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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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