The SASECRSP Interface Engine

Data Elements Reference: SASECRSP Interface Engine

Data sets are made available based on the type of CRSP database opened. Table 38.12, Table 38.13, and Table 38.14 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 38.12 Summary of All Available Data Sets by CRSP Database Type
CRSP Database	Data Set Name	Reference Table Title	Reference Table
CRSP Stock Database STOCK	STKHEAD	Header Identification and Summary Data	Table 38.15
	NAMES	Name History Array	Table 38.16
	DISTS	Distribution Event Array	Table 38.17
	SHARES	Shares Outstanding Observation Array	Table 38.18
	DELIST	Delisting History Array	Table 38.19
	NASDIN	NASDAQ Information Array	Table 38.20
	PRC	Price or Bid/Ask Average Time Series	Table 38.21
	RET	Returns Time Series	Table 38.21
	BIDLO	Bid or Low Price Time Series	Table 38.21
	ASKHI	Ask or High Price Time Series	Table 38.21
	BID	Bid Time Series	Table 38.21
	ASK	Ask Time Series	Table 38.21
	RETX	Returns Without Dividends Time Series	Table 38.21
	SPREAD	Spread Between Bid and Ask	Table 38.21
	ALTPRC	Price Alternate Time Series	Table 38.21
	VOL	Volume Time Series	Table 38.21
	NUMTRD	Number of Trades Time Series	Table 38.21
	ALTPRCDT	Price Alternate Date Time Series	Table 38.21
	PORT1	Portfolio Data for Portfolio Type 1	Table 38.22
	PORT2	Portfolio Data for Portfolio Type 2	Table 38.22
	PORT3	Portfolio Data for Portfolio Type 3	Table 38.22
	PORT4	Portfolio Data for Portfolio Type 4	Table 38.22
	PORT5	Portfolio Data for Portfolio Type 5	Table 38.22
	PORT6	Portfolio Data for Portfolio Type 6	Table 38.22
	PORT7	Portfolio Data for Portfolio Type 7	Table 38.22
	PORT8	Portfolio Data for Portfolio Type 8	Table 38.22
	PORT9	Portfolio Data for Portfolio Type 9	Table 38.22
	GROUP16	Group Data for Group Type 16	Table 38.22

Table 38.13 Summary of All Available Data Sets by CRSP Database Type
CRSP Database	Data Set Name	Reference Table Title	Reference Table
CRSP/ Compustat Merged Database CCM	CSTHEAD	Compustat Header Data	Table 38.23
	CSTNAME	Compustat Description History Array	Table 38.24
	LINK	CRSP Compustat Link History	Table 38.25
	APERDES	Annual Period Descriptors Time Series	Table 38.26
	QPERDES	Quarterly Period Descriptors Time Series	Table 38.27
	IAITEMS	Annual Data Items	Table 38.28
	IQITEMS	Quarterly Data Items	Table 38.29
	BAITEMS	Bank Annual Data Items	Table 38.30
	BQITEMS	Bank Quarterly Data Items	Table 38.31
	PRCH	High Price Time Series	Table 38.32
	PRCL	Low Price Time Series	Table 38.32
	PRCC	Closing Price Time Series	Table 38.32
	DIV	Dividends Per Share Time Series	Table 38.32
	ERN	Earnings Per Share Time Series	Table 38.32
	SHSTRD	Shares Traded Time Series	Table 38.32
	DIVRTE	Annualized Dividend Rate Time Series	Table 38.32
	RAWADJ	Raw Adjustment Factor Time Series	Table 38.32
	CUMADJ	Cumulative Adjustment Factor Time Series	Table 38.32
	BKV	Book Value Per Share Time Series	Table 38.32
	CHEQVM	Cash Equivalent Distribution Time Series	Table 38.32
	CSHOQ	Common Shares Outstanding Time Series	Table 38.32
	NAVM	Net Asset Value Time Series	Table 38.32
	OEPS12	Earnings/Share from Operations	Table 38.32
	GICS	Global Industry Class. Std. code	Table 38.32
	CPSPIN	S&P Index Primary Marker Time Series	Table 38.32
	DIVFT	Dividends per share footnotes	Table 38.32
	RAWADJFT	Raw adjustment factor footnotes	Table 38.32
	COMSTAFT	Comparability status footnotes	Table 38.32
	ISAFT	Issue status alert footnotes	Table 38.32
	SEGSRC	Operating Segment Source History	Table 38.33
	SEGPROD	Operating Segment Products History	Table 38.34
	SEGCUST	Operating Segment Customer History	Table 38.35
	SEGDTL	Operating Segment Detail History	Table 38.36
	SEGNAICS	Operating Segment NAICS History	Table 38.37
	SEGGEO	Geographic Segment History	Table 38.38
	SEGCUR	Segment Currency Data	Table 38.39
	SEGITM	Segment Item Data	Table 38.40

Table 38.14 Summary of All Available Data Sets by CRSP Database Type
CRSP Database	Data Set Name	Reference Table Title	Reference Table
CRSP Indices Database IND	INDHEAD	Index Header Data	Table 38.41
	REBAL	Index Rebalancing History Arrays	Table 38.42
	REBAL	Index Rebalancing History Group Arrays	Table 38.43
	LIST	Index Membership List Arrays	Table 38.44
	LIST	Index Membership List Groups Arrays	Table 38.45
	USDCNT	Portfolio Used Count Array	Table 38.46
	TOTCNT	Portfolio Total Count Array	Table 38.47
	USDCNT	Portfolio Used Count Time Series Groups	Table 38.48
	TOTCNT	Portfolio Total Count Time Series Groups	Table 38.49
	USDVAL	Portfolio Used Value Array	Table 38.50
	TOTVAL	Portfolio Total Value Array	Table 38.51
	USDVAL	Portfolio Used Value Time Series Groups	Table 38.52
	TOTVAL	Portfolio Total Value Time Series Groups	Table 38.53
	TRET	Total Returns Time Series	Table 38.54
	ARET	Appreciation Returns Time Series	Table 38.55
	IRET	Income Returns Time Series	Table 38.56
	TRET	Total Returns Time Series Groups	Table 38.57
	ARET	Income Returns Time Series Groups	Table 38.58
	IRET	Income Returns Time Series Groups	Table 38.59
	TIND	Total Return Index Levels Time Series	Table 38.60
	AIND	Appreciation Index Levels Time Series	Table 38.61
	IIND	Income Index Levels Time Series	Table 38.62
	TIND	Total Return Index Levels Groups	Table 38.63
	AIND	Appreciation Index Levels Groups	Table 38.64
	IIND	Income Index Levels Time Series Groups	Table 38.65