(View the complete code for this example.)
This example shows how to use the ExtractBenchmarkDetail factlet to retrieve data from the Prices database for the Russell 1000 constituents (R.1000).
options validvarname=any;
title 'Retrieve Benchmark Data for R.1000 with MATCHDATE=ON';
libname _all_ clear;
libname fsd sasexfsd "%sysget(FACTSET)"
debug=on
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.
Output 56.12.1: Retrieving Benchmark Data for the Russell 1000 Index by Using the MATCHDATE=ON Option
| Retrieve Benchmark Data for R.1000 with MATCHDATE=ON |
| Obs | FQL_ENTITY | date | SECURITY_ID | Weight | p_price |
|---|---|---|---|---|---|
| 1 | R.1000 | 01-17-2012 | 30231G10 | 3.17717 | 85.690 |
| 2 | R.1000 | 01-17-2012 | 03783310 | 2.95608 | 424.700 |
| 3 | R.1000 | 01-17-2012 | 45920010 | 1.64095 | 180.000 |
| 4 | R.1000 | 01-17-2012 | 16676410 | 1.61489 | 106.720 |
| 5 | R.1000 | 01-17-2012 | 59491810 | 1.57846 | 28.255 |
| 6 | R.1000 | 01-17-2012 | 36960410 | 1.49591 | 18.740 |
| 7 | R.1000 | 01-17-2012 | 74271810 | 1.39208 | 66.260 |
| 8 | R.1000 | 01-17-2012 | 00206R10 | 1.34835 | 30.250 |
| 9 | R.1000 | 01-17-2012 | 47816010 | 1.34355 | 65.120 |
| 10 | R.1000 | 01-17-2012 | 71708110 | 1.30536 | 21.935 |
| 11 | R.1000 | 01-17-2012 | 38259P50 | 1.19073 | 628.580 |
| 12 | R.1000 | 01-17-2012 | 94974610 | 1.10366 | 29.825 |
| 13 | R.1000 | 01-17-2012 | 46625H10 | 1.04412 | 34.910 |
| 14 | R.1000 | 01-17-2012 | 08467070 | 1.02732 | 77.970 |
| 15 | R.1000 | 01-17-2012 | 71817210 | 1.01597 | 75.900 |
| 16 | R.1000 | 01-17-2012 | 19121610 | 1.00150 | 33.675 |
| 17 | R.1000 | 01-17-2012 | 45814010 | 0.99967 | 25.040 |
| 18 | R.1000 | 01-17-2012 | 58933Y10 | 0.90210 | 38.820 |
| 19 | R.1000 | 01-17-2012 | 92343V10 | 0.83088 | 39.020 |
| 20 | R.1000 | 01-17-2012 | 68389X10 | 0.79993 | 27.660 |
| 21 | R.1000 | 01-17-2012 | 17275R10 | 0.79941 | 19.305 |
| 22 | R.1000 | 01-17-2012 | 93114210 | 0.79937 | 59.850 |
| 23 | R.1000 | 01-17-2012 | 58013510 | 0.78525 | 100.550 |
| 24 | R.1000 | 01-17-2012 | 71344810 | 0.76915 | 64.650 |
| 25 | R.1000 | 01-17-2012 | 74752510 | 0.71803 | 57.140 |
| 26 | R.1000 | 01-17-2012 | 20825C10 | 0.70754 | 70.800 |
| 27 | R.1000 | 01-17-2012 | 80685710 | 0.69083 | 67.640 |
| 28 | R.1000 | 01-17-2012 | 00282410 | 0.65197 | 55.710 |
| 29 | R.1000 | 01-17-2012 | 17296742 | 0.61791 | 28.215 |
| 30 | R.1000 | 01-17-2012 | 67459910 | 0.60755 | 99.300 |
| 31 | R.1000 | 01-17-2012 | 25468710 | 0.54744 | 38.480 |
| 32 | R.1000 | 01-17-2012 | 91301710 | 0.53072 | 77.040 |
| 33 | R.1000 | 01-17-2012 | 20030N10 | 0.52974 | 25.535 |
| 34 | R.1000 | 01-17-2012 | 43707610 | 0.52612 | 43.740 |
| 35 | R.1000 | 01-17-2012 | 14912310 | 0.50160 | 103.370 |
| 36 | R.1000 | 01-17-2012 | 02313510 | 0.49686 | 181.660 |
| 37 | R.1000 | 01-17-2012 | 06050510 | 0.49422 | 6.480 |
| 38 | R.1000 | 01-17-2012 | 60920710 | 0.47423 | 38.130 |
| 39 | R.1000 | 01-17-2012 | 02209S10 | 0.45520 | 28.900 |
| 40 | R.1000 | 01-17-2012 | 88579Y10 | 0.45049 | 84.230 |
| 41 | R.1000 | 01-17-2012 | 03116210 | 0.45029 | 68.070 |
| 42 | R.1000 | 01-17-2012 | 91324P10 | 0.43685 | 53.570 |
| 43 | R.1000 | 01-17-2012 | 12665010 | 0.43416 | 42.540 |
| 44 | R.1000 | 01-17-2012 | 11012210 | 0.43298 | 33.720 |
| 45 | R.1000 | 01-17-2012 | 09702310 | 0.41809 | 75.240 |
| 46 | R.1000 | 01-17-2012 | 90297330 | 0.41721 | 28.770 |
| 47 | R.1000 | 01-17-2012 | 91131210 | 0.41034 | 74.200 |
| 48 | R.1000 | 01-17-2012 | 90781810 | 0.40428 | 109.500 |
| 49 | R.1000 | 01-17-2012 | 92826C83 | 0.40357 | 102.530 |
| 50 | R.1000 | 01-17-2012 | 02581610 | 0.39715 | 50.220 |