SASEFAME Interface Engine

specifies the Fame database ID to use in the Fame OPEN command, which is often the same as the name of the database (without the .db extension). In Fame, you can retrieve a list of open database ID names by using the Fame command TYPE @OPEN.DB. Use this option when you get this error:

ERROR: From cfmfame: Error from a FAME-like server, error from 
       cfmferr is: \Variable{XXXX} not found

For a more complete discussion of opening a local Fame database, see the section Opening a Local Fame Database.

specifies the Fame channel name to use in the Fame CONNECT command for remote database access. In Fame, you can retrieve a list of open channel names by using the Fame command TYPE @OPEN.CONNECTIONS. For a more complete discussion of opening a remote Fame database on an MCADBS server, see Example 47.18.

specifies whether or not the connection is an explicit connection.

An explicit connection also requires the TO_SERVICE= , ON_HOST=, AS_NAME=, USER=, and PASS= options. When an implicit connection is specified, these additional options are not used; instead the details of the connection are given inside the physical path name in the SASEFAME LIBNAME statement with the special syntax described in the section LIBNAME libref SASEFAME Statement. For more information about implicit Fame connections, see the section "Opening Databases on Implicit Connections" in MarketMap Fame 11.5 Online Help at the following URL:

https://fame.sungard.com/support_secure/fame/online_help_115/commands_and_options/
          opening_databases_implicit_connections.htm

For more information about explicit Fame connections, see the section "Opening Databases on Explicit Connections" in the MarketMap Fame 11.5 Online Help at the following URL:

https://fame.sungard.com/support_secure/fame/online_help_115/commands_and_options/
          opening_databases_explicit_connections.htm

specifies the Fame frequency and the Fame technique, just as you would in the Fame CONVERT function. There are four possible values for fame_technique: Constant (default), Cubic, Discrete, and Linear. Table 2 shows the Fame frequencies that are supported by the SASEFAME engine.

For a more complete discussion of Fame frequencies and SAS time intervals, see the section Mapping Fame Frequencies to SAS Time Intervals. For all possible fame_frequency values, see the section "Understanding Frequencies" in the User’s Guide to Fame. For example:

LIBNAME libref sasefame 'physical-name'
        CONVERT=(TECH=CONSTANT FREQ=TWICEMONTHLY);

performs a crossproduct of the members of the first namelist with the members of the second namelist, using a glue symbol "." to join the two. If one of the time series that are listed in fame_namelist2 does not exist, the SASEFAME engine stops processing the remainder of the namelist. For more information, see the section Performing the Crosslist Selection Function.

specifies whether or not to display the version number of the Fame Work database. DBVERSION=ON specifies that the SAS log show the version number (3 or 4) of the Fame Work database. By default, DBVERSION=OFF.

specifies that additional diagnostic information in the SAS log be reported. When you specify DEBUG=ON, the information about Fame commands that are outlined in the SAS log by debug tracing can be valuable for diagnosing and identifying the issues that cause errors when you are using the SASEFAME engine. By default, DEBUG=OFF. See Example 47.18 for a detailed SAS log that is created when you specify DEBUG=ON.

specifies the class and type of the Fame data series objects to include in your SAS output data set. The possible values for fame_data_object_class_type are FORMULA, TIME, BOOLEAN, CASE, DATE, and STRING. Case series can be numeric, boolean, string, and date, or they can be generated using formulas that resolve to series. The SASEFAME engine resolves all formulas that belong to the type of series data object that you specify in the FAMEOUT= option. If the FAMEOUT= option is not specified, numeric time series are output to the SAS data set. FAMEOUT=CASE defaults to case series of numeric type. If you want another type of case series in your output, then you must specify it. Scalar data objects are not supported.

