SAS: increasing do loop speed with proc import

Question

I have over 3400 CSV files, the size of which varies from 10 KB to 3 MB. Each CSV file has this common file name: stockticker-Ret.csvwhere stocktickeris a stock ticker, such as AAPL, GOOG, YHOO, etc., And returns the stocks every minute on a certain day. First, my SAS code is loaded by loading all the names of the stock titles from the file stockticker-Ret.csvin the SAS dataset. I iterate over each ticker to load the corresponding file .csvin the SAS dataset called wantand apply some data files to wantand save the final dataset of wanteach ticker in the SAS dataset called global. As you can imagine, this process takes a lot of time. Is there a way to improve my code DO LOOPbelow to speed up this process?

/*Record in a sas dataset all the csv file name to extract the stock ticker*/
    data yfiles;
    keep filename;
    length fref $8 filename $80; 
    rc = filename(fref, 'F:\data\'); 
    if rc = 0 then do; did = dopen(fref); 
    rc = filename(fref); end; else do; length msg $200.; msg = sysmsg(); put msg=; did = .; end;
    if did <= 0 then putlog 'ERR' 'OR: Unable to open directory.';
    dnum = dnum(did);
    do i = 1 to dnum; filename = dread(did, i); /* If this entry is a file, then output. */ fid = mopen(did, filename); if fid > 0 then output; end;
    rc = dclose(did);
    run;

/*store in yfiles all the stock tickers*/
    data yfiles(drop=filename1 rename=(filename1=stock));
    set yfiles;
    filename1=tranwrd(filename,'-Ret.csv','');
    run;

    proc sql noprint;
    select stock into :name separated by '*' from work.yfiles;
    %let count2 = &sqlobs;
    quit;


    *Create the template of the desired GLOBAL SAS dataset;
    proc sql;
    create table global
    (stock char(8), time_gap num(5), avg_ret num(5));
    quit;

    proc sql;
    insert into global
    (stock, time_gap,avg_ret)
    values('',0,0);
    quit;

    %macro y1;
    %do i = 1 %to &count2;
    %let j = %scan(&name,&i,*);
    proc import out = want datafile="F:\data\&j-Ret.csv"
    dbms=csv replace;
    getnames = yes;
    run;


    data want;
    set want; ....

    ....[Here I do 5 Datasteps on the WANT sasfile] 


/*Store the want file in a global SAS dataset that will contain all the stock tickers from the want file*/

    data global;
    set global want; run;

    %end;
    %mend y1;
    %y1()

, SAS want, global.

Answer 1

, , PROC IMPORT . datastep. IE:

data want;
length the_file $500;
infile "f:\data\*.csv" dlm=',' lrecl=32767 dsd truncover firstobs=2 filename=the_file;
input
myvar1 myvar2 myvar3 myvar4;
stock_ticker=scan(the_file,'\',-1); *or whatever gets you the ticker name;
run;

, readin, , , . PROC IMPORT - IMPORT.

CSV ( , ) , FILEVAR . , , .

data want;
set yfiles;
infile a filevar=filename;
if filevar [some rule] then do;
input ... ;
end
;else if ... then do;
input ... ;
end;
run;