The SASECRSP Interface Engine

Available CRSP Stock Data Sets

STKHEAD Data Set—Header Identification & Summary Data

Table 38.15 STKHEAD Data Set—Header Identification & Summary Data
Fields	Label	Type
PERMNO	PERMNO	Numeric
PERMCO	PERMCO	Numeric
COMPNO	NASDAQ Company Number	Numeric
ISSUNO	NASDAQ Issue Number	Numeric
HEXCD	Exchange Code Header	Numeric
HSHRCD	Share Code Header	Numeric
HSICCD	Standard Industrial Classification Code	Numeric
BEGDT	Begin of Stock Data	Numeric
ENDDT	End of Stock Data	Numeric
DLSTCD	Delisting Code Header	Numeric
HCUSIP	CUSIP Header	Character
HTICK	Ticker Symbol Header	Character
HCOMNAM	Company Name Header	Character
HTSYMBOL	Trading Symbol Header	Character
HNAICS	North American Industry Classification Header	Character
HPRIMEXC	Primary Exchange Header	Character
HTRDSTAT	Trading Status Header	Character
HSECSTAT	Security Status Header	Character

NAMES Data Set—Name History Array

Table 38.16 NAMES Data Set—Name History Array
Fields	Label	Type
PERMNO	PERMNO	Numeric
NAMEDT	Names Date	Numeric
NAMEENDT	Names Ending Date	Numeric
SHRCD	Share Code	Numeric
EXCHCD	Exchange Code	Numeric
SICCD	Standard Industrial Classification Code	Numeric
NCUSIP	CUSIP	Numeric
TICKER	Ticker Symbol	Character
COMNAM	Company Name	Character
SHRCLS	Share Class	Numeric
TSYMBOL	Trading Symbol	Character
NAICS	North American Industry Classification System	Character
PRIMEXCH	Primary Exchange	Character
TRDSTAT	Trading Status	Character
SECSTAT	Security Status	Character

DISTS Data Set—Distribution Event Array

Table 38.17 DISTS Data Set—Distribution Event Array
Fields	Label	Type
PERMNO	PERMNO	Numeric
DISTCD	Distribution Code	Numeric
DIVAMT	Dividend Cash Amount	Numeric
FACPR	Factor to Adjust Price	Numeric
FACSHR	Factor to Adjust Share	Numeric
DCLRDT	Distribution Declaration Date	Numeric
EXDT	Ex-Distribution Date	Numeric
RCRDDT	Record Date	Numeric
PAYDT	Payment Date	Numeric
ACPERM	Acquiring PERMNO	Numeric
ACCOMP	Acquiring PERMCO	Numeric

SHARES Data Set—Shares Outstanding Observation Array

Table 38.18 SHARES Data Set—Shares Outstanding Observation Array
Fields	Label	Type
PERMNO	PERMNO	Numeric
SHROUT	Shares Outstanding	Numeric
SHRSDT	Shares Observation Date	Numeric
SHRENDDT	Shares Observation End Date	Numeric
SHRFLG	Shares Outstanding Observation Flag	Numeric

DELIST Data Set—Delisting History Array

Table 38.19 DELIST Data Set—Delisting History Array
Fields	Label	Type
PERMNO	PERMNO	Numeric
DLSTDT	Delisting Date	Numeric
DLSTCD	Delisting Code	Numeric
NWPERM	New PERMNO	Numeric
NWCOMP	New PERMCO	Numeric
NEXTD	Delisting Next Price Date	Numeric
DLAMT	Delisting Amount	Numeric
DLRETX	Delisting Return Without Dividends	Numeric
DLPRC	Delisting Price	Numeric
DLPDT	Delisting Amount Date	Numeric
DLRET	Delisting Return	Numeric

NASDIN Data Set—NASDAQ Information Array

Table 38.20 NASDIN Data Set—NASDAQ Information Array
Fields	Label	Type
PERMNO	PERMNO	Numeric
TRTSCD	NASDAQ Traits Code	Numeric
TRTSDT	NASDAQ Traits Date	Numeric
TRTSENDT	NASDAQ Traits End Date	Numeric
NMSIND	NASDAQ National Market Indicator	Numeric
MMCNT	Market Maker Count	Numeric
NSDINX	Nasd Index Code	Numeric

