The new experimental SASEXCCM interface engine enables you to access the CRSP/Compustat Merged Database (CCM), created from data delivered via Compustat’s Xpressfeed product, and the CRSP Stock, Indices, and Treasury Databases. SASEXCCM provides a seamless interface for CRSP, Compustat, and SAS data processing. The following new features are provided by the SASEXCCM interface:
SETID= option supports item handling data access to CRSPAccess (300 and up) databases with the designated set identifier, including setid=250.
PERMNO= option enables you to select based on permno, a primary keytype for CRSP Stock data.
PERMCO= option enables you to select based on permco, a keytype for CRSP data.
CUSIP= option enables you to select based on cusip, a keytype for CRSP data.
HCUSIP= option enables you to select based on historical cusip, a keytype for CRSP data.
SICCD= option enables you to select based on siccd, a keytype for CRSP data.
TICKER= option enables you to select based on ticker, a keytype for CRSP data.
GVKEY= option enables you to select based on gvkey, a primary keytype for COMPUSTAT data.
INDNO= option enables you to select based on indno, a primary keytype for CRSP Indices data.
ITEMLIST= option specifies the data items to be selected for access. This option accepts a string in standard CRSP notation.