The SASEXFSD Interface Engine

This example shows how to use the ExtractBenchmarkDetail factlet to retrieve data from the Prices database for the Russell 1000 constituents (R.1000).

title 'Retrieve Benchmark Data for R.1000 with MATCHDATE=ON';
libname _all_ clear;

libname fsd sasexfsd "%sysget(FACTSET)"
   factlet=ExtractBenchmarkDetail
   ids='r.1000'
   items='p_price'
   dates='20120118:20120113:b'
   matchDate=on
   format=sml
   outXml=fsdex13
   automap=replace
   mapref=MyMap
   xmlmap="%sysget(FACTSET)fsdex13.map"
   orientation=eti
   user='XXXXXXXXXXXXXXXX'
   pass='XXXXXXXXXXXXXXXX';

data benchmatch;
   set fsd.fsdex13;
run;
proc print
   data=benchmatch(firstobs=1 obs=50);
run;

If the frequency argument were not set to B (indicating business days) and the MATCHDATE= option were not turned on, the output would contain repetitive dates because of feel-back, resulting in unnecessarily lengthy output.