The SASEQUAN Interface Engine

Syntax: SASEQUAN Interface Engine

The SASEQUAN interface engine uses standard engine syntax to read the observations or data values for one or more Quandl data sets that can contain one or more time series in each data set. Table 43.1 summarizes the options that the SASEQUAN engine uses. In addition, there is one required option: API_KEY=’quan_api_key’.

Table 43.1: Summary of LIBNAME libref SASEQUAN Options




Specifies the required Quandl access key that enables you to access the data that the Quandl website provides.


Specifies whether or not to overwrite the existing XML map file.


Specifies the reporting frequency (lower frequency to collapse the output results to). The valid reporting frequencies are daily, weekly, monthly, quarterly, annual, and none.


Specifies a file extension that indicates the type of file to retrieve. Only XML is supported for the SASEQUAN interface engine in SAS/ETS 13.2 (SAS 9.4M2).


Specifies the frequency of the selected data: daily, weekly, monthly, quarterly, and annual. When the IDLIST= option contains more than one Quandl code, the FREQ= option aggregates higher-frequency data series to lower-frequency time series (such as converting a monthly time series to an annual time series).


Specifies a list of Quandl codes for Quandl data set codes for accessing Quandl time series data. To select more than one data set, list the unique Quandl codes, separated by commas. There is a limit of nine Quandl codes in the IDLIST= option.


Specifies the maximum number of observations (rows) to return (integer between 1 and 100,000, optional; the default is 100,000)


Specifies the order of the results in ascending or descending observation-date order. The valid sort arguments are asc and desc; the default is asc.


Specifies the start date (trim_start) for the observation period (YYYY-MM-DD formatted string, optional; the default is 9999-12-31 (latest available))


Specifies the end date (trim_end) for the observation period (YYYY-MM-DD formatted string, optional; the default is 1776-07-04 (earliest available))


Specifies the transformation method to be used for data transformation. The valid transformation arguments are DIFF, RDIFF, CUMUL, NORMALIZE, and NONE; the default is NONE. See Table 43.2 for formulas.