PROC DATASOURCE can process only certain kinds of data files. For certain time series databases, the DATASOURCE procedure has built-in information on the layout of files composing the database. PROC DATASOURCE knows how to read only these kinds of data files. To access these databases, you must indicate the data file type in the FILETYPE= option. For more detailed information, see the corresponding document for each filetype. (See "References".) The currently supported file types are summarized in Table 12.5.
Table 12.5: Supported File Types
Supplier |
FILETYPE= |
Description |
---|---|---|
BEA |
BEANIPA |
National Income and Product Accounts |
BEANIPAD |
National Income and Product Accounts PC Format |
|
BLS |
BLSCPI |
Consumer Price Index Surveys |
BLSWPI |
Producer Price Index Survey |
|
BLSEENA |
National Employment, Hours, and Earnings Survey |
|
BLSEESA |
State and Area Employment,Hours,and Earnings Survey |
|
GLOBAL |
DRIBASIC |
Basic Economic (formerly CITIBASE) Data Files |
INSIGHT |
CITIBASE |
CITIBASE Data Files |
(DRI) |
DRIDDS |
DRI Data Delivery Service Time Series |
(DRI) |
CITIDISK |
PC Format CITIBASE Databases |
CRSP |
CRY2DBS |
Y2K Daily Binary Security File Format |
CRY2DBI |
Y2K Daily Binary Calendar&Indices File Format |
|
CRY2DBA |
Y2K Daily Binary File Annual Data Format |
|
CRY2MBS |
Y2K Monthly Binary Security File Format |
|
CRY2MBI |
Y2K Monthly Binary Calendar&Indices File Format |
|
CRY2MBA |
Y2K Monthly Binary File Annual Data Format |
|
CRY2DCS |
Y2K Daily Character Security File Format |
|
CRY2DCI |
Y2K Daily Character Calendar&Indices File Format |
|
CRY2DCA |
Y2K Daily Character File Annual Data Format |
|
CRY2MCS |
Y2K Monthly Character Security File Format |
|
CRY2MCI |
Y2K Monthly Character Calendar&Indices File Format |
|
CRY2MCA |
Y2K Monthly Character File Annual Data Format |
|
CRY2DIS |
Y2K Daily IBM Binary Security File Format |
|
CRY2DII |
Y2K Daily IBM Binary Calendar&Indices File Format |
|
CRY2DIA |
Y2K Daily IBM Binary File Annual Data Format |
|
CRY2MIS |
Y2K Monthly IBM Binary Security File Format |
|
CRY2MII |
Y2K Monthly IBM Binary Calendar&Indices File Format |
|
CRY2MIA |
Y2K Monthly IBM Binary File Annual Data Format |
|
CRY2MVS |
Y2K Monthly VAX Binary Security File Format |
|
CRY2MVI |
Y2K Monthly VAX Binary Calendar&Indices File Format |
|
CRY2MVA |
Y2K Monthly VAX Binary File Annual Data Format |
|
CRY2DVS |
Y2K Daily VAX Binary Security File Format |
|
CRY2DVI |
Y2K Daily VAX Binary Calendar&Indices File Format |
|
CRY2DVA |
Y2K Daily VAX Binary File Annual Data Format |
|
CRSPDBS |
CRSP Daily Binary Security File Format |
|
CRSPDBI |
CRSP Daily Binary Calendar&Indices File Format |
|
CRSPDBA |
CRSP Daily Binary File Annual Data Format |
|
CRSPMBS |
CRSP Monthly Binary Security File Format |
|
CRSPMBI |
CRSP Monthly Binary Calendar&Indices File Format |
|
CRSPMBA |
CRSP Monthly Binary File Annual Data Format |
|
CRSPDCS |
CRSP Daily Character Security File Format |
|
CRSPDCI |
CRSP Daily Character Calendar&Indices File Format |
|
CRSPDCA |
CRSP Daily Character File Annual Data Format |
|
CRSPMCS |
CRSP Monthly Character Security File Format |
|
CRSPMCI |
CRSP Monthly Character Calendar&Indices File Format |
|
CRSPMCA |
CRSP Monthly Character File Annual Data Format |
|
CRSPDIS |
CRSP Daily IBM Binary Security File Format |
|
CRSPDII |
CRSP Daily IBM Binary Calendar&Indices File Format |
|
CRSPDIA |
CRSP Daily IBM Binary File Annual Data Format |
|
CRSPMIS |
CRSP Monthly IBM Binary Security File Format |
|
CRSP |
CRSPMII |
CRSP Monthly IBM Binary Calendar&Indices File Format |
CRSPMIA |
CRSP Monthly IBM Binary File Annual Data Format |
|
CRSPMVS |
CRSP Monthly VAX Binary Security File Format |
|
CRSPMVI |
CRSP Monthly VAX Binary Calendar&Indices File Format |
|
CRSPMVA |
CRSP Monthly VAX Binary File Annual Data Format |
|
CRSPDVS |
CRSP Daily VAX Binary Security File Format |
|
CRSPDVI |
CRSP Daily VAX Binary Calendar&Indices File Format |
|
CRSPDVA |
CRSP Daily VAX Binary File Annual Data Format |
|
CRSPMUS |
CRSP Monthly UNIX Binary Security File Format |
|
or utility dump of CRSPAccess Monthly Security File Format |
||
CRSPMUI |
CRSP Monthly UNIX Binary Calendar&Indices File Format |
|
or utility dump of CRSPAccess Monthly Cal&Indices Format |
||
CRSPMUA |
CRSP Monthly UNIX Binary File Annual Data Format |
|
or utility dump of CRSPAccess Monthly Annual Data Format |
||
CRSPDUS |
CRSP Daily UNIX Binary Security File Format |
|
or utility dump of CRSPAccess Daily Security Format |
||
CRSPDUI |
CRSP Daily UNIX Binary Calendar&Indices File Format |
|
or utility dump of CRSPAccess Daily Calendar&Indices Format |
||
CRSPDUA |
CRSP Daily UNIX Binary File Annual Data Format |
|
or utility dump of CRSPAccess Daily Annual Data Format |
||
CRSP |
CRSPMOS |
CRSP Monthly Old Character Security File Format |
CRSPMOI |
CRSP Monthly Old Character Calendar&Indices File Format |
|
CRSPMOA |
CRSP Monthly Old Character File Annual Data Format |
|
CRSPDOS |
CRSP Daily Old Character Security File Format |
|
CRSPDOI |
CRSP Daily Old Character Calendar&Indices File Format |
|
CRSPDOA |
CRSP Daily Old Character File Annual Data Format |
|
CR95MIS |
CRSP 1995 Monthly IBM Binary Security File Format |
|
CR95MII |
CRSP 1995 Monthly IBM Binary Calendar&Indices File Format |
|
CR95MIA |
CRSP 1995 Monthly IBM Binary File Annual Data Format |
|
CR95DIS |
