The SASEQUAN Interface Engine

The following statements enable you to access the "All Financial Ratios Data" from the source Damodaran Financial Data (Quandl source code = DMDRN) for Google (GOOG) and IBM on an annual basis. The output is shown in Figure 43.2.

options validvarname=any;
title 'Quandl Data: All Financial Ratios for Google and IBM';
LIBNAME myLib sasequan "%sysget(QUANDL)"
   OUTXML=gstart
   AUTOMAP=replace
   MAPREF=MyMap
   XMLMAP="%sysget(QUANDL)gstart.map"
   APIKEY='XXXXXXXXXXXXXXXXXXXX'
   IDLIST='DMDRN/GOOG_ALLFINANCIALRATIOS,DMDRN/IBM_ALLFINANCIALRATIOS'
   START='2003-12-31'
   END='2012-12-31'
   FORMAT=xml
   ;

data all_fin;
   set myLib.gstart ;
run;

proc contents data=all_fin; run;
proc print data=all_fin; run;

The SASEQUAN interface engine supports the XML format. The XML data that the Quandl website returns are placed in a file named by the OUTXML= option. The XML map that is automatically created is assigned the full pathname specified by the XMLMAP= option, and the fileref that is used for the map assignment is specified by the MAPREF= option. In the example at the beginning of this section, the SASEQUAN engine uses the MAPREF= and XMLMAP= options in the FILENAME statement to assign a filename:

   FILENAME MyMap "U:\quan950\test\gstart.map";

You can use the MAPREF= and XMLMAP= options to control where the map resides, what you name the map, and how you refer to it with a fileref. You can use the OUTXML= option to name your XML data file; it is described in the section SAS OUTXML File. The XML data file is placed in the folder that is designated by physical-name, which is described in the section The LIBNAME libref SASEQUAN Statement. You can refer to your data by using the myLib libref in your SASEQUAN LIBNAME statement. The myLib libref is shown inside the DATA step in the SET statement. The SET statement reads observations from the input data set myLib.gstart and stores them in a SAS data set named All_Fin, as shown in Figure 43.2. You can also use the SAS DATA step to perform further processing and to store the resulting time series in a SAS data set; this process is described in the section SAS Output Data Set.

To specify the list of Quandl data sets that you want to retrieve, use the IDLIST= option. This option accepts a string, enclosed in single quotation marks, that denotes a list of Quandl codes that specify data sets where the time series reside that you select for the resulting SAS data set. The Quandl codes are separated by commas, so valid Quandl codes cannot contain embedded commas or quotes. The All_Fin data set contains a total of 139 variables: the DATE variable and the 138 time series variables. The DMDRN/GOOG_ALLFINANCIALRATIOS data set includes 69 time series that are designated by _1 to indicate first order in the IDLIST= option; and the DMDRN/IBM_ALLFINANCIALRATIOS data set has 69 variables designated by _2 to indicate second order in the IDLIST= option. The observation range for both datasets is controlled by the START= and END= options. The All_Fin data set contains observations that range from December 31, 2003, to December 31, 2012, as specified by the START= and END= options. The frequency of the data is annual, which is the default frequency, because the FREQ= option was not specified.

Note: The "%20" is a special character for URL encoding of blanks. If the Quandl code that you name in the IDLIST= option contains a blank, you must use "%20" wherever the blank appears in the Quandl code. If the Quandl code contains an underscore, then you must use an underscore in the IDLIST= option. The underscore and the blank are not equivalent in the Quandl databases, so make sure that you use "%20" (URL-encoded space) to designate blank characters.