The SASEXFSD Interface Engine (Experimental)

The ExtractOFDBItem Factlet

The ExtractOFDBItem factlet provides access to a list of securities and multiple data items for a range of dates uploaded into a single Open FactSet Database (OFDB). An OFDB is a high-performance multidimensional database system that securely stores proprietary numeric and textual data provided by FactSet. The ExtractOFDBItem factlet uses the options listed in Table 43.12, such as the OFDB= option, which specifies the OFDB file. Use either the IDS= option, which specifies the ID for one or more securities, or the ISON= and ISONPARAMS= options, which specify an FQL formula (ISON code) that extracts the universe along with any ISON parameters required by the ISON code. Use the ITEMS= option to specify one or more items in the OFDB file. Specify a date range with the DATES= option in YYYYMMDD:YYYYMMDD:freq, or use FQL dates when FQLFLAG=Y (yes). The default is FQLFLAG=N (no). The ORIENTATION= option supports only ETI, which is the default.

Table 43.12: ExtractOFDBItem Factlet Options

Option

Description

OFDB=

OFDB file

IDS=

One or more securities; for example, IDS=IBM, GM

ISON=

FQL value that extracts universe; for example, ISON_SP500 is entered as ISON=SP500; ISON_MSCI_WORLD(0,1) is entered as ISON=MSCI_WORLD.

ISONPARAMS=

ISON codes that use parameters; for example, ISON_MSCI_WORLD(0,1) is entered as ISONPARAMS=0,1.

ITEMS=*

One or more data items from the OFDB file

DATES=

YYYYMMDD:YYYYMMDD:F; or relative dates -1b:-4b:m

DATE=

One date (default is 0B - today’s date); YYYYMMDD

FQLFLAG=

Sets dates to use FQL instead of screening; FQLFLAG=N (default) or Y.

ORIENTATION=

Optional orientation (default is currently ETI)

* SAS 9.3 supports only the data items that return numeric values.