SASEFAME Interface Engine

Fame databases often contain expressions and formulas that resolve to a series. In order for Fame to resolve the expressions and formulas a channel is opened to the local database to a Fame-like server that is invoked by the SASEFAME interface engine so that the selected series are complete.

For example, the following SAS code generates the SAS log after it, which shows the OPEN command that is used to open the local training database on the Fame channel named TR, enabling the Fame Crosslist to resolve all the time series values for all the tickers included in the inset’s BY group (TICK) :

libname lib5 sasefame "\\tappan\crsp1\fame10"
   as_db="TR"
   debug=ON
   convert=(frequency=business technique=constant)
   inset=( inseta where=tick )
   crosslist=
     ({adjust, close, high, low, open, volume, uclose, uhigh, ulow, uopen, uvolume})

data trout;
   set lib5.training;
run;

Here is an excerpt of the information shown in the SAS log (on Windows), which is created by using the DEBUG=ON option:

NOTE: The SASEFAME engine is using Version 11.43000 of the HLI.

len4=2
SIMPLE FAMECMD for local open is: \\tappan\crsp1\fame10/training
len4= 2
FAME COMMAND line 1004 is:
OPEN <ACCESS READ> """\\tappan\crsp1\fame10/training""" AS TR

It is important to note that the SAS SET command for local access uses the database name, training (without the .db extension), in the DATA step. This is in contrast to the SET statement for remote MCADBS server access, which uses the channel name in the SAS SET statement, as shown in Example 47.18. For more information about opening and closing local Fame databases, see the section "Opening and Closing Local Databases" in Online Help for MarketMap Analytic Studio at the following URL:

https://fame.sungard.com/support_secure/fame/online_help/commands_and_options/
          opening_local_databases.htm