The SASEXCCM interface engine enables SAS users to access the CRSP/Compustat Merged (CCM) Database, which is created from data delivered via Compustat’s Xpressfeed product, the CRSP US Stock (STK) Database, and the CRSP US Stock and Indices (IND) Database. The SASEXCCM engine provides a seamless interface for CRSP, Compustat, and SAS data processing.
The SASEXCCM engine uses the LIBNAME statement to specify which database to open and what parts of the database to access.
To specify the database, you supply the combination of a physical path to indicate the location of the data files (CCM, STK, or IND data) and a set identifier (SETID) to identify the database that you want to access from those available at the physical path. The SASEXCCM engine supports data-item-handling access methods for the SETIDs in Table 1.
The SASECRSP engine no longer supports COMPUSTAT access. Instead, use the SASEXCCM engine, SETID 250, to read your CRSP/Compustat Merged data.
Table 1: CRSP Database SETIDs
| SETID | Data Set | |
|---|---|---|
| 10 | CRSP Stock, daily data | |
| 20 | CRSP Stock, monthly data | |
| 250 | CRSP/Compustat Merged data | |
| 400 | CRSP Indices data, monthly index groups | |
| 420 | CRSP Indices data, monthly index series | |
| 440 | CRSP Indices data, daily index groups | |
| 460 | CRSP Indices data, daily index series |