DataMiner Data Operation
Download Point-In-Time (PIT) ratios or formulas for multiple stocks and dates.
Overview
"Data" operation allows you to easily download Point-In-Time (PIT) ratios or formulas for multiple stocks. A license with the data providers we support (S&P Compustat or Factset) is required for this operation. You can try the operation without a license for Tickers IBM, INTC & MSFT, and the most recent 5 years of history.
Input Specification
Default values if not specified are in [brackets]. Any parameter which has a default value is optional and can be omitted. Replace the → with at least 1 space (use more for readability). The input script is in YAML syntax. The learn the basics see DataMiner YAML Syntax
Key | Value | Description |
|---|---|---|
Main: | # Section with main settings | |
→ Operation: | Data | |
→ On Error: | [Stop], Continue | Specifies if you want to stop an operation when there is an error. |
→ Precision: | [2],3,4 | Decimal precision of the output values. |
Settings: | # Section with operation settings | |
→ Vendor: | [FactSet], Compustat | |
→ PIT method: | [Complete], Prelim | “Prelim” includes preliminary data from earnings calls, while “Complete” only includes quarter or annual report data. |
→ Include Names: | [false], true | Include company names in the results. |
→ P123 UIDs: or → Cusips: or → Tickers: or → CIKs: or → GvKeys: | Comma separated list of P123 Ids, Cusips, CIK, Tickers or GvKeys (S&P Compustat) | Specifies the stock identifiers to be used. Limit = 100 identifiers per script. Only one identifier type can be used. |
Ignore Errors: | [false], true | True means execution will not stop if it encounters invalid or ambiguous P123 UIDs, tickers, CUSIPs, GVKEys or CIKs. |
→ Region: | [United States], Canada, North America, Europe, or North Atlantic | There is no universe in the data endpoint, so region is needed for ticker resolution for tickers that do not have the 3 letter country code. |
→ Currency: | [USD], CAD, CHF, EUR, GBP, NOK, PLN, SEK, TRY | |
→ Frequency: | [1Week], 2Weeks, 3Weeks, 4Weeks, 6Weeks, 8Weeks, 13Weeks, 26Weeks, 52Weeks | Frequency with which data is retrieved. |
→ Start Date: | YYYY-MM-DD | Defines the period used. |
→ End Date: | [today] | |
→ Formulas: | # Formula list. Limit 100 formulas per script | |
→ → - →"Display name": | "Formula" | Data point to be returned. If formula is missing the column name is used as the formula. |
Sample Input
Main:
Operation: Data
On Error: Stop # ( [Stop] | Continue )
Precision: 3
Settings:
Vendor: FactSet
PIT Method: Prelim # Complete | Prelim
Include Names: false
Start Date: 2023-01-01
End Date: 2023-03-01
Frequency: 1Week
Tickers: IBM MSFT INTC
#P123 UIDs: 4737 5881 4773
#Cusips: 459200101 594918104 458140100
#Ciks: 0000051143 0000789019 0000050863
Formulas:
- PE: PEExclXorTTM
- Pr2Sales: Pr2SalesTTM
- PiotFScore
- "%From SMA(200)": 100*(Close(0)/SMA(200)-1)
- EPS Acceleration: (EPS%ChgTTM-EPS5YCGr%)/abs(EPS5YCGr%)Sample Output
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