The SASEXFSD Interface Engine (Experimental)

Specifying Date Ranges and Frequency Codes

When you specify a range of dates for selecting your time series observations, you can specify the range in either absolute or relative dates. The absolute start and end dates are given in YYYYMMDD format and separated by a colon (:). The frequency is given along with the date range and can be any one of the codes shown in Table 43.18. The code frequency indicates the frequency with which you want to display data. Relative dates are expressed in comparison to the most recently updated period (0). A minus (–1) represents the period prior to the most recently updated period. The zero date is determined by the natural frequency of the time series data, so a 0 for monthly data represents the most recent month end. Annual data use –1 to represent the fiscal year prior to the most recently updated fiscal year.

Table 43.18: FactSet Frequency Codes

Freq. Code	Description
AD	Displays data on an actual daily basis (that is, all days, not just trading days).
D	Displays data on a daily basis.
AW	Displays data weekly, based on the day of the week of the start date.
W	Displays data weekly, based on the last day of the completed trading week (usually Friday).
WTD	For a range item (such as price change), displays the week-to-date value. For other items, displays the latest daily value. For the remainder of the time series, displays data weekly, based on the last day of the completed trading week (usually Friday).
AM	Displays data monthly, based on the start date (for example, if the start date is June 16, data are displayed for June 16, May 16, April 16, and so on).
M	Displays data monthly, based on the last trading day of the month.
MTD	For a range item (such as price change), displays the month-to-date value. For other items, displays the latest daily value. For the remainder of the time series, displays data monthly, based on the last trading day of the month.
QTD	For a range item (such as price change), displays the calendar quarter-to-date value. For other items, displays the latest daily value. For the remainder of the time series, displays data quarterly, based on the last trading day of the quarter.
CQTD	For a range item (such as price change), displays the calendar quarter-to-date value. For other items, displays the latest daily value. For the remainder of the time series, displays data quarterly, based on the last trading day of the calendar quarter.
FQTD	For a range item (such as price change), displays the fiscal quarter-to-date value. For other items, displays the latest daily value. For the remainder of the time series, displays data quarterly, based on the last trading day of the fiscal quarter.
AQ	Displays data in three-month periods, based on the start date (for example, if the start date is April 7, data are displayed for April 7, January 7, October 7, July 7, and so on).
Q	Displays data quarterly, based on the last trading day of the company’s fiscal quarter.
CQ	Displays data quarterly, based on the last trading day of the calendar quarter (March, June, September, or December).
FSA	Displays data semiannually, based on the last trading day of the fiscal semiannual period.
CSA	Displays data semiannually, based on the last trading day of the calendar semiannual period.
ASA	Displays data in six-month periods, based on the start date (for example, if the start date is June, data are displayed for June, January, June (prior), January (prior), and so on).
YTD	For a range item (such as price change), displays the calendar year-to-date value. For other items, displays the latest daily value. For the remainder of the time series, displays data annually, based on the last trading day of the year.
CYTD	For a range item (such as price change), displays the calendar year-to-date value. For other items, displays the latest daily value. For the remainder of the time series, displays data annually, based on the last trading day of the calendar year.
FYTD	For a range item (such as price change), displays the fiscal year-to-date value. For other items, displays the latest daily value. For the remainder of the time series, displays data annually, based on the last trading day of the fiscal year.
AY	Displays data annually, based on the start date (for example, if the start date is October 31, 1995, data are displayed for October 31, 1995, October 31, 1994, October 31, 1993, and so on).
Y	Displays data annually, based on the last trading day of the company’s fiscal year.
CY	Displays data annually, based on the last trading day of the calendar year.