The SASEXCCM Interface Engine
- Overview
- Getting Started
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Syntax
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DetailsSAS Output Data SetMissing ValuesData Reference: IntroductionCCM Data ItemsCCM KeysetsCCM Data GroupsDaily STK Data ItemsDaily STK Data GroupsMonthly STK Data ItemsMonthly STK Data GroupsIND Group Data Item NamesMonthly IND Group Data Group NamesDaily IND Group Data Group NamesIND Time Series Data Item NamesMonthly IND Time Series Data Group NamesDaily IND Time Series Data Group Names
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ExamplesRetrieving SALE Data for One GVKEYRetrieving SALE Data for Multiple CompaniesRetrieving Data in Different KeysetsRetrieving Items with Global OptionsRetrieving All GVKEYs and Company NamesRetrieving Stock Time Series by PERMNORetrieving Stock and Indices Monthly Time Series by INDNORetrieving Stock and Indices Daily Time Series by INDNORetrieving Information for Availability of Group INDNOsRetrieving Daily Group Time Series by INDNO= OptionRetrieving Monthly Group Time Series by INDNO= Option
- References
Missing Values
In general, CRSP missing values are represented as ‘.’ in the SAS data set. When accessing the CCM database, SASEXCCM interprets missing values according to the conditions and codes defined by Compustat, and represents them as SAS missing codes, as shown in Table 40.3.
Table 40.3: Mapping of Compustat and SAS Missing Codes
|
Missing Value |
Missing Code |
Condition |
|---|---|---|
|
0.0001 |
. |
No data for data item |
|
0.0002 |
.S |
Data is only on a semi-annual basis |
|
0.0003 |
.A |
Data is only on an annual basis |
|
0.0004 |
.C |
Combined into other item |
|
0.0007 |
.N |
Data is not meaningful |
|
0.0008 |
.I |
Reported as insignificant |
Missing value codes conform with Compustat’s Strategic Insight and binary conventions for missing values. See the section "Notes on Missing Values" in the second chapter of the CRSP/Compustat Merged Database Guide for more information about how CRSP handles Compustat missing codes.