The SASEXFSD Interface Engine (Experimental)
- Overview
- Getting Started
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Syntax
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Details
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ExamplesRetrieving Price Data for One CompanyRetrieving Price and Sales Data for Multiple CompaniesRetrieving Book Value Data for One Company by Using Relative DatesRetrieving Multiple Screen Items for Multiple CompaniesRetrieving Data by Using ISON and ISONParamsRetrieving Multiple Items for Multiple Companies from an OFDB FileRetrieving a List of Securities from an OFDB fileRetrieving a List of CUSIPs from a Screen FileRetrieving Standardized Economic Items for Multiple Countries
- References
Syntax: SASEXFSD Interface Engine
The SASEXFSD interface engine uses standard engine syntax. Table 43.4 summarizes the options used by the SASEXFSD engine. In addition, there are two required options: USERNAME='fact_username' and PASS='fact_password'.
Table 43.4: Summary of LIBNAME libref SASEXFSD Options
|
Option |
Description |
|---|---|
|
FACTLET= |
Specifies which factlet you want to use. See Table 43.5 for the complete list of supported factlets. |
|
IDS= |
Specifies a list of FactSet keys or entity identifiers for accessing FactSet OnDemand data. To select more than one ID, list each unique entity identifier followed by a comma. A FactSet ID can be a CUSIP, TICKER, SEDOL, Quick Code, or CINS (CUSIP International Numbering System). (See Example 43.1 and Example 43.2.) |
|
ITEMS= |
Specifies a list of FactSet data items for accessing FactSet data sources. To select more than one item, list each data item name followed by a comma. SAS 9.3 supports only the data items that return numeric values. |
|
DATES= |
Specifies a list with the start date, end date, and frequency separated by colons (:). |
|
DATE= |
One date (default is 0B—today’s date); YYYYMMDD. |
|
CURRENCY= |
Specifies a currency in which the data are returned, using a three-character ISO code, such as USD for US dollars or EUR for euros. |
|
FORMAT= |
Specifies a FactSet format. Only SAS XML (SML) is supported for release 9.3m2 of the SASEXFSD engine. |
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ORIENTATION= |
Specifies the layout of the selected data items for access. Only the ETI (entity time item) orientation is supported. |
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ISON= |
Specifies whether the company (security) such as SP500 or MSCI_WORLD is in the specified database or index. For a list of additional ISON argument examples see page ID 2014 in the FactSet Online Assistant. |
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ISONPARAMS= |
Specifies the parameters used by the ISON code. |
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START= |
Specifies the start date for the selected data range (in YYYYMMDD format). |
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END= |
Specifies the end date for the selected data range (in YYYYMMDD format). |
|
FREQ= |
Specifies the reporting frequency of the selected data: M for monthly, D for daily. See Table 43.18 for the complete list of frequencies. |
|
PERIOD= |
Specifies the time interval between the data points (observations) in a time series. The valid period parameters are ANN, QTR, SEMI, MON, YTD, YTD_SEMI, LTM, LTM_SEMI, and SEMI-ANN. The default is ANN. |
|
CAL= |
Specifies the calendar that replicates the PSETCAL function. |
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OFDB= |
Specifies the OFDB filename. |
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UNIVERSE= |
Specifies the one account or benchmark. Use this instead of the IDS= option. |
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UNIVERSEGROUP= |
Default value is EQUITY; for DEBT securities: UNIVERSEGROUP=DEBT. |
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SCREEN= |
Specifies the screen file to show the CUSIPs for. |
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NAME= |
Specifies Y (yes) to see the names of each security along with the CUSIP. The default is N (no). |
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FQLFLAG= |
Sets dates to use FQL instead of screening; FQLFLAG=N (default) or Y. |
|
FILE= |
Specifies an offsite file. |