RMI-PACTA / workflow.factset

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optimize FactSet database extractions #31

Open AlexAxthelm opened 5 months ago

AlexAxthelm commented 5 months ago

Originally reported by @cjyetman in https://github.com/RMI-PACTA/pacta.data.preparation/issues/65

Extracting data from our FactSet database, especially the "financial data" and the "entity info" data, is very time consuming and ends up extracting a lot of data that is ultimately not used. I believe there are a number of strategies that could be employed to optimize that code, e.g. filtering further to reduce the outputs and/or restructuring/reordering the commands.