The SASEXCCM Interface Engine

Syntax: SASEXCCM Interface Engine

The SASEXCCM interface engine uses standard engine syntax. Options that the SASEXCCM engine uses 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 to be accessed. This option accepts a string in standard CRSP notation.