Retrieving Stock Time Series by PERMNO
/*----------------------------------------------------------------
SAS Sample Library
Name: xcmex06.sas
Description: Example program from SAS/ETS User's Guide,
The SASEXCCM Interface Engine
Title: Retrieving Stock Time Series by PERMNO
Product: SAS/ETS Software
Keys: CCM Data Access, CRSPAccess, ITEMLIST=, PERMNO= Option
Procs: SASEXCCM
Notes: Read this before you run this sample.
The CRSP US Stock and Indices database resides
in the CRSP_MSTK folder. You
must install your CRSP Stock database
and define your Windows system environment
variable, CRSP_MSTK, to point to the physical path
of your installed CRSP Stock database. If you define
CRSP_MSTK=\\tappan\crsp1\data201008_little\MIZ201006\,
then you can use the following equivalent form
of the libname statement:
libname crsp sasexccm
"%sysget(CRSP_MSTK)"
setid=20
permno=12490
itemlist="MPRC;MASK;MBID";
For clarity, this example is showing the actual physical
path to the CRSP US Stock and Indices Database. You will
use your own physical path to your data instead of the one
shown below.
----------------------------------------------------------------*/
title 'Retrieve IBM Monthly PRC, ASK, and BID by PERMNO Access';
libname _all_ clear;
libname crsp sasexccm
"\\tappan\crsp1\data201008_little\MIZ201006\"
setid=20
permno=12490
itemlist="MPRC;MASK;MBID";
data mstkts_all( where=( mcaldt >= '30jun2008'd) ) ;
set crsp.mstk_ts;
run;
proc contents data=mstkts_all;
run;
proc print data=mstkts_all;
run;