The SASEXCCM Interface Engine

Overview: SASEXCCM Interface Engine

The SASEXCCM interface engine enables SAS users to access the CRSP/Compustat Merged (CCM) Database, which is created from data delivered via Compustat’s Xpressfeed product, the CRSP US Stock (STK) Database, and the CRSP US Stock and Indices (IND) Database. The SASEXCCM engine 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. The SASEXCCM engine supports data-item-handling access methods for the SETIDs in Table 40.1.

The SASECRSP engine no longer supports COMPUSTAT access. Instead, use the SASEXCCM engine, SETID 250, to read your CRSP/Compustat Merged data.

Table 40.1: CRSP Database SETIDs



Data Set



CRSP Stock, daily data



CRSP Stock, monthly data



CRSP/Compustat Merged data



CRSP Indices data, monthly index groups



CRSP Indices data, monthly index series



CRSP Indices data, daily index groups



CRSP Indices data, daily index series