DataMiner Operation DataUniverse

Download data for an entire Universe over a period


This operation allows you to retrieve point in time data for a selected universe for a given date range. A data license with the data providers we support (S&P Compustat or Factset) is required for this operation in order to return raw fundamental factors. However, you can retrieve most price related data and derived fundamental factors like ranks and z-scores without a vendor data license.

Input Specification

Default values if not specified are in [brackets]. Any parameter which has a default value is optional and can be omitted. The input script is in YAML syntax. The learn the basics see DataMiner YAML Syntax





# Section with main settings



→On Error: 

[Stop],  Continue 

Specifies if you want to stop an operation when there is an error.



Decimal precision of the output values.


# Section with operation settings


[FactSet], Compustat

→Include Names: 

[false], true 

Include company names in the results.


ALLFUND, SP500, etc.

Specifies the Universe to be used in the operation. Specify the name of your custom universe or one of the Portfolio123 Universes

→PIT method: 

[Complete],  Prelim

“Prelim” includes preliminary data from earnings calls, while “Complete”  only includes quarter or annual report data.


[1Week], 2Weeks,  3Weeks, 4Weeks, 6Weeks, 8Weeks, 13Weeks, 26Weeks, 52Weeks

Frequency with which data is retrieved. 

→Start Date:


Defines the period used.

→End Date:



# Formula list. Limit 100 formulas per script

→→- "Display name":


Data point to be returned. If formula is missing the column name is used as the formula.

Sample Input

  Operation: DataUniverse
  On Error:  Stop
  Precision: 2 
  PIT Method: Prelim 
  Start Date: 2015-01-01
  End Date: 2015-06-01
  Frequency: 4weeks
  Universe: SP500
  Include Names: false
    - Future%Chg(21) #Future total 21 bar return.
    - Pr2Sales Rank: FRank("Pr2SalesTTM",#Industry,#ASC)
    - EarnYield Rank: FRank("EarnYield",#All,#DESC)

Sample Output