The SASECRSP Interface Engine

The SASECRSP engine supports reading time series, events, portfolios, and group data from CRSPAccess databases. The SETID that you specify determines the database that is read. See Table 46.1 for a list of possible databases. The CRSP environment variable CRSPDB_SASCAL must be defined before the SASECRSP engine can access the CRSPAccess database calendars that provide the time ID variables and enable the libref to be successfully assigned.