We’ve made some changes to the way you can import custom stock factors. Before, you could only use a stock’s ticker or its P123 ID. Now you can also use its Compustat GVKey, its current CUSIP, or its current central index key (CIK). It’s now far easier to import data from other sources without having to go through and figure out what the P123 ticker is for a stock that is no longer in circulation. And you can now resolve a company (identified by GVKey or CIK) to all of its stocks in our system, or a CUSIP to its listings in both the US and Canada.
However, this change means that it is now mandatory to include a header row at the top of the CSV file that you’re importing. The column with the dates in it should have the header “date”; the column with the values in it should have the header “value”; and the column with the stocks in it should have one of the following headers: “id” / “ticker” / “gvkey” / “cusip” / “cik” (the headers are not case sensitive, and don’t include the quotation marks).
Is it possible to use historical value of a stock import factor in FRank?
For example say an imported stock factor is $$isfa and Frank($$isfa/FHist($$isfa,10)) ? or can replace Fhist with any function that can access historical data point.
I am not impacted by this particular item - however:
For the nth time, could we please have a degree of advanced notification on changes that affect inputs / outputs on the platform?
e.g. ~2 weeks in advance so we can adjust. We do not even need a precise release date. “Be advised that in about 2 weeks x or y will change” would be already quite good.
This is not the first time and led to many complaints in the past. There has been some effort on the part of the P123 team (e.g. I remember there was advanced notice when .csv files where changed) but this effort needs to be maintained.
This said, good work - just shout (in advance) about it!
Yes. If you’re in a screen, use SetVar(@Xisfa,FHist(“$$isfa”,10)) in one line and then FRank(“@Xisfa”,#all,#desc) in the next. If you’re not in a screen, use a custom formula: $Xisfa would be FHist(“$$isfa”,10). Then your buy rule (if that’s what you want) would be FRank(“$Xisfa”,#all,#desc) > xx.