or the request is missing required input
parameters.
405 Invalid HTTP method. Either the method is not GET or POST or exceeds the maximum request
length (currently set at 5000 bytes). The description field will indicate the exact reason.
408 The request timed out.
500 There was an error while retrieving the data
12
4.5 Request Response Fields for Real-time and Delayed files
Fields Description
TICKER Local ticker code
ASK Current ask price
ASK_DATE Local exchange date of last offer price. Field updates once per day with first offer price.
ASK_EXCH Exchange of the current ask price
ASK_TIME Time (in milliseconds and local time) of the last offer price.
ASK_VOL Current ask size
BID Current bid price
BID_DATE Local exchange date of last bid price. Field updates once per day with first bid price.
BID_EXCH Exchange of the current bid price
BID_TIME Time (in milliseconds and in local time of exchange) of the last bid price.
BID_VOL Current bid size
COUPON_RATE Coupon Rate
CVOL Cumulative volume
EXCHANGE Exchange Code
FEED_CURRENCY Currency the Exchange sends the prices to FactSet in
GMT_OFFSET Amount of time (in minutes) an exchange/source time to GMT
HALT_DESCRIPTION Halt description
HIGH Current high for the day
ISIN ISIN
ISSUE_DATE Issue Date
LAST_DATE Date (in local exchange time) of last price update (date of last eligible activity).
LAST_EXCH Official last traded exchange
LAST_PRICE Official last trade price
LAST_TIME Time (in milliseconds and in local time of exchange) of the last price update.
LAST_VOL Official last traded volume
LOW Current low for the day
MID Current official mid-price
MID_DATE Local exchange date of last mid-price update. Fields update with the first mid-price of the day.
MID_TIME Time (in milliseconds and local exchange time) of mid-price update
OFFICIAL_CLOSE Official closing price on a given exchange
OFFICIAL_CLOSE_DATE Local exchange date of the official closing price. Field updates with the official closing price.
OFFICIAL_CLOSE_TIME Time (in milliseconds and in local exchange time) of the current trading day's official closing
price. Field updates once per day at close. During the trading day the field reflects a zero
value.
OPEN Open Price
PERCENT_CHANGE Percent Change
POSTMKT_CVOL Aggregated volume of trades executed in post-market session. For US stocks only.
POSTMKT_PERCENT_CHANGE Post market Percent Change
13
Fields Description
POSTMKT_PRICE Unofficial last post market trade price
POSTMKT_TIME Time (in milliseconds and in local time of exchange) of last post-market price update. For US
stocks only.
PREMKT_CVOL Unofficial last premarket cumulative volume
PREMKT_PERCENT_CHANGE Pre-Market Percent Change
PREMKT_PRICE Unofficial last premarket trade price
PREMKT_TIME Time (in milliseconds and in local time of exchange) of last pre-market price update. For US
stocks only.
PREV_CLOSE Previous trading days Close
PREV_CLOSE_2 Previous trading days Close late rollover
PREV_CLOSE_UNADJ Unadjusted Previous trading days Close
PRICE_CURRENCY Price currency code
PRIMARY_MARKET FactSet Exchange Code of primary market for instrument
SECURITY_STATUS Security Status or Halt Indicator (Refer to Appendix C)
SETTLEMENT Settle Price
SETTLEMENT_DATE Settle Date
TRADED_DATE Last traded Time
TRADED_PRICE Price of the last trade
TRADED_TIME Time (in milliseconds and in local time of exchange)
TURNOVER Turnover
VWAP Volume Weighted Average Price
4.6 Request Response Fields for Static files

Field Description
TICKER Ticker
DESCRIPTION Description
COUNTRY_CODE Country of domicile for a given instrument. Assigned by exchange/vendor feed
HOMEPAGE URL of Company's homepage
FACTSET_INDUSTRY FactSet Industry Classification
FACTSET_SECTOR FactSet Sector Classification
SEDOL Sedol
CUSIP Cusip
EXCH_NAME Long Name of the Listing Exchange
SHARES_OUTSTANDING Total number of shares outstanding.
AVG_30DAY_VOL Average cumulative volume over last 30 trading days.
HIGH_52WEEK 52 Week High Price
HIGH_52WEEK_DATE 52 Week High Price Date
LOW_52WEEK 52 Week Low Price
LOW_52WEEK_DATE 52 Week Low Price Date
SECURITY_TYPE Security Type (Refer to Appendix B)
14
Chapter 5 Examples
5.1 Exchange Snapshot Request Query

