ding

See my post at the link below,
https://bbs.pinggu.org/thread-1303528-1-1.html

谢谢ls的大牛，看过您之前的帖子。我对您那个帖子里的时间设定有些问题。因为我每天都要update，所以时间end date想设定为（today），begin date想设定为today的前10天。如果这样，怎么样修改您的程序。

Change it as below,

data _null_;
  stkname='bidu';
  startdate=today( ) - 10;
  enddate=today( );
  
  ***********do not edit***********************;
  stkname=upcase(stkname);
  m1=month(startdate)-1;
  d1=day(startdate);
  y1=year(startdate);
  m2=month(enddate)-1;
  d2=day(enddate);
  y2=year(enddate);
  filen=catt('filename mkt URL ', "'",'http://table.finance.yahoo.com:80/table.csv?s=',stkname,
             '&a=',m1,'&b=',d1,'&c=',y1,'&d=',m2,'&e=',d2,'&f=',y2,'&g=d',"';");
  call execute( filen);
  call execute(  'data ' || stkname || ';') ;
  call execute(  'length Stkname $4 Date 8 Day $3 Open High Low Close Volume 8;');
  call execute(  "infile mkt dlm=',' firstobs=2;");
  call execute(  "input Date yymmdd10. Open High Low Close Volume; ");
  call execute(  "stkname='" || stkname || "';");
  call execute(  "Day=upcase(strip(put(date, weekdatx.)));");
  call execute(  "format Date date9. Volume comma11.;run;");
  run;

  

  proc print;run;

FILENAME NASDQ URL 'http://www.nasdaqtrader.com/dynamic/SymDir/nasdaqlisted.txt';

DATA NASDAQSTOCKLIST;
INFILE NASDQ DELIMITER = '|' MISSOVER LRECL = 128 FIRSTOBS = 2;
LENGTH SYMBOL $5. SECURITYNAME $55. MARKETCATEGORY $15. TESTISSUE $2. FINANCIALSTATUS $2. ROUND $2.;
INPUT SYMBOL $ SECURITYNAME $ MARKETCATEGORY ~ TESTISSUE $ FINANCIALSTATUS $ ROUND $;
RUN;

data NASDAQSTOCKLIST;
        set NASDAQSTOCKLIST;
        where index (symbol, "AA")>0;
run;

DATA _NULL_;
SET NASDAQSTOCKLIST;

edte=today();
bdte=edte-10;
eday=day(edte);
emnth=month(edte);
eyr=year(edte);
bday=day(bdte);
bmnth=month(bdte);
byr=year(bdte);
CALL EXECUTE("filename "||Symbol||" url '"||'http://ichart.finance.yahoo.com/table.csv?s='
||compress(Symbol)||'&d='||strip(emnth)||'&e='||strip(eday)||'&f='||strip(eyr)||'&g=d&a='||strip(bmnth)||'&b='||strip(bday)
||'&c='||strip(byr)||'&ignore=.csv'||"' DEBUG;");

CALL EXECUTE("data "||Symbol||";");
CALL EXECUTE("infile "||Symbol||" dsd lrecl = 128 firstobs = 2;");
CALL EXECUTE("informat Date yymmdd10.;");
CALL EXECUTE("input Date Open High Low Close Volume AdjClose;");
CALL EXECUTE("format Date yymmdd10.;");
CALL EXECUTE("RUN;");
RUN;

PROC SQL;
DROP TABLE NASDAQSTOCKLIST;
QUIT;
PROC CONTENTS DATA = WORK._ALL_ OUT = CONTENTS NOPRINT;RUN;
PROC SORT DATA = CONTENTS(WHERE = (NOBS > 1000) KEEP = MEMNAME NOBS) NODUPKEY; BY MEMNAME; RUN;
DATA _NULL_; SET CONTENTS;
CALL EXECUTE("PROC SORT DATA = "||MEMNAME||"(KEEP = DATE CLOSE);");
CALL EXECUTE("BY DATE;RUN;");
RUN;
DATA _NULL_; SET CONTENTS END = EOF;
IF _N_ = 1 THEN CALL Execute("DATA OVERALL;MERGE");
CALL EXECUTE(MEMNAME||"(RENAME = (CLOSE = "||MEMNAME||"))");
IF EOF THEN DO; CALL EXECUTE(";BY DATE;RUN;");
END;
RUN;

大牛能帮我看看我上面的code，follow您的方法但是不正确。我想用NASDAQ里面的symbol作为索引然后下载每一个symbol的data，最后合并到一起。谢谢！