CRSP 1995 Daily IBM Binary Security File Format |
|
CR95DII |
CRSP 1995 Daily IBM Binary Calendar&Indices File Format |
|
CR95DIA |
CRSP 1995 Daily IBM Binary File Annual Data Format |
|
CR95MVS |
CRSP 1995 Monthly VAX Binary Security File Format |
|
CR95MVI |
CRSP 1995 Monthly VAX Binary Calendar&Indices File Format |
|
CR95MVA |
CRSP 1995 Monthly VAX Binary File Annual Data Format |
|
CR95DVS |
CRSP 1995 Daily VAX Binary Security File Format |
|
CR95DVI |
CRSP 1995 Daily VAX Binary Calendar&Indices File Format |
|
CR95DVA |
CRSP 1995 Daily VAX Binary File Annual Data Format |
|
CR95MUS |
CRSP 1995 Monthly UNIX Binary Security File Format |
|
CR95MUI |
CRSP 1995 Monthly UNIX Binary Calendar&Indices File Format |
|
CR95MUA |
CRSP 1995 Monthly UNIX Binary File Annual Data Format |
|
CR95DUS |
CRSP 1995 Daily UNIX Binary Security File Format |
|
CR95DUI |
CRSP 1995 Daily UNIX Binary Calendar&Indices File Format |
|
CR95DUA |
CRSP 1995 Daily UNIX Binary File Annual Data Format |
|
CR95MSS |
CRSP 1995 Monthly VMS Binary Security File Format |
|
CR95MSI |
CRSP 1995 Monthly VMS Binary Calendar&Indices File Format |
|
CR95MSA |
CRSP 1995 Monthly VMS Binary File Annual Data Format |
|
CR95DSS |
CRSP 1995 Daily VMS Binary Security File Format |
|
CR95DSI |
CRSP 1995 Daily VMS Binary Calendar&Indices File Format |
|
CR95DSA |
CRSP 1995 Daily VMS Binary File Annual Data Format |
|
CR95MAS |
CRSP 1995 Monthly ALPHA Binary Security File Format |
|
CR95MAI |
CRSP 1995 Monthly ALPHA Binary Calendar&Indices Format |
|
CR95MAA |
CRSP 1995 Monthly ALPHA Binary File Annual Data Format |
|
CR95DAS |
CRSP 1995 Daily ALPHA Binary Security File Format |
|
CR95DAI |
CRSP 1995 Daily ALPHA Binary Calendar&Indices File Format |
|
CR95DAA |
CRSP 1995 Daily ALPHA Binary File Annual Data Format |
|
FAME |
FAME |
FAME Information Services Databases |
HAVER |
HAVER |
Haver Analytics Data Files |
IMF |
IMFIFSP |
International Financial Statistics, Packed Format |
IMFDOTSP |
Direction of Trade Statistics, Packed Format |
|
IMFBOPSP |
Balance of Payment Statistics, Packed Format |
|
IMFGFSP |
Government Finance Statistics, Packed Format |
|
OECD |
OECDANA |
OECD Annual National Accounts Format |
OECDQNA |
OECD Quarterly National Accounts Format |
|
OECDMEI |
OECD Main Economic Indicators Format |
|
S&P |
CSAIBM |
COMPUSTAT Annual, IBM 360&370 Format |
CS48QIBM |
COMPUSTAT 48 Quarter, IBM 360&370 Format |
|
CSAUC |
COMPUSTAT Annual, Universal Character Format |
|
CS48QUC |
COMPUSTAT 48 Quarter, Universal Character Format |
|
CSAIY2 |
Y2K COMPUSTAT Annual, IBM 360&370 Format |
|
CSQIY2 |
Y2K COMPUSTAT 48 Quarter, IBM 360&370 Format |
|
CSAUCY2 |
Y2K COMPUSTAT Annual, Universal Character Format |
|
CSQUCY2 |
Y2K COMPUSTAT 48 Quarter, Universal Character Format |
Data supplier abbreviations used in Table 12.5 are summarized in Table 12.6.
Table 12.6: Data Supplier Abbreviations
Abbreviation |
Supplier |
---|---|
BEA |
Bureau of Economic Analysis, U.S. Department of Commerce |
BLS |
Bureau of Labor Statistics, U.S. Department of Labor |
CRSP |
Center for Research in Security Prices |
DRI |
Global Insight (formerly DRI/McGraw-Hill) |
FAME |
FAME Information Services, Inc. |
GLOBAL INSIGHT |
Global Insight, Inc. |
HAVER |
Haver Analytics Inc. |
IMF |
International Monetary Fund |
OECD |
Organization for Economic Cooperation and Development |
S&P |
Standard & Poor’s Compustat Services Inc. |
The Bureau of Economic Analysis, U.S. Department of Commerce, supplies national income, product accounting, and various other macroeconomic data at the regional, national, and international levels in the form of data files with various formats and on various media.
The following BEA data file types are supported.
Table 12.7: FILETYPE=BEANIPA–National Income and Product Accounts Format
Metadata Field Types |
Metadata Fields |
Metadata Labels |
---|---|---|
Data Files |
Database is stored in a single file. |
|
INTERVAL= |
YEAR (default), QUARTER, MONTH |
|
BY Variables |
PARTNO |
Part Number of Publication, |
Integer Portion of the Table Number, 1–9 (character) |
||
TABNUM |
Table Number Within Part, |
|
Decimal Portion of the Table Number, 1–24 (character) |
||
Series Variables |
Series variable names are constructed by concatenating table number suffix, line and column numbers within each table. An underscore (_) prefix is also added for readability. |
The PC format National Income and Product Accounts files contain the same information as the BEANIPA files described previously.
Table 12.8: FILETYPE=BEANIPAD–National Income and Product Accounts PC Format
Metadata Field Types |
Metadata Fields |
Metadata Labels |
---|---|---|
Data Files |
Database is stored in a single file. |
|
INTERVAL= |
YEAR (default), QUARTER, MONTH |
|
BY Variables |
PARTNO |
Part Number of Publication, |
Integer Portion of the Table Number, 1–9 (character) |
||
TABNUM |
Table Number Within Part, |
|
Decimal Portion of the Table Number, 1–24 (character) |
||
Series Variables |
Series variable names are constructed by concatenating table number suffix, line and column numbers within each table. An underscore (_) prefix is also added for readability. |
The Bureau of Labor Statistics, U.S. Department of Labor, compiles and distributes data on employment, expenditures, prices, productivity, injuries and illnesses, and wages.
The following BLS file types are supported.
