The SASEXFSD Interface Engine

Overview: SASEXFSD Interface Engine

The SASEXFSD interface engine enables SAS users to access both FactSet data and FactSet sourced data that are provided by the FactSet OnDemand service (formerly known as FASTFetch). This service provides access to many FactSet Data Sources and to many other databases. This chapter focuses on accessing the FactSet Fundamentals database, but many databases and data types are available that use the SASEXFSD interface engine. For a more comprehensive list of available data, enter the following URL in your web browser:

http://www.factset.com/data/data

For detailed descriptions of other databases that you can access, refer to the FactSet workstation Online Assistant.

The SASEXFSD engine uses the LIBNAME statement to specify which factlet (provided by FactSet) to use to open a database and what parts of the database to access. Factlets are functions that encapsulate business logic and data collection procedures. The technology is capable of cross referencing and dealing with time series for a large amount of data.

To specify the factlet, name one of the supported factlets that are listed in Table 43.1. Table 43.5 shows where to find a summary of each factlet’s options.

Table 43.1: Supported FactSet OnDemand Factlets

Supported Factlet	Example
ExtractEconData	Example 43.1, Example 43.2
ExtractEconData (cont.)	Example 43.3, Example 43.4, Example 43.5
ExtractFormulaHistory	Example 43.6, Example 43.7, Example 43.8
ExtractDataSnapshot	Example 43.9, Example 43.10
ExtractBenchmarkDetail	Example 43.11, Example 43.12
ExtractOFDBItem	Example 43.13
ExtractOFDBUniverse	Example 43.14
ExtractScreenUniverse	Example 43.15

The Prefix column in Table 43.2 contains the parameters that you are most likely to refer to when requesting data, but each factlet has its own set of optional parameters and default settings. Often the items that you select use a prefix (see the Prefix column) to designate the database where the item resides. Because the availability of data libraries and their contents are constantly changing, Table 43.2 is included for instructional purposes only.

Table 43.2: Sample Databases Available through FactSet

Prefix	Database
ff	FactSet Fundamentals
fe	FactSet Estimates
fg	FactSet Global
p	FactSet Prices—Security Price Data

Table 43.2 shows only a subset of the available FactSet databases. For a more comprehensive list that also includes third-party databases available through FactSet, refer to the FactSet Online Assistant, page ID 2014.

To specify the data library, specify both a physical path to indicate the location of the data files (XML data returned from FactSet OnDemand) and the LIBNAME statement options to specify which factlet to use to request data items and the desired key IDs (identifiers, such as tickers or country codes) for your selection. The orientation of the data that are returned is ETI, entity-time-item, and is kept with sorted keys (entities or BY groups); each observation is indexed by time interval, and each time series data item is organized in columns by item name (time series variable name). The SASEXFSD engine supports the parameters that are required for each supported factlet.

Use the SASEXFSD engine to access all available data library items. To get started, look at the FactSet Fundamentals data items in Table 43.3.

For a complete list of data items for every category, refer to the FactSet Online Assistant, page ID 16331. FactSet workstation user name and serial number credentials are necessary to launch the FactSet Online Assistant from the FactSet workstation. A FactSet representative can provide these credentials.

Because the availability of data libraries and their contents are constantly changing, Table 43.3 is included for instructional purposes only. At the time of this writing, the available data list and items for the FactSet Fundamentals database are as shown in Table 43.3.

Table 43.3: FactSet Fundamentals Database Sets

Formulas by Category	Data Items (SAS Variable Names) in Category
Identifiers	FF_CUSIP, FF_DISCL_ID, FF_ISIN, FF_SEDOL, FF_TICKER, FF_WS_ID
Balance sheet	FF_ASSETS, FF_BDEBT, FF_GW, FF_INVEN_FG, FF_PPE_DEP, FF_PPE_GROSS, FF_PAY_ACCT
Income statement	FF_COGS, FF_DEP_EXP, FF_DIL_ADJ, FF_EBIT, FF_EQ_AFF_INC, FF_EXP_OPER, FF_GROSS_INC
Cash flow	FF_DEBT_CF, FF_DIV_CF, FF_FIN_CF, FF_CAPEX, FF_INVEST_CF, FF_INVEST_PURCH_CF, FF_SALE_ASSAETS_BUS_CF
Ratios	FF_ASSETS_EQ, FF_DEBT_EQ, FF_LIFE_INS, FF_LOAN_ASSETS, FF_NET_CAP_REQUIRE, FF_RD_SALES
Market data	FF_ACQ_DATE, FF_DIV_RATE, FF_ENTITY_TYPE, FF_PRICE_CLOSE, FF_PRICE_HIGH_52WK
Corporate data and classifications	FF_GEN_IND, FF_IND_GRP, FF_MAJOR_SUBIND, FF_SIC_CODE, FF_EMP_NUM
Financial records	FF_ACTG_STANDARD, FF_COVERAGE, FF_CURN_DOC, FF_DEPS_BK, FF_FREQ_CODE, FF_US_GAAP_AVAIL

For a comprehensive list of FactSet Fundamentals data items, refer to the FactSet Online Assistant, page ID 15099. If the page is not found, enter “FactSet Fundamentals” in the search box near the top of the page.