The following request returns Snapshot archives for product code1 10001 on 10/06/2021 between the hours of 08:00 AM
and 11:00 AM at one-hour intervals. The Snapshot files will include Real-time or Delayed data based on the user’s
Exchange agreement
http://api.factset.com/bulk-documents/exchange-snapshot/v1/list-
files?product=10001&start_date=20211005&end_date=20211005&start_time=0800&end_time=1100
Example Response
Note: Snapshot files are in csv format and gzip compressed, with a “. gz” suffix.
{
"data": [
{
"product": "10001",
"date": "20211005",
"time": "0800",
"responseType": "RT",
"fileName": "10001_20211005-0800.csv.gz",
"url": "https://fdss3-quotes-timed-snapshot-prod.s3.amazonaws.com/RT/10001_20211005-0800.csv.gz?X-Amz-
Algorithm=AWS4-HMAC-SHA256&X-Amz-Credential=ASIA3EISMOWUZXPQHUVY%2F20211006%2Fus-east-
1%2Fs3%2Faws4_request&X-Amz-Date=20211006T173907Z&X-Amz-Expires=43200&X-Amz-Security-
Token=FwoGZXIvYXdzEBMaDJYPI9avfQaGkqZPaCL4AaaHAfwLyQKV0iaWtmcgmUIhVep%2FsR2FR3SeH2Xi5VwYjIo
5afkL884QrLu9gdq66744hVl%2FIuhrLODxLn5BxuAipP4kUCO8mxyA7rwQTUgLAW%2Btxqz%2B3EY31BA2jzKlxEtNQ9
p4uNZZSXa2ntH1P%2F9n0Sh8Kf%2BqH8llopJlXdqcIMy%2B5bYhO%2FTSaAzJV0eg3XuyksxGWx4XH5J40yFA9JFkvi
s2dB7385b9GdEeMKV8m%2Bl%2FhMwU0BlujH5heKbxfD3BWZszNqIYC927%2Br51JPOwWuxVALqMwr8UYDSeKskj
OjqO%2FO5NLu5Lw43IvlDZje8HaosZOJkxKLu%2B94oGMitVhu9Mw3QjeGbe81ypcB8idUWtVzNkU16hwNyjcyVdNfyb4
DluzKFtiGFH&X-Amz-SignedHeaders=host&X-Amz-
Signature=766a92266f58f14c4029dd24ec1e2ac0cb51a312f234f604d2099b61f062c61b"
},
{
"product": "10001",
"date": "20211005",
"time": "0900",
"fileName": "10001_20211005-0900.csv.gz",
1 Refer to Appendix for the list of available product codes.
15
Signature=b92a0a531e96dfe73b8f8ad22b3d46220ebc6de1f82531fb3ac16081c6a6425d"
},
{
"product": "10001",
"date": "20211005",
"time": "1000",
"fileName": "10001_20211005-1000.csv.gz",
Signature=6986b929f8a2cadbdb9a757b59d714a2857c6583b53e930cee2d16f31c86b1c9"
},
{
"product": "10001",
"date": "20211005",
"time": "1100",
"fileName": "10001_20211005-1100.csv.gz",
Signature=c086075e5d92ed70181495b622e73b184e009c751a051082c35add4a91cfd493"
}
],
"meta": {
"sort": [
""
],
"pagination": {
16
"total": 4,
"isEstimatedTotal": false,
"limit": 4,
"offset": 4
},
"partial": {
"isPartial": false
}
}
}
17
5.2 Exchange Snapshot Request Query for Static files
The following request returns Static data for product code2 10001 for 10/06/2021.
https://api.factset.com/bulk-documents/exchange-snapshot/v1/list-
files?product=10001&start_date=20211005&end_date=20211006&start_time=0800&end_time=1500&access=static
Example Response
Note: Static files are in csv format and gzip compressed, with a “. gz” suffix.
{
"data": [
{
"product": "10001",
"date": "20211005",
"time": "0000",
"responseType": "static",
"fileName": "10001_20211005-0000.csv.gz",
"url": "https://fdss3-quotes-timed-snapshot-prod.s3.amazonaws.com/static/10001_20211005-0000.csv.gz?X-
Amz-Algorithm=AWS4-HMAC-SHA256&X-Amz-Credential=ASIA3EISMOWUZXPQHUVY%2F20211006%2Fus-east-
Signature=7eeff82d559cfc8e2f07cf64e7291fb3e93f771c0e4151ae18eed96a6d20a83b"
}
],
"meta": {
"sort": [
""
],
"pagination": {
"total": 1,
"isEstimatedTotal": false,
"limit": 1,
"offset": 1
},
"partial": {
"isPartial": false
}
}
}
2 Refer to Appendix A for the list of available product codes.
18
Appendix
Appendix A: Product codes

