Daily Data Items

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Daily Data

GROUP ITEM HEADER FULL NAME SUBNO FORMAT ENTITY TYPE(s) DESCRIPTION
Daily Data
Identification
DSTK_ID
CUSIP CUSIP, Header 0 %8s list The latest 8 character CUSIP identifier for a security.
PERMCO PERMCO 0 %6d list, index A unique permanent company identification number assigned by CRSP to all companies with issues on a CRSP File. This number is permanent for all securities issued by a company regardless of name changes.
PERMNO PERMNO 0 %6d list, index A unique permanent identification number assigned by CRSP to each security. You can track a security through its entire trading history in CRSP’s files with one PERMNO, regardless of name or capital structure changes.
COMPNO NASDAQ Company Number 0 %8d list The latest 8 character CUSIP identifier for a security.
Name Histories
DSTK_NAMES
Company Name Company Name 0 %-32.32s list Company name associated with the security, effective at the end of the period reported.
EX Exchange Code 0 %2d list Integer code(s) indicating the exchange(s) on which the security is listed at the end of the period reported.
NCUSIP CUSIP 0 %-8.8s list The 8 character CUSIP identifier for a security at the end of the period reported.
Ex1 Primary Exchange 0 %c list Character code indicating the exchange on which the security has its primary listing at the end of the period reported. (N = NYSE, A = NYSE MKT, Q = NASDAQ, X = Other)
Sst Security Status 0 %c list Character code describing the status of a security at the end of the period reported. (W=when issued, R = regular way, E = Ex-distributed, Q = bankruptcy)
SH Share Code 0 %2d list 2-digit code as of end of period. First digit describes the type of security, second digit provides further security or company detail.
CL Share Class 0 %-1.1s list Character identifying the class of stock as of the end of period, generally left blank. Assigned by the exchange in cooperation with the company.
SIC SIC Code 0 %4d list The SIC code used to group companies with similar products or services at the end of the period reported.
Naics North American Industry Classification System (NAICS) 0 %-7.7s list North American Industry Classification System, 6-character industry code, at the end of period reported.
Ticker Ticker Symbol 0 %-5.5s list An alphabetic symbol assigned to a security by an exchange at the end of the period reported.
Tst Trading Status 0 %c list One-character field describing the status of a security at the end of the period. (A = active, H = halted, S = suspended, X = unknown)
Symbol Trading Ticker Symbol 0 %-10.10s list Trading symbol listed by exchanges and consolidated quote systems, including all temporary values, share classes and share type suffixes, at the end of the period reported.
Effective Name Company Name, End of Previous Period 1 %-32.32s list Company name effective at the end of the period preceding the period reported.
EXE Exchange Code, End of Previous Period 1 %2d list Integer code(s) indicating the exchange(s) on which the security is listed at the end of the period preceding the period reported.
NCUSIPE CUSIP, End of Previous Period 1 %-8.8s list 8 character CUSIP identifier for a security at the end of period preceding the period reported.
Primexche Primary Exchange, End of Previous Period 1 %c list Character code indicating the exchange on which the security has its primary listing at the end of the period preceding the period reported. (N = NYSE, A = NYSE MKT, Q = NASDAQ, X = Other)
Secstate Security Status, End of Previous Period 1 %c list One-character code describing the status of a security at the end of the period preceding the period reported. (W=when issued, R = regular way, E = Ex-distributed, Q = bankruptcy)
SCE Share Type Code, End of Previous Period 1 %2d list 2-digit code as of the period preceding the period reported. First digit describes the type of security, second digit provides further security or company detail.
CLE Share Class, End of Previous Period 1 %-1.1s list Character identifying the class of stock as of the period preceding the period being accessed, generally left blank. Assigned by the exchange in cooperation with the company.
SICE SIC Code, End of Previous Period 1 %4d list The SIC code used to group companies with similar products or services at the end of the period preceding the period reported.
