The SASEQUAN Interface Engine

This example shows how to read data from a Quandl superset by using the Quandl code TAMMER1/6KY to retrieve oil, gold, and stock prices. This superset is described at the following URL: https://www.quandl.com/TAMMER1/6KY-GoldOil-Gold-and-Stocks .

There are three superset columns (Oil, Gold, and S&P500), taken from three different Quandl data sets: DOE/_RWTC, BBK01/_WT5511, and YAHOO/_INDEX_GSPC, respectively. Because the Oil, Gold, and S&P500 columns are all from a daily native frequency data set, you can use the collapse frequency "Annual" to minimize the missing values in the output. In the following example, specify a range by using START='1961-12-31' and END='2014-03-27', and specify a collapse frequency by using COLLAPSE=ANNUAL. The output is shown in Output 50.7.1.

options validvarname=any;

title 'TAMMER1/6KY Superset with Multiple Time Series Using the COLLAPSE= Option';
libname _all_ clear;
libname mylib "U:\quan950\doc\";

libname myTAM sasequan "%sysget(QUANDL)"
   apikey='XXXXXXXXXXXXXXXXXXXX'
   idlist='TAMMER1/6KY'
   format=XML
   outXml=superT
   automap=replace
   mapref=MyMap
   xmlmap="%sysget(QUANDL)superT.map"
   start='1961-12-31'
   end='2014-03-27'
   collapse=annual
   ;

data mylib.superT;
   set myTAM.superT;
run;

proc contents data=mylib.superT; run;
proc print data=mylib.superT; run;