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The SASECRSP Interface Engine

Available CRSP Indices Data Sets

INDHEAD Data Set—CRSP Index Header Data

Table 35.41 INDHEAD Data Set—CRSP Index Header Data

Fields

Label

Type

INDNO

Permanent index identification number

Numeric

INDCO

Permanent index group identification number

Numeric

PRIMFLAG

Index primary link

Numeric

PORTNUM

Portfolio number if subset series

Numeric

INDNAME

Index Name

Character

GROUPNAM

Index Group Name

Character

REBAL Data Set—Index Rebalancing History Arrays

Table 35.42 REBAL Data Set—Index Rebalancing History Arrays

Fields

Label

Type

INDNO

INDNO

Numeric

RBEGDT

Rebalancing beginning date

Numeric

RENDDT

Rebalancing ending date

Numeric

USDCNT

Count used as of rebalancing

Numeric

MAXCNT

Maximum count during period

Numeric

TOTCNT

Available count as of rebalancing

Numeric

ENDCNT

Count at end of period

Numeric

MINID

Identifier at minimum value

Numeric

MAXID

Identifier at maximum value

Numeric

MINSTA

Smallest statistic in period

Numeric

MAXSTA

Largest statistic in period

Numeric

MEDSTA

Median statistic in period

Numeric

AVGSTA

Average statistic in period

Numeric

REBAL Group Data Set—Index Rebalancing History Group Array

Table 35.43 REBAL Group Data Set—Index Rebalancing History Group Array

Fields

Label

Type

INDNO

INDNO

Numeric

RBEGDT1

Rebalancing beginning date for port 1

Numeric

RBEGDT2

Rebalancing beginning date for port 2

Numeric

RBEGDT3

Rebalancing beginning date for port 3

Numeric

RBEGDT4

Rebalancing beginning date for port 4

Numeric

RBEGDT5

Rebalancing beginning date for port 5

Numeric

RBEGDT6

Rebalancing beginning date for port 6

Numeric

RBEGDT7

Rebalancing beginning date for port 7

Numeric

RBEGDT8

Rebalancing beginning date for port 8

Numeric

RBEGDT9

Rebalancing beginning date for port 9

Numeric

RBEGDT10

Rebalancing beginning date for port 10

Numeric

RENDDT1

Rebalancing ending date for port 1

Numeric

RENDDT2

Rebalancing ending date for port 2

Numeric

RENDDT3

Rebalancing ending date for port 3

Numeric

RENDDT4

Rebalancing ending date for port 4

Numeric

RENDDT5

Rebalancing ending date for port 5

Numeric

RENDDT6

Rebalancing ending date for port 6

Numeric

RENDDT7

Rebalancing ending date for port 7

Numeric

RENDDT8

Rebalancing ending date for port 8

Numeric

RENDDT9

Rebalancing ending date for port 9

Numeric

RENDDT10

Rebalancing ending date for port 10

Numeric

USDCNT1

Count used as of rebalancing for port 1

Numeric

USDCNT2

Count used as of rebalancing for port 2

Numeric

USDCNT3

Count used as of rebalancing for port 3

Numeric

USDCNT4

Count used as of rebalancing for port 4

Numeric

USDCNT5

Count used as of rebalancing for port 5

Numeric

USDCNT6

Count used as of rebalancing for port 6

Numeric

USDCNT7

Count used as of rebalancing for port 7

Numeric

USDCNT8

Count used as of rebalancing for port 8

Numeric

USDCNT9

Count used as of rebalancing for port 9

Numeric

USDCNT10

Count used as of rebalancing for port10

Numeric

MAXCNT1

Maximum count during period for port 1

Numeric

MAXCNT2

Maximum count during period for port 2

Numeric

MAXCNT3

Maximum count during period for port 3

Numeric

MAXCNT4

Maximum count during period for port 4

Numeric

MAXCNT5

Maximum count during period for port 5

Numeric

MAXCNT6

Maximum count during period for port 6

Numeric

MAXCNT7

Maximum count during period for port 7

Numeric

MAXCNT8

Maximum count during period for port 8

Numeric

MAXCNT9

