CRSP Item List Selection

CRSP item functions use a standard notation for specifying a set of data items. The notation allows selection by group or item. Examples are bal_ann or sale;at or prc;ret;vol or sale.*

Please see this page for more information.

The item notation includes a high level item descriptor comprised of item elements, global qualifiers, and keyset specifications. The user provides information in one of three forms, with as many invocations as desired:

  • Full_list – full description of items to select. It is in the form [global_section:]list_section
  • File+list – description of items is in an input file and qualifiers
    • Specified in form [global_section:]filepath/
    • Where file contains a list_element on each row.
  • Printopt – a defined 2-letter shorthand for a defined or structure group. A printopt includes the 2-letter code optionally followed by keyset_list, separated by a period.

One list is maintained, and if an item/keyset is specified multiple times in the same handle it is ignored after the first one.

Selection components are:

  • Global_section – optional section that modifies all elements in the list. It can contain the following markers:
    • F – add all children items with relation type F (footnotes)
    • D – add all children items with relation type D (data codes)
  • K.keyset_list – apply the keyset list to all items. See below for form of a keyset_list.
  • List_section – semi-colon-delimited string of list elements: list_element[;List_element…]
  • List_element – describes a CRSP item name or group name and keysets applied to it. The element name and keyset, if provided, are delimited by a period. A list element is in the form elem_name[.keyset_list]
  • Elem_name – can be a CRSP item name or group name. Eventually all groups will be expanded to one or more items.
  • Keyset_list – describes a set of keysets used for items. A keyset list is in the form
    • * - select all available keysets
    • #-#,#... – select all indicated keysets in a numeric list (examples 3 or 1-2 or 1,6-7,12 or 3-5,9-11)
    • [empty] – use the default keyset for all selected items.