The SASEXFSD interface engine enables SAS users to access both FactSet data and FactSet-sourced data that are provided by the FactSet OnDemand service (formerly known as FASTFetch). This service provides access to many FactSet Data Sources and to many other databases. This chapter focuses on accessing the FactSet Fundamentals database, but additional databases and data types are available for use with the SASEXFSD interface engine. For a more comprehensive list of available data, enter the following URL in your web browser:
For detailed descriptions of other databases that you can access, refer to the FactSet workstation Online Assistant.
The SASEXFSD engine uses the LIBNAME statement to specify which factlet (provided by FactSet) to use to open a database and what parts of the database to access. Factlets are functions that encapsulate business logic and data collection procedures. The technology is capable of cross referencing and dealing with time series for a large amount of data.
To specify the factlet, name one of the supported factlets that are listed in Table 1. Table 5 shows where to find a summary of each factlet’s options.
Table 1: Supported FactSet OnDemand Factlets
| Supported Factlet | Example |
|---|---|
| ExtractEconData | Example 56.1, Example 56.2 |
| ExtractEconData (cont.) | Example 56.3, Example 56.4, Example 56.5 |
| ExtractFormulaHistory | Example 56.6, Example 56.7, Example 56.8 |
| ExtractDataSnapshot | Example 56.9, Example 56.10 |
| ExtractBenchmarkDetail | Example 56.11, Example 56.12 |
| ExtractOFDBItem | Example 56.13 |
| ExtractOFDBUniverse | Example 56.14 |
| ExtractScreenUniverse | Example 56.15 |
The Prefix column in Table 2 contains the parameters that you are most likely to refer to when requesting data, but each factlet has its own set of optional parameters and default settings. Often the items that you select use a prefix (see the Prefix column) to designate the database where the item resides. Because the availability of data libraries and their contents are constantly changing, Table 2 is included for instructional purposes only.
Table 2: Sample Databases Available through FactSet
| Prefix | Database |
|---|---|
| ff | FactSet Fundamentals |
| fe | FactSet Estimates |
| fg | FactSet Global |
| p | FactSet Prices—Security Price Data |
Table 2 shows only a subset of the available FactSet databases. For a more comprehensive list that also includes third-party databases available through FactSet, refer to the FactSet Online Assistant, page ID 2014.
To specify the data library, specify both a physical path to indicate the location of the data files (XML data returned from FactSet OnDemand) and the LIBNAME statement options to specify which factlet to use to request data items and the desired key IDs (identifiers, such as tickers or country codes) for your selection. The orientation of the data that are returned is ETI, entity-time-item, and is kept with sorted keys (entities or BY groups); each observation is indexed by time interval, and each time series data item is organized in columns by item name (time series variable name). The SASEXFSD engine supports the parameters that are required for each supported factlet.
Use the SASEXFSD engine to access all available data library items. To get started, look at the FactSet Fundamentals data items in Table 3.
For a complete list of data items for every category, refer to the FactSet Online Assistant, page ID 16331. FactSet workstation user name and serial number credentials are necessary to launch the FactSet Online Assistant from the FactSet workstation. A FactSet representative can provide these credentials.
Because the availability of data libraries and their contents are constantly changing, Table 3 is included for instructional purposes only. At the time of this writing, the available data list and items for the FactSet Fundamentals database are as shown in Table 3.
Table 3: FactSet Fundamentals Database Sets
| Formulas by Category | Data Items (SAS Variable Names) in Category |
|---|---|
| Identifiers | FF_CUSIP, FF_DISCL_ID, FF_ISIN, FF_SEDOL, FF_TICKER, FF_WS_ID |
| Balance sheet | FF_ASSETS, FF_BDEBT, FF_GW, FF_INVEN_FG, FF_PPE_DEP, FF_PPE_GROSS, FF_PAY_ACCT |
| Income statement | FF_COGS, FF_DEP_EXP, FF_DIL_ADJ, FF_EBIT, FF_EQ_AFF_INC, FF_EXP_OPER, FF_GROSS_INC |
| Cash flow | FF_DEBT_CF, FF_DIV_CF, FF_FIN_CF, FF_CAPEX, FF_INVEST_CF, FF_INVEST_PURCH_CF, FF_SALE_ASSAETS_BUS_CF |
| Ratios | FF_ASSETS_EQ, FF_DEBT_EQ, FF_LIFE_INS, FF_LOAN_ASSETS, FF_NET_CAP_REQUIRE, FF_RD_SALES |
| Market data | FF_ACQ_DATE, FF_DIV_RATE, FF_ENTITY_TYPE, FF_PRICE_CLOSE, FF_PRICE_HIGH_52WK |
| Corporate data and classifications | FF_GEN_IND, FF_IND_GRP, FF_MAJOR_SUBIND, FF_SIC_CODE, FF_EMP_NUM |
| Financial records | FF_ACTG_STANDARD, FF_COVERAGE, FF_CURN_DOC, FF_DEPS_BK, FF_FREQ_CODE, FF_US_GAAP_AVAIL |
For a comprehensive list of FactSet Fundamentals data items, refer to the FactSet Online Assistant, page ID 15099. If the page is not found, enter "FactSet Fundamentals" in the search box near the top of the page.