Maximum count during period for port 9

Numeric

MAXCNT10

Maximum count during period for port 10

Numeric

TOTCNT1

Available count as of rebalancing for port 1

Numeric

TOTCNT2

Available count as of rebalancing for port 2

Numeric

TOTCNT3

Available count as of rebalancing for port 3

Numeric

TOTCNT4

Available count as of rebalancing for port 4

Numeric

TOTCNT5

Available count as of rebalancing for port 5

Numeric

TOTCNT6

Available count as of rebalancing for port 6

Numeric

TOTCNT7

Available count as of rebalancing for port 7

Numeric

TOTCNT8

Available count as of rebalancing for port 8

Numeric

TOTCNT9

Available count as of rebalancing for port 9

Numeric

TOTCNT10

Available count as of rebalancing for port10

Numeric

ENDCNT1

Count at end of period for port 1

Numeric

ENDCNT2

Count at end of period for port 2

Numeric

ENDCNT3

Count at end of period for port 3

Numeric

ENDCNT4

Count at end of period for port 4

Numeric

ENDCNT5

Count at end of period for port 5

Numeric

ENDCNT6

Count at end of period for port 6

Numeric

ENDCNT7

Count at end of period for port 7

Numeric

ENDCNT8

Count at end of period for port 8

Numeric

ENDCNT9

Count at end of period for port 9

Numeric

ENDCNT10

Count at end of period for port 10

Numeric

MINID1

Identifier at minimum value for port 1

Numeric

MINID2

Identifier at minimum value for port 2

Numeric

MINID3

Identifier at minimum value for port 3

Numeric

MINID4

Identifier at minimum value for port 4

Numeric

MINID5

Identifier at minimum value for port 5

Numeric

MINID6

Identifier at minimum value for port 6

Numeric

MINID7

Identifier at minimum value for port 7

Numeric

MINID8

Identifier at minimum value for port 8

Numeric

MINID9

Identifier at minimum value for port 9

Numeric

MINID10

Identifier at minimum value for port 10

Numeric

MAXID1

Identifier at maximum value for port 1

Numeric

MAXID2

Identifier at maximum value for port 2

Numeric

MAXID3

Identifier at maximum value for port 3

Numeric

MAXID4

Identifier at maximum value for port 4

Numeric

MAXID5

Identifier at maximum value for port 5

Numeric

MAXID6

Identifier at maximum value for port 6

Numeric

MAXID7

Identifier at maximum value for port 7

Numeric

MAXID8

Identifier at maximum value for port 8

Numeric

MAXID9

Identifier at maximum value for port 9

Numeric

MAXID10

Identifier at maximum alue for port 10

Numeric

MINSTA1

Smallest statistic in period for port 1

Numeric

MINSTA2

Smallest statistic in period for port 2

Numeric

MINSTA3

Smallest statistic in period for port 3

Numeric

MINSTA4

Smallest statistic in period for port 4

Numeric

MINSTA5

Smallest statistic in period for port 5

Numeric

MINSTA6

Smallest statistic in period for port 6

Numeric

MINSTA7

Smallest statistic in period for port 7

Numeric

MINSTA8

Smallest statistic in period for port 8

Numeric

MINSTA9

Smallest statistic in period for port 9

Numeric

MINSTA10

Smallest statistic in period for port 10

Numeric

MAXSTA1

Largest statistic in period for port 1

Numeric

MAXSTA2

Largest statistic in period for port 2

Numeric

MAXSTA3

Largest statistic in period for port 3

Numeric

MAXSTA4

Largest statistic in period for port 4

Numeric

MAXSTA5

Largest statistic in period for port 5

Numeric

MAXSTA6

Largest statistic in period for port 6

Numeric

MAXSTA7

Largest statistic in period for port 7

Numeric

MAXSTA8

Largest statistic in period for port 8

Numeric

MAXSTA9

Largest statistic in period for port 9

Numeric

MAXSTA10

