Beginner question: “ERROR: File CRSP.CCMXPF_LINKTABLE.DATA does not exist”
Posted: 01 July 2015 04:37 AM   [ Ignore ]
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Hi,

I am very new to the forum, CRSP/Compustat and SAS. I am trying to use the CCMXPF_LINKTABLE table to obtain CRSP identifiers via the following code (I include the full version in this message):

Define libraries for each databaseCCMCRSP monthly dataCompustat North America;
libname crsp '/wrds/crsp/sasdata/cc';

.....

proc sql;
create table mydata as select *
from compx2 as acrsp.ccmxpf_linktable as b
where a
.gvkey b.gvkey and
b.LINKTYPE in ("LU","LC","LD","LN","LS","LX") and
b.usedflag=and
(
b.LINKDT <= a.endfyr or b.LINKDT = .B) and (a.endfyr <= b.LINKENDDT or b.LINKENDDT = .E);
quit

I am getting the following error:

526! b.LINKENDDT or b.LINKENDDT = .E);
ERROR: File CRSP.CCMXPF_LINKTABLE.DATA does not exist.
NOTE: PROC SQL set option NOEXEC and will continue to check the syntax
    of statements

Where do I check the path to download CRSP files on the CRSP server (remote access). I suspect the following path to be wrong:
libname crsp ‘/wrds/crsp/sasdata/cc’;

Can you give me as much info as possible about these path? Thanks!

 

File Attachments
WRDS_Connect.sas  (File Size: 5KB - Downloads: 282)
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Posted: 01 July 2015 11:51 AM   [ Ignore ]   [ # 1 ]
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Joined  2011-09-19

Hi,

Try removing the ‘libname crsp’ statement; when you log onto wrds (with the signon), there are default library assignments that may work for you.

To find out the path on the server (/wrds/etc), look at the dataset info. For example: https://wrds-web.wharton.upenn.edu/wrds/tools/variable.cfm?library_id=129
Chars, Funda, etc are in: /wrds/comp/sasdata/naa (first line, blue)

Let me know if this works,

Joost

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