The SASEXFSD Interface Engine (Experimental)

The LIBNAME libref SASEXFSD Statement

LIBNAME libref SASEXFSD 'physical-name' FACTLET=fact_factletname options ;

The LIBNAME statement assigns a SAS library reference (libref) to the physical path of the directory of FactSet data files where the downloaded FactSet XML data are stored. Because the required 'physical-name' argument specifies the location of the folder where your FactSet XML data reside, it should end in a backslash if you are in a Windows environment or a forward slash if you are in a UNIX environment.

For example, the following statements access the FactSet database for daily dividend yield data for IBM:

   LIBNAME myLib SASEXFSD 'physical-name' FACTLET==ExtractFormulaHistory 
      IDS='ibm' 
      ITEMS='FG_DIV_YLD'
      FREQ=d
      USER='username' 
      PASS='password';

After the libref is assigned, you can access the data items for the IDs (keys) from the requested factlet.

You can specify the following options in the SASEXFSD LIBNAME statement.

FACTLET=fact_factletname

specifies the FactSet factlet that you want to use to download your data. Choose one factlet from the possible values: ExtractFormulaHistory, ExtractDataSnapshot, ExtractOFDBItem, ExtractOFDBUniverse, ExtractScreenUniverse, and ExtractEconData (supports only the FactSet Standardized Economic database). (See Table 43.1.) Each factlet type has its own set of parameters, shown in the Factlet Options Table column in Table 43.5, which allow flexibility and easy access to FactSet data. For more details about each factlet, see the Factlet Description Section column in Table 43.5. If you need more information, see page ID 16948 in the FactSet Online Assistant. If the factlet is not listed there, enter the factlet name in the search window of the FactSet Online Assistant to get additional information about using the factlet.

Table 43.5: Summary of Factlet Options

Factlet Name	Factlet Description Section	Factlet Options Table
ExtractFormulaHistory	The ExtractFormulaHistory Factlet	Table 43.10
ExtractDataSnapshot	The ExtractDataSnapshot Factlet	Table 43.11
ExtractOFDBItem	The ExtractOFDBItem Factlet	Table 43.12
ExtractOFDUniverse	The ExtractOFDBUniverse Factlet	Table 43.13
ExtractScreenUniverse	The ExtractScreenUniverse Factlet	Table 43.14
ExtractEconData	The ExtractEconData Factlet	Table 43.15

IDS=fact_ids

specifies a list of FactSet IDs (entity identifiers or keys) for accessing FactSet OnDemand data. To select more than one ID, list each unique entity identifier followed by a comma (as shown in the following statements). FactSet IDs include CUSIPs, TICKERs, SEDOLs, Quick Codes, or CINS (CUSIP International Numbering System). See Example 43.1 for more details.

   LIBNAME myLib sasexfsd 'physical-name' 
      ids='IBM,MSFT' 
      ITEMS='p_price,p_volume,ca_sales';

ITEMS='fact_itemlist'

specifies the items and groups of interest for selection based on IDs (keys). Use FactSet’s Formula Lookup for a complete list of data items. The list in Table 43.6 is described in the FactSet Online Assistant. SAS 9.3 supports only the data items that return numeric values.

Because the availability of data libraries and their contents are constantly changing, Table 43.6 to Table 43.9 are included for demonstration only. Many other databases are available that are not shown in these tables.

Table 43.6: Some FactSet Data Items

Data Source	Table Reference	Online Assistant Page ID
FactSet Fundamentals Data Items	Table 43.7	15099
FactSet Global Formula Library	See also FactSet Sidebar	13299, 16664
FactSet Global Indices Formulas	Table 43.8	14336
Global Constituents Formulas	Table 43.9	15086

Table 43.7: Some FactSet Fundamentals Data Items

Data Source	Online Assistant Page ID
Consolidated Items (FF_)	16331
Debt Capital Structure	16235
Enhancements to Legacy Formulas	16248
Annual Items (FA_)
Balance Sheet	15120
Income Statement	15121
Funds Flow Statement	15122
Financial Ratios	15123
Per Share and Valuation	15124
Multiple Share Information	15125
Accounting Policies and Methods	15126
Segment Data	15127
Monthly Items (FM_)
Monthly Data	15128

