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.