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Benchmark Data Solutions

Benchmark Data Solutions

Use FactSet's benchmark data feed to make sure accurate benchmark data is delivered to you with precision. From data request to analysis, we can help reduce the time it takes to feed data into your system.

Power Your Internal Systems

  • Comprehensive Coverage: We work with all leading benchmark providers and exchanges to make sure you have access to current and historical data at the index and constituent level. Formatting of data feed files can be customized to make sure you get the data you want, in a format that works for you.
  • Unparalleled Granularity: Build custom and blended benchmarks using index- and company-level information. Slice and dice the data based on your specifications and create custom calculations that move beyond the standard share data typically provided.
  • Scalable Solutions: FactSet can set up a completely automated feed that fits seamlessly with other FactSet datasets. We also provide a full set of documentation including a data dictionary and user guide.
  • Personal Support: Take advantage of FactSet's industry-leading support, available 24/7 to help you along the way. You can also easily monitor the progress of the feeds on an ongoing basis.

Multi-Asset Class Coverage

FactSet provides a wide variety of equity and fixed income benchmark families. Constituent- and index-level data is available, including details on price, shares, weight, market value, sector, industry, maturity date, and more.

Experienced Data Management

Leverage FactSet's core strengths – data integration and management – so you can maintain and integrate data without sacrificing speed or flexibility. With FactSet you gain powerful solutions that help you organize data and information, distribute it across your firm, and manage its continual evolution.

Integration with FactSet Proprietary Data

Easily go beyond the universe of benchmarks with FactSet DMS to effectively manage financial data including linkages between companies, securities, people, and other related entities. FactSet's hub-and-spoke content model allows clients to seamlessly connect other FactSet content, such as Fundamentals, Ownership, Estimates, and Entity hierarchies.

Flexible Delivery Formats

FactSet data feeds are delivered via FTP in a standard, flat file format.

Exceptional Data Quality

We understand that one data error is costly in more ways than one. When you access FactSet data, you can expect that what you see is correct. A series of automated and manual tests are continuously run before data reaches your workstation, as well as after it is integrated, to ensure your data is clean and accountable.

FactSet validates vendor files against format expectations to ensure proper processing. File validation checks are tailored to specific update files and vary across benchmark products. In general, the following checks are included.

  • Files are delivered on scheduled calculation dates
  • Files are in the expected format
  • Key values are available for all expected identifiers

To ensure data integrity, FactSet confirms that the vendor data is mapped to database fields properly, that data items are correctly calculated according to official vendor methodology, and that data is displayed properly by FactSet request codes and applications.

After data has been updated and released to clients, it continues to undergo active testing. Any potential problems are researched by a global team that contacts vendors to confirm or correct questionable data.

Database Update Monitoring

Global benchmark data is continuously monitored 24x7. When data availability is delayed, FactSet investigates and contacts the vendor if necessary. Proactive communication about potential delays and confirmed resolutions is sent to clients via FactSet's Notify tool.

Constituent- and Index-level Testing

At the constituent level, bond prices are checked for plausibility by monitoring FactSet-calculated analytics which are sensitive to price changes. When unexpected movement is observed in these analytics, the benchmark vendor is contacted to confirm the stated price. Independent of these tests, constituent data is also monitored for internal consistency with published index level data.