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 SASEXFSD interface engine uses standard engine syntax. Table 43.4 summarizes the options that the SASEXFSD engine supports. 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. |
|
IDS= |
Specifies a list of FactSet keys or entity identifiers for accessing FactSet OnDemand data. To select more than one ID, list the unique entity identifiers separated by commas. FactSet IDs are often identifiers such as CUSIPs, tickers, SEDOLs, Quick Code, or CINS (CUSIP International Numbering System). |
|
ITEMS= |
Specifies a list of FactSet data items for accessing FactSet data sources. To select more than one item, list the data item names, separated by commas. |
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ITEM= |
Specifies one FactSet data item name (time series name) |
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DATES= |
Specifies a list with the start date, end date, and frequency, separated by colons (:) |
|
DATE= |
Specifies one date in YYYYMMDD format (default is 0B, for today’s date) |
|
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 format (SML format) is supported. |
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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 on the specified database or index. For a list of additional ISON= option examples, refer to the FactSet Online Assistant, page ID 2014. |
|
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) |
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FREQ= |
Specifies the reporting frequency of the selected data, such as M for monthly and D for daily. See Table 43.20 for the complete list of frequencies. |
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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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DBSOURCE= |
Specifies a standardized database source name, such as EWIN_ECON, GI_ECON, OECD_MEI, FDS_ECON, FDS_COM, or the default, a null string, which uses the standardized economic data (EWIN_ECON_RGDPR_Y). |
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DIST= |
Specifies the distribution technique for spreading over periods when a data series of a lower frequency is distributed to a higher frequency; for example, distributing an annual series to a quarterly series (such as STEP, EVEN, or NONE) |
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CONV= |
Specifies the conversion technique for aggregating periods, when a data series of a higher frequency is converted to a lower frequency; for example, converting a quarterly series to an annual series (such as SUM, AVERAGE, or AVERAGENP) |
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NFB= |
Specifies the “no-feel-back” option in FQL codes. If you do not use the NFB= option, the returned data series contains NAs where the data are not available (default is NFB=1). |
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FUNCTION= |
Adds the FQL function property to change data value; for example, FUNCTION=ZSCORE |
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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, use 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 |
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FILE= |
Specifies an offsite file |