The SASECRSP Interface Engine

Data Elements Reference: SASECRSP Interface Engine

Data sets are made available based on the type of CRSP database opened. Table 33.12, Table 33.13, and Table 33.14 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 33.12 Summary of All Available Data Sets by CRSP Database Type
CRSP Database	Data Set Name	Reference Table Title	Reference Table
STOCK	STKHEAD	Header Identification and Summary Data	Table 33.15
	NAMES	Name History Array	Table 33.16
	DISTS	Distribution Event Array	Table 33.17
	SHARES	Shares Outstanding Observation Array	Table 33.18
	DELIST	Delisting History Array	Table 33.19
	NASDIN	NASDAQ Information Array	Table 33.20
	PRC	Price or Bid/Ask Average Time Series	Table 33.21
	RET	Returns Time Series	Table 33.21
	BIDLO	Bid or Low Price Time Series	Table 33.21
	ASKHI	Ask or High Price Time Series	Table 33.21
	BID	Bid Time Series	Table 33.21
	ASK	Ask Time Series	Table 33.21
	RETX	Returns Without Dividends Time Series	Table 33.21
	SPREAD	Spread Between Bid and Ask	Table 33.21
	ALTPRC	Price Alternate Time Series	Table 33.21
	VOL	Volume Time Series	Table 33.21
	NUMTRD	Number of Trades Time Series	Table 33.21
	ALTPRCDT	Price Alternate Date Time Series	Table 33.21
	PORT1	Portfolio Data for Portfolio Type 1	Table 33.22
	PORT2	Portfolio Data for Portfolio Type 2	Table 33.22
	PORT3	Portfolio Data for Portfolio Type 3	Table 33.22
	PORT4	Portfolio Data for Portfolio Type 4	Table 33.22
	PORT5	Portfolio Data for Portfolio Type 5	Table 33.22
	PORT6	Portfolio Data for Portfolio Type 6	Table 33.22
	PORT7	Portfolio Data for Portfolio Type 7	Table 33.22
	PORT8	Portfolio Data for Portfolio Type 8	Table 33.22
	PORT9	Portfolio Data for Portfolio Type 9	Table 33.22
	GROUP16	Group Data for Group Type 16	Table 33.22

Table 33.13 Summary of All Available Data Sets by CRSP Database Type
CRSP Database	Data Set Name	Reference Table Title	Reference Table
CCM	CSTHEAD	Compustat Header Data	Table 33.23
	CSTNAME	Compustat Description History Array	Table 33.24
	LINK	CRSP Compustat Link History	Table 33.25
	APERDES	Annual Period Descriptors Time Series	Table 33.26
	QPERDES	Quarterly Period Descriptors Time Series	Table 33.27
	IAITEMS	Annual Data Items	Table 33.28
	IQITEMS	Quarterly Data Items	Table 33.29
	BAITEMS	Bank Annual Data Items	Table 33.30
	BQITEMS	Bank Quarterly Data Items	Table 33.31
	PRCH	High Price Time Series	Table 33.32
	PRCL	Low Price Time Series	Table 33.32
	PRCC	Closing Price Time Series	Table 33.32
	DIV	Dividends Per Share Time Series	Table 33.32
	ERN	Earnings Per Share Time Series	Table 33.32
	SHSTRD	Shares Traded Time Series	Table 33.32
	DIVRTE	Annualized Dividend Rate Time Series	Table 33.32
	RAWADJ	Raw Adjustment Factor Time Series	Table 33.32
	CUMADJ	Cumulative Adjustment Factor Time Series	Table 33.32
	BKV	Book Value Per Share Time Series	Table 33.32
	CHEQVM	Cash Equivalent Distribution Time Series	Table 33.32
	CSHOQ	Common Shares Outstanding Time Series	Table 33.32
	NAVM	Net Asset Value Time Series	Table 33.32
	OEPS12	Earnings/Share from Operations	Table 33.32
	GICS	Global Industry Class. Std. code	Table 33.32
	CPSPIN	S&P Index Primary Marker Time Series	Table 33.32
	DIVFT	Dividends per share footnotes	Table 33.32
	RAWADJFT	Raw adjustment factor footnotes	Table 33.32
	COMSTAFT	Comparability status footnotes	Table 33.32
	ISAFT	Issue status alert footnotes	Table 33.32
	SEGSRC	Operating Segment Source History	Table 33.33
	SEGPROD	Operating Segment Products History	Table 33.34
	SEGCUST	Operating Segment Customer History	Table 33.35
	SEGDTL	Operating Segment Detail History	Table 33.36
	SEGNAICS	Operating Segment NAICS History	Table 33.37
	SEGGEO	Geographic Segment History	Table 33.38
	SEGCUR	Segment Currency Data	Table 33.39
	SEGITM	Segment Item Data	Table 33.40

Table 33.14 Summary of All Available Data Sets by CRSP Database Type
CRSP Database	Data Set Name	Reference Table Title	Reference Table
IND	INDHEAD	Index Header Data	Table 33.41
	REBAL	Index Rebalancing History Arrays	Table 33.42
	REBAL	Index Rebalancing History Group Arrays	Table 33.43
	LIST	Index Membership List Arrays	Table 33.44
	LIST	Index Membership List Groups Arrays	Table 33.45
	USDCNT	Portfolio Used Count Array	Table 33.46
	TOTCNT	Portfolio Total Count Array	Table 33.47
	USDCNT	Portfolio Used Count Time Series Groups	Table 33.48
	TOTCNT	Portfolio Total Count Time Series Groups	Table 33.49
	USDVAL	Portfolio Used Value Array	Table 33.50
	TOTVAL	Portfolio Total Value Array	Table 33.51
	USDVAL	Portfolio Used Value Time Series Groups	Table 33.52
	TOTVAL	Portfolio Total Value Time Series Groups	Table 33.53
	TRET	Total Returns Time Series	Table 33.54
	ARET	Appreciation Returns Time Series	Table 33.55
	IRET	Income Returns Time Series	Table 33.56
	TRET	Total Returns Time Series Groups	Table 33.57
	ARET	Income Returns Time Series Groups	Table 33.58
	IRET	Income Returns Time Series Groups	Table 33.59
	TIND	Total Return Index Levels Time Series	Table 33.60
	AIND	Appreciation Index Levels Time Series	Table 33.61
	IIND	Income Index Levels Time Series	Table 33.62
	TIND	Total Return Index Levels Groups	Table 33.63
	AIND	Appreciation Index Levels Groups	Table 33.64
	IIND	Income Index Levels Time Series Groups	Table 33.65

Available CRSP Stock Data Sets

Available Compustat Data Sets

Available CRSP Indices Data Sets

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