Like Joost mentioned, erdport1 is not complete.
Therefore, it is a good idea to build our own decile portiflio. I think DSF database include all securities, the output data of this code will be comparable to the erdport1 database, but more complete.
This post will be updated later. I only post the idea down for my own record.
*start from DSF database.
*calculate the cap size. share#*price.
*Proc Rank to generate 10 deciles.
Reference:
http://www.nesug.org/Proceedings/nesug09/ap/ap01.pdf