SAS/ETS(R) 9.2 User's Guide

The SASECRSP engine enables you to access proprietary data published by CRSP in a seamless manner. Since SAS 9.1, SASECRSP has undergone significant enhancements. SASECRSP 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. A detailed list of features and the version of their first release follows.

Secondary key access is now available for CRSP Stock databases. The following secondary keys have been added: PERMCO, CUSIP, HCUSIP, SICCD, and TICKER.

SASECRSP now supports accessing CRSP Indices databases. Access for Indices databases is by the primary key INDNO.

SASECRSP now supports an additional CRSP Stock database data member: GROUP16.

SASECRSP now supports accessing CRSP/Compustat Merged (CCM) databases. Primary key for accessing CCM databases is Compustat’s GVKEY.

Through the use of CRSP Link (CRSP’s data about the historical link between CRSP and Compustat databases), GVKEY can be used to access CRSP STK databases, and keys PERMNO and PERMCO can be used to access CCM databases.

SASECRSP is now production on OpenVMS.