• Introduction
• Requirements
• Enabling the FactSet Data Provider
• Working with FactSet Data Provider
  • Series names
• FactSet Data Provider Enhancement
• FactSet OFDB
• Revoking access

Introduction

With the Macrobond FactSet Data Provider you can retrieve time series from FactSet if you have an account there.

Requirements

You must have a FactSet account that is enabled for the FactSet Formula API.

On Macrobond you need to have Core or Data+ license or Macrobond Viewer.

Enabling the FactSet Data Provider

To be able to use the FactSet Data Provider go to Configuration > Settings > tab 'My series' (for MB pre-1.28: Edit > Settings > tab 'My series'). Select Add > FactSet > Request/renew access.

New window from FactSet will open in browser, type in your login and password:

After that you will be asked to allow Macrobond Application access your FactSet account, press 'Allow':

Note there's a time limit for this operation. You will be notified with this message when time runs up :

Just press 'OK' and start again.

After allowing access you will see our 'FactSet authorization successful' page and confirmation in Macrobond Application:

Working with FactSet Data Provider

Series names

In application's Series and Expressions you can use form:

"ih:fds:id:formula"

where id and formula are FactSet's ID and formula. For example:

"ih:fds:aapl-usa:p_price(0,-10ay)"

FactSet Data Provider Enhancement

To help you create the series expressions, you can paste a FactSet "=FDS" expression from Excel or a URL from the Formula API Request Builder in the Macrobond application data browser.

For example, you can use:

=FDS("F-US","FG_PRICE(0)")

FactSet OFDB

It is possible to get data from an OFDB into Macrobond, provided the database is of type 3D (Timeseries/Iterated).

It is done by using an OFDB formula like this:

"ih:fds:aapl-us:ofdb(\"personal:/ofdb_test\",\"data\",0,-1am)"

which is the equivalent to formulas=OFDB.

Internally Macrobond will use the formula ofdb_cal_dates with the same OFDB parameters to get the calendar.

Revoking access

You can revoke access for the Macrobond application on the FactSet granted open-id services page.

Or you can do it from Macrobond Application. Go to Configuration (in upper menu) > Settings > tab 'My series' (for MB pre-1.28: Edit > Settings > tab 'My series'). Select FactSet > Revoke access.