The SASEXCCM Interface Engine (Experimental)
- Overview
- Getting Started
-
Syntax
-
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
-
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
Syntax: SASEXCCM Interface Engine
The SASEXCCM engine uses standard engine syntax. Options used by SASEXCCM are summarized in Table 39.2. The SETID= and ITEMLIST= options are required.
Option |
Description |
|---|---|
SETID= |
Specifies which CRSP database at the physical path to open. See Table 39.1 for the complete list of supported SETIDs. |
GVKEY= |
Specifies a Compustat GVKEY for accessing CCM data. To select more than one GVKEY, use this option multiple times. See Example 39.1 and Example 39.2. |
PERMNO= |
Specifies a CRSP PERMNO for accessing STK data. To select more than one PERMNO, use this option multiple times. |
INDNO= |
Specifies a CRSP INDNO for accessing IND data. To select more than one INDNO, use this option multiple times. |
TREASNO= |
Specifies a CRSP TREASNO for accessing TRS data. To select more than one TREASNO, use this option multiple times. |
TCUSIP= |
Specifies a CRSP CUSIP for accessing TRS data. To select more than one TCUSIP, use this option multiple times. |
ITEMLIST= |
Specifies the selected data items for access. This option accepts a string in standard CRSP notation. |
Note: This procedure is experimental.