FOCUS AREAS

SASEFAME Interface Engine

The SASEFAME interface engine provides a seamless interface between Fame and SAS data to enable SAS users to access and process time series, case series, and formulas that reside in a Fame database.

Fame is an integrated, front-to-back market data and historical database solution for storing and managing real-time and high-volume time series data that are used by leading institutions in the financial, energy, and public sectors, as well as by third-party content aggregators, software vendors, and individual investors. Fame provides real-time market data feeds and end-of-day data, a web-based desktop solution, application hosting, data delivery components, and tools for performing analytic modeling.

The SASEFAME engine uses the LIBNAME statement to enable you to specify the time series that you want to read from the Fame database and how you want to convert the selected time series to the same time scale. You can then use the SAS DATA step to perform further subsetting and to store the resulting time series in a SAS data set. You can perform more analysis (if desired) either in the same SAS session or in a later session.

Documentation

For further details, see the SAS/ETS® User's Guide

Examples