The SASEXCCM interface engine enables SAS users to access the CRSP/Compustat Merged (CCM) Database created from data delivered via Compustat’s Xpressfeed product, the CRSP US Stock (STK) Database, the CRSP US Stock and Indices (IND) Database, and the CRSP US Treasury (TRS) Database. SASEXCCM provides a seamless interface for CRSP, Compustat, and SAS data processing.
The SASEXCCM engine uses the LIBNAME statement to specify which database to open and what parts of the database to access.
To specify the database, you supply the combination of a physical path to indicate the location of the data files (CCM, STK, IND, or TRS data) and a set identifier (SETID) to identify the database that you want to access from those available at the physical path. SASEXCCM supports data-item-handling access methods for the SETIDs in Table 39.1.
Use the SASECRSP engine for all legacy data access (CRSPAccess 299 and earlier) and for any other SETIDs that are not contained in Table 39.1.
SETID |
Data Set |
|
---|---|---|
10 |
CRSP Stock, daily data |
|
20 |
CRSP Stock, monthly data |
|
100 |
CRSP US Treasury, monthly and daily data |
|
250 |
CRSP/Compustat Merged data (CCM) |
|
400 |
CRSP Indices data, monthly index groups |
|
420 |
CRSP Indices data, monthly index series |
|
440 |
CRSP Indices data, daily index groups |
|
460 |
CRSP Indices data, daily index series |
Note: This procedure is experimental.