The SASEXCCM Interface Engine
- Overview
- Getting Started
-
Syntax
-
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
-
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
You can use the SAS DATA step to write the selected CRSP or Compustat data to a SAS data set. This enables you to easily analyze
the data using SAS software. Specifying the name of the output data set in the DATA statement causes the engine supervisor
to create a SAS data set that has the specified name in either the SAS Work library or, if specified, the User library.
The contents of the SAS data set include the DATE of each observation, the series name of each series read from the CRSPAccess database, event variables, and the label or description of each series, event or array.
You can use the PRINT and CONTENTS procedures to print your output data set and its contents. Alternatively, you can view your SAS output observations by opening the desired output data set in the SAS Explorer window. You can also use the SQL procedure with your SASEXCCM libref to create a custom view of your data.