Referring to a list in a folder

[mexes]

Hi everybody

I have a little probleme with SAS in connection with WRDS. I need to download for a large number of firms some stock data. For all the firms I have the cusip. So far I downloaded the data using this code and it worked.

libname mylib "C:\Data";

rsubmit;

%let clist = '000361' '000957' '001031' '001055' '001204' '00163U';

data stockprice;

set crsp.dsf;

where cusip in (&clist);

keep prc cusip ret;

run;

.

.

.

. and so on

But now I have to do the same download for thousands of firms. Is there a possibility to save a txt or sas7bdat file which contains the cusip's and to tell SAS that it should use this file in order to download the data from the WRDS server? In this way I do not have to copy the cusips in the download code and it would be much more easy to make the download.

Many thanks for your help.

[Linlin · Accepted solution]

/* find a way to put all the IDs in a dataset */

data have;

input cid $@@;

cards;

000361  000957   001031 001055 001204 00163U

;

/* create macro variable clist */

proc sql noprint;

select quote(cid) into :clist separated by ',' from have ;

quit;

/******************************/

libname mylib "C:\Data";

rsubmit;

data stockprice;

set crsp.dsf;

where cusip in (&clist);

keep prc cusip ret;

run;

.

.

.

. and so on

[Ksharp]

Using call execute() .