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 in Different KeysetsRetrieving Items with 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 INDNO= OptionRetrieving Monthly Group Time Series by INDNO= Option
- References
References
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Chicago Booth Center for Research in Security Prices, CRSP/Compustat Merged Database Guide, Chicago: The University of Chicago Booth School of Business, [http://www.crsp.chicagobooth.edu/documentation/].
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Chicago Booth Center for Research in Security Prices, CRSPAccess User Guide, CRSP US Stock & US Indices Databases and CRSP/Compustat Merged Database, Chicago: The University of Chicago Booth School of Business, [http://www.crsp.chicagobooth.edu/documentation/].
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Chicago Booth Center for Research in Security Prices (2003), CRSP Data Description Guide, Chicago: The University of Chicago Booth School of Business, [http://www.crsp.chicagobooth.edu/documentation/].
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Chicago Booth Center for Research in Security Prices (2002), CRSP Programmer’s Guide, Chicago: The University of Chicago Booth School of Business, [http://www.crsp.chicagobooth.edu/documentation/].
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Chicago Booth Center for Research in Security Prices (2003), CRSPAccess Database Format Release Notes, Chicago: The University of Chicago Booth School of Business, [http://www.crsp.chicagobooth.edu/documentation/].
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Chicago Booth Center for Research in Security Prices (2003), CRSP Utilities Guide, Chicago: The University of Chicago Booth School of Business, [http://www.crsp.chicagobooth.edu/documentation/].
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Chicago Booth Center for Research in Security Prices (2002), CRSP SFA Guide, Chicago: The University of Chicago Booth School of Business, [http://www.crsp.chicagobooth.edu/documentation/].