This macro creates the CCMXPF_LINKDTABLE data set. It contains data from the Link History table as well as the USEDFLAG variable from the Link Used table.
Example
/*************************************************************************
* Program : cvccmlnk.sas *
* Author : WRDS/M Duan *
* Version : 1.0 *
* Date Created : April, 2009 *
* Last Modified : - *
* *
* Usage : *
* This macro creates the CCMXPF_LINKDTABLE data set. It contains *
* data from the Link History table as well as the USEDFLAG variable *
* from the Link Used tabe. *
*************************************************************************/
libname mylocal 'C:\CRSP\Data';
/*------------------ use this part if using SAS/Connect-----------------
%let wrds = wrds.wharton.upenn.edu 4016;
options comamid=TCP remote=WRDS;
signon username=_prompt_;
rsubmit;
---------------------------------------------------------------------- */
libname ccm '/wrds/crsp/sasdata/cc';
data CCMXPF_LINKTABLE (label="CRSP/COMPUSTAT Merged - Link History w/ Used Flag");
merge ccm.ccmxpf_lnkused (in=u keep=ugvkey uiid upermno upermco ulinkdt ulinkenddt usedflag rename=(ugvkey=gvkey uiid=liid upermno=lpermno upermco=lpermco ulinkdt=linkdt ulinkenddt=linkenddt))
ccm.ccmxpf_lnkhist (in=h);
by gvkey liid lpermno lpermco linkdt linkenddt;
if h=1 and u=0 and missing (usedflag) then usedflag=0;
run;
proc sort data=CCMXPF_LINKTABLE noduprec;
by gvkey lpermno lpermco linkdt linkenddt;
run;
proc print;
run;
/* the following part only needed when using SAS Connect
proc download data=CCMXPF_LINKTABLE out=mylocal.linktable;
run;
endrsubmit;
signoff;
proc print data=mylocal.CCMXPF_LINKTABLE (obs=10);
run;
*/
/* ********************************************************************************* */
/* ************* Material Copyright Wharton Research Data Services *************** */
/* ****************************** All Rights Reserved ****************************** */
/* ********************************************************************************* */