Example 39.8 Retrieving Stock and Indices Daily Time Series by INDNO

This example shows how to retrieve daily time series by INDNO key access of the IND database. For brevity, the WHERE= option in the DATA step selects a recent range of CALDT.

title 'Retrieve Several Daily Time Series by INDNO Access';
libname _all_ clear;

libname crsp sasexccm 
   "\\bb04smb01\thirdparty\lnx\crspdata\DIZ201006\"
   setid=460
   indno=1000040 indno=1000060 indno=1000080 
   itemlist="TOTCNT.*;TOTVAL.*;TRET.*";

data dindts_all ( where=( caldt >= '15jun2010'd) );
   set crsp.dlyind_ts; 
run;
 
proc print data=dindts_all; run;

Output 39.8.1 Daily Time Series by INDNO
Retrieve Several Daily Time Series by INDNO Access

Obs KYINDNO CALDT TOTCNT TOTVAL TRET
1 1000040 20100615 2668 11859837753.20 0.023096
2 1000040 20100616 2669 11841138158.33 -0.001545
3 1000040 20100617 2670 11852139584.84 0.000916
4 1000040 20100618 2671 11873916422.35 0.001838
5 1000040 20100621 2672 11839008747.57 -0.003009
6 1000040 20100622 2672 11627382000.00 -0.017709
7 1000040 20100623 2672 11594378306.30 -0.002811
8 1000040 20100624 2673 11402808548.54 -0.016525
9 1000040 20100625 2675 11479692502.15 0.006645
10 1000040 20100628 2674 11414419071.77 -0.003311
11 1000040 20100629 2674 11051115070.31 -0.031777
12 1000040 20100630 2674 10987117493.51 -0.008165
13 1000060 20100615 2740 3408075602.72 0.027565
14 1000060 20100616 2741 3408111567.48 -0.000031
15 1000060 20100617 2741 3410846831.87 0.000734
16 1000060 20100618 2741 3414496996.34 0.001222
17 1000060 20100621 2738 3383308305.95 -0.009517
18 1000060 20100622 2741 3343876276.79 -0.011656
19 1000060 20100623 2741 3331677101.72 -0.003784
20 1000060 20100624 2741 3277142757.63 -0.016425
21 1000060 20100625 2740 3289059489.28 0.003588
22 1000060 20100628 2739 3281646245.81 -0.002116
23 1000060 20100629 2741 3156605732.63 -0.038661
24 1000060 20100630 2741 3117034325.97 -0.012478
25 1000080 20100615 5408 15267913355.93 0.024090
26 1000080 20100616 5410 15249249725.81 -0.001207
27 1000080 20100617 5411 15262986416.71 0.000875
28 1000080 20100618 5412 15288413418.68 0.001701
29 1000080 20100621 5410 15222317053.52 -0.004462
30 1000080 20100622 5413 14971258276.79 -0.016364
31 1000080 20100623 5413 14926055408.02 -0.003029
32 1000080 20100624 5414 14679951306.17 -0.016503
33 1000080 20100625 5415 14768751991.42 0.005962
34 1000080 20100628 5413 14696065317.58 -0.003044
35 1000080 20100629 5415 14207720802.94 -0.033314
36 1000080 20100630 5415 14104151819.47 -0.009123


Note: This procedure is experimental.