The SASECRSP Interface Engine

Data Elements Reference: SASECRSP Interface Engine

Data sets are made available based on the type of CRSP database opened. Table 35.12, Table 35.13, and Table 35.14 show summary views of the three types of CRSP databases (Stock, CCM, and Indices) and the data sets they make available. Details on the data sets including their specific fields can be found in sections immediately following the summary tables. You can also see the available data sets for an opened database via the SAS Explorer by opening a SASECRSP libref that you have previously assigned.

Table 35.12 Summary of All Available Data Sets by CRSP Database Type
CRSP Database	Data Set Name	Reference Table Title	Reference Table
STOCK	STKHEAD	Header Identification and Summary Data	Table 35.15
	NAMES	Name History Array	Table 35.16
	DISTS	Distribution Event Array	Table 35.17
	SHARES	Shares Outstanding Observation Array	Table 35.18
	DELIST	Delisting History Array	Table 35.19
	NASDIN	NASDAQ Information Array	Table 35.20
	PRC	Price or Bid/Ask Average Time Series	Table 35.21
	RET	Returns Time Series	Table 35.21
	BIDLO	Bid or Low Price Time Series	Table 35.21
	ASKHI	Ask or High Price Time Series	Table 35.21
	BID	Bid Time Series	Table 35.21
	ASK	Ask Time Series	Table 35.21
	RETX	Returns Without Dividends Time Series	Table 35.21
	SPREAD	Spread Between Bid and Ask	Table 35.21
	ALTPRC	Price Alternate Time Series	Table 35.21
	VOL	Volume Time Series	Table 35.21
	NUMTRD	Number of Trades Time Series	Table 35.21
	ALTPRCDT	Price Alternate Date Time Series	Table 35.21
	PORT1	Portfolio Data for Portfolio Type 1	Table 35.22
	PORT2	Portfolio Data for Portfolio Type 2	Table 35.22
	PORT3	Portfolio Data for Portfolio Type 3	Table 35.22
	PORT4	Portfolio Data for Portfolio Type 4	Table 35.22
	PORT5	Portfolio Data for Portfolio Type 5	Table 35.22
	PORT6	Portfolio Data for Portfolio Type 6	Table 35.22
	PORT7	Portfolio Data for Portfolio Type 7	Table 35.22
	PORT8	Portfolio Data for Portfolio Type 8	Table 35.22
	PORT9	Portfolio Data for Portfolio Type 9	Table 35.22
	GROUP16	Group Data for Group Type 16	Table 35.22

Table 35.13 Summary of All Available Data Sets by CRSP Database Type
CRSP Database	Data Set Name	Reference Table Title	Reference Table
CCM	CSTHEAD	Compustat Header Data	Table 35.23
	CSTNAME	Compustat Description History Array	Table 35.24
	LINK	CRSP Compustat Link History	Table 35.25
	APERDES	Annual Period Descriptors Time Series	Table 35.26
	QPERDES	Quarterly Period Descriptors Time Series	Table 35.27
	IAITEMS	Annual Data Items	Table 35.28
	IQITEMS	Quarterly Data Items	Table 35.29
	BAITEMS	Bank Annual Data Items	Table 35.30
	BQITEMS	Bank Quarterly Data Items	Table 35.31
	PRCH	High Price Time Series	Table 35.32
	PRCL	Low Price Time Series	Table 35.32
	PRCC	Closing Price Time Series	Table 35.32
	DIV	Dividends Per Share Time Series	Table 35.32
	ERN	Earnings Per Share Time Series	Table 35.32
	SHSTRD	Shares Traded Time Series	Table 35.32
	DIVRTE	Annualized Dividend Rate Time Series	Table 35.32
	RAWADJ	Raw Adjustment Factor Time Series	Table 35.32
	CUMADJ	Cumulative Adjustment Factor Time Series	Table 35.32
	BKV	Book Value Per Share Time Series	Table 35.32
	CHEQVM	Cash Equivalent Distribution Time Series	Table 35.32
	CSHOQ	Common Shares Outstanding Time Series	Table 35.32
	NAVM	Net Asset Value Time Series	Table 35.32
	OEPS12	Earnings/Share from Operations	Table 35.32
	GICS	Global Industry Class. Std. code	Table 35.32
	CPSPIN	S&P Index Primary Marker Time Series	Table 35.32
	DIVFT	Dividends per share footnotes	Table 35.32
	RAWADJFT	Raw adjustment factor footnotes	Table 35.32
	COMSTAFT	Comparability status footnotes	Table 35.32
	ISAFT	Issue status alert footnotes	Table 35.32
	SEGSRC	Operating Segment Source History	Table 35.33
	SEGPROD	Operating Segment Products History	Table 35.34
	SEGCUST	Operating Segment Customer History	Table 35.35
	SEGDTL	Operating Segment Detail History	Table 35.36
	SEGNAICS	Operating Segment NAICS History	Table 35.37
	SEGGEO	Geographic Segment History	Table 35.38
	SEGCUR	Segment Currency Data	Table 35.39
	SEGITM	Segment Item Data	Table 35.40

Table 35.14 Summary of All Available Data Sets by CRSP Database Type
CRSP Database	Data Set Name	Reference Table Title	Reference Table
IND	INDHEAD	Index Header Data	Table 35.41
	REBAL	Index Rebalancing History Arrays	Table 35.42
	REBAL	Index Rebalancing History Group Arrays	Table 35.43
	LIST	Index Membership List Arrays	Table 35.44
	LIST	Index Membership List Groups Arrays	Table 35.45
	USDCNT	Portfolio Used Count Array	Table 35.46
	TOTCNT	Portfolio Total Count Array	Table 35.47
	USDCNT	Portfolio Used Count Time Series Groups	Table 35.48
	TOTCNT	Portfolio Total Count Time Series Groups	Table 35.49
	USDVAL	Portfolio Used Value Array	Table 35.50
	TOTVAL	Portfolio Total Value Array	Table 35.51
	USDVAL	Portfolio Used Value Time Series Groups	Table 35.52
	TOTVAL	Portfolio Total Value Time Series Groups	Table 35.53
	TRET	Total Returns Time Series	Table 35.54
	ARET	Appreciation Returns Time Series	Table 35.55
	IRET	Income Returns Time Series	Table 35.56
	TRET	Total Returns Time Series Groups	Table 35.57
	ARET	Income Returns Time Series Groups	Table 35.58
	IRET	Income Returns Time Series Groups	Table 35.59
	TIND	Total Return Index Levels Time Series	Table 35.60
	AIND	Appreciation Index Levels Time Series	Table 35.61
	IIND	Income Index Levels Time Series	Table 35.62
	TIND	Total Return Index Levels Groups	Table 35.63
	AIND	Appreciation Index Levels Groups	Table 35.64
	IIND	Income Index Levels Time Series Groups	Table 35.65

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