The SASEXFSD Interface Engine (Experimental)

The ExtractFormulaHistory factlet extracts one or more items for one security, for an index, or for a list of securities over time. It uses the FactSet Query Language (FQL). The ExtractFormulaHistory factlet uses the options listed in Table 43.10, such as the IDS= option, which specifies the ID for one or more securities, or the ISON= and ISONPARAMS= options, which specify an FQL formula that extracts the universe along with any ISON parameters required by the ISON code. You can use the START=, END=, and FREQ= options or the DATES= option to specify a date range for selecting time series data. You can select data items by using the ITEMS= option, but only the name/value pairs syntax (not the standard FQL syntax) is supported. The ITEMS= option designates multiple shortcut items or item/statistic combinations. You can use any instance of the formula library to specify the ITEMS= option.

The PERIOD= option is used for FactSet Fundamentals codes to specify the estimate period of the data that you want to select. The CAL= option enables you to set your calendar in the same way that the PSETCAL function in FQL does. You can specify the CAL= option to be LOCAL, FIVEDAY, FIVEDAYEOM, SEVENDAY, or an exchange code. The list of exchange codes is available on page ID 16610 of the FactSet Online Assistant. The ORIENTATION= option is supported only for ETI (entity time item), so that your SAS output data set is sorted by key entities such as CUSIP or ticker symbol, and by the time ID (DATE), with observations appearing in time series order so that each column represents a selected time series (Item). ETI (entity time item) is the default setting for orientation.