The SASEXCCM Interface Engine (Experimental)
- Overview
- Getting Started
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Syntax
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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
References
Chicago Booth Center for Research in Security Prices, CRSP/Compustat Merged Database Guide, Chicago: The University of Chicago Booth School of Business, [http://www.crsp.com/documentation/index.html].
Chicago Booth Center for Research in Security Prices, CRSPAccess User Guide, CRSP US Stock & US Indices Databases and CRSP/Compustat Merged Database, Chicago: The University of Chicago Booth School of Business, [http://www.crsp.com/documentation/index.html].
Chicago Booth Center for Research in Security Prices (2003), CRSP Data Description Guide, Chicago: The University of Chicago Booth School of Business, [http://www.crsp.com/documentation/index.html].
Chicago Booth Center for Research in Security Prices (2002), CRSP Programmer’s Guide, Chicago: The University of Chicago Booth School of Business, [http://www.crsp.com/documentation/index.html].
Chicago Booth Center for Research in Security Prices (2003), CRSPAccess Database Format Release Notes, Chicago: The University of Chicago Booth School of Business, [http://www.crsp.com/documentation/index.html].
Chicago Booth Center for Research in Security Prices (2003), CRSP Utilities Guide, Chicago: The University of Chicago Booth School of Business, [http://www.crsp.com/documentation/index.html].
Chicago Booth Center for Research in Security Prices (2002), CRSP SFA Guide, Chicago: The University of Chicago Booth School of Business, [http://www.crsp.com/documentation/index.html].
Note: This procedure is experimental.