The SASEXCCM Interface Engine (Experimental)

Example 39.6 Retrieving Stock Time Series by PERMNO

This example shows how to retrieve the MPRC, MASK, and MBID time series by PERMNO key access in the STK database. For brevity, the WHERE= option in the DATA step selects a range of MCALDT for 25 observations.

title 'Retrieve IBM Monthly PRC, ASK, and BID by PERMNO Access';
libname _all_ clear;

libname crsp sasexccm 
   "\\tappan\crsp1\data201008_little\MIZ201006\"
   setid=20 
   permno=12490 
   itemlist="MPRC.*;MASK.*;MBID.*";

data mstkts_all( where=( mcaldt >= '30jun2008'd) ) ;
   set crsp.mstk_ts;
run;
proc contents data=mstkts_all;
run;
proc print data=mstkts_all;
run;

Output 39.6.1 IBM’s Monthly PRC, ASK, and BID by PERMNO

Retrieve IBM Monthly PRC, ASK, and BID by PERMNO Access

The CONTENTS Procedure

Data Set Name	WORK.MSTKTS_ALL	Observations	25
Member Type	DATA	Variables	5
Engine	V9	Indexes	0
Created	Wed, Feb 16, 2011 02:14:56 PM	Observation Length	40
Last Modified	Wed, Feb 16, 2011 02:14:56 PM	Deleted Observations	0
Protection		Compressed	NO
Data Set Type		Sorted	NO
Label
Data Representation	WINDOWS_32
Encoding	wlatin1 Western (Windows)

Engine/Host Dependent Information
Data Set Page Size	4096
Number of Data Set Pages	1
First Data Page	1
Max Obs per Page	101
Obs in First Data Page	25
Number of Data Set Repairs	0
Filename	C:\DOCUME~1\saskff\LOCALS~1\Temp\SAS Temporary Files\_TD236_VMW0296_\mstkts_all.sas7bdat
Release Created	9.0301B0
Host Created	XP_PRO

Alphabetic List of Variables and Attributes
#	Variable	Type	Len	Format	Informat	Label
1	KYPERMNO	Num	8	6.	6.	PERMNO
4	MASK	Num	8	12.5	12.5	Ask
5	MBID	Num	8	12.5	12.5	Bid
2	MCALDT	Num	8	YYMMDDN8.	YYMMDD8.	Caldt
3	MPRC	Num	8	12.5	12.5	Prc

Retrieve IBM Monthly PRC, ASK, and BID by PERMNO Access

Obs	KYPERMNO	MCALDT	MPRC	MASK	MBID
1	12490	20080630	118.53000	118.63000	118.28000
2	12490	20080731	127.98000	127.93000	127.99000
3	12490	20080829	121.73000	121.77000	121.74000
4	12490	20080930	116.96000	116.19000	116.09000
5	12490	20081031	92.97000	93.54000	92.92000
6	12490	20081128	81.60000	81.72000	81.60000
7	12490	20081231	84.16000	84.22000	84.09000
8	12490	20090130	91.65000	91.73000	91.71000
9	12490	20090227	92.03000	92.18000	92.16000
10	12490	20090331	96.89000	97.10000	97.10000
11	12490	20090430	103.21000	103.39000	103.31000
12	12490	20090529	106.28000	106.38000	106.40000
13	12490	20090630	104.42000	104.38000	104.34000
14	12490	20090731	117.93000	118.01000	117.93000
15	12490	20090831	118.05000	118.06000	118.04000
16	12490	20090930	119.61000	119.56000	119.56000
17	12490	20091030	120.61000	120.63000	120.62000
18	12490	20091130	126.35000	126.43000	126.42000
19	12490	20091231	130.89999	130.89000	130.84000
20	12490	20100129	122.39000	122.32000	122.30000
21	12490	20100226	127.16000	127.22000	127.21000
22	12490	20100331	128.25000	128.30000	128.25999
23	12490	20100430	129.00000	128.89000	128.86000
24	12490	20100528	125.26000	125.17000	125.08000
25	12490	20100630	123.48000	123.41000	123.38000

Note: This procedure is experimental.