Naicse NAICS, End of Previous Period 1 %-7.7s list North American Industry Classification System, 6-character industry code, at the end of period preceding the period reported.
Tickere Ticker, End of Previous Period 1 %-5.5s list An alphabetic symbol assigned to a security by an exchange at the end of the period preceding the period reported.
Trdstate Trading Status, End of Previous Period 1 %c list One-character field describing the status of a security at the end of the period preceding the period reported. (A = active, H = halted, S = suspended, X = unknown)
Symbole Trading Ticker Symbol, End of Previous Period 1 %-10.10s list Trading symbol listed by exchanges and consolidated quote systems, including all temporary values, share classes and share type suffixes, at the end of the period preceding each period reported.
Last Company Name Company Name, Most Recent 2 %-32.32s list The most recent company name known to CRSP.
EXL Exchange Code, Most Recent 2 %2d list The most recently known integer code(s) indicating the exchange(s) on which the security is listed.
NCUSIPL CUSIP, Most Recent 2 %-8.8s list The most recently used 8 character CUSIP identifier for a security through the end of the file.
Primexchl Primary Exchange, Most Recent 2 %c list As of the period being accessed, the character code indicating the exchange on which the security has its most recently known primary listing. (N = NYSE, A = NYSE MKT, Q = NASDAQ, X = Other)
Secstatl Security Status, Most Recent 2 %c list One-character code describing the most recently known status of a security at the end of the period reported. (W=when issued, R = regular way, E = Ex-distributed, Q = bankruptcy)
SCL Share Code, Most Recent 2 %2d list 2-digit code, most recently known as of end of period. First digit describes the type of security, second digit provides further security or company detail.
CLL Share Class, Most Recent 2 %-1.1s list Character identifying the most recently known class of stock as of the end of period, generally left blank. Assigned by the exchange in cooperation with the company.
SICL SIC Code, Most Recent 2 %4d list The most recent SIC code used to group companies with similar products or services.
Naicsl NAICS, Most Recent 2 %-7.7s list The most recently known North American Industry Classification System, 6-character industry code.
Tickerl Ticker, Most Recent 2 %-5.5s list The most recently used alphabetic symbol assigned to a security by an exchange.
Trdstatl Trading Status, Most Recent 2 %c list One-character field describing the status of a security most recently known at the end of the period. (A = active, H = halted, S = suspended, X = unknown)
Symboll Trading Ticker Symbol, Most Recent 2 %-10.10s list Trading symbol listed by exchanges and consolidated quote systems, including all temporary values, share classes and share type suffixes, most recently known.
Prices
DSTK_PRICES
Ask Ask 0 %12.5f list Closing ask on the trading date being accessed.
Askhi Ask or High Price 0 %12.5f list Highest trading price during the day, or the closing ask if trading price not available. Ask identified by a leading
dash -.
Bid Bid 0 %12.5f list Closing bid on the trading date being accessed.
Bidlo Bid or Low Price 0 %12.5f list Lowest trading price during the day, or the closing bid if trading price not available. Bid identified by a leading
dash -.
High Highest Close 0 %12.5f list Highest daily closing price within the selected output calendar.
Low Lowest Close 0 %12.5f list Lowest daily closing price within the selected output calendar.
OpenPrc Open Price 0 %12.5f list Daily open price, representing the first trade of the day.
Prc Price or Bid/Ask Average 0 %12.5f list The daily closing price of a security. If unavailable, the number in the price field is replaced with a bid/ask average (marked by a leading dash).
Tprc Trade-only Price, End of Period 0 %12.5f list Last trade-only price of a day.
Adjask Ask, Adjusted 0 %12.5f list Closing ask on the trading date being accessed, adjusted for distributions.
Adjaskhi Askhi, Adjusted 0 %12.5f list Highest trading price during the day, or the closing ask if trading price not available, adjusted for distributions. Ask identified by a leading dash -.
Adjbid Bid, Adjusted 0 %12.5f list Closing bid on the trading date being accessed, adjusted for distributions.
