The SASEXFSD Interface Engine

The ExtractDataSnapshot factlet is used for efficiently extracting multiple items as of a single date, for a universe of both equity and fixed income securities. It uses the FactSet Screening Language to extract data for a large universe of securities as of a single date. The ExtractDataSnapshot factlet uses the options listed in Table 44.13, such as the IDS= option, which specifies the IDS for one or more securities, or you can specify fixed securities by using the UNIVERSEGROUP= option. If you want to access only current constituents, use the ISON= option to specify your ISON codes instead of using the IDS= option. If your ISON code uses parameters, then use the ISONPARAMS= option to specify the parameters for the code that you use in your ISON= option. Use DATE=YYYYMMDD to specify the day that your snapshot is for, or use the START=, END=, and FREQ= options for the FQL scalar data item date that you are interested in. Use the ITEMS= option to specify one or more screening items. The SASEXFSD engine does not support the standard screening syntax, so use the name/value pair syntax instead. For example, instead of using ITEMS=’FF_SALES(QTR,20110401)’, use ITEMS=’FF_SALES’ PERIOD=QTR REL_DATE=20110401 in your LIBNAME libref SASEXFSD statement. Specify the UNIVERSEGROUP= option to choose between the EQUITY group and the DEBT group. 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), which is also the default.