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.