Adjbidlo Bidlo, Adjusted 0 %12.5f list Lowest trading price during the day, or the closing bid if trading price not available, adjusted for distributions. Bid identified by a leading dash -.
AdjOpenPrc Open Price, Adjusted 0 %12.5f list Daily open price, representing the first trade of the day, adjusted for distributions.
Adjprc Price, Adjusted 0 %12.5f list Daily close, adjusted for distributions. Replaced with bid/ask average if price not available. Bid/ask average identified by a leading dash -.
Adjtprc Trade-only Price, Adjusted, End of Period 0 %12.5f list Last trade-only price of a day, adjusted for distributions.
Askprev Ask, Last Available Nonmissing 1 %12.5f list Last available non-missing closing ask as of the trading date being accessed.
Bidprev Bid, Last Available Nonmissing 1 %12.5f list Last available non-missing closing bid as of the trading date being accessed.
Prcprev Price, Last Available Nonmissing 1 %12.5f list The last non-missing daily closing price or bid/ask average of a security. If price is unavailable, the number in the price field is replaced with a bid/ask average (marked by a leading dash).
Tprcprev Trade-only Price, Last Available Nonmissing 1 %12.5f list Last available non-missing trade-only price as of date being accessed.
Adjaskprev Ask Adjusted, Last Available Nonmissing 1 %12.5f list Last available non-missing closing ask as of the trading date being accessed, adjusted for distributions.
Adjbidprev Bid Adjusted, Last Available Nonmissing 1 %12.5f list Last available non-missing closing bid as of the trading date being accessed, adjusted for distributions.
Adjprcprev Price Adjusted, Last Available Nonmissing 1 %12.5f list Last available non-missing daily close or bid/ask average, adjusted for distributions. Bid/ask average is used if price is not available. Bid/ask average identified by a leading dash -.
Adjtprcprev Trade-only Price, Adjusted, Last Available Nonmissing 1 %12.5f list Last available non-missing trade-only price as of date being accessed, adjusted for distributions.
Returns
DSTK_RETURNS
Ret Returns 0 %11.6f list, index, port Daily change in the total value of an investment, using prices or bid/ask averages if prices not available. Dividends are reinvested on the Ex-date.
Reti Returns on Income 0 %11.6f list, index Return on dividends, can be derived from the difference between total return and return without dividends.
Retx Returns Without Dividends 0 %11.6f list, index Day-to-day capital appreciation of a security, calculated as a change in price, or bid/ask average if prices not available.
Toret Returns on Trade-only Prices 0 %11.6f list Daily change in the total value of an investment, using trade-only prices. Dividends are reinvested on the Ex-date.
Toretx Returns Without Dividends, Trade-only Prices 0 %11.6f list Daily total returns, using trade-only prices, compounded from the beginning day in the range. Each trading day in the time series contains a cumulative return since the beginning period.
Cumtret Returns, Cumulative 0 %11.6f list, index Daily total returns compounded from the beginning day in the range. Each trading day in the time series contains a cumulative return since the beginning period.
Cumaret Returns Without Dividends, Cumulative 0 %11.6f list, index Daily returns without dividends compounded from the beginning month in the range. Each period in the time series contains a cumulative return since the beginning period.
Cumiret Returns on Income, Cumulative 0 %11.6f list, index Daily returns on income compounded from the beginning month in the range. Each period in the time series contains a cumulative return since the beginning period.
Returns vs Index
DSTK_IRETURNS
Xstret Excess Returns vs. Index Series 0 %11.6f list Difference between a security’s total return and the total return of an index that a user selects to be associated with the security.
Xsaret Excess Returns Without Dividends vs. Index Series 0 %11.6f list Difference between a security’s capital appreciation and the capital appreciation of an index that a user selects to be associated with the security.
Xsiret Excess Returns on Income vs. Index Series 0 %11.6f list Difference between a security’s return on income and the return on income of an index that a user selects to be associated with the security.
