The SASEXFSD Interface Engine

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 the Standardized Economic databases. The ExtractEconData factlet uses the options listed in Table 43.10 to extract Economic data items for a list of country IDs or for no country IDs over time.

The DBSOURCE= option specifies a standardized database source name, such as EWIN_ECON, GI_ECON, OECD_MEI, FDS_ECON, FDS_COM, or the default, a null string, which uses the Standardized Economic data (EWIN_ECON_RGDPR_Y). Use the IDS= option to specify one or more country IDs based on the database source. See Table 43.11 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. You can also use the ITEM= option with the downloading syntax for Economic Request Codes described in the FactSet Online Assistant, page ID 11794, and shown in Example 43.2. Example 43.2 uses the shorthand FQL syntax in the ITEM= option to retrieve the same time series data items.

The SASEXFSD engine supports retrieval of the following FQL_entities: ECON_EXPR_DATA, SPEC_ID_DATA, FDS_ECON_DATA, EIU_ECON_DATA, CNS_ECON_DATA, EURO_STAT_DATA, IBJ_NIKKO_DATA, IMF_IFS_DATA, NTCS_ECON_DATA, OECD_OTLK_DATA, OECD_MEI_DATA, ONS_ECON_DATA, TCB_BCI_DATA, TCB_CCI_DATA, CEIC_ECON_DATA, and CEIC_CHINA_DATA.

A FactSet representative can provide you with permissions to access the databases that contain the time series data that you are interested in. See Example 43.3 for an example of using ECON_EXPR_DATA. For more information about using ECON_EXPR_DATA and SPEC_ID_DATA, see the section Downloading Economic Function Codes to Excel in the FactSet Online Assistant, page ID 12308. You can replace options such as START=, END=, FREQ=, CONV=, DIST=, NFB=, and FUNCTION= by using the corresponding placement of each option’s value in the FQL downloading syntax. In this example, ITEM="FDS_ECON_DATA(’FRBIPSB50001’, -121,-1,m,step,average)" gives the database source name (FDS_ECON), time series name (FRBIPSB50001), start and end dates, monthly frequency, distribution (step), and conversion (average); no-feel-back defaults to 1.

See the ExtractEconData appendix, linked in the FactSet Online Assistant, page ID 16948, for the complete list of the data series codes available with the standardized FactSet Economics database. The data are available at monthly, quarterly, and annual frequencies, as denoted by the _M, _Q, and _Y suffixes in the code.

Use the FREQ= option to specify the frequency of the data, and use the DATES= option to specify a date range for selecting time series data. For more information, see the section Frequency in the FactSet Online Assistant, page ID 11794.

You can use the CONV= option to specify CONV=SUM, AVERAGE, AVERAGENP, or none (the default is none).

You can use the DIST= option to specify DIST=STEP (step distribution), EVEN, or none (the default).

You can use the NFB= option to specify your no-feel-back setting (0, 1, or 2) to indicate full feel-back, no feel-back (the default), or feel-back until most recent data point, respectively (do not fill in data past the last available data point).

You can use the FUNCTION= option to apply an economic function to the data values of the time series (such as FUNCTION=ZSCORE). For a list of economic functions, see the FactSet Online Assistant, page ID 12308.

The ORIENTATION= option supports only ETI, which is the default.

Table 43.10: ExtractEconData Factlet Options

Option

Description

IDS=

Specifies a string array with a list of the country identifiers from the Standardized Economic database

ITEMS=

Specifies the economic series mnemonic (for example, US GDP database source [mnemonic] is FDS_ECON[BEANIPAA191RL1@US])

DATES=

Specifies a date string such as ’YYYYMMDD:YYYYMMDD:F’ or relative dates ’-1b:-4b:m’

START=

Specifies the numeric start date in YYYYMMDD format

END=

Specifies the numeric end date in YYYYMMDD format

FREQ=

Specifies the valid FQL frequencies, such as M, D, W, Q, and Y. Note: For economic request codes, a frequency argument is necessary to retrieve the data.

DBSOURCE=

Specifies a standardized database source name, such as EWIN_ECON, GI_ECON, OECD_MEI, FDS_ECON, FDS_COM, or the default, a null string, which uses the Standardized Economic data (EWIN_ECON_RGDPR_Y)

DIST=

Specifies the distribution technique for spreading over periods when a data series of a lower frequency is distributed to a higher frequency; for example, you can use it to distribute an annual series to a quarterly series (such as STEP, EVEN, or NONE).

CONV=

Specifies the conversion technique for aggregating periods, when a data series of a higher frequency is converted to a lower frequency; for example, you can use it to convert a quarterly series to an annual series (for example, SUM, AVERAGE, or AVERAGENP, which excludes NAs).

NFB=

Specifies the optional no-feel-back argument in FQL codes. If you do not specify the NFB= option, the returned data series contains NAs where the data are not available (default is NFB=1). If you want the data to feel back over NAs to find the last actual data point and carry these data forward, specify either NFB=0 or NFB=2.

FUNCTION=

Adds FQL function property to change data value; for example, FUNCTION=ZSCORE

ORIENTATION=

Specifies an optional orientation (default is ETI, entity-time-item)


Table 43.11: 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