Migrate from FactorsToday
This guide helps FactorsToday users map their existing workflows to OMNI Datastream equivalents. OMNI provides a broader factor catalog with deeper macro and credit factor coverage, plus unique portfolio intelligence overlays.Endpoint mapping
| FactorsToday | OMNI Datastream | Notes |
|---|---|---|
GET /api/factors/catalog | GET /v1/factors/catalog | 84 factors (vs FT’s 147) — OMNI leads on macro/style/sector |
GET /api/factor-returns/intraday | GET /v1/factors/returns/intraday | Live intraday factor returns |
GET /api/factor-returns/historic | GET /v1/factors/returns | Historical daily factor returns |
GET /api/factor-loadings/:factor | GET /v1/factors/exposures | Per-stock factor loadings |
GET /api/factor-correlations | GET /v1/factors/correlations | Factor correlation matrix |
GET /api/factor-composition/:name | GET /v1/factors/catalog | Equation and methodology in catalog entry |
GET /api/stock-loadings/:ticker | GET /v1/factors/exposures | Per-stock factor decomposition |
GET /api/related-stocks/:ticker | GET /v1/factors/related-stocks | Factor-similarity stock discovery |
GET /api/portfolio/analyze | POST /v1/portfolio/analyze | Portfolio factor decomposition |
GET /api/hedge/calculate | POST /v1/portfolio/optimize | Portfolio optimization with hedging |
GET /api/screener/stocks-by-factor | GET /v1/factors/screen | Factor-based stock screening |
GET /api/stocks/search | GET /v1/entities/resolve | Entity resolution |
| N/A | POST /v1/portfolio/stress-test | Scenario-based stress testing — no FT equivalent |
| N/A | GET /v1/factors/regime-performance | Factor returns by macro regime — no FT equivalent |
| N/A | GET /v1/factors/dashboard | Consolidated factor dashboard — no FT equivalent |
| N/A | POST /v1/strategies/factor-rotation | Factor rotation signals — no FT equivalent |
Factor catalog comparison
| Category | FactorsToday | OMNI | Notes |
|---|---|---|---|
| Market/Macro | 7 | 17 | OMNI leads — includes credit, HY, TIPS, commodities, crypto, FX |
| Style | 11 | 23 | OMNI leads — includes intl variants, buyback, profitability, earnings revisions |
| Sectors | 11 | 26 | OMNI leads — GICS sectors + 15 sub-sectors |
| Industry | 34 | 18 | FT leads — OMNI has 18 industry factors, expanding |
| Countries | 42 | 0 | FT leads — country equity factors planned for Phase 2 |
| Custom Baskets | 42 | 0 | FT exclusive — thematic AI-discovered baskets |
| Total | 147 | 84 |
Where OMNI leads
- Macro factor depth: 17 macro factors covering rates, credit spreads, currencies, commodities, and crypto versus FT’s 7.
- Style factor breadth: 23 style factors including international variants, buyback, profitability, multi-factor, and earnings revisions.
- Sub-sector granularity: 26 sector/sub-sector factors down to cybersecurity, clean energy, and AI/robotics level.
- Intelligence overlays: Portfolio stress testing, regime-conditioned performance, factor rotation strategies, and semantic intelligence queries — none of which FT offers.
Authentication
FactorsToday uses a query parameter API key. OMNI uses thex-api-key header: