The SASEXFSD Interface Engine

Syntax: SASEXFSD Interface Engine

The SASEXFSD interface engine uses standard engine syntax. Table 52.4 summarizes the options that the SASEXFSD engine supports. In addition, there are two required options: USERNAME=’fact_username’ and PASS=’fact_password’.

Table 52.4: Summary of LIBNAME libref SASEXFSD Options

Option

Description

FACTLET=

Specifies which factlet you want to use. See Table 52.5 for the complete list.

IDS=

Specifies a list of FactSet keys or entity identifiers for accessing FactSet OnDemand data. To select more than one ID, list the unique entity identifiers separated by commas.

ITEMS=

Specifies a list of FactSet data items for accessing FactSet data sources. To select more than one item, list the data item names, separated by commas.

ITEM=

Specifies one FactSet data item name (time series name)

DATES=

Specifies a list with the start date, end date, and frequency, separated by colons (:)

DATE=

Specifies one date in YYYYMMDD format (default is 0B, for today’s date)

CURRENCY=

Specifies a currency in which the data are returned, using a three-character ISO code, such as USD for US dollars or EUR for euros

FORMAT=

Specifies a FactSet format. Only SAS XML format (SML format) is supported.

ORIENTATION=

Specifies the layout of the selected data items for access. Only the ETI (entity-time-item) orientation is supported.

PROXY=

Specifies the proxy server you want to use (if you have trouble connecting without specifying a proxy)

CONNECT=

Specifies whether to establish a secure connection that uses the proxy server that is specified in the PROXY= option

ISON=

Specifies whether the company (security), such as SP500 or MSCI_WORLD, is on the specified database or index. For a list of additional ISON= option examples, refer to the FactSet Online Assistant, page ID 2014.

ISONPARAMS=

Specifies the parameters used by the ISON code

START=

Specifies the start date for the selected data range (in YYYYMMDD format)

END=

Specifies the end date for the selected data range (in YYYYMMDD format)

FREQ=

Specifies the reporting frequency of the selected data, such as M for monthly and D for daily. See Table 52.20 for the complete list of frequencies.

PERIOD=

Specifies the time interval between the data points (observations) in a time series. The valid period parameters are ANN, QTR, SEMI, MON, YTD, YTD_SEMI, LTM, LTM_SEMI, and SEMI-ANN. The default is ANN.

CAL=

Specifies the calendar that replicates the PSETCAL function

DBSOURCE=

Specifies a standardized database source name, such as EWIN_ECON, GI_ECON, OECD_MEI, FDS_ECON, FDS_COM, or the default, a null string, which uses the standardized economic data (EWIN_ECON_RGDPR_Y)

DIST=

Specifies the distribution technique for spreading over periods when a data series of a lower frequency is distributed to a higher frequency; for example, distributing an annual series to a quarterly series (such as STEP, EVEN, or NONE)

CONV=

Specifies the conversion technique for aggregating periods, when a data series of a higher frequency is converted to a lower frequency; for example, converting a quarterly series to an annual series (such as SUM, AVERAGE, or AVERAGENP)

NFB=

Specifies the "no-feel-back" option in FQL codes. If you do not use the NFB= option, the returned data series contains NAs where the data are not available (default is NFB=1).

FUNCTION=

Adds the FQL function property to change data value; for example, FUNCTION=ZSCORE

OFDB=

Specifies the OFDB filename

UNIVERSE=

Specifies the one account or benchmark. Use this instead of the IDS= option.

UNIVERSEGROUP=

Default value is EQUITY; for DEBT securities, use UNIVERSEGROUP=DEBT

SCREEN=

Specifies the screen file that contains a single user-defined screen for viewing CUSIPs

NAME=

Specifies whether to see the names of each security along with the CUSIP

FQLFLAG=

Sets dates to use FQL instead of screening; FQLFLAG=N (default) or Y