The SASEXFSD Interface Engine

SAS Output Data Set

You can use the SAS DATA step to write the selected FactSet data to a SAS data set. This enables you to use SAS software to easily analyze the data. If you specify the name of the output data set in the DATA step, the engine supervisor creates 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 interface engine sorts the IDs into keys or BY groups, so that the time series are sorted in the resulting SAS data set by key (entity identifier such as a ticker), 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 a SAS Explorer window. You can also use the SQL procedure with your SASEXFSD libref to create a custom view of your data.