The SASEXCCM Interface Engine (Experimental)
- Overview
- Getting Started
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Syntax
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Details
SAS Output Data Set Missing Values Data Reference: Introduction CCM Data Items CCM Keysets CCM Data Groups Daily STK Data Items Daily STK Data Groups Monthly STK Data Items Monthly STK Data Groups IND Group Data Item Names Monthly IND Group Data Group Names Daily IND Group Data Group Names IND Time Series Data Item Names Monthly IND Time Series Data Group Names Daily IND Time Series Data Group Names Daily and Monthly TRS Data Item Names US TRS Data Group Names
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Examples
Retrieving SALE Data for One GVKEY Retrieving SALE Data for Multiple Companies Retrieving Data in Different Keysets Retrieving Items with Global Options Retrieving All GVKEYs and Company Names Retrieving Stock Time Series by PERMNO Retrieving Stock and Indices Monthly Time Series by INDNO Retrieving Stock and Indices Daily Time Series by INDNO Retrieving Information for Availability of Group INDNOs Retrieving Daily Group Time Series by INDNO= Option Retrieving Monthly Group Time Series by INDNO= Option Retrieving Monthly Treasury Time Series by TREASNO= Option
- References
| Missing Values |
In general, CRSP missing values are represented as ‘.’ in the SAS data set. When accessing the CCM database, SASEXCCM interprets missing values according to the conditions and codes defined by Compustat, and represents them as SAS missing codes, as shown in Table 39.3.
Missing Value |
Missing Code |
Condition |
|---|---|---|
0.0001 |
. |
No data for data item |
0.0002 |
.S |
Data is only on a semi-annual basis |
0.0003 |
.A |
Data is only on an annual basis |
0.0004 |
.C |
Combined into other item |
0.0007 |
.N |
Data is not meaningful |
0.0008 |
.I |
Reported as insignificant |
Missing value codes conform with Compustat’s Strategic Insight and binary conventions for missing values. See the section "Notes on Missing Values" in the second chapter of the CRSP/Compustat Merged Database Guide for more information about how CRSP handles Compustat missing codes.
Note: This procedure is experimental.