Table 12.9: FILETYPE=BLSCPI–Consumer Price Index Surveys (=CU,CW)
Metadata Field Types |
Metadata Fields |
Metadata Labels |
---|---|---|
Data Files |
Database is stored in a single file. |
|
INTERVAL= |
YEAR, SEMIYEAR1.6, MONTH (default) |
|
BY Variables |
SURVEY |
Survey type: CU=All Urban Consumers, |
CW=Urban Wage Earners and Clerical Workers (character) |
||
SEASON |
Seasonality: S=Seasonally adjusted, |
|
U=Unadjusted (character) |
||
AREA |
Geographic Area (character) |
|
BASPTYPE |
Index Base Period Type, S=Standard, |
|
A=Alternate Reference (character) |
||
BASEPER |
Index Base Period (character) |
|
Series Variables |
Series variable names are the same as consumer item codes listed in the Series Directory shipped with the data. |
|
Missing Codes |
A data value of 0 is interpreted as MISSING. |
Table 12.10: FILETYPE=BLSWPI–Producer Price Index Survey (WP)
Metadata Field Types |
Metadata Fields |
Metadata Labels |
---|---|---|
Data Files |
Database is stored in a single file. |
|
INTERVAL= |
YEAR, MONTH (default) |
|
BY Variables |
SEASON |
Seasonality: S=Seasonally adjusted, |
U=Unadjusted (character) |
||
MAJORCOM |
Major Commodity Group (character) |
|
Sorting Order |
BY SEASON MAJORCOM |
|
Series Variables |
Series variable names are the same as commodity codes but prefixed by an underscore (_). |
|
Missing Codes |
A data value of 0 is interpreted as MISSING. |
Table 12.11: FILETYPE=BLSEENA–National Employment, Hours, and Earnings Survey
Metadata Field Types |
Metadata Fields |
Metadata Labels |
---|---|---|
Data Files |
Database is stored in a single file. |
|
INTERVAL= |
YEAR, QUARTER, MONTH (default) |
|
BY Variables |
SEASON |
Seasonality: S=Seasonally adjusted, |
U=Unadjusted (character) |
||
DIVISION |
Major Industrial Division (character) |
|
INDUSTRY |
Industry Code (character) |
|
Sorting Order |
BY SEASON DIVISION INDUSTRY |
|
Series Variables |
Series variable names are the same as data type codes prefixed by EE. |
|
EE01 |
Total Employment |
|
EE02 |
Employment of Women |
|
EE03 |
Employment of Production or Nonsupervisory Workers |
|
EE04 |
Average Weekly Earnings of Production Workers |
|
EE05 |
Average Weekly Hours of Production Workers |
|
EE06 |
Average Hourly Earnings of Production Workers |
|
EE07 |
Average Weekly Overtime Hours of Production Workers |
|
EE40 |
Index of Aggregate Weekly Hours |
|
EE41 |
Index of Aggregate Weekly Payrolls |
|
EE47 |
Hourly Earnings Index; 1977 Weights; Current Dollars |
|
EE48 |
Hourly Earnings Index; 1977 Weights; Base 1977 Dollars |
|
EE49 |
Average Hourly Earnings; Base 1977 Dollars |
|
EE50 |
Gross Average Weekly Earnings; Current Dollars |
|
EE51 |
Gross Average Weekly Earnings; Base 1977 Dollars |
|
EE52 |
Spendable Average Weekly Earnings; No Dependents; Current Dollars |
|
EE53 |
Spendable Average Weekly Earnings; No Dependents; Base 1977 Dollars |
|
EE54 |
Spendable Average Weekly Earnings; 3 Dependents; Current Dollars |
|
EE55 |
Spendable Average Weekly Earnings; 3 Dependents; Base 1977 Dollars |
|
EE60 |
Average Hourly Earnings Excluding Overtime |
|
EE61 |
Index of Diffusion; 1-month Span; Base 1977 |
|
EE62 |
Index of Diffusion; 3-month Span; Base 1977 |
|
EE63 |
Index of Diffusion; 6-month Span; Base 1977 |
|
EE64 |
Index of Diffusion; 12-month Span; Base 1977 |
|
Missing Codes |
Series data values are set to MISSING when their status codes are 1. |
Table 12.12: FILETYPE=BLSEESA–State and Area Employment, Hours, and Earnings Survey
Metadata Field Types |
Metadata Fields |
Metadata Labels |
---|---|---|
Data Files |
Database is stored in a single file. |
|
INTERVAL= |
YEAR, MONTH (default) |
|
BY Variables |
STATE |
State FIPS codes (numeric) |
AREA |
Area codes (character) |
|
DIVISION |
Major industrial division (character) |
|
INDUSTRY |
Industry code (character) |
|
DETAIL |
Private/Government detail |
|
Sorting Order |
BY STATE AREA DIVISION INDUSTRY DETAIL |
|
Series Variables |
Series variable names are the same as data type codes prefixed by SA. |
|
SA1 |
All employees |
|
SA2 |
Women workers |
|
SA3 |
Production workers |
|
SA4 |
Average weekly earnings |
|
SA5 |
Average weekly hours |
|
Missing Codes |
Series data values are set to MISSING when their status codes are 1. |
The DRIBASIC (formerly CITIBASE) database contains economic and financial indicators of the U.S. and international economies gathered from various government and private sources by DRI/McGraw-Hill, Inc. There are over 8000 yearly, quarterly, monthly, weekly, and daily time series.
Global Insight, formerly DRI/McGraw-Hill, distributes Basic Economic data files on various media. Old DRIDDS data files can be read by DATASOURCE using the DRIDDS filetype.
The following DRI file types are supported.
Table 12.13: FILETYPE=DRIBASIC–Global Insight DRI Basic Economic Data Files
Metadata Field Types |
Metadata Fields |
Metadata Labels |
---|---|---|
Data Files |
Database is stored in a single file. |
|
INTERVAL= |
YEAR (default), QUARTER, MONTH, WEEK, WEEK1.1, WEEK1.2, WEEK1.3, WEEK1.4, WEEK1.5, WEEK1.6, WEEK1.7, WEEKDAY |
|
BY Variables |
None |
|
Series Variables |
Variable names are taken from the series descriptor records in the data file. Note that series codes can be 20 bytes. |
|
Missing Codes |
MISSING=( ’1.000000E9’=. ’NA’-’ND’=. ) |
Note that when you specify the INTERVAL=WEEK option, all the weekly series will be aggregated, and the DATE variable in the OUT= data set will be set to the date of Sundays. The date of first observation for each series is the Sunday marking the beginning of the week that contains the starting date of that variable.
Table 12.14: FILETYPE=DRIDDS–Global Insight DRI Data Delivery Service Data Files
Metadata Field Types |
Metadata Fields |
Metadata Labels |
---|---|---|
Data Files |
Database is stored in a single file. |
|
INTERVAL= |
YEAR (default), SEMIYEAR, QUARTER, MONTH, SEMIMONTH, TENDAY, WEEK, WEEK1.1, WEEK1.2, WEEK1.3, WEEK1.4, WEEK1.5, WEEK1.6, WEEK1.7, WEEKDAY, DAY |
|
BY Variables |
None |
|
Series Variables |
Variable names are taken from the series descriptor records in the data file. Note that series names can be 24 bytes. |
|
Missing Codes |
MISSING=( ’NA’-’ND’=. ) |
This file type is used for CITIBASE data distributed prior to May 1987.
Table 12.15: FILETYPE=CITIOLD–Old Format CITIBASE Data Files
Metadata Field Types |
Metadata Fields |
Metadata Labels |
---|---|---|
Data Files |
Database is stored in a single file. |
|
INTERVAL= |
YEAR (default), QUARTER, MONTH |
|
BY Variables |
None |
|
Series Variables |
Variable names are taken from the series descriptor records in the data file and are the same as the series codes reported in the CITIBASE Directory. |
|
Missing Codes |
1.0E9=. |
Table 12.16: FILETYPE=CITIDISK–PC Format CITIBASE Databases
Metadata Field Types |
Metadata Fields |
Metadata Labels |
---|---|---|
Data Files |
Database is stored in groups of three associated files having the same filename but different extensions: KEY, IND, or DB. The INFILE= option should contain three filerefs in the following order: INFILE=(keyfile indfile dbfile). |
|
INTERVAL= |
YEAR (default), QUARTER, MONTH |
|
BY Variables |
None |
|
Series Variables |
Series variable names are the same as series codes reported in the CITIBASE Directory. |
|
Missing Codes |
1.0E9=. |
COMPUSTAT data files, distributed by Standard & Poor’s Compustat Services, Inc., consist of a collection of financial, statistical, and market information covering several thousand industrial and nonindustrial companies. Data are available in both an IBM 360/370 format and a "Universal Character" format, both of which further subdivide into annual and quarterly formats.
