FactSet Prices & Shares

The available stock price and number of shares signals can be accessed with these expressions:

close_price()

close_price(currency, splits, spinoffs, dividends, primary_security, primary_regional, security_type_filter)

Retrieve the close price of the day.

  • Parameters:
    • currency (str) – the ISO code of the currency which the signal should be converted to; if this is None, uses the default currency of the signal, if any. (defaults to None, example values: EUR, USD)
    • splits (bool) – adjust for splits, which includes stock dividends and right issues (defaults to True)
    • spinoffs (bool) – adjust for spinoffs (defaults to True)
    • dividends (bool) – adjust for cash dividends, which includes special cash dividends and capital repayments (defaults to True)
    • primary_security (bool) – retrieve prices only for the primary security. (defaults to True)
    • primary_regional (bool) – retrieve prices only for the primary regional. (defaults to True)
    • security_type_filter (List *[*str ]) – only include prices for securities with one of the given types. Only applies when primary_security is False. No filtering is done when list is empty. (defaults to [], example values: PREF, PREFEQ, SHARE).

open_price()

open_price(currency, splits, spinoffs, dividends)

Retrieve the open price of the day. Parameter and default value are the same as for close_price().

high_price()

high_price(currency, splits, spinoffs, dividends)

Retrieve the highest price of the day. Parameter and default value are the same as for close_price().

low_price()

low_price(currency, splits, spinoffs, dividends)

Retrieve the lowest price of the day. Parameter and default value are the same as for close_price().

trading_volume()

trading_volume(splits)

Retrieve the daily total number of traded shares.

  • Parameters: splits (bool) – adjust for splits, which includes stock dividends and right issues (defaults to True)

shares_outstanding()

shares_outstanding()

Get the number of shares outstanding.