The SASEXFSD Interface Engine

The ExtractBenchmarkDetail factlet is used for retrieving a more comprehensive overview of the index constituent data for a benchmark, without requiring the additional codes and calculations that are needed with the ExtractFormulaHistory factlet. ExtractBenchmarkDetail uses default output in which the identifiers are sorted in descending order by weight in the index, and each row shows the index ID, company ID, date, ticker, and weight. Any additional items are displayed at the end of each row.

The ExtractBenchmarkDetail factlet uses the options that are listed in Table 52.15, such as the IDS= option, which specifies the IDs for one or more benchmarks (indexes). Use DATES=’YYYYMMDD:YYYYMMDD:freq’ to specify the range of dates in start:end:freq format.

You can designate dates in absolute or relative form, as shown in Table 52.14. Absolute dates specify a day in ’MM/DD/YYYY’ format (such as 7/11/1999), a month end in ’MM/YYYY’ format (such as 6/1999), a fiscal quarter end in ’YY/FQ’ or ’YYY/FQ’ format (such as 1999/1F, 2000/3F, or 2001/2F), a calendar quarter end in ’YY/CQ’ or ’YYYY/CQ’ format (such as 1999/1C, 00/3C, or 2001/1C), or a fiscal year end in ’YY’ or ’YYYY’ format (such as 2000, 01, or 1999).

Use the ITEMS= option to specify one or more screening items, such as p_price or ca_sales. The CUTOFF= option specifies the number of holdings to show. The default is to show all instances. The optional MATCHDATE= option is used to limit the output to not repeat the dates that "feel back" to a holiday. The default behavior (no MATCHDATE= option) repeats the dates that "feel back" to a holiday. The MATCHDATE= option is always used with a frequency argument set to B, which indicates business days. Use MATCHDATE=ON for better response time and to limit the large amount of data being returned. The UNIVERSEGROUP= option is necessary only when you specify UNIVERSEGROUP=DEBT. By default, UNIVERSEGROUP=EQUITY.