The BY variables are used to select individual companies or a group of companies. Individual companies can be selected by their unique six-digit CUSIP issuer code (CNUM). A number of specific groups of companies can be extracted by the following key fields:
specifies the file identification code used to group companies by files.
specifies the exchange listing code that can be used to group companies by exchange.
is used to extract companies in a specific SIC industry group.
Series names are internally constructed from the data array names documented in the COMPUSTAT manual. Each column of data array is treated as a SAS variable. The names of these variables are generated by concatenating the corresponding column numbers to the array name.
Missing values use four codes. Missing code ’.C’ represents a combined figure where the data item has been combined into another data item, ’.I’ reports an insignificant figure, ’.S’ represents a semi-annual figure in the second and fourth quarters, ’.A’ represents an annual figure in the fourth quarter, and ’.’ indicates that the data item is not available. The missing codes ’.C’ and ’.I’ are not used for Aggregate or Prices, Dividends, and Earnings (PDE) files. The missing codes ’.S’ and ’.A’ are used only on the Industrial Quarterly File and not on the Aggregate Quarterly, Business Information, or PDE files.
Table 12.17: FILETYPE=CSAIBM,CSAIY2 –COMPUSTAT Annual,IBM 360/370 Format
Metadata Field Types |
Metadata Fields |
Metadata Labels |
---|---|---|
Data Files |
Database is stored in a single file. |
|
INTERVAL= |
YEAR (default) |
|
BY Variables |
DNUM |
Industry Classification Code (numeric) |
CNUM |
CUSIP Issuer Code (character) |
|
CIC |
CUSIP Issue Number and Check Digit (numeric) |
|
FILE |
File Identification Code (numeric) |
|
ZLIST |
Exchange Listing and S&P Index Code (numeric) |
|
CONAME |
Company Name (character) |
|
INAME |
Industry Name (character) |
|
SMBL |
Stock Ticker Symbol (character) |
|
XREL |
S&P Industry Index Relative Code (numeric) |
|
STK |
Stock Ownership Code (numeric) |
|
STATE |
Company Location Identification Code - State (numeric) |
|
COUNTY |
Company Location Identification Code - County (numeric) |
|
FINC |
Incorporation Code - Foreign (numeric) |
|
EIN |
Employer Identification Number (character) |
|
CPSPIN |
S&P Index Primary Marker (character) |
|
CSSPIN |
S&P Index Secondary Identifier (character) |
|
CSSPII |
S&P Index Subset Identifier (character) |
|
SDBT |
S&P Senior Debt Rating - Current (character) |
|
SDBTIM |
Footnote- S&P Senior Debt Rating- Current (character) |
|
SUBDBT |
S&P Subordinated Debt Rating - Current (character) |
|
CPAPER |
S&P Commercial Paper Rating - Current (character) |
|
Sorting Order |
BY DNUM CNUM CIC |
|
Series Variables |
DATA1-DATA350 FYR UCODE SOURCE AFTNT1-AFTNT70 |
|
Default KEEP List |
DROP DATA322-DATA326 DATA338 DATA345-DATA347 DATA350 AFTNT52-AFTNT70; |
|
Missing Codes |
0.0001=. 0.0004=.C 0.0008=.I 0.0002=.S 0.0003=.A |
Table 12.18: FILETYPE=CS48QIBM,CSQIY2 –COMPUSTAT 48-Quarter, IBM 360/370 Format
Metadata Field Types |
Metadata Fields |
Metadata Labels |
---|---|---|
Data Files |
Database is stored in a single file. |
|
INTERVAL= |
QUARTER (default) |
|
BY Variables |
DNUM |
Industry Classification Code (numeric) |
CNUM |
CUSIP Issuer Code (character) |
|
CIC |
CUSIP Issue Number and Check Digit (numeric) |
|
FILE |
File Identification Code (numeric) |
|
CONAME |
Company Name (character) |
|
INAME |
Industry Name (character) |
|
EIN |
Employer Identification Number (character) |
|
STK |
Stock Ownership Code (numeric) |
|
SMBL |
Stock Ticker Symbol (character) |
|
ZLIST |
Exchange Listing and S&P Index Code (numeric) |
|
XREL |
S&P Industry Index Relative Code (numeric) |
|
FIC |
Incorporation Code - Foreign (numeric) |
|
INCORP |
Incorporation Code - State (numeric) |
|
STATE |
Company Location Identification Code - State (numeric) |
|
COUNTY |
Company Location Identification Code - County (numeric) |
|
CANDX |
Canadian Index Code - Current (character) |
|
Sorting Order |
BY DNUM CNUM CIC; |
|
Series Variables |
DATA1-DATA232 |
Data Array |
QFTNT1-QFTNT60 |
Data Footnotes |
|
FYR |
Fiscal Year-End Month of Data |
|
SPCSCYR |
SPCS Calendar Year |
|
SPCSCQTR |
SPCS Calendar Quarter |
|
UCODE |
Update Code |
|
SOURCE |
Source Document Code |
|
BONDRATE |
S&P Bond Rating |
|
DEBTCL |
S&P Class of Debt |
|
CPRATE |
S&P Commercial Paper Rating |
|
STOCK |
S&P Common Stock Ranking |
|
MIC |
S&P Major Index Code |
|
IIC |
S&P Industry Index Code |
|
REPORTDT |
Report Date of Quarterly Earnings |
|
FORMAT |
Flow of Funds Statement Format Code |
|
DEBTRT |
S&P Subordinated Debt Rating |
|
CANIC |
Canadian Index Code |
|
CS |
Comparability Status |
|
CSA |
Company Status Alert |
|
SENIOR |
S&P Senior Debt Rating |
|
Default KEEP List |
DROP DATA122-DATA232 QFTNT24-QFTNT60; |
|
Missing Codes |
0.0001=. 0.0004=.C 0.0008=.I 0.0002=.S 0.0003=.A |
Table 12.19: FILETYPE=CSAUC,CSAUCY2 –COMPUSTAT Annual, Universal Character Format
Metadata Field Types |
Metadata Fields |
Metadata Labels |
---|---|---|
Data Files |
Database is stored in a single file. |
|
INTERVAL= |
YEAR (default) |
|
BY Variables |
DNUM |
Industry Classification Code (numeric) |
CNUM |
CUSIP Issuer Code (character) |
|
CIC |
CUSIP Issue Number and Check Digit (character) |
|
FILE |
File Identification Code (numeric) |
|
ZLIST |
Exchange Listing and S&P Index Code (numeric) |
|
CONAME |
Company Name (character) |
|
INAME |
Industry Name (character) |
|
SMBL |
Stock Ticker Symbol (character) |
|
XREL |
S&P Industry Index Relative Code (numeric) |
|
STK |
