Data sets are made available based on the type of CRSP database that you open. Table 10 and Table 11 show summary views of the two types of CRSP databases (Stock and Indices) and the data sets that they make available. Tables that contain details about the data sets, including their specific fields, immediately follow the summary tables. You can also see the available data sets for an opened database via the SAS Explorer by opening a SASECRSP engine libref that you previously assigned.
Table 10: Summary of All Available Data Sets by CRSP Database Type: Stock
| CRSP Database | Data Set Name | Reference Table Title | Reference Table |
|---|---|---|---|
| CRSP US Stock Database (STOCK) | STKHEAD | Header Identification and Summary Data | Table 12 |
| NAMES | Name History Array | Table 13 | |
| DISTS | Distribution Event Array | Table 14 | |
| SHARES | Shares Outstanding Observation Array | Table 15 | |
| DELIST | Delisting History Array | Table 16 | |
| NASDIN | NASDAQ Information Array | Table 17 | |
| PRC | Price or Bid/Ask Average Time Series | Table 18 | |
| RET | Returns Time Series | Table 18 | |
| BIDLO | Bid or Low Price Time Series | Table 18 | |
| ASKHI | Ask or High Price Time Series | Table 18 | |
| BID | Bid Time Series | Table 18 | |
| ASK | Ask Time Series | Table 18 | |
| RETX | Returns Without Dividends Time Series | Table 18 | |
| SPREAD | Spread Between Bid and Ask | Table 18 | |
| ALTPRC | Price Alternate Time Series | Table 18 | |
| VOL | Volume Time Series | Table 18 | |
| NUMTRD | Number of Trades Time Series | Table 18 | |
| ALTPRCDT | Price Alternate Date Time Series | Table 18 | |
| PORT1 | Portfolio Data for Portfolio Type 1 | Table 19 | |
| PORT2 | Portfolio Data for Portfolio Type 2 | Table 19 | |
| PORT3 | Portfolio Data for Portfolio Type 3 | Table 19 | |
| PORT4 | Portfolio Data for Portfolio Type 4 | Table 19 | |
| PORT5 | Portfolio Data for Portfolio Type 5 | Table 19 | |
| PORT6 | Portfolio Data for Portfolio Type 6 | Table 19 | |
| PORT7 | Portfolio Data for Portfolio Type 7 | Table 19 | |
| PORT8 | Portfolio Data for Portfolio Type 8 | Table 19 | |
| PORT9 | Portfolio Data for Portfolio Type 9 | Table 19 | |
| GROUP16 | Group Data for Group Type 16 | Table 19 |
Table 11: Summary of All Available Data Sets by CRSP Database Type: Indices
| CRSP Database | Data Set Name | Reference Table Title | Reference Table |
|---|---|---|---|
| CRSP Indices Database (IND) | INDHEAD | Index Header Data | Table 20 |
| REBAL | Index Rebalancing History Arrays | Table 21 | |
| REBAL | Index Rebalancing History Group Arrays | Table 22 | |
| LIST | Index Membership List Arrays | Table 23 | |
| LIST | Index Membership List Groups Arrays | Table 24 | |
| USDCNT | Portfolio Used Count Array | Table 25 | |
| TOTCNT | Portfolio Total Count Array | Table 26 | |
| USDCNT | Portfolio Used Count Time Series Groups | Table 27 | |
| TOTCNT | Portfolio Total Count Time Series Groups | Table 28 | |
| USDVAL | Portfolio Used Value Array | Table 29 | |
| TOTVAL | Portfolio Total Value Array | Table 30 | |
| USDVAL | Portfolio Used Value Time Series Groups | Table 31 | |
| TOTVAL | Portfolio Total Value Time Series Groups | Table 32 | |
| TRET | Total Returns Time Series | Table 33 | |
| ARET | Appreciation Returns Time Series | Table 34 | |
| IRET | Income Returns Time Series | Table 35 | |
| TRET | Total Returns Time Series Groups | Table 36 | |
| ARET | Income Returns Time Series Groups | Table 37 | |
| IRET | Income Returns Time Series Groups | Table 38 | |
| TIND | Total Return Index Levels Time Series | Table 39 | |
| AIND | Appreciation Index Levels Time Series | Table 40 | |
| IIND | Income Index Levels Time Series | Table 41 | |
| TIND | Total Return Index Levels Groups | Table 42 | |
| AIND | Appreciation Index Levels Groups | Table 43 | |
| IIND | Income Index Levels Time Series Groups | Table 44 |