SAS CRSP DSENAMES

sas_crsp_dsenames.sas

/* Retrieve historic cusip 
   work.myDset holds permno and datadate (end of fiscal year)
   Appends historic cusip (at time datadate)
*/
proc sql;
  create table work.withCusip as
  select a.*, b.ncusip
  from work.myDset a, crsp.dsenames b
  where 
        a.permno = b.PERMNO
    and b.namedt <= a.datadate <= b.nameendt
    and b.ncusip ne "";
quit;