The LIBNAME libref SASECRSP Statement

Chapter Contents

The SASECRSP Interface Engine

The LIBNAME libref SASECRSP Statement

LIBNAME libref SASECRSP 'physical name' options;

The following options can be used in the LIBNAME libref SASECRSP statement:

SETID=crsp_setidnumber

specifies the CRSP set ID number where 10 is the daily data set ID and 20 is the monthly data set ID number. Two possible values for crsp_setidnumber are 10 or 20. SETID is a required option for the SASECRSP engine.

For more details about the CRSPAccess crsp_setidnumber, refer to "Using Multiple Products" in the CRSPAccess Database Format Installation Guide. For a more complete discussion of SASECRSP set names, key fields, and date fields, see Table 2.1. As an example, to access monthly data, you would use the following statements:

   LIBNAME myLib sasecrsp 'physical-name' 
      SETID=20;

PERMNO=crsp_permnumber

By default, the SASECRSP engine reads all PERMNOs in the CRSPAccess database that you name in your SASECRSP libref. You can limit the time series read from the CRSP database by specifying the PERMNO= option on your LIBNAME statement. From a performance standpoint, the PERMNO= option does random access and reads only the data for the PERMNOs listed. There is no limit to the number of crsp_permnumber options that you can use. As an example, to access monthly data for Microsoft Corporation and for International Business Machine Corporation,

   LIBNAME myLib sasecrsp 'physical-name' 
      SETID=20,
      PERMNO=10107,
      PERMNO=12490;

RANGE='crsp_begdt-crsp_enddt'

To limit the time range of data read from the CRSPAccess database, specify the RANGE= option in your SASECRSP libref, where crsp_begdt is the beginning date in YYYYMMDD format and crsp_enddt is the endding date of the range in YYYYMMDD format. From a performance standpoint, the engine reads all the data for a company and then restricts the data range before passing it back.

As an example, to access daily data for Microsoft Corporation and for International Business Machine Corporation for the first quarter of 2000, use the following statements:

   LIBNAME myLib sasecrsp 'physical-name' 
      SETID=20,
      PERMNO=10107,
      PERMNO=12490,
      RANGE='19990101-19990331';

INSET='setname[,keyfieldname][,keyfieldtype][,date1field][,date2field]'

When you specify a SAS data set named setname as input for issues, the SASECRSP engine assumes a default PERMNO field containing selected CRSP PERMNOs is present in the data set. If optional parameters are included, the first one is the key name, and the second is the key type. The third optional parameter is the beginning date or event date, and the fourth is the ending date in YYYYMMDD format.

Chapter Contents
Previous
Next
Top