Stock Ownership Code (numeric) |
|
STATE |
Company Location Identification Code - State (numeric) |
|
COUNTY |
Company Location Identification Code - County (numeric) |
|
FINC |
Incorporation Code - Foreign (numeric) |
|
EIN |
Employer Identification Number (character) |
|
CPSPIN |
S&P Index Primary Marker (character) |
|
CSSPIN |
S&P Index Secondary Identifier (character) |
|
CSSPII |
S&P Index Subset Identifier (character) |
|
SDBT |
S&P Senior Debt Rating - Current (character) |
|
SDBTIM |
Footnote- S&P Senior Debt Rating- Current (character) |
|
SUBDBT |
S&P Subordinated Debt Rating - Current (character) |
|
CPAPER |
S&P Commercial Paper Rating - Current (character) |
|
Sorting Order |
BY DNUM CNUM CIC |
|
Series Variables |
DATA1-DATA350 FYR UCODE SOURCE AFTNT1-AFTNT70 |
|
Default KEEP List |
DROP DATA322-DATA326 DATA338 DATA345-DATA347 DATA350 AFTNT52-AFTNT70; |
|
Missing Codes |
-0.001=. -0.004=.C -0.008=.I -0.002=.S -0.003=.A |
Table 12.20: FILETYPE=CS48QUC,CSQUCY2 –COMPUSTAT 48 Quarter, Universal Character Format
Metadata Field Types |
Metadata Fields |
Metadata Labels |
---|---|---|
Data Files |
Database is stored in a single file. |
|
INTERVAL= |
QUARTER (default) |
|
BY Variables |
DNUM |
Industry Classification Code (numeric) |
CNUM |
CUSIP Issuer Code (character) |
|
CIC |
CUSIP Issue Number and Check Digit (character) |
|
FILE |
File Identification Code (numeric) |
|
CONAME |
Company Name (character) |
|
INAME |
Industry Name (character) |
|
EIN |
Employer Identification Number (character) |
|
STK |
Stock Ownership Code (numeric) |
|
SMBL |
Stock Ticker Symbol (character) |
|
ZLIST |
Exchange Listing and S&P Index Code (numeric) |
|
XREL |
S&P Industry Index Relative Code (numeric) |
|
FIC |
Incorporation Code - Foreign (numeric) |
|
INCORP |
Incorporation Code - State (numeric) |
|
STATE |
Company Location Identification Code - State (numeric) |
|
COUNTY |
Company Location Identification Code - County (numeric) |
|
CANDXC |
Canadian Index Code - Current (numeric) |
|
Sorting Order |
BY DNUM CNUM CIC |
|
Series Variables |
DATA1-DATA232 |
Data Array |
QFTNT1-QFTNT60 |
Data Footnotes |
|
FYR |
Fiscal Year-End Month of Data |
|
SPCSCYR |
SPCS Calendar Year |
|
SPCSCQTR |
SPCS Calendar Quarter |
|
UCODE |
Update Code |
|
SOURCE |
Source Document Code |
|
BONDRATE |
S&P Bond Rating |
|
DEBTCL |
S&P Class of Debt |
|
CPRATE |
S&P Commercial Paper Rating |
|
STOCK |
S&P Common Stock Ranking |
|
MIC |
S&P Major Index Code |
|
IIC |
S&P Industry Index Code |
|
REPORTDT |
Report Date of Quarterly Earnings |
|
FORMAT |
Flow of Funds Statement Format Code |
|
DEBTRT |
S&P Subordinated Debt Rating |
|
CANIC |
Canadian Index Code - Current |
|
CS |
Comparability Status |
|
CSA |
Company Status Alert |
|
SENIOR |
S&P Senior Debt Rating |
|
Default KEEP List |
DROP DATA122-DATA232 QFTNT24-QFTNT60; |
|
Missing Codes |
-0.001=. -0.004=.C -0.008=.I -0.002=.S -0.003=.A |
The Center for Research in Security Prices provides comprehensive security price data through two primary stock files, the NYSE/AMEX file and the NASDAQ file. These files contain master and return components, available separately or combined. CRSP stock files are further differentiated by the frequency at which prices and returns are reported, daily or monthly. Both daily and monthly files contain annual data fields.
CRSP data files are distributed in CRSPAccess format. See Chapter 38: The SASECRSP Interface Engine, for more about accessing your CRSPAccess database. You can convert your CRSPAccess data to binary format (SFA format) by using the CRSP-supplied utility (STK_DUMP_BIN). Use the DATASOURCE procedure for SFA format access and use SASECRSP Interface for CRSPAccess.
CRSP stock data (in SFA format) are provided in two files, a main data file containing security information and a calendar/indices file containing a list of trading dates and market information associated with those trading dates.
The file types for CRSP stock files are constructed by concatenating CRSP with a D or M to indicate the frequency of data, followed by B, C, or I to indicate file formats. B is for host binary, C is for character, and I is for IBM binary formats. The last character in the file type indicates if you are reading the Calendar/Indices file (I), or if you are extracting the security (S) or annual data (A). For example, the file type for the daily NYSE/AMEX combined data in IBM binary format is CRSPDIS. Its calendar/indices file can be read by CRSPDII, and its annual data can be extracted by CRSPDIA.
Starting in 1995, binary data used split records (RICFAC=2), so the 1995 filetypes (CR95*) should be used for 1995 and 1996 binary data. If you use utility routines supplied by CRSP to convert a character format file to a binary format file on a given host, then you need to use host binary file types (RIDFAC=1) to read those files in. Note that you cannot do the conversion on one host and transfer and read the file on another host.
If you are using the CRSPAccess Database, you will need to use the utility routine (stk_dump_bin) supplied by CRSP to generate the UNIX binary format of the data. You can access the UNIX (or SUN) binary data by using PROC DATASOURCE with the CRSPDUS for daily or CRSPMUS for monthly stock data.
For the four-digit year data, use the Y2K-compliant filetypes for that data type.
For CRSP file types, the INFILE= option must be of the form
INFILE=( calfile security1 < security2 ... > )
where calfile is the fileref assigned to the calendar/indices file, and security1 < security2 …> are the filerefs given to the security files, in the order in which they should be read.
