The SASECRSP Interface Engine
-
Overview
-
Getting Started
-
Syntax
-
Details
-
ExamplesSpecifying PERMNOs and RANGE on the LIBNAME StatementUsing the LIBNAME Statement to Access All KeysAccessing One PERMNO Using No RANGESpecifying Keys Using the INSET= OptionSpecifying Ranges for Individual Keys with the INSET= OptionConverting Dates By Using the CRSP Date FunctionsComparing Different Ways of Accessing CCM DataComparing PERMNO and GVKEY Access of CRSP Stock DataUsing Fiscal Date Range RestrictionUsing Different Types of Range Restrictions in the INSETUsing INSET Ranges with the LIBNAME RANGE Option
- References
- STKHEAD Data Set—Header Identification & Summary Data
- NAMES Data Set—Name History Array
- DISTS Data Set—Distribution Event Array
- SHARES Data Set—Shares Outstanding Observation Array
- DELIST Data Set—Delisting History Array
- NASDIN Data Set—NASDAQ Information Array
- STOCK Time Series Data Sets
- Portfolio and Group Data Sets
Table 39.15: 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 |
Table 39.16: 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 |
Table 39.17: 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 |
Table 39.18: 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 |
Table 39.19: 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 |
Table 39.20: 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 |
Table 39.21: 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 |
Table 39.22: 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 |