specifies the name of a SAS data set (setname) and selects series that are generated by the expressions defined in fame_expression_group. You can define fame_expression_group by using Fame functions and Fame expressions. It is important to specify the length of the longest expression, or expressions might be truncated because the default length is the first defined variable in the DATA step. The INSET (input data set) must output each expression statement as a character string ending with a semicolon, enclosed in single quotation marks, and followed by another semicolon and an output statement. For more about using the INSET= option to define a group of selected series that are generated by Fame expressions, see the section Performing the Keeplist Expression Function.

specifies a SAS data set (setname) as input for a BY group such as a ticker, and uses the fame_bygroup to select time series that are named using the following convention. Selected variable names are glued together by the BY-group name (such as a ticker symbol) concatenated with the glue character (such as DOT) to the series name that is specified in the CROSSLIST= option or in the fame_bygroup.

For more information, see the section Performing the Crosslist Selection Function.

specifies the Fame host name to use in the Fame CONNECT command, which is the name of the host or node that is running as the MCADBS server. You can see the host name when you use the MCADBS command with the show option. For a more complete discussion of using the MCADBS command with the show option, see the section Using the MCADBS Show Function.

specifies the Fame password to use in the Fame CONNECT command, which is the password for the user name designated in the adduser function in the facsq access control command. For a more complete discussion about managing and monitoring your Fame server processes, see the section Managing Fame Server Processes for Remote Access.

limits the time range of data that are read from your Fame database. The string fame_begdt is the beginning date in ddmmmyyyy format, and the string fame_enddt is the ending date of the range in ddmmmyyyy format; both strings must be enclosed in single quotation marks and followed by the letter d.

For example, to read a series with a date range that spans the first quarter of 1999, you could use the following statement:

LIBNAME test sasefame 'physical name of test database'
        RANGE='01jan1999'd - '31mar1999'd;

specifies the Fame service port number to use in the Fame CONNECT command, which is the same port number that you use in your MCADBS command for the name port (-n option). For a more complete discussion about managing and monitoring your Fame server processes, see the section Managing Fame Server Processes for Remote Access.

specifies the number of megabytes to use for the cache size for the Fame API (CHLI). The fameengine_size_virtual_memory_MB can range from a minimum of 0.1 MB (100 KB) to a maximum of 17,592,186,000,000 MB. For more information, see Example 47.17.

specifies the number of megabytes to use for the cache size for the Fame API (CHLI). The famechliengine_size_virtual_memory_MB can range from a minimum of 0.1 MB (100 KB) to a maximum of 17,592,186,000,000 MB. For more information, see Example 47.17.

specifies the Fame user name to use in the Fame CONNECT command, which corresponds to the password and user name designated in the adduser function in the facsq access control command. For a more complete discussion about managing and monitoring your Fame server processes, see the section Managing Fame Server Processes for Remote Access.

limits the time series read from the Fame database. By default, the SASEFAME engine reads all time series in the Fame database that you name in your SASEFAME libref. The fame_wildcard is a quoted string that contains the Fame wildcard you want to use. The wildcard is used for matching against the data object names of series that you want to select from the Fame database that resides in the library you are assigning.

For more information about using wildcards, see the section "Specifying Wildcards" in the User’s Guide to Fame.

For example, to read all time series in the TEST library that is being accessed by the SASEFAME engine, you would specify the following statement:

LIBNAME test sasefame 'physical name of test database'
        WILDCARD="?";

To read series that have names such as A_DATA, B_DATA, and C_DATA, you could specify the following statement:

LIBNAME test sasefame 'physical name of test database'
        WILDCARD="^_DATA";

When you use the WILDCARD= option, you limit the number of series that are read and converted to the desired frequency. This option can help you save resources when processing large databases or when processing a large number of observations, such as daily or hourly frequencies. Because the SASEFAME engine uses the Fame Work database to store the converted time series, using wildcards is recommended to prevent your workspace from getting too large. When the FAMEOUT= option is also specified, the wildcard is applied to the type of data object series that you specify in the FAMEOUT= option.