The SASECRSP Interface Engine
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Overview
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Getting Started
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Syntax
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Details
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Examples
Specifying PERMNOs and RANGE on the LIBNAME Statement Using the LIBNAME Statement to Access All Keys Accessing One PERMNO Using No RANGE Specifying Keys Using the INSET= Option Specifying Ranges for Individual Keys with the INSET= Option Converting Dates By Using the CRSP Date Functions Comparing Different Ways of Accessing CCM Data Comparing PERMNO and GVKEY Access of CRSP Stock Data Using Fiscal Date Range Restriction Using Different Types of Range Restrictions in the INSET Using INSET Ranges with the LIBNAME RANGE Option
- References
Syntax: SASECRSP Interface Engine
The SASECRSP engine uses standard engine syntax. Options used by SASECRSP are summarized in Table 38.5.
Option |
Description |
|---|---|
SETID= |
specifies which CRSP database subset to open |
This option is required. See Table 38.1 for complete list of supported SETIDs. |
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PERMNO= |
specifies a CRSP PERMNO to be selected for access |
PERMCO= |
specifies a CRSP PERMCO to be selected for access |
CUSIP= |
specifies a current CUSIP to be selected for access |
HCUSIP= |
specifies a historic CUSIP to be selected for access |
TICKER= |
specifies a TICKER to be selected for access (for active companies only) |
SICCD= |
specifies a SIC Code to be selected for access |
GVKEY= |
specifies a Compustat GVKEY to be selected for access |
INDNO= |
specifies a CRSP INDNO to be selected for access |
RANGE= |
specifies the range of data to keep in format 'YYYYMMDD-YYYYMMDD' |
INSET= |
uses a SAS data set named setname as input for issues |
CRSPLINKPATH= |
specifies location of the CRSP link history. |
This option is required for accessing CRSP data with Compustat’s GVKEY. |