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 from Different KeysetsRetrieving Items by Using 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 the INDNO= OptionRetrieving Monthly Group Time Series by the INDNO= Option
- References
References
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Center for Research in Security Prices (2002a). CRSP Programmer’s Guide. Chicago: CRSP, Chicago Booth. http://www.crsp.chicagobooth.edu/documentation/.
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Center for Research in Security Prices (2002b). CRSP SFA Guide. Chicago: CRSP, Chicago Booth. http://www.crsp.chicagobooth.edu/documentation/.
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Center for Research in Security Prices (2003a). CRSP Data Description Guide. Chicago: CRSP, Chicago Booth. http://www.crsp.chicagobooth.edu/documentation/.
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Center for Research in Security Prices (2003b). CRSP Utilities Guide. Chicago: CRSP, Chicago Booth. http://www.crsp.chicagobooth.edu/documentation/.
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Center for Research in Security Prices (2003c). CRSPAccess Database Format Release Notes. Chicago: CRSP, Chicago Booth. http://www.crsp.chicagobooth.edu/documentation/.
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Center for Research in Security Prices (2011). CRSP/Compustat Merged Database Guide. Chicago: CRSP, Chicago Booth.
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Center for Research in Security Prices (2012). CRSP Utilities and Program Libraries Guide: CRSP US Stock & US Indices Databases and CRSP/Compustat Merged Database. Chicago: CRSP, Chicago Booth.