Table 12: STKHEAD Data Set—Header Identification and Summary Data
| Field | Label | Type |
|---|---|---|
| PERMNO | PERMNO | Numeric |
| PERMCO | PERMCO | Numeric |
| COMPNO | NASDAQ Company Number | Numeric |
| ISSUNO | NASDAQ Issue Number | Numeric |
| HEXCD | Exchange Code Header | Numeric |
| HSHRCD | Share Code Header | Numeric |
| HSICCD | Standard Industrial Classification Code | Numeric |
| BEGDT | Begin of Stock data | Numeric |
| ENDDT | End of Stock data | Numeric |
| DLSTCD | Delisting Code Header | Numeric |
| HCUSIP | CUSIP Header | Character |
| HTICK | Ticker Symbol Header | Character |
| HCOMNAM | Company Name Header | Character |
| HTSYMBOL | Trading Symbol Header | Character |
| HNAICS | North American Industry Classification Header | Character |
| HPRIMEXC | Primary Exchange Header | Character |
| HTRDSTAT | Trading Status Header | Character |
| HSECSTAT | Security Status Header | Character |
Table 13: NAMES Data Set—Name History Array
| Field | Label | Type |
|---|---|---|
| PERMNO | PERMNO | Numeric |
| NAMEDT | Names Date | Numeric |
| NAMEENDT | Names Ending Date | Numeric |
| SHRCD | Share Code | Numeric |
| EXCHCD | Exchange Code | Numeric |
| SICCD | Standard Industrial Classification Code | Numeric |
| NCUSIP | CUSIP | Numeric |
| TICKER | Ticker Symbol | Character |
| COMNAM | Company Name | Character |
| SHRCLS | Share Class | Numeric |
| TSYMBOL | Trading Symbol | Character |
| NAICS | North American Industry Classification System | Character |
| PRIMEXCH | Primary Exchange | Character |
| TRDSTAT | Trading Status | Character |
| SECSTAT | Security Status | Character |
Table 14: DISTS Data Set—Distribution Event Array
| Field | Label | Type |
|---|---|---|
| PERMNO | PERMNO | Numeric |
| DISTCD | Distribution Code | Numeric |
| DIVAMT | Dividend Cash Amount | Numeric |
| FACPR | Factor to Adjust Price | Numeric |
| FACSHR | Factor to Adjust Share | Numeric |
| DCLRDT | Distribution Declaration Date | Numeric |
| EXDT | Ex-Distribution Date | Numeric |
| RCRDDT | Record Date | Numeric |
| PAYDT | Payment Date | Numeric |
| ACPERM | Acquiring PERMNO | Numeric |
| ACCOMP | Acquiring PERMCO | Numeric |
Table 16: DELIST Data Set—Delisting History Array
| Field | Label | Type |
|---|---|---|
| PERMNO | PERMNO | Numeric |
| DLSTDT | Delisting Date | Numeric |
| DLSTCD | Delisting Code | Numeric |
| NWPERM | New PERMNO | Numeric |
| NWCOMP | New PERMCO | Numeric |
| NEXTD | Delisting Next Price Date | Numeric |
| DLAMT | Delisting Amount | Numeric |
| DLRETX | Delisting Return Without Dividends | Numeric |
| DLPRC | Delisting Price | Numeric |
| DLPDT | Delisting Amount Date | Numeric |
| DLRET | Delisting Return | Numeric |
Table 17: NASDIN Data Set—NASDAQ Information Array
| Field | Label | Type |
|---|---|---|
| PERMNO | PERMNO | Numeric |
| TRTSCD | NASDAQ Traits Code | Numeric |
| TRTSDT | NASDAQ Traits Date | Numeric |
| TRTSENDT | NASDAQ Traits End Date | Numeric |
| NMSIND | NASDAQ National Market Indicator | Numeric |
| MMCNT | Market Maker Count | Numeric |
| NSDINX | NASD Index Code | Numeric |
Table 18: STOCK Time Series Data Sets
| Data Set Name, Long Name | Field | Label | Type |
|---|---|---|---|
| PRC | PERMNO | PERMNO | Numeric |
| Price or Bid/Ask | CALDT | Calendar Trading Date | Numeric |
| Average Time Series | PRC | Price or Bid/Ask Aver | Numeric |
| RET | PERMNO | PERMNO | Numeric |
| Returns Time Series | CALDT | Calendar Trading Date | Numeric |
| RET | Returns | Numeric | |
| ASKHI | PERMNO | PERMNO | Numeric |
| Ask or High Price | CALDT | Calendar Trading Date | Numeric |
| Time Series | ASKHI | Ask or High Price | Numeric |
| BIDLO | PERMNO | PERMNO | Numeric |
| Bid or Low Price | CALDT | Calendar Trading Date | Numeric |
| Time Series | BIDLO | Bid or Low Price | Numeric |
