SAS- Reading multiple compressed data files - macros

Question

I hope you are all well.
So my question is about the procedure to open multiple raw data files that are compressed.
My files' names are ordered so I have for example : o_equities_20080528.tas.zip o_equities_20080529.tas.zip o_equities_20080530.tas.zip ...
Thank you all in advance.

Answer 1

How much work this will be depends on whether:
You have enough space to extract all the files simultaneously into one folder
You need to be able to keep track of which file each record has come from (i.e. you can't tell just from looking at a particular record).
If you have enough space to extract everything and you don't need to track which records came from which file, then the simplest option is to use a wildcard infile statement, allowing you to import the records from all of your files in one data step:
infile "c:\yourdir\o_equities_*.tas" <other infile options as per individual files>;
This syntax works regardless of OS - it's a SAS feature, not shell expansion.
If you have enough space to extract everything in advance but you need to keep track of which records came from each file, then please refer to this page for an example of how to do this using the filevar option on the infile statement:
http://www.ats.ucla.edu/stat/sas/faq/multi_file_read.htm
If you don't have enough space to extract everything in advance, but you have access to 7-zip or another archive utility, and you don't need to keep track of which records came from each file, you can use a pipe filename and extract to standard output. If you're on a Linux platform then this is very simple, as you can take advantage of shell expansion:
filename cmd pipe "nice -n 19 gunzip -c /yourdir/o_equities_*.tas.zip";
infile cmd <other infile options as per individual files>;
On windows it's the same sort of idea, but as you can't use shell expansion, you have to construct a separate filename for each zip file, or use some of 7zip's more arcane command-line options, e.g.:
filename cmd pipe "7z.exe e -an -ai!C:\yourdir\o_equities_*.tas.zip -so -y";
This will extract all files from all of the matching archives to standard output. You can narrow this down further via the 7-zip command if necessary. You will have multiple header lines mixed in with the data - you can use findstr to filter these out in the pipe before SAS sees them, or you can just choose to tolerate the odd error message here and there.
Here, the -an tells 7-zip not to read the zip file name from the command line, and the -ai tells it to expand the wildcard.
If you need to keep track of what came from where and you can't extract everything at once, your best bet (as far as I know) is to write a macro to process one file at a time, using the above techniques and add this information while you're importing each dataset.