Jaap, Thanks for your thoughts.  I tried some of your suggestions, -Bill ... View more

Ksharp, Thanks so much for the code.  Your solution worked perfectly.  I can now download all the option expiration dates.  Thanks again! Best regards, Bill ... View more

Thanks for all the suggestions.  I believe that I should be able to read the data without using the XML mapper.  I'm able to see the data in the log, but SAS cannot interpret it.  I'm getting an invalid data error (code & log are below).  Does anyone see what I'm doing wrong?  Any thoughts or suggestions would be greatly appreciated. -Bill Code: dm 'clear log'; filename in url "https://query.yahooapis.com/v1/public/yql?q=select%20*%20from%20yahoo.finance.option_contracts%20WHERE%20symbol%20in('yhoo'%2C'fb')%0A%09%09&diagnostics=true&env=http%3A%2F%2Fdatatables.org%2Falltables.env" lrecl=32000; data want; infile in dsd end=eof termstr=crlf; input symbol expiration $ 20; retain symbol; if find(_infile_ ,'<option symbol="') then symbol=scan(_infile_,2,'"');   else  if  find( _infile_ , '<contract>' )  then do;expiration=scan(_infile_,2,'<>');output; end; run; Log: 102  dm 'clear log'; 103 104  filename in url 104! "https://query.yahooapis.com/v1/public/yql?q=select%20*%20from%20yahoo.finance.option_contr 104! acts%20WHERE%20symbol%20in('yhoo'%2C'fb')%0A%09%09&diagnostics=true&env=http%3A%2F%2Fdatata 104! bles.org%2Falltables.env" lrecl=32000; WARNING: Apparent symbolic reference DIAGNOSTICS not resolved. WARNING: Apparent symbolic reference DIAGNOSTICS not resolved. WARNING: Apparent symbolic reference ENV not resolved. 105 106  data want; 107  infile in dsd end=eof termstr=crlf; 108  input symbol expiration $ 20; 109  retain symbol; 110  if find(_infile_ ,'<option symbol="') then symbol=scan(_infile_,2,'"'); 111    else  if  find( _infile_ , '<contract>' )  then do;expiration=scan(_infile_,2,'<>'); 111! output; end; 112  run; NOTE: Character values have been converted to numeric values at the places given by:       (Line):(Column).       110:51 NOTE: The infile IN is:       Filename=https://query.yahooapis.com/v1/public/yql?q=select%20*%20from%20yahoo.finance.opt       ion_contracts%20WHERE%20symbol%20in('yhoo'%2C'fb')%0A%09%09&diagnostics=true&env=http%3A%2       F%2Fdatatables.org%2Falltables.env,       Local Host Name=LP43235,       Local Host IP addr=fe80::5d94:d77b:dc9d:7b8f%10,       Service Hostname Name=yts1.yql.vip.ne1.yahoo.com,       Service IP addr=98.138.243.55,Service Name=N/A,       Service Portno=443,Lrecl=32000,Recfm=Variable NOTE: Invalid data for symbol in line 1 1-1747. RULE:     ----+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+- RULE:     ----+----1----+----2----+----3----+----4----+----5----+----6----+----7----+----8----+- 1   CHAR  <?xml version="1.0" encoding="UTF-8"?>.<query xmlns:yahoo="http://www.yahooapis.com/v1     ZONE  33766276776663232322666666663255423233037767727666737666632677732277727666667672666273     NUMR  CF8DC065239FED21E0205E3F49E7D2546D82FEAC1552908DCE3A918FFD28440AFF777E918FF1093E3FDF61       87  /base.rng" yahoo:count="2" yahoo:created="2014-05-11T10:56:44Z" yahoo:lang="en"><diagn      173  ostics><url execution-start-time="0" execution-stop-time="71" execution-time="71"><![C      259  DATA[http://datatables.org/alltables.env]]></url><url execution-start-time="72" execut      345  ion-stop-time="143" execution-time="71"><![CDATA[http://www.datatables.org/yahoo/finan      431  ce/yahoo.finance.option_contracts.xml]]></url><publiclyCallable>true</publiclyCallable      517  ><url execution-start-time="146" execution-stop-time="1143" execution-time="997"><![CD      603  ATA[http://finance.yahoo.com/q/op?s=fb]]></url><javascript