Often known by its acronym CRSP, Center for Research in Security Prices is a research center at the Booth School of Business (founded in 1898) of the University of Chicago. CRSP is a non-profit center which also functions as a vendor of historical data.
The Business School subscribes to the following CRSP databases:
CRSP databases are currently accessed via the SAS programming interface.
CRSP binary data can be directly extracted into SAS using Eventus. Eventus is an add-in to SAS which accesses CRSP data from the Suffolk network and performs event studies. Eventus is installed by default in SAS.
http://www.crsp.com/crsp/faq.htm
http://www.crsp.com/documentation/kb/index.html