Table 12.21: CRSP Calendar/Indices Files Format
Metadata Field Types |
Metadata Fields |
Metadata Labels |
---|---|---|
Data Files |
Database is stored in a single file. |
|
INTERVAL= |
DAY |
for products DA, DR, DX, EX, NX, and RA |
MONTH |
for products MA, MX, and MZ |
|
BY Variables |
None |
|
Series Variables |
VWRETD |
Value-Weighted Return (including all distributions) |
VWRETX |
Value-Weighted Return (excluding dividends) |
|
EWRETD |
Equal-Weighted Return (including all distributions) |
|
EWRETX |
Equal-Weighted Return (excluding dividends) |
|
TOTVAL |
Total Market Value |
|
TOTCNT |
Total Market Count |
|
USDVAL |
Market Value of Securities Used |
|
USDCNT |
Count of Securities Used |
|
SPINDX |
Level of the Standard & Poor’s Composite Index |
|
SPRTRN |
Return on the Standard & Poor’s Composite Index |
|
NCINDX |
NASDAQ Composite Index |
|
NCRTRN |
NASDAQ Composite Return |
|
Default KEEP List |
All variables will be kept. |
Table 12.22: CRSP Daily Security Files Format
Metadata Field Types |
Metadata Fields |
Metadata Labels |
|
---|---|---|---|
Data Files |
INFILE=( calfile securty1 < securty2 …> ) |
||
INTERVAL= |
DAY |
||
BY Variables |
CUSIP |
CUSIP Identifier (character) |
|
PERMNO |
CRSP Permanent Number (numeric) |
||
COMPNO |
NASDAQ Company Number (numeric) |
||
ISSUNO |
NASDAQ Issue Number (numeric) |
||
HEXCD |
Header Exchange Code (numeric) |
||
HSICCD |
Header SIC Code (numeric) |
||
Sorting Order |
BY CUSIP |
||
Series Variables |
BIDLO |
Bid or Low |
|
ASKHI |
Ask or High |
||
PRC |
Closing Price of Bid/Ask Average |
||
VOL |
Share Volume |
||
RET |
Holding Period Return |
||
missing=( -66.0 = .p -77.0 = .t -88.0 = .r -99.0 = .b ) |
|||
BXRET |
Beta Excess Return |
||
missing=( -44.0 = . ) |
|||
SXRET |
Standard Deviation Excess Return |
||
missing=( -44.0 = . ) |
|||
Events |
NAMES |
NCUSIP |
Name CUSIP |
TICKER |
Exchange Ticker Symbol |
||
COMNAM |
Company Name |
||
SHRCLS |
Share Class |
||
SHRCD |
Share Code |
||
EXCHCD |
Exchange Code |
||
SICCD |
Standard Industrial Classification Code |
||
DIST |
DISTCD |
Distribution Code |
|
DIVAMT |
Dividend Cash Amount |
||
FACPR |
Factor to Adjust Price |
||
FACSHR |
Factor to Adjust Shares Outstanding |
||
DCLRDT |
Declaration Date |
||
RCRDDT |
Record Date |
||
PAYDT |
Payment Date |
||
SHARES |
SHROUT |
Number of Shares Outstanding |
|
SHRFLG |
Share Flag |
||
DELIST |
DLSTCD |
Delisting Code |
|
NWPERM |
New CRSP Permanent Number |
||
NEXTDT |
Date of Next Available Information |
||
DLBID |
Delisting Bid |
||
DLASK |
Delisting Ask |
||
DLPRC |
Delisting Price |
||
DLVOL |
Delisting Volume |
||
missing=( -99 = . ) |
|||
DLRET |
Delisting Return |
||
missing=( -55.0=.s -66.0=.t -88.0=.a -99.0=.p ); |
|||
NASDIN |
TRTSCD |
Traits Code |
|
NMSIND |
National Market System Indicator |
||
MMCNT |
Market Maker Count |
||
NSDINX |
NASD Index |
||
Default KEEP Lists |
All periodic series variables will be output to the OUT= data set and all event variables will be output to the OUTEVENT= data set. |
Table 12.23: CRSP Monthly Security Files Format
Metadata Field Types |
Metadata Fields |
Metadata Labels |
|
---|---|---|---|
Data Files |
INFILE=( calfile security1 < security2 …> ) |
||
INTERVAL= |
MONTH |
||
BY Variables |
CUSIP |
CUSIP Identifier (character) |
|
PERMNO |
CRSP Permanent Number (numeric) |
||
COMPNO |
NASDAQ Company Number (numeric) |
||
ISSUNO |
NASDAQ Issue Number (numeric) |
||
HEXCD |
Header Exchange Code (numeric) |
||
HSICCD |
Header SIC Code (numeric) |
||
Sorting Order |
BY CUSIP |
||
Series Variables |
BIDLO |
Bid or Low |
|
ASKHI |
Ask or High |
||
PRC |
Closing Price of Bid/Ask average |
||
VOL |
Share Volume |
||
RET |
Holding Period Return |
||
missing=( -66.0 = .p -77.0 = .t -88.0 = .r -99.0 = .b ); |
|||
RETX |
Return Without Dividends |
||
missing=( -44.0 = . ) |
|||
PRC2 |
Secondary Price |
||
missing=( -44.0 = . ) |
|||
Events |
NAMES |
NCUSIP |
Name CUSIP |
TICKER |
Exchange Ticker Symbol |
||
COMNAM |
Company Name |
||
SHRCLS |
Share Class |
||
SHRCD |
Share Code |
||
EXCHCD |
Exchange Code |
||
SICCD |
Standard Industrial Classification Code |
||
DIST |
DISTCD |
Distribution Code |
|
DIVAMT |
Dividend Cash Amount |
||
FACPR |
Factor to Adjust Price |
||
FACSHR |
Factor to Adjust Shares Outstanding |
||
EXDT |
Ex-distribution Date |
||
RCRDDT |
Record Date |
||
PAYDT |
Payment Date |
||
SHARES |
SHROUT |
Number of Shares Outstanding |
|
SHRFLG |
Share Flag |
||
DELIST |
DLSTCD |
Delisting Code |
|
NWPERM |
New CRSP Permanent Number |
||
NEXTDT |
Date of Next Available Information |
||
DLBID |
Delisting Bid |
||
DLASK |
Delisting Ask |
||
DLPRC |
Delisting Price |
||
DLVOL |
Delisting Volume |
||
DLRET |
Delisting Return |
||
missing=( -55.0=.s -66.0=.t -88.0=.a -99.0=.p ); |
|||
NASDIN |
TRTSCD |
Traits Code |
|
NMSIND |
National Market System Indicator |
||
MMCNT |
Market Maker Count |
||
NSDINX |
NASD Index |
||
Default KEEP Lists |
All periodic series variables will be output to the OUT= data set and all event variables will be output to the OUTEVENT= data set. |
Table 12.24: CRSP Annual Data Format
Metadata Field Types |
Metadata Fields |
Metadata Labels |
---|---|---|
Data Files |
INFILE=( security1 < security2 …> ) |
|
INTERVAL= |
YEAR |
|
BY Variables |
CUSIP |
CUSIP Identifier (character) |
PERMNO |
CRSP Permanent Number (numeric) |
|
COMPNO |
NASDAQ Company Number (numeric) |
|
ISSUNO |
NASDAQ Issue Number (numeric) |
|
HEXCD |
Header Exchange Code (numeric) |
|
HSICCD |
Header SIC Code (numeric) |
|
Sorting Order |
BY CUSIP |
|
Series Variables |
CAPV |
Year End Capitalization |
SDEVV |
Annual Standard Deviation |
|
missing=( -99.0 = . ) |
||
BETAV |
Annual Beta |
|
missing=( -99.0 = . ) |
||
CAPN |
Year End Capitalization Portfolio Assignment |
|
SDEVN |
Standard Deviation Portfolio Assignment |
|
BETAN |
Beta Portfolio Assignment |
|
Default KEEP Lists |
All variables will be kept. |
The DATASOURCE procedure provides access to FAME Information Services databases for UNIX-based systems only. See "The SASEFAME Interface Engine" in Chapter 41: The SASEFAME Interface Engine, for information about a more flexible FAME database access.