Xstoret Excess Returns on Trade-only Prices vs. Index Series 0 %11.6f list Difference between a security’s total return based on trade-only prices and the total trade-only price return of an index that a user selects to be associated with the security.
Indtret Associated Index Returns 0 %11.6f list Total returns of an index that a user selects to be associated with a security or group of securities.
Indaret Associated Index Returns Without Dividends 0 %11.6f list Compounded price appreciation only, of an index that a user selects to be associated with a security or group of securities.
Indiret Associated Index Returns on Income 0 %11.6f list Returns on income only of an index that a user selects to be associated with a security or group of securities.
Cumxstret Excess Returns vs. Index Series, Cumulative 0 %11.6f list Compounded difference between a security’s total return and the total return of an index that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning period.
Cumxsaret Excess Returns Without Dividends vs. Index Series, Cumulative 0 %11.6f list Compounded difference between a security’s capital appreciation and the capital appreciation of an index that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning period.
Cumxsiret Excess Returns on Income vs. Index Series, Cumulative 0 %11.6f list Compounded difference between a security’s return on income and the return on income of an index that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning period.
Cumxstoret Excess Returns on Trade-only Prices vs. Index Series, Cumulative 0 %11.6f list Compounded difference between a security’s total return based on trade-only prices and the total trade-only price return of an index that a user selects to be associated with the security. Each period in the time series contains a cumulative return since<
Cumindtret Associated Index Returns, Cumulative 0 %11.6f list Compounded total returns of an index that a user selects to be associated with a security or group of securities. Each period in the time series contains a cumulative return since the beginning period.
Cumindaret Associated Index Returns Without Dividends, Cumulative 0 %11.6f list Price appreciation only, of an index that a user selects to be associated with a security or group of securities. Each period in the time series contains a cumulative return since the beginning period.
Cumindiret Associated Index Returns on Income, Cumulative 0 %11.6f list Compounded return, on income only, of an index that a user selects to be associated with a security or group of securities. Each period in the time series contains a cumulative return since the beginning period.
Returns vs Portfolio
DSTK_PRETURNS
Portxstret Excess Returns vs. Associated Portfolios 0 %11.6f list Difference between a security’s total return and the total return of a portfolio that a user selects to be associated with the security.
Portxsaret Excess Returns Without Dividends vs. Associated Portfolios 0 %11.6f list Difference between a security’s capital appreciation and the capital appreciation of a portfolio that a user selects to be associated with the security.
Portxsiret Excess Returns on Income vs. Associated Portfolios 0 %11.6f list Difference between a security’s return on income and the return on income of a portfolio that a user selects to be associated with the security.
Portxstoret Excess Returns on Trade-only Prices vs. Associated Portfolios 0 %11.6f list Difference between a security’s trade-only price total return and the trade-only price total return of a portfolio that a user selects to be associated with the security.
Porttret Associated Portfolios Returns 0 %11.6f list Total returns of a portfolio that a user selects to be associated with a security or group of securities.
Portaret Associated Portfolios Returns Without Dividends 0 %11.6f list Price appreciation only, of a portfolio that a user selects to be associated with a security or group of securities.
Portiret Associated Portfolios Returns on Income 0 %11.6f list Returns on income only of a portfolio that a user selects to be associated with a security or group of securities.
Cumxsptret Excess Returns vs. Associated Portfolios, Cumulative 0 %11.6f list Compounded difference between a security’s total return and the total return of a portfolio that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning period.
Cumxsparet Excess Returns Without Dividends vs. Associated Portfolios, Cumulative 0 %11.6f list Compounded difference between a security’s capital appreciation and the capital appreciation of a portfolio that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning period.
Cumxspiret Excess Returns on Income vs. Associated Portfolios, Cumulative 0 %11.6f list Compounded difference between a security’s return on income and the return on income of a portfolio that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning period.
Cumptret Member Portfolio Returns, Cumulative 0 %11.6f list Compounded total returns of a portfolio that a user selects to be associated with a security or group of securities. Each period in the time series contains a cumulative return since the beginning period.