Product Description Product Description
Code Code
9001 New York Stock Exchange Level 1 10070 Nasdaq Copenhagen Equities Level 1
9002 Nasdaq Stock Market Level 1 10071 Oslo Exchange Level 1
9004 NYSE American Level 1 10072 Nasdaq Helsinki Equities Level 1
9005 US Options Composite Pricing Level 1 10073 Nasdaq OMX Stockholm Equities Level 1
9101 Chicago Mercantile Exchange Level 1 10075 Nasdaq OMX Iceland Equities Level 1
9104 New York Mercantile Exchange Energy Level 1 10080 Eurex Futures Level 1
9753 Euronext Amsterdam Securitized Derivatives 10161 Nasdaq OMX Baltic Riga Equities Level 1
9754 Euronext Brussels Securitized Derivatives 10162 Nasdaq OMX Baltic Tallinn Equities Level 1
9755 Euronext Lisbon Securitized Derivatives 10163 Nasdaq OMX Baltic Vilnius Equities Level 1
9756 Euronext Paris Securitized Derivatives 11000 Tokyo Stock Exchange Level 1
10000 Toronto Stock Exchange Level 1 11100 Stock Exchange of Hong Kong Level 1
10001 London Stock Exchange UK Domestic Level 1 11110 Singapore Exchange Level 1
10004 Euronext Dublin Level 1 11120 Bursa Malaysia Level 1
10008 London Stock Exchange International Level 1 11140 Korea KRX Exchange Level 1
10010 Euronext Paris Level 1 11141 Korea KRX Exchange KOSDAQ Level 1
10011 Euronext Brussels Level 1 11150 BSE India Level 1
10012 Euronext Lisbon Level 1 11151 National Stock Exchange of India Level 1
10013 Euronext Amsterdam Level 1 11160 Stock Exchange of Thailand Level 1
10026 XETRA Level 1 11170 Indonesia Stock Exchange Level 1
10030 Milan Stock Exchange Level 1 11250 New Zealand Exchange Level 1
10031 Deutsche Boerse ETFs and Indices Level 1 12000 Mexican Stock Exchange Level 1
10040 Spanish Markets (MCE) Level 1 12010 Sao Paulo Stock Exchange Level 1
10050 SIX Swiss Exchange Level 1 12060 Shenzhen Stock Exchange Level 1
19
Product Description Product Description
Code Code
12061 Shanghai Stock Exchange Level 1 12372 Abu Dhabi Securities Market Level 1
12080 Luxembourg Stock Exchange Level 1 12373 Dubai Financial Market Level 1
12100 Johannesburg Stock Exchange Level 1 12378 Saudi Arabia Stock Exchange Level 1
12195 Korea New Market (Konex) Level 1 12574 Korea KRX Securities C (ETFs) Level 1
12200 Philippines Stock Exchange Level 1
Appendix B: Security Type

