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fs

fs lists the names of files in compact form. With no arguments, fs lists names of files in the current directory or folder. Otherwise, it follows file specifications. A file specification is a filename or (more commonly) a set of filenames indicated by the use of wildcards * or ?. folders is similar, but works for folders (or directories).

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安装:ssc install fs

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I want to combine many .csv files. Each file has the name NYSEyyyymmdd.csv, where yyyymmdd is the date. For example yyyy= 1996, mm is month, e.g 01 for january, and dd is day, e.g. 01 for the first day of the month. The data are stock prices each day when the exchange is open, so even though the file names increases, there will be gaps for weekends, holidays, etc.

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ssc inst fs 

cd D:\NYSE 
fs NYSE_*.csv 

foreach f in `r(files)' { 

    insheet using "`f'", clear 
    local ID : subinstr local f "NYSE_" "", all 
    gen id = "`ID'"
    save file`i', replace

} 
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