The SASECRSP Interface Engine

After the libref is assigned, the database is opened. You can retrieve data for any member that you want in the opened database. For a complete description of available data sets and their fields, see the section Data Elements Reference: SASECRSP Interface Engine. You can also use the SAS DATA step to perform further subsetting and to store the resulting time series in a SAS data set. Because CRSP and SAS use three different date representations, you can use the CRSP date formats, informats, and functions that the SASECRSP engine provides for your data processing needs. For more information about dates in the SASECRSP engine, see the section Understanding CRSP Date Formats, Informats, and Functions and Example 46.6 later in this chapter.

The SASECRSP engine supports Linux X64 (64-bit), Solaris Sun Ultra Sparc, Solaris on Intel x86, and Windows. Windows no longer requires you to install the CRSPAccess API, because it is now distributed automatically by your SAS/ETS installation. Prior to running SASECRSP, your Windows setup requires that the environment variable, CRSPDB_SASCAL, be set to the path where your database calendar files reside.