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The SASECRSP Interface Engine

Syntax: SASECRSP Interface Engine

The SASECRSP engine uses standard engine syntax. Options used by SASECRSP are summarized in Table 33.5.

Table 33.5 Summary of LIBNAME libref

Option

Description

SETID=

specifies which CRSP database subset to open

 

This option is required. See Table 33.1 for complete list of supported SETIDs.

PERMNO=

specifies a CRSP PERMNO to be selected for access

PERMCO=

specifies a CRSP PERMCO to be selected for access

CUSIP=

specifies a current CUSIP to be selected for access

HCUSIP=

specifies a historic CUSIP to be selected for access

TICKER=

specifies a TICKER to be selected for access (for active companies only)

SICCD=

specifies a SIC Code to be selected for access

GVKEY=

specifies a Compustat GVKEY to be selected for access

INDNO=

specifies a CRSP INDNO to be selected for access

RANGE=

specifies the range of data to keep in format 'YYYYMMDD-YYYYMMDD'

INSET=

uses a SAS data set named setname as input for issues

CRSPLINKPATH=

specifies location of the CRSP link history.

 

This option is required for accessing CRSP data with Compustat’s GVKEY.

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