The SASEQUAN Interface Engine


The SAS XML (XML format) data that are returned from the Quandl website are placed in a file that is named by the OUTXML= option. The SASEQUAN interface engine creates a separate XML file for each Quandl code that is listed in the IDLIST= option. The engine numbers each data set’s XML file in the order in which it appears in the IDLIST= option, so the first data set has a 1 concatenated to the filename, the second data set has a 2 concatenated to the filename, and so on. In instances of the IDLIST= option that contain more than one Quandl code, the variable names also have the same numeral concatenated to them. This naming convention enables the engine to merge all the selected time series into one SAS data set while preserving the identity of each time series. The SAS XML data file is placed in the location that is specified by the physical-name in your LIBNAME libref SASEQUAN statement, which is described in the section The LIBNAME libref SASEQUAN Statement.