Table 43.8: FactSet Global Indices Formulas

Data Source	Online Assistant Page ID
Using FG Indices Formulas	14337
Database Descriptions for Global Indices	14338

Table 43.9: Global Constituents Formulas

Global Constituents Formula	Items
Benchmark Constituent Classification	FG_CONST_CLASS
Benchmark Constituent Country	FG_CONST_COUNTRY
Benchmark Constituent Currency	FG_CONST_CURRENCY
Benchmark Constituent Date	FG_CONST_DATE
Benchmark Constituent Float Factor	FG_CONST_FLOAT_FACTOR
Benchmark Constituent Identifier	FG_CONST_IDENTIFIER
Benchmark Constituent Latest Update	FG_CONST_UPDATE
Benchmark Constituent Market Value	FG_CONST_MCAP
Benchmark Constituent Name	FG_CONST_NAME
Benchmark Constituent Price	FG_CONST_PRICE
Benchmark Constituent Shares	FG_CONST_SHARES
Benchmark Constituent Style Factor	FG_CONST_STYLE_FACTOR
Benchmark Constituent Total Return—1 Day	FG_CONST_TRET_1D
Benchmark Constituent Valuation	FG_CONST_VALUATION
Benchmark Constituent Weights	FG_CONST_WEIGHT
Benchmark Constituents	FG_CONSTITUENTS

For more information, see page ID 1931 of the FactSet Online Assistant. To see each data source’s list of available data items, use the search feature of the Online Assistant. You can view any page from the Online Assistant by entering its page ID in the page ID window shown just below the search window.

DATES=‘fact_startdate:fact_enddate:fact_freqcode’

specifies the start date, end date, and frequency separated by colons (:). See Specifying Date Ranges and Frequency Codes. An alternative to using the DATE= option is to use the START=, END=, and FREQ= options.

PERIOD=fact_period

specifies the periodic frequencies of the actual 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.

OUTXML=fact_xmlfile

specifies the complete physical filename of the XML data file. You generate it by requesting the SAS XML (SML) data format from the FactSet OnDemand service.

AUTOMAP=fact_automap

specifies whether to overwrite the existing XML map file (AUTOMAP=REPLACE) or whether not to overwrite the existing XML map file (AUTOMAP=REUSE). You can set fact_automap to REUSE so that a pre-existing XML map specified by the XMLMAP= option is used. You can set fact_automap to REPLACE so that the most current XML map generated by the SASEXFSD engine and specified by the XMLMAP= option is used.

XMLMAP=fact_xmlmapfile

specifies the fully qualified name of the file where the XML map is automatically stored.

MAPREF=fact_xmlmapref

specifies the fileref used for the map assignment. See the section Getting Started: SASEXFSD Interface Engine for an example of the SASEXFSD engine that uses the MAPREF= and XMLMAP= options in the FILENAME statement to assign a filename, as in the following:

   FILENAME MyMap "U:\factset\test\gstart1.map";

You can use the MAPREF= and XMLMAP= options to control where the map resides, what you name the map, and how you refer to it with a fileref. You can use the OUTXML= option to name your XML data file. It is placed in the folder designated by ‘physical-name’, and you can reference it by using the myLib libref in your SASEXFSD LIBNAME statement. This is shown in the section Getting Started: SASEXFSD Interface Engine inside the DATA step in the SET statement, which names the input data set myLib.gstart1 and causes the reading of the gstart1.xml file to be input and stored in a SAS data set named Company_pvol.

FORMAT=fact_xmlformat

specifies the SAS XML (SML) format, which is the only format that the SASEXFSD engine supports.

ORIENTATION=fact_xmlorient

specifies the ETI orientation, which is the only orientation that the SASEXFSD engine supports. The ETI orientation means that the data are returned and stored in Entity-Time-Item logical layout.

USERNAME='fact_username'

specifies the FactSet user name that enables you to access the data provided by the FactSet OnDemand service.

PASS='fact_password'

specifies the password that is paired with the user name that enables you to access the data provided by the FactSet OnDemand service. Note: These FactSet OnDemand service credentials are different from your FactSet workstation login credentials. A FactSet representative can provide both sets of credentials.