STOCK Time Series Data Sets

Table 38.21 STOCK Time Series Data Sets
Data Set Name, Long Name	Fields	Label	Type
PRC	PERMNO	PERMNO	Numeric
Price or Bid/Ask	CALDT	Calendar Trading Date	Numeric
Average Time Series	PRC	Price or Bid/Ask Aver	Numeric
RET	PERMNO	PERMNO	Numeric
Returns	CALDT	Calendar Trading Date	Numeric
Time Series	RET	Returns	Numeric
ASKHI	PERMNO	PERMNO	Numeric
Ask or High Price	CALDT	Calendar Trading Date	Numeric
Time Series	ASKHI	Ask or High Price	Numeric
BIDLO	PERMNO	PERMNO	Numeric
Bid or Low Price	CALDT	Calendar Trading Date	Numeric
Time Series	BIDLO	Bid or Low Price	Numeric
BID	PERMNO	PERMNO	Numeric
Bid	CALDT	Calendar Trading Date	Numeric
Time Series	BID	Bid	Numeric
ASK	PERMNO	PERMNO	Numeric
Ask	CALDT	Calendar Trading Date	Numeric
Time Series	ASK	Ask	Numeric
RETX	PERMNO	PERMNO	Numeric
Returns without	CALDT	Calendar Trading Date	Numeric
Dividends	RETX	Returns w/o Dividends	Numeric
SPREAD	PERMNO	PERMNO	Numeric
Spread Between Bid	CALDT	Calendar Trading Date	Numeric
and Ask Time Series	SPREAD	Spread Between Bid Ask	Numeric
ALTPRC	PERMNO	PERMNO	Numeric
Price Alternate	CALDT	Calendar Trading Date	Numeric
Time Series	ALTPRC	Price Alternate	Numeric
VOL	PERMNO	PERMNO	Numeric
Volume Time Series	CALDT	Calendar Trading Date	Numeric
	VOL	Volume	Numeric
NUMTRD	PERMNO	PERMNO	Numeric
Number of Trades	CALDT	Calendar Trading Date	Numeric
Time Series	NUMTRD	Number of Trades	Numeric
ALTPRCDT	PERMNO	PERMNO	Numeric
Alternate Price	CALDT	Calendar Trading Date	Numeric
Date Time Series	ALTPRCDT	Alternate Price Date	Numeric

Portfolio and Group Data Sets

Table 38.22 Portfolio and Group Data Sets
Data Set	Fields	Label	Type
PORT1	PERMNO	PERMNO	Numeric
Portfolio data	CALDT	Calendar Trading Date	Numeric
for Portfolio	PORT1	Portfolio Assignment for Portfolio Type 1	Numeric
Type 1	STAT1	Portfolio Statistic for Portfolio Type 1	Numeric
PORT2	PERMNO	PERMNO	Numeric
Portfolio data	CALDT	Calendar Trading Date	Numeric
for Portfolio	PORT2	Portfolio Assignment for Portfolio Type 2	Numeric
Type 2	STAT2	Portfolio Statistic for Portfolio Type 2	Numeric
PORT3	PERMNO	PERMNO	Numeric
Portfolio data	CALDT	Calendar Trading Date	Numeric
for Portfolio	PORT3	Portfolio Assignment for Portfolio Type 3	Numeric
Type 3	STAT3	Portfolio Statistic for Portfolio Type 3	Numeric
PORT4	PERMNO	PERMNO	Numeric
Portfolio data	CALDT	Calendar Trading Date	Numeric
for Portfolio	PORT4	Portfolio Assignment for Portfolio Type 4	Numeric
Type 4	STAT4	Portfolio Statistic for Portfolio Type 4	Numeric
PORT5	PERMNO	PERMNO	Numeric
Portfolio data	CALDT	Calendar Trading Date	Numeric
for Portfolio	PORT5	Portfolio Assignment for Portfolio Type 5	Numeric
Type 5	STAT5	Portfolio Statistic for Portfolio Type 5	Numeric
PORT6	PERMNO	PERMNO	Numeric
Portfolio data	CALDT	Calendar Trading Date	Numeric
for Portfolio	PORT6	Portfolio Assignment for Portfolio Type 6	Numeric
Type 6	STAT6	Portfolio Statistic for Portfolio Type 6	Numeric
PORT7	PERMNO	PERMNO	Numeric
Portfolio data	CALDT	Calendar Trading Date	Numeric
for Portfolio	PORT7	Portfolio Assignment for Portfolio Type 7	Numeric
Type 7	STAT7	Portfolio Statistic for Portfolio Type 7	Numeric
PORT8	PERMNO	PERMNO	Numeric
Portfolio data	CALDT	Calendar Trading Date	Numeric
for Portfolio	PORT8	Portfolio Assignment for Portfolio Type 8	Numeric
Type 8	STAT8	Portfolio Statistic for Portfolio Type 8	Numeric
PORT9	PERMNO	PERMNO	Numeric
Portfolio data	CALDT	Calendar Trading Date	Numeric
for Portfolio	PORT9	Portfolio Assignment for Portfolio Type 9	Numeric
Type 9	STAT9	Portfolio Statistic for Portfolio Type 9	Numeric
GROUP16	PERMNO	PERMNO	Numeric
Group data	GRPDT	Group Beginning Date	Numeric
for Group	GRPENDDT	Group Ending Date	Numeric
Type 16	GRPFLAG	Group Flag of Associated Index	Numeric
	GRPSU	Group Subflag	Numeric