FinancialSymbology.jl

fetchsecuritydata(id::Identifier, api::OpenFigiAPI=OpenFigiAPI(); kwargs...)::StructArray
fetchsecuritydata(ids::Vector{<:Identifier}, api::OpenFigiAPI=OpenFigiAPI(); kwargs...)::Dict{String, StructArray}

fetchsecuritydata(id::AbstractString, idType::AbstractString, api::OpenFigiAPI=OpenFigiAPI(); kwargs...)::StructArray
fetchsecuritydata(ids::Vector{<:AbstractString}, idType::AbstractString, api::OpenFigiAPI=OpenFigiAPI(); kwargs...)::Dict{String, StructArray}
fetchsecuritydata(ids::Vector{<:AbstractString}, idType::Vector{<:AbstractString}, api::OpenFigiAPI=OpenFigiAPI(); kwargs...)::Dict{String, StructArray}

Fetch Identifier data from API. The function accepts either Strings or Identifiers.

See also: makeidentifier, Identifiers

If using a String for the identifier you must also pass the identifier type(s). If all identifiers are of the same type then you can pass a String, alternatively a Vector the same length as the Vector of identifiers.

Do not broadcast this function over a Vector of identifiers. Pass the Vector as the ids argument. Returns a Dict with Identifier strings as keys.

Keyword arguments are passed to the API query and must be one or more of:

• micCode
• currency
• securityType2
• securityType
• stateCode
• exchCode
• marketSecDes

More information is available on the OpenFIGI API website.

If passing a Vector to ids then each kwarg should be either a String or a Vector of the same length.

See also: OpenFigiAPI, OpenFigiAsset

Examples

julia> identifiers = makeidentifier.(["AAPL US Equity", "BDDXSM4"])
2-element Vector{Identifier}:
 "AAPL US Equity"
 "BDDXSM4"


julia> fetchsecuritydata(identifiers)
Dict{String, StructArrays.StructArray} with 2 entries:
  "AAPL US Equity" => FinancialSymbology.OpenFigiAsset[OpenFigiAsset…
  "BDDXSM4"        => FinancialSymbology.OpenFigiAsset[OpenFigiAsset…

julia> identifiers = [Ticker("AAPL US Equity"), Sedol("BDDXSM4")]
2-element Vector{Identifier}:
 "AAPL US Equity"
 "BDDXSM4"


julia> fetchsecuritydata(identifiers)
Dict{String, StructArrays.StructArray} with 2 entries:
  "AAPL US Equity" => FinancialSymbology.OpenFigiAsset[OpenFigiAsset…
  "BDDXSM4"        => FinancialSymbology.OpenFigiAsset[OpenFigiAsset…

julia> tickers = ["AAPL", "VOD", "TSLA"]
3-element Vector{String}:
 "AAPL"
 "VOD"
 "TSLA"

julia> fetchsecuritydata(tickers, "TICKER"; marketSecDes="Equity", exchCode=["US", "LN", "US"])
Dict{String, StructArrays.StructArray} with 3 entries:
  "AAPL" => FinancialSymbology.OpenFigiAsset[OpenFigiAsset…
  "VOD"  => FinancialSymbology.OpenFigiAsset[OpenFigiAsset…
  "TSLA" => FinancialSymbology.OpenFigiAsset[OpenFigiAsset…

julia> idstrings = ["BBG000B9XRY4", "037833100", "US0378331005"]
3-element Vector{String}:
 "BBG000B9XRY4"
 "037833100"
 "US0378331005"

julia> idtypes = ["ID_BB_GLOBAL", "ID_CUSIP", "ID_ISIN"]
3-element Vector{String}:
 "ID_BB_GLOBAL"
 "ID_CUSIP"
 "ID_ISIN"

julia> fetchsecuritydata(idstrings, idtypes; exchCode="US")
Dict{String, StructArrays.StructArray} with 3 entries:
  "US0378331005" => FinancialSymbology.OpenFigiAsset[OpenFigiAsset…
  "037833100"    => FinancialSymbology.OpenFigiAsset[OpenFigiAsset…
  "BBG000B9XRY4" => FinancialSymbology.OpenFigiAsset[OpenFigiAsset…

makeidentifier(x::String)

Automatically detect Identifier and create appropriate Type.

See also: fetchsecuritydata

Example

julia> ids = makeidentifier.(["AAPL US Equity", "BDDXSM4"])
2-element Vector{Identifier}:
 "AAPL US Equity"
 "BDDXSM4"

julia> typeof.(ids)
2-element Vector{DataType}:
 Ticker
 Sedol

Cusip(x::String)

Create a Cusip Identifier.

Example

julia> cusip_id = Cusip("037833100")
"037833100"

Figi(x::String)

Create a FIGI Identifier.

Example

julia> figi_id = Figi("BBG001S5N8V8")
"BBG001S5N8V8"

Index(x::String)

Create a Index Identifier.

Example

julia> index_id = Index("990100")
"990100"

Isin(x::String)

Create a ISIN Identifier.

Example

julia> isin_id = Isin("US0378331005")
"US0378331005"

Sedol(x::String)

Create a Sedol Identifier.

Example

julia> sedol_id = Sedol("B0YQ5W0")
"B0YQ5W0"

Ticker(x::String)

Create a Ticker Identifier.

Example

julia> ticker_id = Ticker("AAPL US Equity")
"AAPL US Equity"

OpenFigiAPI(protocol::AbstractString="https",
            base::AbstractString="api.openfigi.com",
            version::AbstractString="v3",
            path::AbstractString="mapping";
            headers::Vector{Pair{String, String}}=["Content-Type"=>"application/json"],
            apikey::String="")::OpenFigiAPI

Create OpenFigiAPI.

See also: fetchsecuritydata

Example

julia> OpenFigiAPI()
OpenFigiAPI: https://api.openfigi.com/v3/mapping

OpenFigiAsset(; figi::Union{String, Nothing}=nothing,
              marketSector::Union{String, Nothing}=nothing,
              securityType::Union{String, Nothing}=nothing,
              ticker::Union{String, Nothing}=nothing,
              name::Union{String, Nothing}=nothing,
              exchCode::Union{String, Nothing}=nothing,
              securityDescription::Union{String, Nothing}=nothing,
              securityType2::Union{String, Nothing}=nothing,
              compositeFIGI::Union{String, Nothing}=nothing,
              shareClassFIGI::Union{String, Nothing}=nothing)::OpenFigiAsset

Each element of the StructArray returned by fetchsecuritydata for an individual Identifier is an OpenFigiAsset.

Example

julia> aapl = fetchsecuritydata(Ticker("AAPL US Equity"));

julia> aapl[1]
FIGI: BBG000B9XRY4 Common Stock

julia> aapl[1].shareClassFIGI
"BBG001S5N8V8"