The SASEXCCM Interface Engine
- Overview
- Getting Started
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Syntax
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DetailsSAS Output Data SetMissing ValuesData Reference: IntroductionCCM Data ItemsCCM KeysetsCCM Data GroupsDaily STK Data ItemsDaily STK Data GroupsMonthly STK Data ItemsMonthly STK Data GroupsIND Group Data Item NamesMonthly IND Group Data Group NamesDaily IND Group Data Group NamesIND Time Series Data Item NamesMonthly IND Time Series Data Group NamesDaily IND Time Series Data Group Names
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ExamplesRetrieving SALE Data for One GVKEYRetrieving SALE Data for Multiple CompaniesRetrieving Data in Different KeysetsRetrieving Items with Global OptionsRetrieving All GVKEYs and Company NamesRetrieving Stock Time Series by PERMNORetrieving Stock and Indices Monthly Time Series by INDNORetrieving Stock and Indices Daily Time Series by INDNORetrieving Information for Availability of Group INDNOsRetrieving Daily Group Time Series by INDNO= OptionRetrieving Monthly Group Time Series by INDNO= Option
- References
The daily indices data consists of the groups listed in Table 40.14.
Table 40.14: US IND Daily Time Series Data Group Names
|
Group Name |
Description |
|---|---|
|
INDHDR |
Index header |
|
INDSUMM |
Index summary |
|
LIST |
Index list history |
|
REBAL |
Index rebalancing history |
|
REBAL_ALL |
Index rebalancing |
|
DLYIND_LVL |
Index levels |
|
DLYIND_RET |
Index returns |
|
DLYIND_TS |
Index series |
|
DLYIND_VAL |
Index values |