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@factset/sdk-bestexecutionanalyticsforsmartertradingbeast

0.1.0 • Public • Published

FactSet

Best Execution Analytics for Smarter Trading (BEAST) client library for JavaScript

API Version npm Apache-2 license

Enables clients to programmatically access the underlying data which powers the BEAST Liquidity Analytics (LA) and Transaction Cost Analysis (TCA) applications.

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

  • API version: 1.0.0
  • SDK version: 0.1.0
  • Build package: com.factset.sdk.codegen.FactSetJavascriptClientCodegen

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

Requirements

  • Node.js >= 18

Installation

npm

npm install @factset/sdk-utils @factset/sdk-bestexecutionanalyticsforsmartertradingbeast@0.1.0

yarn

yarn add @factset/sdk-utils @factset/sdk-bestexecutionanalyticsforsmartertradingbeast@0.1.0

Usage

  1. Generate authentication credentials.
  2. Setup Node.js environment

    1. Install and activate Node.js >=18. If you're using nvm:

      nvm install 18
nvm use 18

    2. (optional) Install yarn.

  3. Install dependencies.
  4. Run the following:

[!IMPORTANT] The parameter variables defined below are just examples and may potentially contain non valid values. Please replace them with valid values.

Example Code

const { ApiClient, MarketImpactApi } = require('@factset/sdk-bestexecutionanalyticsforsmartertradingbeast');
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 MarketImpactApi();
const date = 2024-08-29; // String | Date in the format YYYY-MM-DD
const startTime = 10:00:00; // String | Start Time in the format HH:MM:SS
const endTime = 15:30:00; // String | End Time in the format HH:MM:SS
const pauseStartTime = 12:00:00; // String | Pause Start Time in the format HH:MM:SS
const pauseEndTime = 12:00:00; // String | Pause End Time in the format HH:MM:SS
const securityId = FDS; // String | ISIN for European securities, otherwise TICKER
const region = US; // String | The two character ISO country code of the trading region. EMEA is used for the European trading region
const orderVolume = 100000; // Number | Order Volume
const frontLoadHalfLife = 5000; // Number | Front Load Half Life
const opts = {
  'currency': USD, // String | The ISO 4217 currency code
  'isin': "isin_example", // String | Isin code
  'spreadSensitivity': 0, // Number | Spread Sensitivity
  'liquiditySensitivity': 0 // Number | Liquidity Sensitivity
};

// Call api endpoint
apiInstance.getCostImpact(date, startTime, endTime, pauseStartTime, pauseEndTime, securityId, region, orderVolume, frontLoadHalfLife, opts).then(
  data => {

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

Using a Proxy

To add a HTTP proxy for the API client, you can set the proxyUrl for the ApiClient instance:

const { ApiClient } = require('@factset/sdk-bestexecutionanalyticsforsmartertradingbeast');

const apiClient = ApiClient.instance;
apiClient.setProxyUrl('http://username:password@proxy.example.com:8080');

Documentation for API Endpoints

All URIs are relative to https://api.factset.com/analytics/beast/v1

Class Method HTTP request Description
bestexecutionanalyticsforsmartertradingbeast.MarketImpactApi getCostImpact GET /tca/market-impact/cost-impact Get Cost Impact
bestexecutionanalyticsforsmartertradingbeast.MarketImpactApi getCostImpactStandard GET /tca/market-impact/cost-impact-standard Get Standard Cost Impact
bestexecutionanalyticsforsmartertradingbeast.MarketImpactApi getPreviousVwaps GET /tca/market-impact/previous-vwaps Get Previous Volume Weighted Average Prices
bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi getOrderFillCount GET /tca/order/fill-count Get Order Fill Count
bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi getOrderIndexETF GET /tca/order/index-etf Get Index ETF data
bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi getOrderInfo GET /tca/order/order-info Get Order Information
bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi getOrderIntraStats GET /tca/order/intra-order-stats Get Intra Order Stats
bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi getOrderInvestmentTiming GET /tca/order/investment-timing Get Order Investment Timings
bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi getOrderPriceTimeFills GET /tca/order/price-time-fills Get Price Time Fills
bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi getOrderPriceTimeQuotes GET /tca/order/price-time-quotes Get Price Time Quotes
bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi getOrderPriceTimeTrades GET /tca/order/price-time-trades Get Price Time Trades
bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi getOrderVolumePrice GET /tca/order/volume-price Get Order Volume Prices
bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi getOrderVolumeTime GET /tca/order/volume-time Get Order Volume Times
bestexecutionanalyticsforsmartertradingbeast.OrderDetailsApi getOrderVolumeVenue GET /tca/order/volume-venue Get Order Volume Venues
bestexecutionanalyticsforsmartertradingbeast.OrderSearchApi getFieldValues GET /tca/search/field-values Get Order field values
bestexecutionanalyticsforsmartertradingbeast.OrderSearchApi getOrders GET /tca/search/orders Find Orders by field values
bestexecutionanalyticsforsmartertradingbeast.OutliersApi getOutlierMetrics GET /tca/outlier/metrics Get Outlier metrics
bestexecutionanalyticsforsmartertradingbeast.OutliersApi getOutlierMetricsByPercent GET /tca/outlier/metrics-by-percent Get Outlier metrics by percent
bestexecutionanalyticsforsmartertradingbeast.QuoteAnalyticsApi getQuoteInsideSize GET /la/quote/inside-size Get Quote Analytics
bestexecutionanalyticsforsmartertradingbeast.ReportsApi getParentAggregateAnalysis GET /tca/report/parent-aggregate-analysis Get Parent Aggregate Analysis
bestexecutionanalyticsforsmartertradingbeast.TradeAnalyticsApi getTradeAnalytics GET /la/trade/trade-analytics Get Trade Analytics
bestexecutionanalyticsforsmartertradingbeast.TradeAnalyticsApi getVolumeAnalytics GET /la/trade/volume-analytics Get Volume Analytics
bestexecutionanalyticsforsmartertradingbeast.ZScoreApi getZScoreQuotes GET /la/zscore/quotes Get Quote Z-Scores
bestexecutionanalyticsforsmartertradingbeast.ZScoreApi getZScoreTrades GET /la/zscore/trades Get Trade Z-Scores

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

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.

/@factset/sdk-bestexecutionanalyticsforsmartertradingbeast/

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    Install

    npm i @factset/sdk-bestexecutionanalyticsforsmartertradingbeast

    Repository

    github.com/factset/enterprise-sdk

    Homepage

    developer.factset.com/

    Weekly Downloads

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    Version

    0.1.0

    License

    Apache-2.0

    Unpacked Size

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    Total Files

    87

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