The SASEXFSD Interface Engine (Experimental)

The ExtractEconData Factlet

The ExtractEconData factlet provides access to a broad array of macroeconomic content, interest rates and yields, country indices, and various exchange rate measures from both the FactSet Economics and Standardized Economic databases. The ExtractEconData factlet uses the options listed in Table 43.15 to extract economic items for a list of country IDs or for no country IDs over time. Use the IDS= option to specify one or more country IDs based on the database source. See Table 43.16 for the complete list of country IDs that work with the standardized codes for the FactSet Economics database. Use the ITEM= option to specify an FQL item based on the database source. See the ExtractEconData appendix (link on page ID 16948 in the FactSet Online Assistant) for the complete list of the data series codes available with the FactSet Economics database. The series data are available in monthly, quarterly, and annual frequencies, as is denoted by the _M, _Q, _Y suffixes in the series code. You can use the START=, END=, and FREQ= options or the DATES= option to specify a date range for selecting time series data. The ORIENTATION= option supports only ETI, which is the default.

Table 43.15: ExtractEconData Factlet Options

Option

Description

IDS=

String array with a list of the tickers country identifiers from the standardized economic database.

ITEMS=*

String specifying the economic series mnemonic (for example, US GDP data base source[mnemonic] is FDS_ECON[BEANIPAA191RL1@US]).

DATES=

YYYYMMDD:YYYYMMDD:F; or relative dates -1b:-4b:m.

START=

Start date entered in mm/dd/yyyy format.

END=

End date entered in mm/dd/yyyy format.

FREQ=

Valid FQL frequencies; for example, M, D, Y. Note: For economic request codes, a frequency argument is necessary to retrieve the data. See Table 43.18.

ORIENTATION=

Optional orientation (default is currently ETI).

* SAS 9.3 supports only the data items that return numeric values.


Table 43.16: Country Identifiers

Country

Country ID

Country

Country ID

Argentina

CC_AR

Lithuania

CC_LT

Australia

CC_AU

Luxembourg

CC_LU

Austria

CC_AT

Malaysia

CC_MY

Azerbaijan

CC_AZ

Malta

CC_MT

Bangladesh

CC_BD

Mexico

CC_MX

Belarus

CC_BY

Morocco

CC_MA

Belgium

CC_BE

Netherlands

CC_NL

Bolivia

CC_BO

New Zealand

CC_NZ

Brazil

CC_BR

Nigeria

CC_NG

Bulgaria

CC_BG

Norway

CC_NO

Canada

CC_CA

Pakistan

CC_PK

Chile

CC_CL

Panama

CC_PA

China

CC_CN

Paraguay

CC_PY

Colombia

CC_CO

Peru

CC_PE

Costa Rica

CC_CR

Philippines

CC_PH

Croatia

CC_HR

Poland

CC_PL

Cyprus

CC_CY

Portugal

CC_PT

Czech Republic

CC_CZ

Romania

CC_RO

Denmark

CC_DK

Russia

CC_RU

Dominican Republic

CC_DO

Saudi Arabia

CC_SA

Ecuador

CC_EC

Singapore

CC_SG

Egypt

CC_EG

Slovakia

CC_SK

Estonia

CC_EE

Slovenia

CC_SI

Finland

CC_FI

South Africa

CC_ZA

France

CC_FR

South Korea

CC_KR

Germany

CC_DE

Spain

CC_ES

Greece

CC_GR

Sri Lanka

CC_LK

Hong Kong

CC_HK

Sweden

CC_SE

Hungary

CC_HU

Switzerland

CC_CH

Iceland

CC_IS

Taiwan

CC_TW

India

CC_IN

Thailand

CC_TH

Indonesia

CC_ID

Turkey

CC_TR

Ireland

CC_IE

Ukraine

CC_UA

Israel

CC_IL

United Kingdom

CC_GB

Italy

CC_IT

United States

CC_US

Japan

CC_JP

Uruguay

CC_UY

Jordan

CC_JO

Uzbekistan

CC_UZ

Kazakhstan

CC_KK

Venezuela

CC_VE

Latvia

CC_LV

Vietnam

CC_VN