The SASECRSP Interface Engine

Data Elements Reference: SASECRSP Interface Engine

Data sets are made available based on the type of CRSP database that you open. Table 38.10 and Table 38.11 show summary views of the two types of CRSP databases (Stock and Indices) and the data sets that they make available. Tables that contain details about the data sets, including their specific fields, immediately follow the summary tables. You can also see the available data sets for an opened database via the SAS Explorer by opening a SASECRSP engine libref that you previously assigned.

Table 38.10: Summary of All Available Data Sets by CRSP Database Type

CRSP Database

Data Set Name

Reference Table Title

Reference Table

CRSP US Stock Database (STOCK)

STKHEAD

Header Identification and Summary Data

Table 38.12

 

NAMES

Name History Array

Table 38.13

 

DISTS

Distribution Event Array

Table 38.14

 

SHARES

Shares Outstanding Observation Array

Table 38.15

 

DELIST

Delisting History Array

Table 38.16

 

NASDIN

NASDAQ Information Array

Table 38.17

 

PRC

Price or Bid/Ask Average Time Series

Table 38.18

 

RET

Returns Time Series

Table 38.18

 

BIDLO

Bid or Low Price Time Series

Table 38.18

 

ASKHI

Ask or High Price Time Series

Table 38.18

 

BID

Bid Time Series

Table 38.18

 

ASK

Ask Time Series

Table 38.18

 

RETX

Returns Without Dividends Time Series

Table 38.18

 

SPREAD

Spread Between Bid and Ask

Table 38.18

 

ALTPRC

Price Alternate Time Series

Table 38.18

 

VOL

Volume Time Series

Table 38.18

 

NUMTRD

Number of Trades Time Series

Table 38.18

 

ALTPRCDT

Price Alternate Date Time Series

Table 38.18

 

PORT1

Portfolio Data for Portfolio Type 1

Table 38.19

 

PORT2

Portfolio Data for Portfolio Type 2

Table 38.19

 

PORT3

Portfolio Data for Portfolio Type 3

Table 38.19

 

PORT4

Portfolio Data for Portfolio Type 4

Table 38.19

 

PORT5

Portfolio Data for Portfolio Type 5

Table 38.19

 

PORT6

Portfolio Data for Portfolio Type 6

Table 38.19

 

PORT7

Portfolio Data for Portfolio Type 7

Table 38.19

 

PORT8

Portfolio Data for Portfolio Type 8

Table 38.19

 

PORT9

Portfolio Data for Portfolio Type 9

Table 38.19

 

GROUP16

Group Data for Group Type 16

Table 38.19


Table 38.11: 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 38.20

 

REBAL

Index Rebalancing History Arrays

Table 38.21

 

REBAL

Index Rebalancing History Group Arrays

Table 38.22

 

LIST

Index Membership List Arrays

Table 38.23

 

LIST

Index Membership List Groups Arrays

Table 38.24

 

USDCNT

Portfolio Used Count Array

Table 38.25

 

TOTCNT

Portfolio Total Count Array

Table 38.26

 

USDCNT

Portfolio Used Count Time Series Groups

Table 38.27

 

TOTCNT

Portfolio Total Count Time Series Groups

Table 38.28

 

USDVAL

Portfolio Used Value Array

Table 38.29

 

TOTVAL

Portfolio Total Value Array

Table 38.30

 

USDVAL

Portfolio Used Value Time Series Groups

Table 38.31

 

TOTVAL

Portfolio Total Value Time Series Groups

Table 38.32

 

TRET

Total Returns Time Series

Table 38.33

 

ARET

Appreciation Returns Time Series

Table 38.34

 

IRET

Income Returns Time Series

Table 38.35

 

TRET

Total Returns Time Series Groups

Table 38.36

 

ARET

Income Returns Time Series Groups

Table 38.37

 

IRET

Income Returns Time Series Groups

Table 38.38

 

TIND

Total Return Index Levels Time Series

Table 38.39

 

AIND

Appreciation Index Levels Time Series

Table 38.40

 

IIND

Income Index Levels Time Series

Table 38.41

 

TIND

Total Return Index Levels Groups

Table 38.42

 

AIND

Appreciation Index Levels Groups

Table 38.43

 

IIND

Income Index Levels Time Series Groups

Table 38.44