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