Brief Description:  CRSP Database of Stock Data

Data for Individual NYSE, Amex and NASDAQ Securities:

  • Bid or Low Price
  • Ask or High Price
  • Open Price
    • NYSE open price data beginning on December 31, 1925 and continuing to June 1962; beginning in June 1992 and continuing through the most recent update
  • Closing Price
  • Holding Period Return
  • Year-end Capitalization
  • Shares Outstanding and Security Delisting Information
  • Distribution Information:
    • Description of Distribution
    • Dividend Amount
    • Factors to Adjust Price and Shares
    • Security and Company Linking Information
  • Dates: Declaration, Ex-distribution, Record and Payment
  • Year-end Capitalization Portfolio
  • Trading Volume
  • Historical Descriptive Information:
    • Name
    • Share Class
    • CUSIP
    • Share Code
    • Ticker
    • Exchange Code
    • SIC Code
  • NYSE Data - All data series begin on December 31, 1925
  • Amex Data - All data series begin on July 2, 1962
  • NASDAQ Data - All data series begin on December 14, 1972

Identifying Information:

  • PERMNO, CRSP’s unique and permanent issue identification number
  • PERMCO, CRSP’s unique and permanent company identification number

Market Indices:

  • Value-Weighted Returns, excluding dividends
  • Value-Weighted Returns, including all distributions
  • Equal-Weighted Returns, including all distributions
  • Equal-Weighted Returns, excluding dividends
  • Total Market Capitalization

Benchmark Indices:

  • Total Market Count
  • S&P 500 Composite Index
  • NASDAQ Composite Index

Supplemental Data for Individual NASDAQ Securities:

  • Historical Traits Information:
    • Market Maker Count
    • NASD Classification
  • Trading Status 
  • Number of Trades
  • Closing Bid and Ask

Delivery Format and Method:

  • CRSP stock data is delivered in little- and big-endian binary on DVD.
  • The database is provided in the proprietary CRSPAccess format.
  • CRSPAccess provides data management to multiple levels of users, enhancing the distribution and processing of the data.
    • The Installation programs and scripts copy data and program files from the Tools and Installation CD-ROM to disk, and set the necessary parameters.
    • CRSP-provided data access includes:
      • Precompiled utility software for processing and sub-setting data for non-programmers.
      • Direct- or sequential-access programming support, via CRSP-provided access functions with pre-compiled FORTRAN-95 and C-language software libraries.
  • Data can also be accessed via CRSP’s DOS-based stk_print (stock data report writer).
  • Third party access is provided via the WRDS (Wharton Research Data Services) internet platform (for academic and government subscribers only)
  • Third party access is also provided via the SAS SASECRSP engine.
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