This example shows how to use the ExtractBenchmarkDetail factlet to retrieve data from the Prices database for the Russell 1000 constituents (R.1000).
title 'Retrieve Benchmark Data for R.1000 with MATCHDATE=ON'; libname _all_ clear; libname fsd sasexfsd "%sysget(FACTSET)" factlet=ExtractBenchmarkDetail ids='r.1000' items='p_price' dates='20120118:20120113:b' matchDate=on format=sml outXml=fsdex13 automap=replace mapref=MyMap xmlmap="%sysget(FACTSET)fsdex13.map" orientation=eti user='XXXXXXXXXXXXXXXX' pass='XXXXXXXXXXXXXXXX'; data benchmatch; set fsd.fsdex13; run; proc print data=benchmatch(firstobs=1 obs=50); run;
If the frequency argument were not set to B (indicating business days) and the MATCHDATE= option were not turned on, the output would contain repetitive dates because of feel-back, resulting in unnecessarily lengthy output.
Output 44.12.1: Retrieving Benchmark Data for the Russell 1000 Index by Using the MATCHDATE=ON Option
Retrieve Benchmark Data for R.1000 with MATCHDATE=ON |
Obs | FQL_ENTITY | date | SECURITY_ID | Weight | p_price |
---|---|---|---|---|---|
1 | R.1000 | 01-17-2012 | 30231G10 | 3.17717 | 85.690 |
2 | R.1000 | 01-17-2012 | 03783310 | 2.95608 | 424.700 |
3 | R.1000 | 01-17-2012 | 45920010 | 1.64095 | 180.000 |
4 | R.1000 | 01-17-2012 | 16676410 | 1.61489 | 106.720 |
5 | R.1000 | 01-17-2012 | 59491810 | 1.57846 | 28.255 |
6 | R.1000 | 01-17-2012 | 36960410 | 1.49591 | 18.740 |
7 | R.1000 | 01-17-2012 | 74271810 | 1.39208 | 66.260 |
8 | R.1000 | 01-17-2012 | 00206R10 | 1.34835 | 30.250 |
9 | R.1000 | 01-17-2012 | 47816010 | 1.34355 | 65.120 |
10 | R.1000 | 01-17-2012 | 71708110 | 1.30536 | 21.935 |
11 | R.1000 | 01-17-2012 | 38259P50 | 1.19073 | 628.580 |
12 | R.1000 | 01-17-2012 | 94974610 | 1.10366 | 29.825 |
13 | R.1000 | 01-17-2012 | 46625H10 | 1.04412 | 34.910 |
14 | R.1000 | 01-17-2012 | 08467070 | 1.02732 | 77.970 |
15 | R.1000 | 01-17-2012 | 71817210 | 1.01597 | 75.900 |
16 | R.1000 | 01-17-2012 | 19121610 | 1.00150 | 33.675 |
17 | R.1000 | 01-17-2012 | 45814010 | 0.99967 | 25.040 |
18 | R.1000 | 01-17-2012 | 58933Y10 | 0.90210 | 38.820 |
19 | R.1000 | 01-17-2012 | 92343V10 | 0.83088 | 39.020 |
20 | R.1000 | 01-17-2012 | 68389X10 | 0.79993 | 27.660 |
21 | R.1000 | 01-17-2012 | 17275R10 | 0.79941 | 19.305 |
22 | R.1000 | 01-17-2012 | 93114210 | 0.79937 | 59.850 |
23 | R.1000 | 01-17-2012 | 58013510 | 0.78525 | 100.550 |
24 | R.1000 | 01-17-2012 | 71344810 | 0.76915 | 64.650 |
25 | R.1000 | 01-17-2012 | 74752510 | 0.71803 | 57.140 |
26 | R.1000 | 01-17-2012 | 20825C10 | 0.70754 | 70.800 |
27 | R.1000 | 01-17-2012 | 80685710 | 0.69083 | 67.640 |
28 | R.1000 | 01-17-2012 | 00282410 | 0.65197 | 55.710 |
29 | R.1000 | 01-17-2012 | 17296742 | 0.61791 | 28.215 |
30 | R.1000 | 01-17-2012 | 67459910 | 0.60755 | 99.300 |
31 | R.1000 | 01-17-2012 | 25468710 | 0.54744 | 38.480 |
32 | R.1000 | 01-17-2012 | 91301710 | 0.53072 | 77.040 |
33 | R.1000 | 01-17-2012 | 20030N10 | 0.52974 | 25.535 |
34 | R.1000 | 01-17-2012 | 43707610 | 0.52612 | 43.740 |
35 | R.1000 | 01-17-2012 | 14912310 | 0.50160 | 103.370 |
36 | R.1000 | 01-17-2012 | 02313510 | 0.49686 | 181.660 |
37 | R.1000 | 01-17-2012 | 06050510 | 0.49422 | 6.480 |
38 | R.1000 | 01-17-2012 | 60920710 | 0.47423 | 38.130 |
39 | R.1000 | 01-17-2012 | 02209S10 | 0.45520 | 28.900 |
40 | R.1000 | 01-17-2012 | 88579Y10 | 0.45049 | 84.230 |
41 | R.1000 | 01-17-2012 | 03116210 | 0.45029 | 68.070 |
42 | R.1000 | 01-17-2012 | 91324P10 | 0.43685 | 53.570 |
43 | R.1000 | 01-17-2012 | 12665010 | 0.43416 | 42.540 |
44 | R.1000 | 01-17-2012 | 11012210 | 0.43298 | 33.720 |
45 | R.1000 | 01-17-2012 | 09702310 | 0.41809 | 75.240 |
46 | R.1000 | 01-17-2012 | 90297330 | 0.41721 | 28.770 |
47 | R.1000 | 01-17-2012 | 91131210 | 0.41034 | 74.200 |
48 | R.1000 | 01-17-2012 | 90781810 | 0.40428 | 109.500 |
49 | R.1000 | 01-17-2012 | 92826C83 | 0.40357 | 102.530 |
50 | R.1000 | 01-17-2012 | 02581610 | 0.39715 | 50.220 |