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| The SASECRSP Interface Engine |
| Available CRSP Stock Data Sets |
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
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
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
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
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
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
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
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 |
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Copyright © 2008 by SAS Institute Inc., Cary, NC, USA. All rights reserved.