libname edgar 'C:\Dropbox\Research\General Data\SEC filings index\'/*Change to your local folder*/; /*Set up the SAS macro to import in to SAS data format*/ %macro edgarQuarter(year=,qtr=); data edgar.q_&qtr; %let directory = C:\Dropbox\Research\General Data\SEC filings index\/*Change to your local folder*/; %let comp =_company.idx; %let seperator = _; %let filename = &directory&year&seperator&qtr∁ infile "&filename" firstobs=11; input coname $ 1-62 formtype $ 63-74 cik 75-86 filingdate $ 87-96 filename $ 99-141; run; %mend; %macro edgarYear(year=); %edgarQuarter(year=&year, qtr=1); %edgarQuarter(year=&year, qtr=2); %edgarQuarter(year=&year, qtr=3); %edgarQuarter(year=&year, qtr=4); data edgar.y&year; set edgar.q_1 edgar.q_2 edgar.q_3 edgar.q_4;run; proc datasets library=edgar; delete q_1 - q_4; run; %mend; /*Invoke macro, assuming year is 2013*/ %edgarYear(year=2013); /* Date in SAS format */ data edgar.y2013 (drop = filingdate year mo day); set edgar.y2013; year = substr (filingdate,1,4); mo = substr (filingdate,6,2); day = substr (filingdate,9,2); date = mdy(mo,day, year); format date date9.; run;