The SASEQUAN Interface Engine

This example shows how to collapse the daily data to a weekly interval by using the same Quandl code as in Example 50.4, 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, collapsing to a weekly frequency by using the COLLAPSE= option. The output is shown in Output 50.5.1.

options validvarname=any;

title 'JASDAQ-TOP20 ETF, COLLAPSE=WEEKLY Option';
libname _all_ clear;
libname mylib "U:\quan950\doc\";

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

data mylib.jasdaqW;
   set myTOP20.jasdaqW;
run;

proc contents data=mylib.jasdaqW; run;
proc print data=mylib.jasdaqW; run;