The SASECRSP Interface Engine

Data Elements Reference: SASECRSP Interface Engine

Data sets are made available based on the type of CRSP database opened. Table 39.12, Table 39.13, and Table 39.14 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 39.12: 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 39.15
	NAMES	Name History Array	Table 39.16
	DISTS	Distribution Event Array	Table 39.17
	SHARES	Shares Outstanding Observation Array	Table 39.18
	DELIST	Delisting History Array	Table 39.19
	NASDIN	NASDAQ Information Array	Table 39.20
	PRC	Price or Bid/Ask Average Time Series	Table 39.21
	RET	Returns Time Series	Table 39.21
	BIDLO	Bid or Low Price Time Series	Table 39.21
	ASKHI	Ask or High Price Time Series	Table 39.21
	BID	Bid Time Series	Table 39.21
	ASK	Ask Time Series	Table 39.21
	RETX	Returns Without Dividends Time Series	Table 39.21
	SPREAD	Spread Between Bid and Ask	Table 39.21
	ALTPRC	Price Alternate Time Series	Table 39.21
	VOL	Volume Time Series	Table 39.21
	NUMTRD	Number of Trades Time Series	Table 39.21
	ALTPRCDT	Price Alternate Date Time Series	Table 39.21
	PORT1	Portfolio Data for Portfolio Type 1	Table 39.22
	PORT2	Portfolio Data for Portfolio Type 2	Table 39.22
	PORT3	Portfolio Data for Portfolio Type 3	Table 39.22
	PORT4	Portfolio Data for Portfolio Type 4	Table 39.22
	PORT5	Portfolio Data for Portfolio Type 5	Table 39.22
	PORT6	Portfolio Data for Portfolio Type 6	Table 39.22
	PORT7	Portfolio Data for Portfolio Type 7	Table 39.22
	PORT8	Portfolio Data for Portfolio Type 8	Table 39.22
	PORT9	Portfolio Data for Portfolio Type 9	Table 39.22
	GROUP16	Group Data for Group Type 16	Table 39.22

Table 39.13: 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 39.23
	CSTNAME	Compustat Description History Array	Table 39.24
	LINK	CRSP Compustat Link History	Table 39.25
	APERDES	Annual Period Descriptors Time Series	Table 39.26
	QPERDES	Quarterly Period Descriptors Time Series	Table 39.27
	IAITEMS	Annual Data Items	Table 39.28
	IQITEMS	Quarterly Data Items	Table 39.29
	BAITEMS	Bank Annual Data Items	Table 39.30
	BQITEMS	Bank Quarterly Data Items	Table 39.31
	PRCH	High Price Time Series	Table 39.32
	PRCL	Low Price Time Series	Table 39.32
	PRCC	Closing Price Time Series	Table 39.32
	DIV	Dividends Per Share Time Series	Table 39.32
	ERN	Earnings Per Share Time Series	Table 39.32
	SHSTRD	Shares Traded Time Series	Table 39.32
	DIVRTE	Annualized Dividend Rate Time Series	Table 39.32
	RAWADJ	Raw Adjustment Factor Time Series	Table 39.32
	CUMADJ	Cumulative Adjustment Factor Time Series	Table 39.32
	BKV	Book Value Per Share Time Series	Table 39.32
	CHEQVM	Cash Equivalent Distribution Time Series	Table 39.32
	CSHOQ	Common Shares Outstanding Time Series	Table 39.32
	NAVM	Net Asset Value Time Series	Table 39.32
	OEPS12	Earnings/Share from Operations	Table 39.32
	GICS	Global Industry Class. Std. code	Table 39.32
	CPSPIN	S&P Index Primary Marker Time Series	Table 39.32
	DIVFT	Dividends per share footnotes	Table 39.32
	RAWADJFT	Raw adjustment factor footnotes	Table 39.32
	COMSTAFT	Comparability status footnotes	Table 39.32
	ISAFT	Issue status alert footnotes	Table 39.32
	SEGSRC	Operating Segment Source History	Table 39.33
	SEGPROD	Operating Segment Products History	Table 39.34
	SEGCUST	Operating Segment Customer History	Table 39.35
	SEGDTL	Operating Segment Detail History	Table 39.36
	SEGNAICS	Operating Segment NAICS History	Table 39.37
	SEGGEO	Geographic Segment History	Table 39.38
	SEGCUR	Segment Currency Data	Table 39.39
	SEGITM	Segment Item Data	Table 39.40

Table 39.14: 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 39.41
	REBAL	Index Rebalancing History Arrays	Table 39.42
	REBAL	Index Rebalancing History Group Arrays	Table 39.43
	LIST	Index Membership List Arrays	Table 39.44
	LIST	Index Membership List Groups Arrays	Table 39.45
	USDCNT	Portfolio Used Count Array	Table 39.46
	TOTCNT	Portfolio Total Count Array	Table 39.47
	USDCNT	Portfolio Used Count Time Series Groups	Table 39.48
	TOTCNT	Portfolio Total Count Time Series Groups	Table 39.49
	USDVAL	Portfolio Used Value Array	Table 39.50
	TOTVAL	Portfolio Total Value Array	Table 39.51
	USDVAL	Portfolio Used Value Time Series Groups	Table 39.52
	TOTVAL	Portfolio Total Value Time Series Groups	Table 39.53
	TRET	Total Returns Time Series	Table 39.54
	ARET	Appreciation Returns Time Series	Table 39.55
	IRET	Income Returns Time Series	Table 39.56
	TRET	Total Returns Time Series Groups	Table 39.57
	ARET	Income Returns Time Series Groups	Table 39.58
	IRET	Income Returns Time Series Groups	Table 39.59
	TIND	Total Return Index Levels Time Series	Table 39.60
	AIND	Appreciation Index Levels Time Series	Table 39.61
	IIND	Income Index Levels Time Series	Table 39.62
	TIND	Total Return Index Levels Groups	Table 39.63
	AIND	Appreciation Index Levels Groups	Table 39.64
	IIND	Income Index Levels Time Series Groups	Table 39.65