Retrieve factor information
returns factor information based on the type of request.d
= factors(c
,code
,requesttype
)
returns the historical data for the specified factor within the specified universe using the
d
= factors(c
,code
,'HistoryDetail',universeid
)HistoryDetail
request.
Using an IHS Markit connection, retrieve a list of factors.
Create an IHS Markit connection using your user name and password. c
is an
ihsmarkitrs
object.
username = 'ABCDEF'; password = 'ABC123'; c = ihsmarkitrs(username,password);
Retrieve a list of factors using the IHS Markit connection. d
is a table that contains the list of
factors.
d = factors(c);
Display the first three variables to view the information for the first three factors.
d(1:3,1:3)
ans = 3×3 table id code name ____ __________ _____________________________________________ 7403 '3MChgGPA' 'Quarterly Change in Gross Profit to Assets' 7404 '3MChgGPM' 'Quarterly Change in Gross Profit Margin' 1 'ABR' 'Abnormal Return around QTR Earnings Release'
The variables are:
id
— Identification number of the factor
code
— Factor code
name
— Factor name
Using an IHS Markit connection, retrieve information for a specific factor by using the factor code.
Create an IHS Markit connection using your user name and password. c
is an
ihsmarkitrs
object.
username = 'ABCDEF'; password = 'ABC123'; c = ihsmarkitrs(username,password);
Retrieve information for the factor with the code ABR
using the
IHS Markit connection. The factors
function returns
d
as a table that contains the information for the specified
factor.
code = 'ABR';
d = factors(c,code);
Display the first three variables of the table.
d(1,1:3)
ans = 1×3 table id code name __ _____ _____________________________________________ 1 'ABR' 'Abnormal Return around QTR Earnings Release'
The variables are:
id
— Identification number of the factor
code
— Factor code
name
— Factor name
Mapping
RequestUsing an IHS Markit connection, retrieve information for a specific factor by using the factor
code. Also, specify the Mapping
request.
Create an IHS Markit connection using your user name and password. c
is an
ihsmarkitrs
object.
username = 'ABCDEF'; password = 'ABC123'; c = ihsmarkitrs(username,password);
Retrieve information for the factor with the code ABR
using the
IHS Markit connection. Specify the Mapping
type for the request.
d
is a table that has one variable, which lists the names of the
universes that contain the specified factor.
code = 'ABR'; requesttype = 'Mapping'; d = factors(c,code,requesttype)
d = 5×1 table universe _____________________________ 'QSG Bank Universe' 'Markit US Large Cap' 'Markit US Small Cap' 'Markit US Total Cap' 'US Total Cap Highly Shorted'
HistoryDetail
RequestUsing an IHS Markit connection, retrieve information for a specific factor by using the factor
code. Also, specify the HistoryDetail
request.
Create an IHS Markit connection using your user name and password. c
is an
ihsmarkitrs
object.
username = 'ABCDEF'; password = 'ABC123'; c = ihsmarkitrs(username,password);
Retrieve information for the factor with the code ACI
using the
IHS Markit connection. Specify the HistoryDetail
type for the
request and the QSG World
universe. d
is a table
that contains the historical information for the specified factor.
code = 'ACI'; universeid = 'QSG World'; d = factors(c,code,'HistoryDetail',universeid)
d = 4×8 table code factorId universeId dataType universe freqType startDate endDate _____ ________ __________ ____________ ___________ _________ ____________ ____________ 'ACI' 2 133 'Percentile' 'QSG World' 'Daily' '10/01/2009' '02/06/2018' 'ACI' 2 133 'Percentile' 'QSG World' 'Monthly' '12/30/1988' '09/30/2009' 'ACI' 2 133 'Rawratio' 'QSG World' 'Daily' '10/01/2009' '02/06/2018' 'ACI' 2 133 'Rawratio' 'QSG World' 'Monthly' '12/30/1988' '09/30/2009'
d
is a table with these variables:
code
— Factor code
factorId
— Identification number for the factor code
universeId
— Identification number for the universe
dataType
— Data reporting format
universe
— Universe name
freqType
— Frequency (periodicity)
startDate
— Start date of the factor in the universe
endDate
— End date of the factor in the universe
c
— IHS Markit connectionihsmarkitrs
objectIHS Markit connection, specified as an ihsmarkitrs
object.
code
— Factor codeFactor code or group name, specified as a character vector or string scalar.
Example: "ABR"
Data Types: char
| string
requesttype
— Request typeRequest type, specified as the value 'ModelStructure'
or
'Mapping'
. Use the 'ModelStructure'
value to
return a list of the composite factors that constitute the factor specified by the
code
input argument. Use the 'Mapping'
value
to return a list of the names of universes that contain the specified factor.
You can specify each value as a character vector or string scalar.
universeid
— Universe nameUniverse name, specified as a character vector or string scalar. Use
universeid
only with the 'HistoryDetail'
syntax.
Example: 'QSG World'
Data Types: char
| string
d
— Factor informationFactor information, returned as a table. The following table describes the variables
in the returned data. Depending on the request type specified in the
requesttype
input argument or the
'HistoryDetail'
syntax, the returned table contains a subset of
these variables.
Variable Name | Description | Data Type |
---|---|---|
| Identification number of the factor |
|
| Factor code | cell array of character vectors |
| Factor name | cell array of character vectors |
| Factor description | cell array of character vectors |
| Localized factor description | cell array of character vectors |
| Factor type | cell array of character vectors |
| Factor parent code | cell array of character vectors |
| Rank order (descending or ascending) | cell array of character vectors |
| Whether rank data is available for the factor |
|
| Whether z-score data is available for the factor |
|
| Whether raw ratio data is available for the factor |
|
| Model type of the factor | cell array of character vectors |
| Group identifier of the factor |
|
| Name of the factor group | cell array of character vectors |
| Factor identifier |
|
| Universe name | cell array of character vectors |
| Identification number of the universe |
|
| Reporting format of the data | cell array of character vectors |
| Frequency (or periodicity) of the data | cell array of character vectors |
| Start date of the factor in the universe | cell array of character vectors |
| End date of the factor in the universe | cell array of character vectors |
| Code of the factor within the composite factor |
|
| Name of the factor within the composite factor | cell array of character vectors |
| Weight of the factor within the composite factor |
|
| Country code | cell array of character vectors |
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