The SASEQUAN Interface Engine

Example 50.4 Retrieving Data for the JASDAQ-TOP20 Exchange Traded Fund (ETF)

This example shows how to use one Quandl code, GOOG/TYO_1551, to retrieve the price and yield performance of the JASDAQ-TOP20 Exchange Traded Fund (ETF) in Japan, starting January 1, 2014, and ending March 26, 2014, with a daily native frequency. The output is shown in Output 50.4.1.


options validvarname=any;

title 'JASDAQ-TOP20 ETF, Five Time Series';
libname _all_ clear;
libname mylib "U:\quan950\doc\";

libname myTOP20 sasequan "%sysget(QUANDL)"
   apikey='XXXXXXXXXXXXXXXXXXXX'
   idlist='GOOG/TYO_1551'
   format=XML
   outXml=jasdaq
   automap=replace
   mapref=MyMap
   xmlmap="%sysget(QUANDL)jasdaq.map"
   start='2014-01-01'
   end='2014-03-26'
   ;

data mylib.jasdaq;
   set myTOP20.jasdaq;
run;
proc contents data=mylib.jasdaq; run;
proc print data=mylib.jasdaq; run;

Output 50.4.1: JASDAQ-TOP20 ETF

JASDAQ-TOP20 ETF, Five Time Series

Obs date Open High Low Close Volume
1 2014-01-06 6200 6260 6020 6080 19310
2 2014-01-07 6020 6040 5900 5910 11470
3 2014-01-08 6020 6150 5990 6140 11300
4 2014-01-09 6100 6190 6070 6130 13050
5 2014-01-10 6150 6190 6060 6100 13980
6 2014-01-14 5950 6080 5920 5950 21170
7 2014-01-15 6100 6100 6000 6020 6630
8 2014-01-16 6070 6100 5900 5940 8990
9 2014-01-17 5910 6010 5850 6000 8130
10 2014-01-20 6020 6030 5930 5950 4650
11 2014-01-21 5980 6110 5960 6060 14470
12 2014-01-22 6100 6130 6060 6110 7630
13 2014-01-23 6110 6130 5940 5960 11220
14 2014-01-24 5820 6050 5700 5920 23250
15 2014-01-27 5560 5710 5560 5580 18300
16 2014-01-28 5600 5790 5580 5600 11680
17 2014-01-29 5780 5920 5760 5880 12980
18 2014-01-30 5680 5770 5610 5700 8040
19 2014-01-31 5780 5820 5550 5620 8440
20 2014-02-03 5570 5580 5400 5430 14610
21 2014-02-04 5140 5490 5080 5300 40470
22 2014-02-05 5500 5550 5100 5290 18350
23 2014-02-06 5340 5690 5340 5570 11950
24 2014-02-07 5670 5700 5550 5590 8070
25 2014-02-10 5570 5720 5570 5710 8370
26 2014-02-12 5880 5900 5770 5830 12160
27 2014-02-13 5820 5820 5650 5710 5240
28 2014-02-14 5660 5700 5480 5520 6990
29 2014-02-17 5530 5600 5400 5480 3340
30 2014-02-18 5580 5810 5580 5810 8150
31 2014-02-19 5720 5880 5690 5690 5060
32 2014-02-20 5700 5910 5610 5640 15270
33 2014-02-21 5700 5770 5640 5640 8550
34 2014-02-24 5660 5880 5650 5810 9100
35 2014-02-25 5900 6200 5850 6080 37800
36 2014-02-26 6010 6080 5940 5990 11740
37 2014-02-27 5960 5960 5740 5780 14700
38 2014-02-28 5830 5830 5650 5670 4420
39 2014-03-03 5610 5680 5470 5630 8530
40 2014-03-04 5530 5720 5530 5700 3820
41 2014-03-05 5780 5850 5750 5750 7380
42 2014-03-06 5770 5910 5700 5860 6770
43 2014-03-07 5870 5890 5850 5850 3740
44 2014-03-10 5830 5880 5830 5870 2880
45 2014-03-11 5880 5880 5800 5830 2140
46 2014-03-12 5710 5750 5710 5710 1860
47 2014-03-13 5680 5750 5630 5630 1830
48 2014-03-14 5550 5620 5420 5470 9030
49 2014-03-17 5470 5490 5330 5370 5090
50 2014-03-18 5500 5530 5380 5430 7630
51 2014-03-19 5460 5460 5250 5370 3130
52 2014-03-20 5300 5340 5130 5140 4780
53 2014-03-24 5170 5260 5140 5170 2300
54 2014-03-25 5100 5100 4885 4885 14080
55 2014-03-26 4860 5010 4850 4950 9100