The SASEXFSD Interface Engine

The LIBNAME libref SASEXFSD Statement

LIBNAME libref SASEXFSD 'physical-name' FACTLET=fact_factletname options;

The LIBNAME statement assigns a SAS library reference (libref) to the physical path of the directory of FactSet data files where the downloaded FactSet XML data are stored. Because the required 'physical name' argument specifies the location of the folder where your FactSet XML data reside, it should end in a backslash if you are in a Windows environment and a forward slash if you are in a UNIX environment.

FACTLET=fact_factletname specifies the FactSet factlet that you want to use to download your data. Choose one factlet from these possible values: ExtractEconData, ExtractFormulaHistory, ExtractDataSnapshot, ExtractBenchmarkDetail, ExtractOFDBItem, ExtractOFDBUniverse, and ExtractScreenUniverse. (See Table 52.1.)

For example, the following statements access the FactSet database for daily dividend yield data for IBM:

   LIBNAME myLib SASEXFSD 'physical-name' FACTLET==ExtractFormulaHistory 
      IDS='ibm' 
      ITEMS='FG_DIV_YLD'
      FREQ=d
      USER='username' 
      PASS='password';

After the libref is assigned, you can access the data items for the IDs (keys) from the requested factlet.

You can specify the following options in the LIBNAME libref SASEXFSD statement.

FACTLET=fact_factletname

Each factlet type has its own set of parameters (shown in Table 52.5 in the Factlet Options Table column), allowing flexibility and easy access to FactSet data. For more details about each factlet, refer first to the Factlet Description Section listed in Table 52.5. If you need more information, refer to the Online Assistant, page ID 16948. If the factlet is not listed on that page, then enter the factlet name in the search window of the Online Assistant to retrieve additional information about using the factlet.

Table 52.5: Summary of Factlet Options

Factlet Name	Factlet Description Section	Factlet Options Table
ExtractEconData	The ExtractEconData Factlet	Table 52.10
ExtractFormulaHistory	The ExtractFormulaHistory Factlet	Table 52.12
ExtractDataSnapshot	The ExtractDataSnapshot Factlet	Table 52.13
ExtractBenchmarkDetail	The ExtractBenchmarkDetail Factlet	Table 52.15
ExtractOFDBItem	The ExtractOFDBItem Factlet	Table 52.16
ExtractOFDUniverse	The ExtractOFDBUniverse Factlet	Table 52.17
ExtractScreenUniverse	The ExtractScreenUniverse Factlet	Table 52.18

IDS=fact_ids

specifies a list of FactSet IDs (entity identifiers or keys) for accessing FactSet OnDemand data. To select more than one ID, list the unique entity identifiers, separated by commas (as shown in the following statements). Examples of FactSet IDs include CUSIPs, tickers, SEDOLs, Quick Code, and CINS (CUSIP International Numbering System). For more information, see Example 52.6 and Example 52.7.

   LIBNAME myLib sasexfsd 'physical-name' 
      ids='IBM,MSFT' 
      ITEMS='p_price,p_volume,ca_sales';

UNIVERSE=fact_uni

specifies the universe of securities that passes the specified screening criteria. Up to 500 securities can be returned when this option is specified together with the FACTLET=ExtractFormulaHistory option. This limit is due to the US_UNIV function that is used within the ExtractFormulaHistory factlet to fetch the universe. You can also specify this option together with the FACTLET=ExtractDataSnapshot option, but because the data that are returned as of one specified date, there is no limit on the number of securities that can be returned.

   LIBNAME myLib sasexfsd 'physical-name'
      factlet=ExtractFormulaHistory
      universe="URANKX((FS_PARENT_EQUITY=CUSIP AND EC_MKT_CAP(0,'CUR=USD')>10 AND P_PRICE(0,USD)>5 AND CONTAINS(P_EXCOUNTRY,'UNITED STATES'))=1, EC_MKT_CAP(0,'CUR=USD'))<=500S"
      items='p_price(0,-4,M)';

ITEMS='fact_itemlist'

specifies the items and groups of interest for selection based on IDs (keys). Use FactSet’s Formula Lookup for a complete list of data items, which is described in the FactSet Online Assistant.

Because the availability of data libraries and their contents are constantly changing, the following tables are included for instructional purposes only. Many other databases are available that are not shown in Table 52.6 to Table 52.9.

