/********************************************************
obtain S&P 500 information through the WRDS System
https://wrds-web.wharton.upenn.edu/wrds/research/applications/others/S%20and%20P%20500/index.cfm
--------------------------------------------------------------------------------*/

%let wrds=wrds.wharton.upenn.edu 4016;
options comamid=TCP remote=WRDS;
signon username=_prompt_;

rsubmit;
options sasautos=('/wrds/wrdsmacros/', SASAUTOS) MAUTOSOURCE;   *Use WRDS  MACRO ,e.g.  ICLINK  ;
endrsubmit;

*********************************************************/
*Compustat: Get S&P 500 list by Compustat;
rsubmit;
proc sql;
   create table comp500 as
   select a.datadate, a.at,  a.ib ,    a.fyear,   a.tic ,  a.SICH, a.conm , 
   b.gvkey, b.iid , b.from, b.thru
   from
     comp.funda (  where=(DATAFMT='STD' and INDFMT='INDL' and CONSOL='C' and POPSRC='D') ) as a,
     comp.idxcst_his (where=(gvkeyx='000003')) as b
   where (a.gvkey=b.gvkey)  
   and    (a.datadate >=b.from)
   and    (a.datadate <=b.thru or missing(thru)=1)
   order by  gvkey , datadate;
quit;
run;
endrsubmit;

*Print and Check;
rsubmit;
proc print data = comp500 ;
where gvkey in ( '160329' );
run;
proc contents data =comp500 ;
run;
endrsubmit;

*Download ;
rsubmit;
proc download data = comp500;
run;
endrsubmit;