The SASEXCCM Interface Engine

The SASEXCCM interface engine enables SAS users to access the CRSP/Compustat Merged (CCM) Database created from data delivered via Compustat’s Xpressfeed product, the CRSP US Stock (STK) Database, and the CRSP US Stock and Indices (IND) Database. SASEXCCM provides a seamless interface for CRSP, Compustat, and SAS data processing.

The SASEXCCM engine uses the LIBNAME statement to specify which database to open and what parts of the database to access.

To specify the database, you supply the combination of a physical path to indicate the location of the data files (CCM, STK, or IND data) and a set identifier (SETID) to identify the database that you want to access from those available at the physical path. SASEXCCM supports data-item-handling access methods for the SETIDs in Table 40.1.

Use the SASECRSP engine for all legacy data access (CRSPAccess 299 and earlier) and for any other SETIDs that are not contained in Table 40.1.