execution-start-time="145"      689  execution-stop-time="1164" execution-time="1019" instructions-used="15397" table-name=      775  "yahoo.finance.option_contracts"></javascript><url execution-start-time="146" executio      861  n-stop-time="1221" execution-time="1075"><![CDATA[http://finance.yahoo.com/q/op?s=yhoo      947  ]]></url><javascript execution-start-time="145" execution-stop-time="1243" execution-t     1033  ime="1098" instructions-used="25640" table-name="yahoo.finance.option_contracts"></jav     1119  ascript><user-time>1244</user-time><service-time>2117</service-time><build-version>0.2     1205  .2467</build-version></diagnostics><results><option symbol="yhoo"><contract>2014-05</c     1291  ontract><contract>2014-06</contract><contract>2014-07</contract><contract>2014-10</con     1377  tract><contract>2015-01</contract><contract>2016-01</contract></option><option symbol=     1463  "fb"><contract>2014-05</contract><contract>2014-06</contract><contract>2014-07</contra     1549  ct><contract>2014-09</contract><contract>2014-12</contract><contract>2015-01</contract     1635  ><contract>2016-01</contract></option></results></query><!-- total: 1244 -->.<!-- engi     ZONE  33666776673333323332666776673326776663327677677332776773322227676632333322230322226666     NUMR  EC3FE42134E2016D01CF3FE42134ECFF049FEECF2535C43ECF15529EC1DD04F41CA012440DDEAC1DD05E79     1721  ne10.yql.ne1.yahoo.com -->. 1747     ZONE  663327762663276666266622230     NUMR  E510E91CEE51E918FFE3FD0DDEA eof=1 symbol=1 expiration=  _ERROR_=1 _INFILE_=<?xml version="1.0" encoding="UTF-8"?> <query xmlns:yahoo="http://www.yahooapis.com/v1/ base.rng" yahoo:count="2" yahoo:created="2014-05-11T10:56:44Z" yahoo:lang="en"><diagnostics><url execution-start-time="0" execution-stop-time="71" execution-time="71"><![CDATA[http://datatable s.org/alltables.env]]></url><url execution-start-time="72" execution-stop-time="143" execution-t ime="71"><![CDATA[http://www.datatables.org/yahoo/finance/yahoo.finance.option_contracts.xml]]>< /url><publiclyCallable>true</publiclyCallable><url execution-start-time="146" execution-stop-tim e="1143" execution-time="997"><![CDATA[http://finance.yahoo.com/q/op?s=fb]]></url><javascript ex ecution-start-time="145" execution-stop-time="1164" execution-time="1019" instructions-used="153 97" table-name="yahoo.finance.option_contracts"></javascript><url execution-start-time="146" exe cution-stop-time="1221" execution-time="1075"><![CDATA[http://finance.yahoo.com/q/op?s=yhoo]]></ url><javascript execution-start-time="145" execution-stop-time="1243" execution-time="1098" inst ructions-used="25640" table-name="yahoo.finance.option_contracts"></javascript><user-time>1244</ user-time><service-time>2117</service-time><build-version>0.2.2467</build-version></diagnostics> <results><option symbol="yhoo"><contract>2014-05</contract><contract>2014-06</contract><contract >2014-07</contract><contract>2014-10</contract><contract>2015-01</contract><contract>2016-01</co ntract></option><option symbol="fb"><contract>2014-05</contract><contract>2014-06</contract><con tract>2014-07</contract><contract>2014-09</contract><contract>2014-12</contract><contract>2015-0 1</contract><contract>2016-01</contract></option></results></query><!-- total: 1244 --> <!-- eng ine10.yql.ne1.yahoo.com --> _N_=1 NOTE: 1 record was read from the infile IN.       The minimum record length was 1747.       The maximum record length was 1747. NOTE: The data set WORK.WANT has 0 observations and 2 variables. NOTE: DATA statement used (Total process time):       real time           1.86 seconds       cpu time            0.15 seconds ... View more

