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.

→ 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: 2021-01-01
  End Date: 2021-03-01
  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