* ================================================================== ;
* ===  Example of reading NYSE ArcaTrade data from .csv files    === ;
* ...  This example only reads transaction (not trade bust) data === ;
* ...  It also cuts down the TYPE field to 1 symbol              === ;
* ...   (which is currently sufficient to uniquely identify obs.) == ;
* ===                                                            === ;
* ===                               -- Andrei Jirnyi, KSM, 2009  === ;
* ================================================================== ;
options nocenter;
title;

filename trade PIPE 'gunzip -c /sscc/datasets/arca/arcatrade20081001.csv.gz';


data arca /view=arca;
    infile trade dlm = ',' dsd firstobs=2 missover;
    length msgtype $1. syscode $1. buysell $1. date 4. time 4. type $1.;
    format date date9. time time.;
    input msgtype $ seqno $ date1 :$9. time1 $ ordref :$15. execid :$10.
          symbol $ vol price syscode $ buysell $
          arca_bid_pr arca_bid_vol arca_ask_pr arca_ask_vol
          market_bid_pr market_bid_vol market_ask_pr market_ask_vol
          type $ ab_order_id;
    if msgtype = 'X';
    date = input(date1, anydtdte9.);
    time = input(time1, anydtdtm8.);
    drop date1 time1;
run;


proc print data=arca (obs=10);
run;

/* =========================================================================================================================
                                                                                                       m          m
                                                                                                 m     a    m     a
                                                                                  a         a    a     r    a     r
                                                                             a    r    a    r    r     k    r     k     a
                                                                             r    c    r    c    k     e    k     e     b
                                                                             c    a    c    a    e     t    e     t     _
                                                                             a    _    a    _    t     _    t     _     o
         m s b                                                               _    b    _    a    _     b    _     a     r
         s y u                                o           e    s             b    i    a    s    b     i    a     s     d
         g s y                      s         r           x    y       p     i    d    s    k    i     d    s     k     e
         t c s         d    t    t  e         d           e    m       r     d    _    k    _    d     _    k     _     r
    O    y o e         a    i    y  q         r           c    b  v    i     _    v    _    v    _     v    _     v     _
    b    p d l         t    m    p  n         e           i    o  o    c     p    o    p    o    p     o    p     o     i
    s    e e l         e    e    e  o         f           d    l  l    e     r    l    r    l    r     l    r     l     d

       1 X E X 01OCT2008 9:30:56 I TBD LI081001000B3MS LI6610  A 100 29.16 29.15 100 29.16 100 29.15  100 29.20  100  726420
       2 X E B 01OCT2008 9:30:56 I TBD LI081001000CEH4 LI6578  A 100 29.18 29.17 100 29.28 100 29.17  200 29.28  100  578632
       3 X E B 01OCT2008 9:30:59 E TBD LI0810010008U7U LI641   A 435 29.15 29.21 200 29.30 200 29.21  300 29.30 1000  412410
       4 X E B 01OCT2008 9:31:04 I TBD LI081001000G4NL LI7170  A 100 29.20 29.19 100 29.28 300 29.18 1700 29.27  200  752529
       5 X E B 01OCT2008 9:31:50 I TBD LI081001000K06V LI10336 A 100 29.19 29.19 100 29.23 100 29.19  100 29.23 3600  933367
       6 X E X 01OCT2008 9:34:07 I TBD LI081001000SHM0 LI21020 A 100 29.27 29.25 200 29.27 200 29.25  300 29.27  200 1329192
       7 X E B 01OCT2008 9:34:23 I TBD LI081001000TBVC LI23028 A 100 29.28 29.28 100 29.35 100 29.28  100 29.31 4800 1368408
       8 X E S 01OCT2008 9:35:07 I TBD LI081001000WI3T LI27607 A 100 29.29 29.26 300 29.30 400 29.27  300 29.30  400 1516457
       9 X E B 01OCT2008 9:35:33 I TBD LI081001000X4JB LI30378 A 100 29.27 29.27 100 29.28 100 29.27  100 29.28  500 1545527
      10 X E S 01OCT2008 9:35:40 E TBD LI081001000YQN5 LI6290  A 100 29.26 29.25 100 29.31 200 29.26  500 29.27 2800 1620833

============================================================================================================================== */