Largest statistic in period for port 10

Numeric

MEDSTA1

Median statistic in period for port 1

Numeric

MEDSTA2

Median statistic in period for port 2

Numeric

MEDSTA3

Median statistic in period for port 3

Numeric

MEDSTA4

Median statistic in period for port 4

Numeric

MEDSTA5

Median statistic in period for port 5

Numeric

MEDSTA6

Median statistic in period for port 6

Numeric

MEDSTA7

Median statistic in period for port 7

Numeric

MEDSTA8

Median statistic in period for port 8

Numeric

MEDSTA9

Median statistic in period for port 9

Numeric

MEDSTA10

Median statistic in period for port 10

Numeric

AVGSTA1

Average statistic in period for port 1

Numeric

AVGSTA2

Average statistic in period for port 2

Numeric

AVGSTA3

Average statistic in period for port 3

Numeric

AVGSTA4

Average statistic in period for port 4

Numeric

AVGSTA5

Average statistic in period for port 5

Numeric

AVGSTA6

Average statistic in period for port 6

Numeric

AVGSTA7

Average statistic in period for port 7

Numeric

AVGSTA8

Average statistic in period for port 8

Numeric

AVGSTA9

Average statistic in period for port 9

Numeric

AVGSTA10

Average statistic in period for port 10

Numeric

LIST Data Set—Index Membership List Arrays

Table 35.44 LIST Data Set—Index Membership List Arrays

Fields

Label

Type

INDNO

INDNO

Numeric

PERMNO

Issue identifier

Numeric

BEGDT

First date included

Numeric

ENDDT

Last date included

Numeric

SUBIND

Code for subcategory of list

Numeric

WEIGHT

Weight during range

Numeric

LIST Group Data Set—Index Membership List Group Arrays

Table 35.45 LIST Group Data Set—Index Membership List Group Arrays

Fields

Label

Type

INDNO

INDNO

Numeric

PERMNO1

Issue identifier

Numeric

BEGDT1

First date included

Numeric

ENDDT1

Last date included

Numeric

SUBIND1

Code for subcategory of list

Numeric

WEIGHT1

Weight during range

Numeric

USDCNT Data Set—Portfolio Used Count Array

Table 35.46 USDCNT Data Set—Portfolio Used Count Array

Fields

Label

Type

INDNO

INDNO

Numeric

CALDT

Calendar Trading Date

Numeric

USDCNT

Portfolio Used Count

Numeric

TOTCNT Data Set—Portfolio Total Count Array

Table 35.47 TOTCNT Data Set—Portfolio Total Count Array

Fields

Label

Type

INDNO

INDNO

Numeric

CALDT

Calendar Trading Date

Numeric

TOTCNT

Portfolio Used Count

Numeric

USDCNT Group Data Set—Portfolio Used Time Series Group

Table 35.48 USDCNT Group Data Set—Portfolio Used Time Series Group

Fields

Label

Type

INDNO

INDNO

Numeric

CALDT

Calendar Trading Date

Numeric

USDCNT1

Used Count for Port 1

Numeric

USDCNT2

Used Count for Port 2

Numeric

USDCNT3

Used Count for Port 3

Numeric

USDCNT4

Used Count for Port 4

Numeric

USDCNT5

Used Count for Port 5

Numeric

USDCNT6

Used Count for Port 6

Numeric

USDCNT7

Used Count for Port 7

Numeric

USDCNT8

Used Count for Port 8

Numeric

USDCNT9

Used Count for Port 9

Numeric

USDCNT10

Used Count for Port 10

Numeric

USDCNT11

Used Count for Port 11

Numeric

USDCNT12

Used Count for Port 12

Numeric

USDCNT13

Used Count for Port 13

Numeric

USDCNT14

Used Count for Port 14

Numeric

USDCNT15

Used Count for Port 15

Numeric

USDCNT16

Used Count for Port 16

Numeric

USDCNT17

Used Count for Port 17

Numeric

TOTCNT Group Data Set—Portfolio Total Count Time Series Groups

Table 35.49 TOTCNT Group Data Set—Portfolio Total Count Time Series Groups

Fields

Label

Type

INDNO

INDNO

Numeric

CALDT

Calendar Trading Date

Numeric

TOTCNT1

Total Count for Port 1

Numeric

TOTCNT2

Total Count for Port 2