The DATASOURCE interface to FAME requires a component supplied by FAME Information Services, Inc. Once this FAME component is installed on your system, you can use the DATASOURCE procedure to extract data from your FAME databases by giving the following specifications.
Specify FILETYPE=FAME in the PROC DATASOURCE statement and give the FAME database name to access with a DBNAME=’fame-database ’ option. The character string you specify in the DBNAME= option is passed through to FAME; specify the value of this option as you would in accessing the database from within FAME software.
Specify the output SAS data set to be created, the frequency of the series to be extracted, and other usual DATASOURCE procedure options as appropriate.
Specify the time range to extract with a RANGE statement. The RANGE statement is required when extracting series from FAME databases.
Name the FAME series to be extracted with a KEEP statement. The items in the KEEP statement are passed through to FAME software; therefore, you can use any valid FAME expression to specify the series to be extracted. Enclose in quotes any FAME series name or expression that is not a valid SAS name.
Name the SAS variable names you want to use for the extracted series in a RENAME statement. Give the FAME series name or expression (in quotes if needed) followed by an equal sign and the SAS name. The RENAME statement is not required; however, if the FAME series name is not a valid SAS variable name, the DATASOURCE procedure will construct a SAS name by translating and truncating the FAME series name. This process might not produce the desired name for the variable in the output SAS data set, so a rename statement could be used to produce a more appropriate variable name. The VALIDVARNAME=ANY option in your SAS options statement can be used to allow special characters in the SAS variable name.
For an alternative solution to PROC DATASOURCE’s access to FAME, see "The SASEFAME Interface Engine" in Chapter 41: The SASEFAME Interface Engine.
Table 12.25: FILETYPE=FAME–FAME Information Services Database Format
Metadata Field Types |
Metadata Fields |
Metadata Labels |
---|---|---|
INTERVAL= |
YEAR |
correspond to FAME’s ANNUAL(DECEMBER) |
YEAR.2 |
correspond to FAME’s ANNUAL(JANUARY) |
|
YEAR.3 |
correspond to FAME’s ANNUAL(FEBRUARY) |
|
YEAR.4 |
correspond to FAME’s ANNUAL(MARCH) |
|
YEAR.5 |
correspond to FAME’s ANNUAL(APRIL) |
|
YEAR.6 |
correspond to FAME’s ANNUAL(MAY) |
|
YEAR.7 |
correspond to FAME’s ANNUAL(JUNE) |
|
YEAR.8 |
correspond to FAME’s ANNUAL(JULY) |
|
YEAR.9 |
correspond to FAME’s ANNUAL(AUGUST) |
|
YEAR.10 |
correspond to FAME’s ANNUAL(SEPTEMBER) |
|
YEAR.11 |
correspond to FAME’s ANNUAL(OCTOBER) |
|
YEAR.12 |
correspond to FAME’s ANNUAL(NOVEMBER) |
|
SEMIYEAR |
correspond to FAME’s SEMIYEAR |
|
QUARTER |
correspond to FAME’s QUARTER |
|
MONTH |
correspond to FAME’s MONTH |
|
SEMIMONTH |
correspond to FAME’s SEMIMONTH |
|
TENDAY |
correspond to FAME’s TENDAY |
|
WEEK |
corresponds to FAME’s WEEKLY(SATURDAY) |
|
WEEK.2 |
corresponds to FAME’s WEEKLY(SUNDAY) |
|
WEEK.3 |
corresponds to FAME’s WEEKLY(MONDAY) |
|
WEEK.4 |
corresponds to FAME’s WEEKLY(TUESDAY) |
|
WEEK.5 |
corresponds to FAME’s WEEKLY(WEDNESDAY) |
|
WEEK.6 |
corresponds to FAME’s WEEKLY(THURSDAY) |
|
WEEK.7 |
corresponds to FAME’s WEEKLY(FRIDAY) |
|
WEEK2 |
corresponds to FAME’s BIWEEKLY(ASATURDAY) |
|
WEEK2.2 |
correspond to FAME’s BIWEEKLY(ASUNDAY) |
|
WEEK2.3 |
correspond to FAME’s BIWEEKLY(AMONDAY) |
|
WEEK2.4 |
correspond to FAME’s BIWEEKLY(ATUESDAY) |
|
WEEK2.5 |
correspond to FAME’s BIWEEKLY(AWEDNESDAY) |
|
WEEK2.6 |
correspond to FAME’s BIWEEKLY(ATHURSDAY) |
|
WEEK2.7 |
correspond to FAME’s BIWEEKLY(AFRIDAY) |
|
WEEK2.8 |
correspond to FAME’s BIWEEKLY(BSATURDAY) |
|
WEEK2.9 |
correspond to FAME’s BIWEEKLY(BSUNDAY) |
|
WEEK2.10 |
correspond to FAME’s BIWEEKLY(BMONDAY) |
|
WEEK2.11 |
correspond to FAME’s BIWEEKLY(BTUESDAY) |
|
WEEK2.12 |
correspond to FAME’s BIWEEKLY(BWEDNESDAY) |
|
WEEK2.13 |
correspond to FAME’s BIWEEKLY(BTHURSDAY) |
|
WEEK2.14 |
correspond to FAME’s BIWEEKLY(BFRIDAY) |
|
WEEKDAY |
correspond to FAME’s WEEKDAY |
|
DAY |
correspond to FAME’s DAY |
|
BY Variables |
None |
|
Series Variables |
Variable names are constructed from the FAME series codes. Note that series names are limited to 32 bytes. |
Haver Analytics offers a broad range of economic, financial, and industrial data for the United States and other countries. See "The SASEHAVR Interface Engine" in Chapter 42: The SASEHAVR Interface Engine, for information about accessing your HAVER DLX database. SASEHAVR is supported on most Windows environments. Use the DATASOURCE procedure for serial access of your data. The format of Haver Analytics data files is similar to the CITIBASE/DRIBASIC formats.
Table 12.26: FILETYPE=HAVER–Haver Analytics Data Files Format
Metadata Field Types |
Metadata Fields |
Metadata Labels |
---|---|---|
Data Files |
Database is stored in a single file. |
|
INTERVAL= |
YEAR (default), QUARTER, MONTH |
|
Series Variables |
Variable names are taken from the series descriptor records in the data file. NOTE: HAVER filetype reports the UPDATE and SOURCE in the OUTCONT= data set, while HAVERO does not. |
|
Missing Codes |
1.0E9=. |
The International Monetary Fund’s Economic Information System (EIS) offers subscriptions for their International Financial Statistics (IFS), Direction of Trade Statistics (DOTS), Balance of Payment Statistics (BOPS), and Government Finance Statistics (GFS) databases. The first three contain annual, quarterly, and monthly data, while the GFS file has only annual data.
PROC DATASOURCE supports only the packed format IMF data.
The IFS data files contain over 23,000 time series including interest and exchange rates, national income and product accounts, price and production indexes, money and banking, export commodity prices, and balance of payments for nearly 200 countries and regional aggregates.
