The SASECRSP Interface Engine
Available CRSP Stock Data Sets
- STKHEAD Data Set—Header Identification and 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
STKHEAD Data Set—Header Identification and Summary Data
Table 46.12: STKHEAD Data Set—Header Identification and Summary Data
|
Field |
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
Table 46.13: NAMES Data Set—Name History Array
|
Field |
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
Table 46.14: DISTS Data Set—Distribution Event Array
|
Field |
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 |
DELIST Data Set—Delisting History Array
Table 46.16: DELIST Data Set—Delisting History Array
|
Field |
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
Table 46.17: NASDIN Data Set—NASDAQ Information Array
|
Field |
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
Table 46.18: STOCK Time Series Data Sets
|
Data Set Name, Long Name |
Field |
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 Time Series |
CALDT |
Calendar Trading Date |
Numeric |
|
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 Time Series |
CALDT |
Calendar Trading Date |
Numeric |
|
BID |
Bid |
Numeric |
|
|
ASK |
PERMNO |
PERMNO |
Numeric |
|
Ask Time Series |
CALDT |
Calendar Trading Date |
Numeric |
|
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
Table 46.19: 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 |