Numeric

TOTCNT3

Total Count for Port 3

Numeric

TOTCNT4

Total Count for Port 4

Numeric

TOTCNT5

Total Count for Port 5

Numeric

TOTCNT6

Total Count for Port 6

Numeric

TOTCNT7

Total Count for Port 7

Numeric

TOTCNT8

Total Count for Port 8

Numeric

TOTCNT9

Total Count for Port 9

Numeric

TOTCNT10

Total Count for Port10

Numeric

TOTCNT11

Total Count for Port11

Numeric

TOTCNT12

Total Count for Port12

Numeric

TOTCNT13

Total Count for Port13

Numeric

TOTCNT14

Total Count for Port14

Numeric

TOTCNT15

Total Count for Port15

Numeric

TOTCNT16

Total Count for Port16

Numeric

TOTCNT17

Total Count for Port17

Numeric

USDVAL Data Set—Portfolio Used Value Array

Table 35.50 USDVAL Data Set—Portfolio Used Value Array

Fields

Label

Type

INDNO

INDNO

Numeric

CALDT

Calendar Trading Date

Numeric

USDVAL

Portfolio Used Value

Numeric

TOTVAL Data Set—Portfolio Total Value Array

Table 35.51 TOTVAL Data Set—Portfolio Total Value Array

Fields

Label

Type

INDNO

INDNO

Numeric

CALDT

Calendar Trading Date

Numeric

TOTVAL

Portfolio Total Value

Numeric

USDVAL Group Data Set—Portfolio Used Value Time Series Groups

Table 35.52 USDVAL Group Data Set—Portfolio Used Value Time Series Groups

Fields

Label

Type

INDNO

INDNO

Numeric

CALDT

Calendar Trading Date

Numeric

USDVAL1

Used Value for Port 1

Numeric

USDVAL2

Used Value for Port 2

Numeric

USDVAL3

Used Value for Port 3

Numeric

USDVAL4

Used Value for Port 4

Numeric

USDVAL5

Used Value for Port 5

Numeric

USDVAL6

Used Value for Port 6

Numeric

USDVAL7

Used Value for Port 7

Numeric

USDVAL8

Used Value for Port 8

Numeric

USDVAL9

Used Value for Port 9

Numeric

USDVAL10

Used Value for Port 10

Numeric

USDVAL11

Used Value for Port 11

Numeric

USDVAL12

Used Value for Port 12

Numeric

USDVAL13

Used Value for Port 13

Numeric

USDVAL14

Used Value for Port 14

Numeric

USDVAL15

Used Value for Port 15

Numeric

USDVAL16

Used Value for Port 16

Numeric

USDVAL17

Used Value for Port 17

Numeric

TOTVAL Group Data Set—Portfolio Total Value Time Series Groups

Table 35.53 TOTVAL Group Data Set—Portfolio Total Value Time Series Groups

Fields

Label

Type

INDNO

INDNO

Numeric

CALDT

Calendar Trading Date

Numeric

TOTVAL1

Total Value for Port 1

Numeric

TOTVAL2

Total Value for Port 2

Numeric

TOTVAL3

Total Value for Port 3

Numeric

TOTVAL4

Total Value for Port 4

Numeric

TOTVAL5

Total Value for Port 5

Numeric

TOTVAL6

Total Value for Port 6

Numeric

TOTVAL7

Total Value for Port 7

Numeric

TOTVAL8

Total Value for Port 8

Numeric

TOTVAL9

Total Value for Port 9

Numeric

TOTVAL10

Total Value for Port10

Numeric

TOTVAL11

Total Value for Port11

Numeric

TOTVAL12

Total Value for Port12

Numeric

TOTVAL13

Total Value for Port13

Numeric

TOTVAL14

Total Value for Port14

Numeric

TOTVAL15

Total Value for Port15

Numeric

TOTVAL16

Total Value for Port16

Numeric

TOTVAL17

Total Value for Port17

Numeric

TRET Data Set—Total Returns Time Series

Table 35.54 TRET Data Set—Total Returns Time Series

Fields

Label

Type

INDNO

INDNO

Numeric

CALDT

Calendar Trading Date

Numeric

TRET

Total Returns

Numeric

ARET Data Set—Appreciation Returns Time Series

Table 35.55 ARET Data Set—Appreciation Returns Time Series

Fields

Label

Type

INDNO

INDNO

Numeric

CALDT

Calendar Trading Date

Numeric

ARET

Appreciation Returns Time Series

Numeric

IRET Data Set—Income Returns Time Series

Table 35.56 IRET Data Set—Income Returns Time Series

Fields

Label

Type

INDNO

INDNO

Numeric

CALDT

