Resources

CRSP Daily NYSE/AMEX Combined Stocks


/*--------------------------------------------------------------

                    SAS Sample Library

        Name: datex09.sas
 Description: Example program from SAS/ETS User's Guide,
              The DATASOURCE Procedure

   Title: CRSP Daily NYSE/AMEX Combined Stocks
 Product: SAS/ETS Software
  System: ALL
    Keys: DATASOURCE  data extraction from various sources
   Procs: DATASOURCE
    Data: sasmisc: dxccal95.dat (DATASOURCE database files)
                   dxcsub95.dat
   Notes: Read this before you run this sample.
          The database resides in the ets/sasmisc folder. You
          must copy the database to a writeable folder before
          using it. Then define your Windows system environment
          variable, DATASRC_DATA, to the path of your
          writeable folder containing
          the dxccal95.dat and dxcsub95.dat files.
          To assign a fileref to the external file to be processed,
          use the following filename statement:

filename dxci "%sysget(DATASRC_DATA)dxccal95.dat" RECFM=F LRECL=130;
filename dxc "%sysget(DATASRC_DATA)dxcsub95.dat" RECFM=F LRECL=400;
--------------------------------------------------------------*/

filename dxci "%sysget(DATASRC_DATA)dxccal95.dat" RECFM=F LRECL=130;
filename dxc "%sysget(DATASRC_DATA)dxcsub95.dat" RECFM=F LRECL=400;

/*--- create output data sets from character format DX files ---*/
/*- create securities output data sets using DATASOURCE  -------*/
/*- statements                                                 -*/
proc datasource filetype=crspdcs  ascii
                infile=( dxci dxc )
                interval=day
                outcont=dxccont
                outkey=dxckey
                outall=dxcall
                out=dxc
                outevent=dxcevent
                outselect=off;
   range from '15aug95'd to '28aug95'd ;
   where cusip in ('12709510','35614220');
run;

title1 'Date Range 15aug95-28aug95 ';

title3 'DX Security File Outputs';
title4 'OUTKEY= Data Set';
proc print data=dxckey;
run;

title4 'OUTCONT= Data Set';
proc print data=dxccont;
run;

title4 "Listing of OUT= Data Set for cusip in ('12709510','35614220')";
proc print data=dxc;
run;

title4 "Listing of OUTEVENT= Data Set for cusip in ('12709510','35614220')";
proc print data=dxcevent;
run;