Question

I have a bunch of csv files. Each has data from a different period:

filename file1 'JAN2011_PRICE.csv';
filename file2 'FEB2011_PRICE.csv';
...

Do I need to manually create intermediate datasets and then append them all together? Is there a better way of doing this?

SOLUTION

From the documentation it is preferable to use:

data allcsv;
       length fileloc myinfile $ 300;
       input fileloc $ ; /* read instream data       */

      /* The INFILE statement closes the current file 
         and opens a new one if FILELOC changes value 
         when INFILE executes                        */
       infile my filevar=fileloc 
              filename=myinfile end=done dlm=','; 

      /* DONE set to 1 when last input record read  */
       do while(not done);
      /* Read all input records from the currently  */
      /* opened input file                          */
         input col1 col2 col3 ...;
         output;
       end;
       put 'Finished reading ' myinfile=; 
datalines;
path-to-file1
path-to-file2
...
run;

Answer 1

To read a bunch of csv files into a single SAS dataset, you can use a single data step as described in the SAS documentation here. You want the second example in this section which uses the filevar= infile option.

There should be no reason to create intermediate datasets.