The SASEXFSD Interface Engine

Example 43.11 Retrieving Benchmark Data by Using the CUTOFF= option

This example shows how to use the ExtractBenchmarkDetail factlet to retrieve the holdings for the Standard & Poor’s (S&P) 500 (ID=’sp50’) and display the P_PRICE data that correspond to each holding. For brevity, only a subset of the output (the first 10 holdings) is displayed.

title 'Retrieve Benchmark Data for Top Ten Holdings, CUTOFF=10';
libname _all_ clear;

libname fsd sasexfsd "%sysget(FACTSET)"
   factlet=ExtractBenchmarkDetail
   ids='sp50'
   items='p_price,proper_name'
   dates='20130320'
   cutoff=10
   format=sml
   outXml=fsdex12
   automap=replace
   mapref=MyMap
   xmlmap="%sysget(FACTSET)fsdex12.map"
   orientation=eti
   user='XXXXXXXXXXXXXXXX'
   pass='XXXXXXXXXXXXXXXX';

data bench;
   set fsd.fsdex12;
run;
proc print
   data=bench;
run;

The CUTOFF= option limits the output to the number of holdings that are specified. This example uses CUTOFF=10 to print the top 10 holdings. If you omit the CUTOFF= option, all 500 holdings are reported.

Output 43.11.1: Retrieving Benchmark Data for Top 10 Holdings in the S&P 500 Index

Retrieve Benchmark Data for Top Ten Holdings, CUTOFF=10

Obs FQL_ENTITY date SECURITY_ID Weight p_price proper_name
1 SP50 03-20-2013 03783310 3.05742 452.080 Apple Inc.
2 SP50 03-20-2013 30231G10 2.85989 88.630 Exxon Mobil Corp.
3 SP50 03-20-2013 36960410 1.75686 23.460 General Electric Co.
4 SP50 03-20-2013 16676410 1.68383 120.350 Chevron Corp.
5 SP50 03-20-2013 45920010 1.62263 215.060 International Business Machines Corp.
6 SP50 03-20-2013 47816010 1.59946 79.450 Johnson & Johnson
7 SP50 03-20-2013 38259P50 1.56568 814.708 Google Inc. Cl A
8 SP50 03-20-2013 59491810 1.53648 28.315 Microsoft Corp.
9 SP50 03-20-2013 74271810 1.52624 77.580 Procter & Gamble Co.
10 SP50 03-20-2013 71708110 1.46471 28.290 Pfizer Inc.