The SASEXFSD Interface Engine (Experimental)
- Overview
- Getting Started
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Syntax
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Details
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ExamplesRetrieving 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 ISON and ISONParamsRetrieving Multiple Items for Multiple Companies from an OFDB FileRetrieving a List of Securities from an OFDB fileRetrieving a List of CUSIPs from a Screen FileRetrieving Standardized Economic Items for Multiple Countries
- References
You can use the SAS DATA step to store the selected FactSet data in a SAS data set. This enables you to use SAS software to
easily analyze the data. Specifying the name of the output data set in the DATA statement causes the engine supervisor to
create a SAS data set that has the specified name in either the SAS Work library or, if specified, the User library.
The contents of the SAS data set include the BY groups, the date of each observation, and the series name of each series that is read from the FactSet data source.
The SASEXFSD engine sorts the IDs into keys or BY groups, so that the time series are sorted in the resulting SAS data set by keys (entity identifiers such as ticker symbols), by date (time ID), and by variable (time series item name).
You can use the PRINT and CONTENTS procedures to print your output data set and its contents. Alternatively, you can view your SAS output observations by opening the desired output data set in the SAS Explorer window. You can also use the SQL procedure with your SASEXFSD libref to create a custom view of your data.