* ================================================================== ;
* ===  Example of reading NYSE ArcaBook data from .csv files     === ;
* ===                                                            === ;
* ===                               -- Andrei Jirnyi, KSM, 2009  === ;
* ================================================================== ;
options nocenter;
title;

filename book PIPE 'gunzip -c /sscc/datasets/arca/arcabook20081001.csv.gz';

data arcabook /view=arcabook;
    infile book dlm=',' dsd missover;
    input type $ @;
    if type='A' then
        do;
        input sequence orderref exchange $ buysell $ shares stock $ price seconds ms syscode $ quoteid $ padding $ ;
        output;
        end;
    IF Type = 'D' then do;
        INPUT Sequence OrderRef Seconds MS Stock $ Exchange $ SysCode $ QuoteID $ BuySell $ Padding $ ;
        output;
        end;
    IF Type = 'M' then do;
        INPUT Sequence OrderRef Shares Price Seconds MS  Stock $ Exchange $ SysCode $ QuoteID $ BuySell $ Padding $ ;
        output;
        end;
    IF Type = 'I' then do;
        INPUT Sequence Stock $ Price Shares TotImb Seconds MS MktImb AucType $ AucTime Exchange $ SysCode $ Padding $ ;
        output;
        end;
    if type='V' then do;
        input Sequence expseq  Seconds MS evtcode $ SysCode $ Stock $ Padding $ ;
        output;
        end;
run;

proc print data=arcabook (obs=10010 firstobs=10000);
run;

**                  s          o       e **;
**                  e          r       x   b                            s           s     q     p           A   A       e **;
**                  q          d       c   u     s                      e           y     u     a   T   M   u   u   e   v **;
**                  u          e       h   y     h    s         p       c           s     o     d   o   k   c   c   x   t **;
**            t     e          r       a   s     a    t         r       o           c     t     d   t   t   T   T   p   c **;
**     O      y     n          r       n   e     r    o         i       n           o     e     i   I   I   y   i   s   o **;
**     b      p     c          e       g   l     e    c         c       d      m    d     i     n   m   m   p   m   e   d **;
**     s      e     e          f       e   l     s    k         e       s      s    e     d     g   b   b   e   e   q   e **;

**    10000   D   10000    700001795   P   S      .   BP        .     14573   265   E   ARCAX       .   .       .   .     **;
**    10001   D   10001    700001873   P   S      .   BP        .     14573   265   E   ARCAX       .   .       .   .     **;
**    10002   A   10002   1700001192   P   B    500   RDS.B   56.92   14573   266   E   ARCAX       .   .       .   .     **;
**    10003   D   10003   1700000999   P   B      .   RDS.A     .     14573   266   E   ARCAX       .   .       .   .     **;
**    10004   D   10004   1700001008   P   B      .   RDS.B     .     14573   266   E   ARCAX       .   .       .   .     **;
**    10005   A   10005   1700001193   P   B    100   RDS.B   56.92   14573   266   E   ARCAX       .   .       .   .     **;
**    10006   D   10006   1700001009   P   B      .   RDS.B     .     14573   266   E   ARCAX       .   .       .   .     **;
**    10007   A   10007    700001892   P   B    400   BP      50.37   14573   286   E   ARCAX       .   .       .   .     **;
**    10008   A   10008    700001893   P   S    400   BP      50.50   14573   290   E   ARCAX       .   .       .   .     **;
**    10009   A   10009    700001894   P   B   2200   BBL     47.36   14573   290   E   ARCAX       .   .       .   .     **;
**    10010   A   10010   1700001194   P   B    300   RDS.A   58.16   14573   294   E   ARCAX       .   .       .   .     **;