The SASEXFSD Interface Engine

The ExtractFormulaHistory Factlet

The ExtractFormulaHistory factlet is used for extracting one or more items for one security, for an index, or for a list of securities over time. ExtractFormulaHistory uses the FactSet Query Language (FQL). The ExtractFormulaHistory factlet uses the options listed in Table 44.12, such as the IDS= option, which specifies the IDs 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 necessary for 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 for the ITEMS= option.

The PERIOD= option is used for FactSet Fundamentals database 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 works. You can specify the CAL= option to be LOCAL, FIVEDAY, FIVEDAYEOM, SEVENDAY, or an exchange code. The list of exchange codes is available in the FactSet Online Assistant, page ID 16610. The ORIENTATION= option is supported only for ETI (entity-time-item), so that your SAS output data set is organized by key entities such as CUSIP or ticker, by date so that observations are kept in time series order, and by item. ETI is the default setting for orientation.

Table 44.12: ExtractFormulaHistory Factlet Options




Specifies one or more securities; for example, IDS=IBM,MSFT,FDS


Specifies the FQL value that extracts the universe; for example, ISON_SP500 is entered as ISON=SP500, and ISON_MSCI_WORLD(0,1) is written as ISON=MSCI_WORLD.


Specifies the ISON codes that use parameters; for example, ISON_MSCI_WORLD(0,1) is written as ISONPARAMS=0,1.


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


Specifies a valid FQL date; START=0 is the default


Specifies a valid FQL date; END=0 is the default


Specifies a valid FQL frequencies; for example, M, D, Y. See Table 44.20.


Specifies one or more FQL items (only the name/value pair syntax is supported; for example, ff_sales, p_price)


Specifies valid time intervals between the data points (observations) in a time series; for example, ANN, QTR, and SEMI-ANN; PERIOD=ANN is the default.


Specifies an optional orientation (default is currently ETI)


Specifies the calendar setting that replicates the PSETCAL function; for example, LOCAL, FIVEDAY, FIVEDAYEOM, and SEVENDAY, for exchange code CAL=AAM (for a list of exchange codes, see the FactSet Online Assistant, page ID 16610)