Transform JASDAQ-TOP20 Exchange Traded Fund (ETF)
/*----------------------------------------------------------------
SAS SAMPLE LIBRARY
Name: quanex06.sas
Description: Example program from SAS/ETS User's Guide,
The SASEQUAN Interface Engine
Title: Transform JASDAQ-TOP20 Exchange Traded Fund (ETF)
Product: SAS/ETS Software
Keys: Quandl data extraction
Procs: SASEQUAN
Notes: Read this before you run this sample.
The sample data provided resides in the ets/sasmisc folder.
If you are using automap=READONLY, then you must copy the
map of your incoming XML data to a writeable folder before
using it. So, define a Windows system environment variable
,QUANDL, to the path of your writeable folder containing
the quanex01.map file and QUANEX01.xml.
To assign a fileref to the external file to be processed,
use the following form of the libname statement:
libname quan sasequan "%sysget(QUANDL)"
FORMAT=XML
OUTXML=quanex06
AUTOMAP=replace
MAPREF=MyMap
XMLMAP="%sysget(QUANDL)quanex06.map"
APIKEY='<your Quandl apikey>'
IDLIST='<your list of Quandl codes>'
START='<trim_start>'
END='<trim-end>'
TRANS=diff
COLLAPSE=weekly
;
----------------------------------------------------------------*/
options validvarname=any;
title 'JASDAQ-TOP20 ETF, TRANS=DIFF Option';
libname _all_ clear;
libname mylib "U:\quan950\doc\";
libname myTOP20 sasequan "%sysget(QUANDL)"
apikey='XXXXXXXXXXXXXXXXXXXX'
idlist='GOOG/TYO_1551'
format=XML
outXml=jasdaqX
automap=replace
mapref=MyMap
xmlmap="%sysget(QUANDL)jasdaqX.map"
start='2014-01-01'
end='2014-03-26'
collapse=weekly
trans=diff
;
data mylib.jasdaqX;
set myTOP20.jasdaqX;
run;
proc contents data=mylib.jasdaqX; run;
proc print data=mylib.jasdaqX; run;