Read Tammer1's Superset containing Multiple Time Series
/*----------------------------------------------------------------
SAS SAMPLE LIBRARY
Name: quanex07.sas
Description: Example program from SAS/ETS User's Guide,
The SASEQUAN Interface Engine
Title: Read Tammer1's Superset containing Multiple Time Series
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 system environment variable
,QUANDL, to the path of your writeable folder containing
the quanex07.map file and QUANEX07.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=quanex07
AUTOMAP=replace
MAPREF=MyMap
XMLMAP="%sysget(QUANDL)quanex07.map"
APIKEY='<your Quandl apikey>'
IDLIST='<your list of Quandl codes>'
START='<trim_start>'
END='<trim-end>'
COLLAPSE=annual
;
----------------------------------------------------------------*/
options validvarname=any
sslcalistloc="/SASSecurityCertificateFramework/1.1/cacerts/trustedcerts.pem";
title 'Oil, Gold and S&P Index Stock Time Series Using the COLLAPSE= Option';
libname _all_ clear;
libname mylib "/sasusr/playpens/saskff/quan/doc/";
/* export QUANDL=/sasusr/playpens/saskff/quan/test/ */
libname mysup sasequan "/sasusr/playpens/saskff/quan/test/"
apikey='XXXXXXXXXXXXXXXXXXXX'
idlist='DOE/RWTC,BUNDESBANK/BBK01_WT5511,YAHOO/INDEX_GSPC'
format=XML
outXml=Tsupe
automap=replace
mapref=MyMap
xmlmap="/sasusr/playpens/saskff/quan/test/Tsupe.map"
start='1968-12-31'
end='2014-03-27'
collapse=annual
;
data mylib.Tsupe;
set mysup.Tsupe;
label Value_1 = "WTI Crude Oil Spot Price Cushing, OK FOB";
label Value_2= "Gold Price (USD)";
label Open_3= "S&P 500 Index Open";
label High_3="S&P 500 Index High";
label Low_3= "S&P 500 Index Low";
label Close_3="S&P 500 Index Close";
label Volume_3="S&P 500 Index Volume";
label 'Adjusted Close_3'n ="S&P 500 Index Adjusted Close";
run;
proc contents data=mylib.Tsupe; run;
proc print data=mylib.Tsupe(obs=35) label; run;