Table 52.6: Some FactSet Data Items

Data Source	Table Reference	Online Assistant Page ID
FactSet Fundamentals Data Items	Table 52.7	Page ID 15099
FactSet Global Formula Library	Also see Online Assistant Sidebar	Page IDs 13299, 16664
FactSet Global Indices Formulas	Table 52.8	Page ID 14336
Global Constituents Formulas	Table 52.9	Page ID 15086

Table 52.7: Some FactSet Fundamentals Data Items

Data Source	Online Assistant Page ID
Consolidated Items (FF_)	Page ID 16331
Debt Capital Structure	Page ID 16235
Enhancements to Legacy Formulas	Page ID 16248
Annual Items (FA_)
Balance Sheet	Page ID 15120
Income Statement	Page ID 15121
Funds Flow Statement	Page ID 15122
Financial Ratios	Page ID 15123
Per Share and Valuation	Page ID 15124
Multiple Share Information	Page ID 15125
Accounting Policies and Methods	Page ID 15126
Segment Data	Page ID 15127
Monthly Items (FM_)
Monthly Data	Page ID 15128

Table 52.8: FactSet Global Indices Formulas

Data Source	Online Assistant Page ID
Using FG Indices Formulas	Page ID 14337
Database Descriptions for Global Indices	Page ID 14338

Table 52.9: Global Constituents Formulas

Global Constituents Formula	Items
Benchmark Constituent Classification	FG_CONST_CLASS
Benchmark Constituent Country	FG_CONST_COUNTRY
Benchmark Constituent Currency	FG_CONST_CURRENCY
Benchmark Constituent Date	FG_CONST_DATE
Benchmark Constituent Float Factor	FG_CONST_FLOAT_FACTOR
Benchmark Constituent Identifier	FG_CONST_IDENTIFIER
Benchmark Constituent Latest Update	FG_CONST_UPDATE
Benchmark Constituent Market Value	FG_CONST_MCAP
Benchmark Constituent Name	FG_CONST_NAME
Benchmark Constituent Price	FG_CONST_PRICE
Benchmark Constituent Shares	FG_CONST_SHARES
Benchmark Constituent Style Factor	FG_CONST_STYLE_FACTOR
Benchmark Constituent Total Return - 1 Day	FG_CONST_TRET_1D
Benchmark Constituent Valuation	FG_CONST_VALUATION
Benchmark Constituent Weights	FG_CONST_WEIGHT
Benchmark Constituents	FG_CONSTITUENTS

For more information, see the FactSet Online Assistant, page ID 1931. To see each data source’s list of available data items, use the search feature of the FactSet Online Assistant. You can open any page in the FactSet Online Assistant by entering the appropriate page ID number in the page ID window, which is located below the search window.

DATES=‘fact_startdate:fact_enddate:fact_freqcode’

specifies the start date, end date, and frequency, separated by colons (:). For more information, see the section Specifying Date Ranges and Frequency Codes. An alternative to using the DATES= option is to use the START=, END=, and FREQ= options.

PERIOD=fact_period

specifies the periodic frequencies of the actual 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.

OUTXML=fact_xmlfile

specifies the filename of the data file where the XML data that are returned from the FactSet OnDemand service are stored. You can use the OUTXML= option to name your XML data file, which is placed in the folder designated by ‘physical-name’, as shown in the section The LIBNAME libref SASEXFSD Statement.

AUTOMAP=fact_automap

specifies whether to overwrite the existing XML map file (AUTOMAP=REPLACE) or whether not to overwrite the existing XML map file (AUTOMAP=REUSE). You can set fact_automap to REUSE so that a pre-existing XML map named by the XMLMAP= option is used. You can set fact_automap to REPLACE so that the most current XML map generated by the SASEXFSD engine and named by the XMLMAP= option is used.

XMLMAP=fact_xmlmapfile

specifies the fully qualified name of the file where the XML map is automatically stored.

MAPREF=fact_xmlmapref

specifies the fileref to be used for the map assignment.

You can use the MAPREF= and XMLMAP= options to control where the map resides, what you name the map, and how you refer to it with a fileref. You can use the OUTXML= option to name your XML data file. This file is placed in the folder designated by ‘physical-name’, and you can reference it by using the myLib libref in your SASEXFSD LIBNAME statement. This is shown in the section Getting Started: SASEXFSD Interface Engine. The following filename statement is generated by the SASEXFSD interface engine by using the fileref, MyMap, from the MAPREF=MyMap option and from the fully designated filename in the XMLMAP= option:

   FILENAME MyMap "U:\factset\test\gstart1.map";

FORMAT=fact_xmlformat

specifies the SAS XML (SML) format, which is the only format that the SASEXFSD engine supports.

ORIENTATION=fact_xmlorient

specifies the ETI orientation, which is the only orientation that the SASEXFSD engine supports. The ETI orientation means that the data are returned and stored in entity-time-item logical layout.

PROXY="fact_proxyserver"

specifies the proxy server to use when a connection-refused error or a connection-timed-out error occurs and CONNECT=ON. This option is optional. For fact_proxyserver, specify the server’s HTTP address followed by a colon and the port number, and enclose that string in double quotation marks. For example, PROXY="http://inetgw.unx.sas.com:8118".

CONNECT=ON | OFF

specifies whether to establish a secure connection that uses the proxy server specified in the PROXY= option when a connection-refused error or a connection-timed-out error occurs.

USERNAME='fact_username'

specifies the FactSet user name that enables you to access the data provided by the FactSet OnDemand service.

PASS='fact_password'

specifies the password that is paired with the user name to enable you to access the data provided by the FactSet OnDemand service. Note: These FactSet OnDemand user name and password credentials are different from your FactSet workstation login credentials. A FactSet representative can provide these credentials.