Factset · Schema

indexHistory

FinancialFinancial DataInvestment AnalyticsMarket DataPortfolio AnalyticsResearch

Properties

Name	Type	Description
fsymId	string	Requested Identifier. Must be a valid Benchmark Identifier recognized by FactSet.
date	string	The respective date for values as of the date requested in YYYY-MM-DD format.
name	string	Proper Name of Index.
constituentNumber	integer	The total number of constituents as of the date requested.
currency	string	Currency Code used in adjustments. If no Currency was requested, the service will default to LOCAL ('LOC').
marketValue	number	Index Level Market Capitalization as of the date requested expressed in millions.
price	number	Index Level Price
priceReturnPercent	number	Index Level Price Percent Change
totalReturnLevel	number	Index Level Total Return Amount
totalReturnPercent	number	Index Level Total Return Percent Change
returnType	string	The requested Return Type - GROSS or NET
hedgeType	string	The requested Hedge Type - HEDGED or UNHEDGED
requestId	string	Benchmark Identifier specified in the request
observationDate	string	This field will always return the date of the data that was actually returned.

View JSON Schema on GitHub

JSON Schema

{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "title": "indexHistory",
  "type": "object",
  "properties": {
    "fsymId": {
      "type": "string",
      "description": "Requested Identifier. Must be a valid Benchmark Identifier recognized by FactSet."
    },
    "date": {
      "type": "string",
      "description": "The respective date for values as of the date requested in YYYY-MM-DD format."
    },
    "name": {
      "type": "string",
      "description": "Proper Name of Index."
    },
    "constituentNumber": {
      "type": "integer",
      "description": "The total number of constituents as of the date requested."
    },
    "currency": {
      "type": "string",
      "description": "Currency Code used in adjustments. If no Currency was requested, the service will default to LOCAL ('LOC')."
    },
    "marketValue": {
      "type": "number",
      "description": "Index Level Market Capitalization as of the date requested expressed in millions."
    },
    "price": {
      "type": "number",
      "description": "Index Level Price"
    },
    "priceReturnPercent": {
      "type": "number",
      "description": "Index Level Price Percent Change"
    },
    "totalReturnLevel": {
      "type": "number",
      "description": "Index Level Total Return Amount"
    },
    "totalReturnPercent": {
      "type": "number",
      "description": "Index Level Total Return Percent Change"
    },
    "returnType": {
      "type": "string",
      "description": "The requested Return Type - GROSS or NET"
    },
    "hedgeType": {
      "type": "string",
      "description": "The requested Hedge Type - HEDGED or UNHEDGED"
    },
    "requestId": {
      "type": "string",
      "description": "Benchmark Identifier specified in the request"
    },
    "observationDate": {
      "type": "string",
      "description": "This field will always return the date of the data that was actually returned."
    }
  }
}