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CRSP Monthly Stock Demo

This demo will enable you to extract CRSP Monthly Stock Data. You will need to make choices at each step of the query. Please see the universe of firms available for this demo.

Step One: Date Range
Frequency
Beginning
Ending
Select frequency and range of data.

Step Two: Search Critieria
Search By
Choose 1 Of 3 Methods

1. Company Codes
  Demo Codes
2. File Containing Company Codes
 
3. Entire Database (13 companies)
Select a "search by" variable, using TICKER symbol, PERMNO (CRSP's unique ID key), CUSIP, NCUSIP (Historical Cusip), or HSICCD (Header Standard Industrial Classification Code)

Use 1 of 3 methods to select companies.
1.   Codes separated by a single space.
Example: ibm msft nab
2.   A file on your local computer with codes entered one per line.
Example:
ibm
msft       
nab
3.   All companies (13 companies make up this demo.)

Step Three: Output Variables
Identifying Information
Cusip Ncusip Company Name Ticker CRSP Permanent Company Number Share Code Share Class Nasdaq Issue Number Exchange Code Header Exchange Code SIC Code Header SIC Code Header SIC Major Group Header SIC Industry Group
Price, Volume, and Returns Information
Price Secondary Price Ask or High Bid or Low Share Volume Holding Period Return Holding Period Return without Dividends
Supplemental NASDAQ Time Series
Closing Bid Closing Ask
Share Information
Number of Shares Outstanding Share Flag
Delisting Information
Delisting Code New CRSP Permno Date of Next Available Information Amount After Delisting Delisting Price Date of Delisting Payment Delisting Return Delisting Return without Dividends
Distribution Information
Distribution Code Dividend Cash Amount Factor to Adjust Price Factor to Adjust Shares Cumulative Factor to Adjust Price Cumulative Factor to Adjust Shares Declaration Date Record Date Payment Date
Nasdaq Information
Traits Code National Market Indicator Market Maker Count NASD Index
Market Information (NYSE/AMEX/Nasdaq)
Value-Weighted Return (includes distributions) Value-Weighted Return (excluding dividends) Equal-Weighted Return (includes distributions) Equal-Weighted Return (excluding dividends) Return on S&P Composite Index
Select variables to be included in the output. You can select multiple data items by holding the control key while clicking.

Click on the variables for a description of each data item.

Step Four: Output Format
Output Format


Compression Type

E-Mail Address (Optional)

Select desired format of the output file. For large data requests, select a compression type to expedite downloads. If you enter your email address, you will receive an email that contains a URL to the output file when the data request is finished processing.

Example:
username@school.edu

Unless otherwise noted, all material is
Copyright 1994-2009: The Wharton School of the University of Pennsylvania
All rights reserved