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
The SASEXCCM engine uses standard engine syntax. Options used by SASEXCCM are summarized in Table 40.2. The SETID= and ITEMLIST= options are required.
Table 40.2: Summary of LIBNAME libref
|
Option |
Description |
|---|---|
|
SETID= |
Specifies which CRSP database at the physical path to open. See Table 40.1 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 40.1 and Example 40.2. |
|
GVIIDKEY= |
Specifies a composite GVKEY.IID for accessing security related items by both GVKEY and IID. |
|
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. |
|
ITEMLIST= |
Specifies the selected data items for access. This option accepts a string in standard CRSP notation. |