FactSet Programmatic Environment

Provides a connection to the FPE filesystem and kernels.

Overview

The FactSet Programmatic Environment (FPE) Visual Studio Code extension offers basic functionality for users working within the FPE directly from their VS Code editor. With this extension, users can access, edit, and execute code just as they would on the FPE web platform, allowing for seamless integration into developer workflows and increasing productivity for clients who prefer VS Code as their primary tool.

Note: The extension does not circumvent existing access restrictions present in the FPE. A valid FactSet FPE package and appropriate entitlements are required for client use, similar to the requirements on the web platform.

Using the FPE Extension

The FPE Extension connects Visual Studio Code to FPE, allowing you to access your FPE filesystem and run Jupyter notebooks using FPE kernels.

Prerequisites

• A valid FactSet account with access to the FPE.
• Visual Studio Code installed (version 1.85 or later recommended).
• The FPE Extension extension installed.

Setup Instructions

1. Open a new VS Code window:

   • Launch VS Code and open a new window (File > New Window).

2. Connect to FPE:

   • Locate the "Connect to FPE" button in the Status Bar at the bottom of the VS Code window.
   • Click the button to initiate the connection.

3. Sign in to FactSet:

   • A web browser will open to the FactSet login page.
   • Enter your FactSet credentials and sign in.

4. Authorize VS Code:

   • After signing in, you’ll be prompted to authorize VS Code to access your FPE account.
   • Click Allow to complete the OAuth authentication process.

5. Verify the connection:

   • Once authorized, the FPE filesystem should appear in the Explorer pane (on the left sidebar, or press Ctrl+Shift+E/Cmd+Shift+E).
   • You can now browse your FPE files directly in VS Code.

Running Notebooks with FPE Kernels

FPE kernels can be used with notebooks stored on the FPE filesystem or with local notebooks on your machine. Local notebooks let you keep your work under version control while still executing against the full FPE environment.

1. Open a notebook:

   • Open an existing Jupyter notebook (.ipynb file) from the FPE filesystem or from your local machine.

2. Select an FPE kernel:

   • Click the "Select Kernel" button in the top-right corner of the notebook.
   • Choose "FPE Server" from the kernel dropdown menu.
   • Select the desired FPE kernel from the list of available kernels.
   • If you are not yet signed in, clicking "FPE Server" will automatically launch the OAuth sign-in flow.

3. Run your notebook:

   • Execute your notebook cells as usual. The selected FPE kernel will handle the computations.
   • For local notebooks, Python modules (.py files and package folders) anywhere in the VS Code workspace are automatically importable in the kernel. Not included: packages installed into your local environment, which the kernel can't see, and files above the workspace root.

FPE Terminal

The extension provides a terminal that connects directly to the FPE server, giving you a bash shell in your FPE environment from within VS Code.

• Open a terminal via Terminal > New Terminal (or Ctrl+`).
• The FPE terminal profile is set as the default when you are connected to an FPE workspace.
• You can run FPE CLI tools, inspect the filesystem, and manage your environment without leaving VS Code.

Troubleshooting

• Login fails: Ensure your FactSet credentials are correct and your account has FPE access. Try signing out and repeating the steps.
• FPE filesystem not visible: Restart VS Code or click "Connect to FPE" again.
• Kernel not available: Verify your FPE connection and ensure the FPE is accessible in a web browser. If you recently authenticated, open the kernel picker and select FPE Server to load the available kernels.
• Local Python module not found in FPE kernel: Confirm the .py file or package directory is within the VS Code workspace and the notebook is saved to disk.
• For further assistance, contact your FactSet representative. Global Client Support

Folder Structure

The extension mirrors the FPE web platform folder structure within VS Code. All files and folders are synchronized, allowing you to switch between the web and VS Code without losing context.

Future Plans

Additional FPE extensions for applications and AI assistants are planned for future VS Code extension updates.

FAQ

Q: I am unable to import any of the FPE libraries and received an error message stating "No module found." What should I do?

A: Make sure you have selected the correct kernel in your notebook. You need to use the remote kernel provided by the FPE server to import any of the FPE libraries. To verify your current kernel, hover over the kernel name in the top right corner of your opened notebook.