DataMiner Operation DataUniverse
Download data for an entire Universe over a period
Overview
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
Key | Value | Description |
|---|---|---|
Main: | # Section with main settings | |
→Operation: | DataUniverse | |
→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 | |
→Include Names: | [false], true | Include company names in the results. |
→Universe | 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. |
→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] | |
→Currency: | [USD], CAD, CHF, EUR, GBP, NOK, PLN, SEK, TRY | |
→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: DataUniverse
On Error: Stop
Precision: 2
Settings:
PIT Method: Prelim
Start Date: 2015-01-01
End Date: 2015-06-01
Frequency: 4weeks
Universe: SP500
Include Names: false
Formulas:
- Future%Chg(21) #Future total 21 bar return.
- Pr2Sales Rank: FRank("Pr2SalesTTM",#Industry,#ASC)
- EarnYield Rank: FRank("EarnYield",#All,#DESC)Sample Output
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