Calendar Trading Date

Numeric

IRET

Income Returns

Numeric

TRET Group Data Set—Total Returns Time Series Groups

Table 35.57 TRET Group Data Set—Total Returns Time Series Groups

Fields

Label

Type

INDNO

INDNO

Numeric

CALDT

Calendar Trading Date

Numeric

TRET1

Total Returns for Port 1

Numeric

TRET2

Total Returns for Port 2

Numeric

TRET3

Total Returns for Port 3

Numeric

TRET4

Total Returns for Port 4

Numeric

TRET5

Total Returns for Port 5

Numeric

TRET6

Total Returns for Port 6

Numeric

TRET7

Total Returns for Port 7

Numeric

TRET8

Total Returns for Port 8

Numeric

TRET9

Total Returns for Port 9

Numeric

TRET10

Total Returns for Port 10

Numeric

TRET11

Total Returns for Port 11

Numeric

TRET12

Total Returns for Port 12

Numeric

TRET13

Total Returns for Port 13

Numeric

TRET14

Total Returns for Port 14

Numeric

TRET15

Total Returns for Port 15

Numeric

TRET16

Total Returns for Port 16

Numeric

TRET17

Total Returns for Port 17

Numeric

ARET Group Data Set—Appreciation Returns Time Series Groups

Table 35.58 ARET Group Data Set—Appreciation Returns Time Series Groups

Fields

Label

Type

INDNO

INDNO

Numeric

CALDT

Calendar Trading Date

Numeric

ARET1

Appreciation Returns for Port 1

Numeric

ARET2

Appreciation Returns for Port 2

Numeric

ARET3

Appreciation Returns for Port 3

Numeric

ARET4

Appreciation Returns for Port 4

Numeric

ARET5

Appreciation Returns for Port 5

Numeric

ARET6

Appreciation Returns for Port 6

Numeric

ARET7

Appreciation Returns for Port 7

Numeric

ARET8

Appreciation Returns for Port 8

Numeric

ARET9

Appreciation Returns for Port 9

Numeric

ARET10

Appreciation Returns for Port 10

Numeric

ARET11

Appreciation Returns for Port 11

Numeric

ARET12

Appreciation Returns for Port 12

Numeric

ARET13

Appreciation Returns for Port 13

Numeric

ARET14

Appreciation Returns for Port 14

Numeric

ARET15

Appreciation Returns for Port 15

Numeric

ARET16

Appreciation Returns for Port 16

Numeric

ARET17

Appreciation Returns for Port 17

Numeric

IRET Group Data Set—Income Returns Time Series Groups

Table 35.59 IRET Group Data Set—Income Returns Time Series Groups

Fields

Label

Type

INDNO

INDNO

Numeric

CALDT

Calendar Trading Date

Numeric

IRET1

Income Returns for Port 1

Numeric

IRET2

Income Returns for Port 2

Numeric

IRET3

Income Returns for Port 3

Numeric

IRET4

Income Returns for Port 4

Numeric

IRET5

Income Returns for Port 5

Numeric

IRET6

Income Returns for Port 6

Numeric

IRET7

Income Returns for Port 7

Numeric

IRET8

Income Returns for Port 8

Numeric

IRET9

Income Returns for Port 9

Numeric

IRET10

Income Returns for Port 10

Numeric

IRET11

Income Returns for Port 11

Numeric

IRET12

Income Returns for Port 12

Numeric

IRET13

Income Returns for Port 13

Numeric

IRET14

Income Returns for Port 14

Numeric

IRET15

Income Returns for Port 15

Numeric

IRET16

Income Returns for Port 16

Numeric

IRET17

Income Returns for Port 17

Numeric

TIND Data Set—Total Return Index Levels Time Series

Table 35.60 TIND Data Set—Total Return Index Levels Time Series

Fields

Label

Type

INDNO

INDNO

Numeric

CALDT

Calendar Trading Date

Numeric

TIND

Total Return Index Levels

Numeric

AIND Data Set—Appreciation Index Levels Time Series

Table 35.61 AIND Data Set—Appreciation Index Levels Time Series

Fields

Label

Type

INDNO

INDNO

Numeric

CALDT

Calendar Trading Date

Numeric

AIND

Appreciation Index Levels

Numeric

IIND Data Set—Income Index Levels Time Series