Security type Description Security type Description
1 Equity 13 Swaps
2 Fixed Income 14 Forwards
3 Futures 15 Options on Futures
4 Exchange Traded Equity/Index Options 16 Commodity Spot Prices
5 Index 17 Market Statistics
6 FX Spot Rates 18 Securitized Derivatives
7 FX Forward Rates 19 OTC Options
8 FX Forward Rate Agreements 20 Spreads
9 Government Benchmark Bonds 21 Cryptocurrencies
11 Funds 22 FX Option
12 Interest Rates 23 Money Market Funds
Appendix C: Security status

Code Description Code Description
0 Trades and Quotes are active 4 No Open/No Resume
1 Opening Delay 5 Deleted
2 Trade Halt 6 Quote Halt
3 Trading Resumed 7 Quotes Resumed
20
Code Description Code Description
8 Order Imbalance 15 Ex-Dividend
9 Equipment change 16 Ex-Distribution
10 News Pending 17 Ex-Rights
11 News Dissemination 18 New
12 Influx of Orders 19 Ex-Interest
13 Volatility Pause 20 Market Closed
14 Other 25 Inactive
21
Global Client Support
If you have any questions, submit a request through https://issuetracker.factset.com under the “Exchange DataFeed”
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).
22

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FactSet Exchange DataFeed Snapshot API – Entire Exchange

Creation date: October 06, 2021

Document Organization and Audience .................................................................................................................................. 5

Effective Date Version Number Description Changes made

06/22/2021 1.01A Initial version of document -

1.1 FactSet Exchange DataFeed Snapshot API

Service A data source or supplier identified by a string name.

1.3 FactSet Exchange DataFeed Snapshot API

Figure 1: FactSet Exchange DataFeed Snapshot API Workflow diagram.

1.3.2 Issuing a Request with an API Key

$ printf "username-serial:XXXXXXXXXXXXXXXXXXXXXXXXXXX" | base64

2.1 Synchronous Access

2.2 Stateless Request/Response

2.3 Platform Independence

2.4 Zero-Based Installation

2.5 Exchange Agreement

2.6 Seamless Failover

api.factset.com exchange-snapshot https://api.factset.com/bulk-documents/exchange-snapshot/v1/list-files?

3.1 Easy Access Through FactSet Exchange Snapshot

3.2 Certificates and Certificate Chains

3.3 Security Protocols

The Exchange DataFeed Snapshot API supports HTTP GET requests.

4.2 Request Headers

4.3 Request Parameters

4.4 Request Return Codes

400 Invalid request or "Improper formatting of request parameters"

401 Missing or invalid authentication.

500 There was an error while retrieving the data

4.6 Request Response Fields for Static files

5.1 Exchange Snapshot Request Query

1 Refer to Appendix for the list of available product codes.

2 Refer to Appendix A for the list of available product codes.

Appendix A: Product codes

9002 Nasdaq Stock Market Level 1 10071 Oslo Exchange Level 1

9004 NYSE American Level 1 10072 Nasdaq Helsinki Equities Level 1

10004 Euronext Dublin Level 1 11120 Bursa Malaysia Level 1

10011 Euronext Brussels Level 1 11150 BSE India Level 1

10013 Euronext Amsterdam Level 1 11160 Stock Exchange of Thailand Level 1

10026 XETRA Level 1 11170 Indonesia Stock Exchange Level 1

12200 Philippines Stock Exchange Level 1

Appendix B: Security Type

2 Fixed Income 14 Forwards

3 Futures 15 Options on Futures

4 Exchange Traded Equity/Index Options 16 Commodity Spot Prices

5 Index 17 Market Statistics

6 FX Spot Rates 18 Securitized Derivatives

7 FX Forward Rates 19 OTC Options

8 FX Forward Rate Agreements 20 Spreads

9 Government Benchmark Bonds 21 Cryptocurrencies

12 Interest Rates 23 Money Market Funds

Appendix C: Security status

0 Trades and Quotes are active 4 No Open/No Resume

1 Opening Delay 5 Deleted

2 Trade Halt 6 Quote Halt

3 Trading Resumed 7 Quotes Resumed

8 Order Imbalance 15 Ex-Dividend

9 Equipment change 16 Ex-Distribution

10 News Pending 17 Ex-Rights

11 News Dissemination 18 New

12 Influx of Orders 19 Ex-Interest

13 Volatility Pause 20 Market Closed

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