The SASEXCCM Interface Engine (Experimental)
- Overview
- Getting Started
-
Syntax
-
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
| CCM Keysets |
Compustat items can be qualified by a set of secondary keys. This collection of secondary keys and values creates a keyset that assigns a numeric code and mnemonic tag to each unique collection. Each keyset represents different output series. For example, one keyset might represent originally reported sales while another might represent the final restated sales from a later filing. Full details about keysets can be found in the CRSP/Compustat Merged Database Guide. For your convenience, Table 39.5 summarizes the keysets.
Keyset |
Tag |
Keyset Description |
|---|---|---|
0 |
Indices |
|
1 |
STD |
Industrial format, consolidated information, |
standardized presentation |
||
2 |
SUMM |
Industrial format, consolidated information, |
standardized summary data (StdSumData) from the latest annual filing |
||
3 |
PRES |
Industrial format, consolidated information, |
standardized summary data collected prior to company amendment |
||
4 |
FS |
Financial services format, consolidated information, standardized presentation |
5 |
PFO |
Industrial format, pro forma reporting, standardized presentation |
6 |
PFAS |
Pre-FASB reporting |
7 |
SFAS |
Industrial format, pre-FASB reporting, standardized presentation |
8 |
PRE |
Industrial format, consolidated information, |
standardized data collected from the latest annual filing |
||
10 |
PDIV |
Industrial format, pre-divestiture reporting, standardized presentation |
11 |
DOM |
Domestic |
12 |
SUPF |
Industrial format, pre-FASB reporting, |
standardized summary data from the latest annual filing |
||
14 |
STD1 |
Industrial format, consolidated information, standardized presentation, rank 1 |
15 |
FSFO |
Financial services format, pro-forma reporting, standardized presentation |
16 |
FS1 |
Financial services format, consolidated information, standardized presentation, rank 1 |
17 |
FS2 |
Financial services format, consolidated information, standardized presentation, rank 2 |
18 |
SUFS |
Industrial format, pro-forma reporting, |
standardized summary data from the latest annual filing |
||
19 |
PDI1 |
Industrial format, pre-divestiture reporting, standardized presentation, rank 1 |
20 |
PFA1 |
Industrial format, pre-FASB reporting, standardized presentation, rank 1 |
Keyset |
Tag |
Keyset Description |
|---|---|---|
21 |
SUPD |
Industrial format, pre-divestiture reporting, |
standardized summary data from the latest annual filing |
||
22 |
FS3 |
Financial services format, consolidated information, standardized presentation, rank 3 |
23 |
PDI2 |
Industrial format, consolidated information, standardized presentation, rank 2 |
24 |
CONS |
Consolidated information |
25 |
STD2 |
Industrial format, consolidated information, standardized presentation, rank 2 |
26 |
STD3 |
Industrial format, consolidated information, standardized presentation, rank 3 |
27 |
STD4 |
Industrial format, consolidated information, standardized presentation, rank 4 |
28 |
STD5 |
Industrial format, consolidated information, standardized presentation, rank 5 |
29 |
PFA2 |
Industrial format, pre-FASB Rrporting, standardized presentation, rank 2 |
30 |
PFA3 |
Industrial format, pre-FASB reporting, standardized presentation, rank 3 |
31 |
CUSD |
Calendar-based reporting in US dollars |
32 |
FUSD |
Fiscal-based reporting in US dollars |
33 |
CCAD |
Calendar-based reporting in Canadian dollars |
34 |
FCAD |
Fiscal-based reporting in Canadian dollars |
35 |
PFA4 |
Industrial format, pre-FASB reporting, standardized presentation, rank 4 |
36 |
PFO2 |
Industrial format, pro-forma reporting, standardized presentation, rank 2 |
37 |
PFO1 |
Industrial format, pro-forma reporting, standardized presentation, rank 1 |
38 |
PRE1 |
Industrial format, consolidated information, |
standardized data collected before company amendment, rank 1 |
||
39 |
FFO1 |
Financial aervices format, pro-forma reporting, standardized presentation, rank 1 |
40 |
FS4 |
Financial services format, consolidated information, standardized presentation, rank 4 |
41 |
GICS |
Industry code type Global Industry Classification Standard |
43 |
FORD |
Pro-forma reporting |
44 |
BSTD |
Bank format, consolidated information, standardized presentation |
45 |
BSUMM |
Bank format, consolidated information, |
standardized summary data from the latest annual filing |
||
46 |
BPFO |
Bank format, pro-forma reporting, standard presentation |
47 |
BASTD |
Bank format, consolidated information, average standardized presentation |
48 |
BASUMM |
Bank format, consolidated information, |
average standardized summary presentation from the latest annual filing |
||
49 |
BAPFO |
Bank format, pro-forma reporting, average standardized presentation |
Note: This procedure is experimental.