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What’s New in SAS/ETS


The SASECRSP interface now supports reading of CRSP stock, indices, and combined stock/indices databases by using a variety of keys, not just CRSP’s primary key PERMNO.

In addition, SASECRSP can now read the CRSP/Compustat Merged (CCM) database and fully supports cross-database access, enabling you to access the CCM database by CRSP’s main identifiers PERMNO and PERMCO, as well as to access the CRSP Stock databases by Compustat’s GVKEY identifier.

A list of other new features follows:

  • SASECRSP now fully supports access of fiscal CCM data members by both fiscal and calendar date range restrictions. Fiscal to calendar date shifting has been added as well.

  • New date fields have been added for CCM fiscal members. Now fiscal members have three different dates: a CRSP date, a fiscal integer date, and a calendar integer date.

  • An additional date function has been added which enables you to convert from fiscal to calendar dates.

  • Date range restriction for segment members has also been added.

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