Table 35.62 IIND Data Set—Income Index Levels Time Series

Fields

Label

Type

INDNO

INDNO

Numeric

CALDT

Calendar Trading Date

Numeric

IIND

Income Index Levels

Numeric

TIND Group Data Set—Total Return Index Levels Time Series Groups

Table 35.63 TIND Group Data Set—Total Return Index Levels Time Series Groups

Fields

Label

Type

INDNO

INDNO

Numeric

CALDT

Calendar Trading Date

Numeric

TIND1

Total Return Index Levels for Port 1

Numeric

TIND2

Total Return Index Levels for Port 2

Numeric

TIND3

Total Return Index Levels for Port 3

Numeric

TIND4

Total Return Index Levels for Port 4

Numeric

TIND5

Total Return Index Levels for Port 5

Numeric

TIND6

Total Return Index Levels for Port 6

Numeric

TIND7

Total Return Index Levels for Port 7

Numeric

TIND8

Total Return Index Levels for Port 8

Numeric

TIND9

Total Return Index Levels for Port 9

Numeric

TIND10

Total Return Index Levels for Port 10

Numeric

TIND11

Total Return Index Levels for Port 11

Numeric

TIND12

Total Return Index Levels for Port 12

Numeric

TIND13

Total Return Index Levels for Port 13

Numeric

TIND14

Total Return Index Levels for Port 14

Numeric

TIND15

Total Return Index Levels for Port 15

Numeric

TIND16

Total Return Index Levels for Port 16

Numeric

TIND17

Total Return Index Levels for Port 17

Numeric

AIND Group Data Set—Appreciation Index Levels Groups

Table 35.64 AIND Group Data Set—Appreciation Index Levels Groups

Fields

Label

Type

INDNO

INDNO

Numeric

CALDT

Calendar Trading Date

Numeric

AIND1

Appreciation Index Levels for Port 1

Numeric

AIND2

Appreciation Index Levels for Port 2

Numeric

AIND3

Appreciation Index Levels for Port 3

Numeric

AIND4

Appreciation Index Levels for Port 4

Numeric

AIND5

Appreciation Index Levels for Port 5

Numeric

AIND6

Appreciation Index Levels for Port 6

Numeric

AIND7

Appreciation Index Levels for Port 7

Numeric

AIND8

Appreciation Index Levels for Port 8

Numeric

AIND9

Appreciation Index Levels for Port 9

Numeric

AIND10

Appreciation Index Levels for Port 10

Numeric

AIND11

Appreciation Index Levels for Port 11

Numeric

AIND12

Appreciation Index Levels for Port 12

Numeric

AIND13

Appreciation Index Levels for Port 13

Numeric

AIND14

Appreciation Index Levels for Port 14

Numeric

AIND15

Appreciation Index Levels for Port 15

Numeric

AIND16

Appreciation Index Levels for Port 16

Numeric

AIND17

Appreciation Index Levels for Port 17

Numeric

IIND Group Data Set—Income Index Levels Time Series Groups

Table 35.65 IIND Group Data Set—Income Index Levels Time Series Groups

Fields

Label

Type

INDNO

INDNO

Numeric

CALDT

Calendar Trading Date

Numeric

IIND1

Income Index Levels for Port 1

Numeric

IIND2

Income Index Levels for Port 2

Numeric

IIND3

Income Index Levels for Port 3

Numeric

IIND4

Income Index Levels for Port 4

Numeric

IIND5

Income Index Levels for Port 5

Numeric

IIND6

Income Index Levels for Port 6

Numeric

IIND7

Income Index Levels for Port 7

Numeric

IIND8

Income Index Levels for Port 8

Numeric

IIND9

Income Index Levels for Port 9

Numeric

IIND10

Income Index Levels for Port 10

Numeric

IIND11

Income Index Levels for Port 11

Numeric

IIND12

Income Index Levels for Port 12

Numeric

IIND13

Income Index Levels for Port 13

Numeric

IIND14

Income Index Levels for Port 14

Numeric

IIND15

Income Index Levels for Port 15

Numeric

IIND16

Income Index Levels for Port 16

Numeric

IIND17

Income Index Levels for Port 17

Numeric

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