CRSP/CCM: Available Files
CRSP Database
The
CRSP US Stock Database and CRSP US Indices Database and Security
Portfolio Assignment Module are provided in little- and big-endian
binary files on CD-ROM, they can be installed to your local
directory. The indices database also contains index data in
ASCII, SAS transport, and Excel worksheet files.
The original CRSP stock file contained month-end prices and returns
from the NYSE dating from December, 1925. Daily and monthly AMEX data
and Daily NYSE data beginning in July, 1962, were respectively combined
into monthly and daily NYSE/AMEX files providing price and return
information on NYSE/AMEX common stock securities. CRSP's data coverage
expanded in 1987 to include Nasdaq daily and monthly stock data, with
information for domestic common stocks and ADRs traded on the NASDAQ
Stock Market beginning December 14, 1972. NYSE, Amex and NASDAQ security
data is available merged in the Daily or Monthly CRSP US Stock Database.
Foreign incorporated stocks and units including non-common issues
trading on NASDAQ are excluded. For more information about CRSP, click
here.
The CRSPAccess version 2.85 is available now.
The new CRSP files for each year are typically received in March.
We receive the
following CRSP files:
- daily
(file: installed locally from CDs or, mcob/cb_data/crsp/daily/
)
- indices
(file: installed locally from CDs or, mcob/cb_data/crsp/indices/
)
- The
CRSP US Indices database and security portfolio assignment
module cd-roms contain the following layout: ascii,
excel, ieeebig, ieeelit, sas.
- CRSPAccess
release note
- monthly
(file: installed locally from CDs or, mcob/cb_data/crsp/monthly/
)
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