Table 12.27: FILETYPE=IMFIFSP–International Financial Statistics Format
Metadata Field Types |
Metadata Fields |
Metadata Labels |
---|---|---|
Data Files |
Database is stored in a single file. |
|
INTERVAL= |
YEAR (default), QUARTER, MONTH |
|
BY Variables |
COUNTRY |
Country Code (character, three digits) |
CSC |
Control Source Code (character) |
|
PARTNER |
Partner Country Code (character, three digits) |
|
VERSION |
Version Code (character) |
|
Sorting Order |
BY COUNTRY CSC PARTNER VERSION |
|
Series Variables |
Series variable names are the same as series codes reported in IMF Documentation prefixed by F for data and F_F for footnote indicators. |
|
Default KEEP List |
By default all the footnote indicators will be dropped. |
The DOTS files contain time series on the distribution of exports and imports for about 160 countries and country groups by partner country and areas.
Table 12.28: FILETYPE=IMFDOTSP–Direction of Trade Statistics Format
Metadata Field Types |
Metadata Fields |
Metadata Labels |
---|---|---|
Data Files |
Database is stored in a single file. |
|
INTERVAL= |
YEAR (default), QUARTER, MONTH |
|
BY Variables |
COUNTRY |
Country Code (character, three digits) |
CSC |
Control Source Code (character) |
|
PARTNER |
Partner Country Code (character, three digits) |
|
VERSION |
Version Code (character) |
|
Sorting Order |
BY COUNTRY CSC PARTNER VERSION |
|
Series Variables |
Series variable names are the same as series codes reported in IMF Documentation prefixed by D for data and F_D for footnote indicators. |
|
Default KEEP List |
By default all the footnote indicators will be dropped. |
The BOPS data files contain approximately 43,000 time series on balance of payments for about 120 countries.
Table 12.29: FILETYPE=IMFBOPSP–Balance of Payment Statistics Format
Metadata Field Types |
Metadata Fields |
Metadata Labels |
---|---|---|
Data Files |
Database is stored in a single file. |
|
INTERVAL= |
YEAR (default), QUARTER, MONTH |
|
BY Variables |
COUNTRY |
Country Code (character, three digits) |
CSC |
Control Source Code (character) |
|
PARTNER |
Partner Country Code (character, three digits) |
|
VERSION |
Version Code (character) |
|
Sorting Order |
BY COUNTRY CSC PARTNER VERSION |
|
Series Variables |
Series variable names are the same as series codes reported in IMF Documentation prefixed by B for data and F_B for footnote indicators. |
|
Default KEEP List |
By default all the footnote indicators will be dropped. |
The GFS data files encompass approximately 28,000 time series that give a detailed picture of federal government revenue, grants, expenditures, lending minus repayment financing and debt, and summary data of state and local governments, covering 128 countries.
Table 12.30: FILETYPE=IMFGFSP–Government Finance Statistics Format
Metadata Field Types |
Metadata Fields |
Metadata Labels |
---|---|---|
Data Files |
Database is stored in a single file. |
|
INTERVAL= |
YEAR (default), QUARTER, MONTH |
|
BY Variables |
COUNTRY |
Country Code (character, three digits) |
CSC |
Control Source Code (character) |
|
PARTNER |
Partner Country Code (character, three digits) |
|
VERSION |
Version Code (character) |
|
Sorting Order |
BY COUNTRY CSC PARTNER VERSION |
|
Series Variables |
Series variable names are the same as series codes reported in IMF Documentation prefixed by G for data and F_G for footnote indicators. |
|
Default KEEP List |
By default all the footnote indicators will be dropped. |
The Organization for Economic Cooperation and Development compiles and distributes statistical data, including National Accounts and Main Economic Indicators.
The ANA data files contain both main national aggregates accounts (Volume I) and detailed tables for each OECD Member country (Volume II).
Table 12.31: FILETYPE=OECDANA–Annual National Accounts Format
Metadata Field Types |
Metadata Fields |
Metadata Labels |
---|---|---|
Data Files |
Database is stored on a single file. |
|
INTERVAL= |
YEAR (default), SEMIYR1.6, QUARTER, MONTH, WEEK, WEEKDAY |
|
BY Variables |
PREFIX |
Table number prefix (character) |
CNTRYZ |
Country Code (character) |
|
Series Variables |
Series variable names are the same as the mnemonic name of the element given on the element ’E’ record. They are taken from the 12 byte time series ’T’ record time series indicative. |
|
Series Renamed |
OLDNAME |
NEWNAME |
p0discgdpe |
p0digdpe |
|
doll2gdpe |
dol2gdpe |
|
doll3gdpe |
dol3gdpe |
|
doll1gdpe |
dol1gdpe |
|
ppp1gdpd |
pp1gdpd |
|
ppp1gdpd1 |
pp1gdpd1 |
|
p0itxgdpc |
p0itgdpc |
|
p0itxgdps |
p0itgdps |
|
p0subgdpc |
p0sugdpc |
|
p0subgdps |
p0sugdps |
|
p0cfcgdpc |
p0cfgdpc |
|
p0cfgddps |
p0cfgdps |
|
p0discgdpc |
p0dicgdc |
|
p0discgdps |
p0dicgds |
|
Missing Codes |
A data value of * is interpreted as MISSING. |
The QNA file contains the main aggregates of quarterly national accounts for 16 OECD Member Countries and on a selected number of aggregates for 4 groups of member countries: OECD-Total, OECD-Europe, EEC, and the 7 major countries.
Table 12.32: FILETYPE=OECDQNA–Quarterly National Accounts Format
Metadata Field Types |
Metadata Fields |
Metadata Labels |
---|---|---|
Data Files |
Database is stored on a single file. |
|
INTERVAL= |
QUARTER(default),YEAR |
|
BY Variables |
COUNTRY |
Country Code (character) |
SEASON |
Seasonality |
|
S=seasonally adjusted |
||
0=raw data, not seasonally adjusted |
||
PRICETAG |
Prices |
|
C=data at current prices |
||
R,L,M=data at constant prices |
||
P,K,J,V=implicit price index or volume index |
||
Series Variables |
Subject code used to distinguish series within countries. Series variables are prefixed by _ for data, C for control codes, and D for relative date. |
|
Default DROP List |
By default all the control codes and relative dates will be dropped. |
|
Missing Codes |
A data value of + or - is interpreted as MISSING. |
The MEI file contains all series found in Parts 1 and 2 of the publication Main Economic Indicators.
Table 12.33: FILETYPE=OECDMEI–Main Economic Indicators Format
Metadata Field Types |
Metadata Fields |
Metadata Labels |
---|---|---|
Data Files |
Database is stored on a single file. |
|
INTERVAL= |
YEAR(default),QUARTER,MONTH |
|
BY Variables |
COUNTRY |
Country Code (character) |
CURRENCY |
Unit of expression of the series. |
|
ADJUST |
Adjustment |
|
0,H,S,A,L=no adjustment |
||
1,I=calendar or working day adjusted |
||
2,B,J,M=seasonally adjusted by National Authorities |
||
3,K,D=seasonally adjusted by OECD |
||
Series Variables |
Series variables are prefixed by _ for data, C for control codes, and D for relative date in weeks since last updated. |
|
Default DROP List |
By default, all the control codes and relative dates will be dropped. |
|
Missing Codes |
A data value of + or - is interpreted as MISSING. |