The SASEXCCM Interface Engine (Experimental)

Example 39.12 Retrieving Monthly Treasury Time Series by TREASNO= Option

This example shows how to retrieve monthly US Treasury time series by using the TREASNO= option.

title 'Retrieve Monthly US Treasury Time Series by TREASNO';
libname _all_ clear;

libname crsp sasexccm 
   "\\tappan\crsp1\data201008_little\TRZ201008\"
   setid=100 
   treasno=202999 treasno=203666            
   itemlist="TMASK.*;TMBID.*";

data mtrsts_two;
   set crsp.trs_mth_ts;
run;
proc contents data=mtrsts_two; run;
proc print data=mtrsts_two; run;

Output 39.12.1 Monthly US Treasury Time Series by TREASNO

Retrieve Monthly US Treasury Time Series by TREASNO

The CONTENTS Procedure

Data Set Name	WORK.MTRSTS_TWO	Observations	31
Member Type	DATA	Variables	4
Engine	V9	Indexes	0
Created	Wed, Feb 16, 2011 02:15:22 PM	Observation Length	32
Last Modified	Wed, Feb 16, 2011 02:15:22 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	126
Obs in First Data Page	31
Number of Data Set Repairs	0
Filename	C:\DOCUME~1\saskff\LOCALS~1\Temp\SAS Temporary Files\_TD236_VMW0296_\mtrsts_two.sas7bdat
Release Created	9.0301B0
Host Created	XP_PRO

Alphabetic List of Variables and Attributes
#	Variable	Type	Len	Format	Informat	Label
1	KYTREASNO	Num	8	6.	6.	TREASNO
2	MONTHLY	Num	8	YYMMDDN8.	YYMMDD8.	Date
3	TMASK	Num	8	11.6	11.6	Ask
4	TMBID	Num	8	11.6	11.6	Bid

Retrieve Monthly US Treasury Time Series by TREASNO

Obs	KYTREASNO	MONTHLY	TMASK	TMBID
1	202999	19961129	100.085938	100.054688
2	202999	19961231	99.593750	99.531250
3	202999	19970131	99.593750	99.531250
4	202999	19970228	99.398438	99.335938
5	202999	19970331	98.898438	98.835938
6	202999	19970430	99.230469	99.167969
7	202999	19970530	99.453125	99.390625
8	202999	19970630	99.597656	99.535156
9	202999	19970731	99.988281	99.925781
10	202999	19970829	99.785156	99.722656
11	202999	19970930	99.960938	99.898438
12	202999	19971031	100.054688	99.992188
13	202999	19971128	99.921875	99.859375
14	202999	19971231	100.054688	99.992188
15	202999	19980130	100.226563	100.164063
16	202999	19980227	100.113281	100.050781
17	202999	19980331	100.121094	100.058594
18	202999	19980430	100.152344	100.089844
19	202999	19980529	100.144531	100.082031
20	202999	19980630	100.140625	100.109375
21	202999	19980731	100.125000	100.093750
22	202999	19980831	100.160156	100.128906
23	202999	19980930	100.250000	100.218750
24	202999	19981030	100.128906	100.097656
25	203666	20051230	97.792306	97.781861
26	203666	20060131	98.099833	98.095500
27	203666	20060228	98.391111	98.387556
28	203666	20060331	98.786153	98.783458
29	203666	20060428	99.115458	99.113542
30	203666	20060531	99.538500	99.537500
31	203666	20060630	99.933250	99.933083

Note: This procedure is experimental.