The SASEXCCM Interface Engine (Experimental)

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.