Jaap & Cynthia, Thanks for your thoughts.  No wonder I cannot import the data with the XML Mapper! Best, Bill ... View more

Ksharp, Thanks again for the code.  Your solution worked perfectly when I used the datalines4 syntax.  However, I'm having some trouble using the filename + url  solution.  I can put the data into the log, but can't seem to get sas to read it.  Note I tried using the put statement to create the data for datalines4 but it didn't work. Here's the code that I currently have filename in url "https://query.yahooapis.com/v1/public/yql?q=select%20*%20from%20yahoo.finance.option_contracts%20WHERE%20symbol%20in('yhoo'%2C'fb')%0A%09%09&diagnostics=true&env=http%3A%2F%2Fdatatables.org%2Falltables.env" lrecl=32000; quit; data want; infile in truncover; input; put _infile_; length symbol expiration $ 20; retain symbol; if _infile_ eq: '<option symbol="' then symbol=scan(_infile_,2,'"');   else  if _infile_ eq: '<contract>' then do;expiration=scan(_infile_,2,'<>');output;end; run; Does anyone have any ideas on what I'm missing?  Perhaps an infile=option? Any suggestions would be greatly appreciated. Thank you, Bill ... View more

Ksharp, Thanks so much for the suggestion.  I'll give it a try and will report back. -Bill ... View more

Jagadishkatam, Thanks for the alternative code.  Much appreciated. Regards, Bill ... View more

Haikuo, Thanks so much for the code.  Your solution is very straightforward and executes quickly.   The idea that I had with the macros was too cumbersome.  Using the data step approach is much more elegant.  Thanks again! Regards, Bill ... View more

With the code you gave me, picking up the last variable should be no problem whatsoever.  Just a few more questions if you don't mind: What's the purpose of the +(-40) in the input statement?  Is it related to the variable with the greatest length?  In other words, if the variable with the greatest length was $60, then the code would be +(-60)? Also, do you know of any good references for mastering the input statement?  I have a LOT to learn. Thanks so much for your help! Best, Bill ... View more

Thanks so much for the updated code!!!  It eliminates the need to merge the data in a subsequent data step. Regards, Bill ... View more

data_null_; Thanks again for the code. Quick question: Currently, I'm using a macro to create separate data sets for each variable of interest and then merging the information.  Is there a way to easily modify the code such that it can capture more than one variable in a data step?  Using the insider information example, suppose I wanted to capture the insider type(director, officer) along with the insider name (html tags in code below).  Is this possible to do in one data step?  If this is a pain, then please don't worry about it.  The code you gave me works really well.  I'm just trying to make the program as efficient as possible.  Thank you! -Bill Current code uses macro to create separate data sets for each variable of interest (e.g., INSIDER_NAME, INSIDER_TYPE): DM 'CLEAR LOG'; OPTIONS SPOOL; filename in url "http://finance.yahoo.com/q/it?s=LNKD+Insider+Transactions" lrecl=1000000; data test;    infile in length=len truncover;    input @;    recno + 1;    reclen = len;    do block=1 by 1;       input record $char128. @;       if missing(record) then leave;       output;       end;    run; %LET MAIN_HTML_TAG='>Insider Transactions Reported - Last Two Years<'; %MACRO INSIDER_VARS(SAS_NAME,VAR_HTML_TAG,FORMAT); data &SAS_NAME.;    infile in scanover eof=eof;    input @&MAIN_HTML_TAG. @;  /*START*/    length &sas_name $25;    do i = 1 by 1;     INPUT @ &VAR_HTML_TAG. @'>' STRING &FORMAT. @;     &SAS_NAME=INPUT(SCAN(STRING,1,'<'),??&FORMAT.);     output;     end;    eof: stop;    drop string; run; %MEND; options mprint=1; %INSIDER_VARS(INSIDER_NAME,'http://biz.yahoo.com',$40.); %INSIDER_VARS(INSIDER_TYPE,'<span style="font-size:90%; display:block;"',$40.); ... View more

data_null_;, Thanks so much for your help. Program works perfectly now! Best, Bill ... View more