Cumparet Member Portfolio Returns Without Dividends, Cumulative 0 %11.6f list Compounded price appreciation only, of a portfolio that a user selects to be associated with a security or group of securities. Each period in the time series contains a cumulative return since the beginning period.
Cumpiret Member Portfolio Returns on Income, Cumulative 0 %11.6f list Compounded return, on income only, of a portfolio that a user selects to be associated with a security or group of securities. Each period in the time series contains a cumulative return since the beginning period.
Shares
DSTK_SHARES
Shr Shares Outstanding Mapped to Time Series 0 %9d list The unadjusted number of publicly held shares on NYSE, NYSE MKT, and NASDAQ exchanges, recorded in 1000s.
Adjshr Shares Outstanding Mapped to Time Series, Adjusted 0 %9d list The number of publicly held shares on NYSE, NYSE MKT, and NASDAQ exchanges, recorded in 1000s and adjusted for all price factors.
Shrxr Shares Outstanding, Unadjusted for Rights 1 %9d list The number of publicly held shares on NYSE, NYSE MKT, and NASDAQ exchanges, recorded in 1000s and adjusted for price factors other than rights.
Adjshrxr Shares Outstanding, Adjusted for Rights 1 %9d list The number of publicly held shares on NYSE, NYSE MKT, and NASDAQ exchanges, recorded in 1000s and adjusted for rights only.
Volume
DSTK_VOLUME
Tvol Volume, Total 0 %13.0lf list Total volume traded within the selected output calendar. For example, the weekly calendar will sum the 5 trading days within each week.
Volavg Volume, Average 0 %9d list Average daily volume traded within the selected output calendar. For example, the weekly calendar will average the 5 trading days within each week.
Volmed Volume, Median 0 %9d list Median daily volume traded within the selected output calendar. For example, the weekly calendar will select the median value for the 5 trading days within each week.
Adjvol Volume, Adjusted 0 %13.0lf list Total volume traded within the selected output calendar, adjusted for splits. For example, the weekly calendar will sum the 5 trading days within each week.
Numtrd NASDAQ Number of Trades 0 %9d list The number of trades made on NASDAQ for each security for each date. Available for NASDAQ-traded securities.
Dividends
DSTK_DIV
Adjdiv Adjusted Dividend Amount in Period 0 %11.5f list Ordinary and return-of-capital dividends, adjusted using the Price adjustment factor.
Adjodiv Adjusted Ordinary Dividend Amount in Period 0 %11.5f list Ordinary cash dividends paid, adjusted using the price adjustment factor.
Cumfacpr Cumulative Factor to Adjust Prices Over a Date Range 0 %11.6f list Cumulative factor from a base date used to adjust prices after distributions so that equivalent comparisons can be made between prices before and after the distribution.
Cumfacshr Cumulative Factor to Adjust Shares/Volume Over a Date Range 0 %11.6f list Cumulative factor from a base date used to adjust shares and volume after distributions so that equivalent comparisons can be made between values before and after the distribution. Represented as a ratio.
Facprc Factor to Adjust Price in Period 0 %11.6lf list Factor from a base date used to adjust prices after distributions so that equivalent comparisons can be made between prices before and after the distribution.
Odivamt Ordinary Dividend Amount in Period, Beginning Basis 0 %11.5f list Ordinary cash dividends paid during the period, adjusted to beginning of period basis.
TDivamt Dividend Amount in Period, Beginning Basis 0 %11.5lf list Ordinary and return-of-capital dividends during the period, adjusted to beginning of period basis.
Capitalization
DSTK_CAP
Cap Capitalization, End of Previous Period 0 %15.2lf list, index, port Closing price * shares outstanding (in 1000s) at the end of the previous period. If an index, capitalization is the total market value of the issues used in the index at the beginning of the previous period.
