The SASEXCCM Interface Engine
- Overview
- Getting Started
-
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
Compustat items can be qualified by a set of secondary keys. This collection of secondary keys and values creates a keyset that assigns a numeric code and mnemonic tag to each unique collection. Each keyset represents different output series. For example, one keyset might represent originally reported sales, and another might represent the final restated sales from a later filing. Full details about keysets can be found in the CRSP/Compustat Merged Database Guide. For your convenience, Table 40.5 summarizes the keysets.
Table 40.5: Summary of CCM Keysets
|
Keyset |
Tag |
Keyset Description |
|---|---|---|
|
0 |
Indices |
|
|
1 |
STD |
Industrial format, consolidated information, standardized presentation |
|
2 |
SUMM |
Industrial format, standardized summary data (StdSumData) from the latest annual filing |
|
3 |
PRES |
Industrial format, StdSumData collected prior to company amendment |
|
4 |
FS |
Financial services format, consolidated information, standardized presentation |
|
5 |
PFO |
Industrial format, pro forma reporting, standardized presentation |
|
6 |
PFAS |
Pre-FASB reporting |
|
7 |
SFAS |
Industrial format, pre-FASB reporting, standardized presentation |
|
8 |
PRE |
Industrial format, StdSumData collected from the latest annual filing |
|
10 |
PDIV |
Industrial format, pre-divestiture reporting, standardized presentation |
|
11 |
DOM |
Domestic |
|
12 |
SUPF |
Industrial format, pre-FASB reporting, StdSumData from the latest annual filing |
|
14 |
STD1 |
Industrial format, consolidated information, standardized presentation, rank 1 |
|
15 |
FSFO |
Financial services format, pro forma reporting, standardized presentation |
|
16 |
FS1 |
Financial services format, consolidated information, standardized presentation, rank 1 |
|
17 |
FS2 |
Financial services format, consolidated information, standardized presentation, rank 2 |
|
18 |
SUFS |
Industrial format, pro forma reporting, StdSumData from the latest annual filing |
|
19 |
PDI1 |
Industrial format, pre-divestiture reporting, standardized presentation, rank 1 |
|
20 |
PFA1 |
Industrial format, pre-FASB reporting, standardized presentation, rank 1 |
|
21 |
SUPD |
Industrial format, pre-divestiture reporting, StdSumData from the latest annual filing |
|
22 |
FS3 |
Financial services format, consolidated information, standardized presentation, rank 3 |
|
23 |
PDI2 |
Industrial format, consolidated information, standardized presentation, rank 2 |
|
24 |
CONS |
Consolidated information |
|
25 |
STD2 |
Industrial format, consolidated information, standardized presentation, rank 2 |
|
26 |
STD3 |
Industrial format, consolidated information, standardized presentation, rank 3 |
|
27 |
STD4 |
Industrial format, consolidated information, standardized presentation, rank 4 |
|
28 |
STD5 |
Industrial format, consolidated information, standardized presentation, rank 5 |
|
29 |
PFA2 |
Industrial format, pre-FASB reporting, standardized presentation, rank 2 |
|
30 |
PFA3 |
Industrial format, pre-FASB reporting, standardized presentation, rank 3 |
|
31 |
CUSD |
Calendar-based reporting in US dollars |
|
32 |
FUSD |
Fiscal-based reporting in US dollars |
|
33 |
CCAD |
Calendar-based reporting in Canadian dollars |
|
34 |
FCAD |
Fiscal-based reporting in Canadian dollars |
|
35 |
PFA4 |
Industrial format, pre-FASB reporting, standardized presentation, rank 4 |
|
36 |
PFO2 |
Industrial format, pro forma reporting, standardized presentation, rank 2 |
|
37 |
PFO1 |
Industrial format, pro forma reporting, standardized presentation, rank 1 |
|
38 |
PRE1 |
Industrial format, standardized data collected before company amendment, rank 1 |
|
39 |
FFO1 |
Financial services format, pro forma reporting, standardized presentation, rank 1 |
|
40 |
FS4 |
Financial services format, consolidated information, standardized presentation, rank 4 |
|
41 |
GICS |
Industry code type Global Industry Classification Standard |
|
43 |
FORD |
Pro forma reporting |
|
44 |
BSTD |
Bank format, consolidated information, standardized presentation |
|
45 |
BSUMM |
Bank format, consolidated information, StdSumData from the latest annual filing |
|
46 |
BPFO |
Bank format, pro forma reporting, standard presentation |
|
47 |
BASTD |
Bank format, consolidated information, average standardized presentation |
|
48 |
BASUMM |
Bank format, average standardized summary presentation from the latest annual filing |
|
49 |
BAPFO |
Bank format, pro forma reporting, average standardized presentation |