collect data within date range

abdulla — Sun, 06 Oct 2019 04:57:49 GMT

Hi, I am using the following to download crsp/Compustat data. I want to download daily stock data not monthly. So, I have to change msf to dsf. Am I right? And I need data from 2000 to 2015. I don't need all the historical data. How will I customize the date? I also need the outstanding share to collect. Please help.

proc sql;
create table CCM_LINK as
select distinct a.permno, gvkey, liid as iid,
date, prc, vol, ret
from
crsp.msf as a, /*CRSP Monthly stock file*/
crsp.msenames
(
where=(shrcd in (10 11)) /*Common stocks of U.S. Companies*/
) as b,
ccm.Ccmxpf_linktable
(
where=(
linktype in ('LU' 'LC') /*KEEP reliable LINKS only*/
and LINKPRIM in ('P' 'C') /*KEEP primary Links*/
and USEDFLAG=1 ) /*Legacy condition, no longer necessary*/
) as c
where a.permno=b.permno=c.lpermno /*Linking by permno*/
and NAMEDT<=a.date<=NAMEENDT /*CRSP Date range conditions*/
and linkdt<=a.date<=coalesce(linkenddt, today()); /*LinkTable Date range conditions*/
quit;
proc download data=CCM_LINK out=common.ccm_link; run;
endrsubmit;

Re: collect data within date range

sustagens — Thu, 10 Oct 2019 08:19:28 GMT

You'll have to provide more info about your data. What is the format of your date variables? Do a.date, namedt, nameendt linkdt and linkenddt have the same formats?

Also can you please type your code using the Insert SAS code button so it is easier to read, and add an alias for all the variables.

topic collect data within date range in SAS Programming

collect data within date range

Re: collect data within date range