TCap Capitalization, End of Period 0 %15.2lf list, index Closing price * shares outstanding (in 1000s), as of end of the period. If an index, capitalization is the total market value of the issues used in the index at the beginning of the period.
Index Levels
DSTK_LEVEL
TLvl Total Return Index Level 0 %11.2f list, index Value of an index, including all distributions, relative to its value at one fixed point in time.
ALvl Price Index Level 0 %11.2f list, index Value of an index, excluding ordinary dividends, relative to its value at one fixed point in time.
ILvl Index Level of Returns on Income 0 %11.2f list, index Ordinary dividend value of an index, relative to its value at one fixed point in time.
NASDAQ
DSTK_NASDAQ
Nsdinx NASDAQ Index Code 0 %2d list Integer code indicating the issue’s classification within NASD’s internal business description categories, at the end of each period reported.
Nmsind NASDAQ National Market Indicator 0 %2d list One-digit integer code indicating an issue’s membership within the NASDAQ Market tier system.
Mmcnt NASDAQ Market Makers Count 0 %4d list Number of registered market makers for an issue trading on NASDAQ, at the end of the period reported.
Trtscd NASDAQ Status Code, End of Period 0 %2d list One-digit integer describing the trading status of an issue listed on NASDAQ, at the end of each period reported.
Nsdinxe NASDAQ Index Code, End of Previous Period 1 %2d list Integer code indicating the issue’s classification within NASD’s internal business description categories, at the end of the period preceding the period reported.
Nmsinde NASDAQ National Market Indicator, End of Previous Period 1 %2d list One-digit integer code indicating an issue’s membership within the NASDAQ Market tier system, as of the previous period.
Mmcnte NASDAQ Market Makers, End of Previous Period 1 %4d list Number of registered market makers for an issue trading on NASDAQ, at the end of the period preceding the period reported.
Trtscde NASDAQ Status Code, End of Previous Period 1 %2d list One-digit integer describing the trading status of an issue listed on NASDAQ, at the end of the period preceding each period reported.
Nsdinxl NASDAQ Index Code, Most Recent 2 %2d list Integer code indicating the issue’s classification within NASD’s internal business description categories, the most recent value.
Nmsindl NASDAQ National Market Indicator, Most Recent 2 %2d list One-digit integer code indicating an issue’s membership within the NASDAQ Market tier system, most recently known value.
Mmcntl NASDAQ Market Makers, Most Recent 2 %4d list Number of registered market makers for an issue trading on NASDAQ, the most recently known value.
Trtscdl NASDAQ Status Code, Most Recent 2 %2d list One-digit integer describing the trading status of an issue listed on NASDAQ, most recently know value, as of the end of each period reported.
Others
DSTK_OTHER
Altdt Date - YYYYMMDD Trading Date (partial period data) 0 %8d list Trading dates used with partial period data.
Caldt Date 0 %8d list, index Last quotation date in the month
Cnt Index Count Used 0 %6d list, index, port Number of issues used to create a specific index or portfolio during one calendar period.
TCnt Index Count Total 0 %6d list, index, port Total number of securities in an index universe with a valid price on the selected trading date.
Date1 Entity Begin Date Range or Event Date 0 %9d list First period in a selected date range, or event date for an entity.
Date2 Entity End Date Range 0 %9d list Last date in a selected date range for an entity.
LSPInd Group Flag of Associated Index, Last Flag, All Periods 2 %4d list Last known code identifying a group to which a security belongs. Currently, S&P 500 group flag 16 is the only active group.
ESPInd Group Flag of Associated Index, End of Previous Period 1 %4d list Code identifying a group to which a security belongs, in the period preceeding the period reported. Currently, S&P 500 group flag 16 is the only active group.
Grpflag Group Flag 0 %4d list Group flag
Port Portfolio Assignment 0 %4d list Integer portfolio assignment of a security for the portfolio type.
Stat Portfolio Statistic Value 0 %16.5lf list Statistic calculated for the security based on the rules for the selected portfolio type.

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