| BID | PERMNO | PERMNO | Numeric |
| Bid Time Series | CALDT | Calendar Trading Date | Numeric |
| BID | Bid | Numeric | |
| ASK | PERMNO | PERMNO | Numeric |
| Ask Time Series | CALDT | Calendar Trading Date | Numeric |
| ASK | Ask | Numeric | |
| RETX | PERMNO | PERMNO | Numeric |
| Returns without | CALDT | Calendar Trading Date | Numeric |
| Dividends | RETX | Returns w/o Dividends | Numeric |
| SPREAD | PERMNO | PERMNO | Numeric |
| Spread Between Bid | CALDT | Calendar Trading Date | Numeric |
| and Ask Time Series | SPREAD | Spread Between Bid Ask | Numeric |
| ALTPRC | PERMNO | PERMNO | Numeric |
| Price Alternate | CALDT | Calendar Trading Date | Numeric |
| Time Series | ALTPRC | Price Alternate | Numeric |
| VOL | PERMNO | PERMNO | Numeric |
| Volume Time Series | CALDT | Calendar Trading Date | Numeric |
| VOL | Volume | Numeric | |
| NUMTRD | PERMNO | PERMNO | Numeric |
| Number of Trades | CALDT | Calendar Trading Date | Numeric |
| Time Series | NUMTRD | Number of Trades | Numeric |
| ALTPRCDT | PERMNO | PERMNO | Numeric |
| Alternate Price | CALDT | Calendar Trading Date | Numeric |
| Date Time Series | ALTPRCDT | Alternate Price Date | Numeric |
Table 19: Portfolio and Group Data Sets
| Data Set | Fields | Label | Type |
|---|---|---|---|
| PORT1 | PERMNO | PERMNO | Numeric |
| Portfolio data | CALDT | Calendar Trading Date | Numeric |
| for Portfolio | PORT1 | Portfolio Assignment for Portfolio Type 1 | Numeric |
| Type 1 | STAT1 | Portfolio Statistic for Portfolio Type 1 | Numeric |
| PORT2 | PERMNO | PERMNO | Numeric |
| Portfolio data | CALDT | Calendar Trading Date | Numeric |
| for Portfolio | PORT2 | Portfolio Assignment for Portfolio Type 2 | Numeric |
| Type 2 | STAT2 | Portfolio Statistic for Portfolio Type 2 | Numeric |
| PORT3 | PERMNO | PERMNO | Numeric |
| Portfolio data | CALDT | Calendar Trading Date | Numeric |
| for Portfolio | PORT3 | Portfolio Assignment for Portfolio Type 3 | Numeric |
| Type 3 | STAT3 | Portfolio Statistic for Portfolio Type 3 | Numeric |
| PORT4 | PERMNO | PERMNO | Numeric |
| Portfolio data | CALDT | Calendar Trading Date | Numeric |
| for Portfolio | PORT4 | Portfolio Assignment for Portfolio Type 4 | Numeric |
| Type 4 | STAT4 | Portfolio Statistic for Portfolio Type 4 | Numeric |
| PORT5 | PERMNO | PERMNO | Numeric |
| Portfolio data | CALDT | Calendar Trading Date | Numeric |
| for Portfolio | PORT5 | Portfolio Assignment for Portfolio Type 5 | Numeric |
| Type 5 | STAT5 | Portfolio Statistic for Portfolio Type 5 | Numeric |
| PORT6 | PERMNO | PERMNO | Numeric |
| Portfolio data | CALDT | Calendar Trading Date | Numeric |
| for Portfolio | PORT6 | Portfolio Assignment for Portfolio Type 6 | Numeric |
| Type 6 | STAT6 | Portfolio Statistic for Portfolio Type 6 | Numeric |
| PORT7 | PERMNO | PERMNO | Numeric |
| Portfolio data | CALDT | Calendar Trading Date | Numeric |
| for Portfolio | PORT7 | Portfolio Assignment for Portfolio Type 7 | Numeric |
| Type 7 | STAT7 | Portfolio Statistic for Portfolio Type 7 | Numeric |
| PORT8 | PERMNO | PERMNO | Numeric |
| Portfolio data | CALDT | Calendar Trading Date | Numeric |
| for Portfolio | PORT8 | Portfolio Assignment for Portfolio Type 8 | Numeric |
| Type 8 | STAT8 | Portfolio Statistic for Portfolio Type 8 | Numeric |
| PORT9 | PERMNO | PERMNO | Numeric |
| Portfolio data | CALDT | Calendar Trading Date | Numeric |
| for Portfolio | PORT9 | Portfolio Assignment for Portfolio Type 9 | Numeric |
| Type 9 | STAT9 | Portfolio Statistic for Portfolio Type 9 | Numeric |
| GROUP16 | PERMNO | PERMNO | Numeric |
| Group data | GRPDT | Group Beginning Date | Numeric |
| for Group | GRPENDDT | Group Ending Date | Numeric |
| Type 16 | GRPFLAG | Group Flag of Associated Index | Numeric |
| GRPSU | Group Subflag | Numeric |