The SASEXFSD Interface Engine
- Overview
- Getting Started
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Syntax
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Details
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ExamplesRetrieving Standardized Economic Items for Multiple CountriesRetrieving Economic Items by Using the FQL Syntax for Function Z ScoreUsing ECON_EXPR_DATA with the FQL Syntax for Function ReturnsUsing SPEC_ID_DATA with the FQL Economic Download SyntaxUsing Multiple Database Sources with the FQL SyntaxRetrieving 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 the ISON= and ISONPARAMS= OptionsRetrieving Benchmark Data by Using the CUTOFF= optionRetrieving Benchmark Data by Using the MATCHDATE= OptionRetrieving Multiple Items for Multiple Companies from an OFDB FileRetrieving a List of Securities from an OFDB fileRetrieving a List of CUSIPs from a Screen File
- References
The ExtractBenchmarkDetail factlet is used for retrieving a more comprehensive overview of the index constituent data for a benchmark, without requiring the additional codes and calculations that are needed with the ExtractFormulaHistory factlet. ExtractBenchmarkDetail uses default output in which the identifiers are sorted in descending order by weight in the index, and each row shows the index ID, company ID, date, ticker, and weight. Any additional items are displayed at the end of each row.
The ExtractBenchmarkDetail factlet uses the options that are listed in Table 43.15, such as the IDS= option, which specifies the IDs for one or more benchmarks (indexes). Use DATES=’YYYYMMDD:YYYYMMDD:freq’ to specify the range of dates in start:end:freq format.
You can designate dates in absolute or relative form, as shown in Table 43.14. Absolute dates specify a day in ’MM/DD/YYYY’ format (such as 7/11/1999), a month end in ’MM/YYYY’ format (such as 6/1999), a fiscal quarter end in ’YY/FQ’ or ’YYY/FQ’ format (such as 1999/1F, 2000/3F, or 2001/2F), a calendar quarter end in ’YY/CQ’ or ’YYYY/CQ’ format (such as 1999/1C, 00/3C, or 2001/1C), or a fiscal year end in ’YY’ or ’YYYY’ format (such as 2000, 01, or 1999).
Table 43.14: ExtractBenchmarkDetail Factlet Relative Date Arguments
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Relative Date Argument |
Description |
|---|---|
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D |
0D is the most recent trading day; –1D is one trading day prior. |
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AW |
0AW is the most recent trading day; –1AW is the one actual week (7 days) prior to the most recent trading day. |
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W |
0W is the last day of the most recent trading week (usually Friday); –1W is the last trading day of the prior week. |
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AM |
0AM is the most recent trading day; –1AM is the same day, one actual month prior. |
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M |
0M is the last trading day of the most recent month; –1M is the last trading day of the prior month. |
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AQ |
0AQ is the most recent trading day; –1AQ is the same day 3 months prior. |
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Q |
0Q is the last trading day of the company’s most recent fiscal quarter; –1Q is the last day of the prior fiscal quarter. |
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CQ |
0CQ is the last trading day of the most recent calendar quarter (March, June, September, or December); –1CQ is the last trading day of the prior calendar quarter. |
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AY |
0AY is the most recent trading day; –1AY is one actual year (365 days) prior. |
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Y |
0Y is the last trading day of the company’s most recent fiscal year; –1Y is the last trading day of the prior fiscal year. |
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CY |
0CY is the last trading day of the most recent calendar year (the last trading day in December); –1CY is the last trading day of the prior calendar year. |
Use the ITEMS= option to specify one or more screening items, such as p_price or ca_sales. The CUTOFF= option specifies the number of holdings to show. The default is to show all instances. The optional MATCHDATE= option is used to limit the output to not repeat the dates that “feel back” to a holiday. The default behavior (no MATCHDATE= option) repeats the dates that “feel back” to a holiday. The MATCHDATE= option is always used with a frequency argument set to B, which indicates business days. Use MATCHDATE=ON for better response time and to limit the large amount of data being returned. The UNIVERSEGROUP= option is necessary only when you specify UNIVERSEGROUP=DEBT. By default, UNIVERSEGROUP=EQUITY.
Table 43.15: ExtractBenchmarkDetail Factlet Options
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Option |
Description |
|---|---|
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IDS= |
Specifies one or more benchmarks; for example, IDS=SP50, R.3000 |
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DATES= |
Specifies one or more dates entered in start:end:freq format, ’20101215:20100115:d’ |
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ITEMS= |
Specifies one or more screening items (such as ITEMS=’p_price, ca_sales’). FQL items are named with a preceding underscore. |
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CUTOFF= |
Specifies an optional number of holdings to show; default (no cutoff) displays all instances. |
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MATCHDATE= |
Specifies an optional argument that turns off the default behavior, in which dates are repeated when “feeling back” to a holiday. It is always used with a frequency argument set to B (indicating business days). |
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UNIVERSEGROUP= |
Specifies the universe group. The default value is EQUITY. For fixed income indices, specify UNIVERSEGROUP=DEBT. |