Formula API - Time-Series

Overview

Use the Time-Series endpoint to leverage FactSet’s powerful data retrieval language FactSet Query Language (FQL). This API provides the unique ability to pull data from across most content sets in a single request. This enables users to consolidate their current data sourcing into a single request or product, reducing the need for post-processing or data stitching. Optionally include the FactSet permanent identifier to simplify the use of multiple FactSet products by using this as a unique key.

Leverage the ability to specify the trading calendar, a backtest date (with additional permissions), and the definition of a custom universe, in place of a static identifier list, and creating your desired universe expression is made even easier by leveraging the Universe Builder in the Formula API Request Builder.

Utilize the Formula API Request Builder to form your Formula API request. In the Request Builder, you can select identifiers, build a universe expression, select FQL formulas, easily apply business logic and mathematical functions to the FQL formulas, specify optional parameters, and construct a GET or POST request. The Request Builder eliminates the need to have previous FactSet knowledge and allows you to quickly find your desired data items and form the request.

API Coverage

API Details

FactSet’s Formula API is a modern, flexible, formula-based API that enable users to access FactSet’s wide range of financial data and content. The API offers two endpoints, one for time-series analysis and one for cross-sectional analysis, providing users a simplified interface into FactSet’s expansive offering.

Firm Information

FactSet creates data and technology solutions for investment professionals around the world, providing instant access to financial data and analytics that investors use to make crucial decisions. We combine our unique proprietary datasets, your in-house data, and third-party unstructured data to help you see and seize opportunity sooner.