Data Definitions - I

INDCO Index Missing Data Flag
Index Basic Assignment Types Code Index Name
Index Basic Exception Types Code Index New Issues Flag
Index Basic Rule Types Code Index Primary Link
Index Capital Appreciation Return  Index Primary Methodology Type
Index Count Total Index Rebalancing Begin Date
Index Count Used Index Rebalancing End Date
Index Exception Handling Flags Index Reweighting Timing Flag
Index Function Code for Buy Rules Index Reweighting Type Flag
Index Function Code for Generating Statistics Index Secondary Methodology Group
Index Function Code for Sell Rules Index Statistic Grouping Code
Index Group Name Index Subcategory Code
Index Income Return Index Subset Screening Structure
Index Ineligible Issues Flag Index Total Return
Index Level of Returns Index Total Value
Index Level of Returns on Income Index Used Value
Index Level of Returns Without Dividends INDNO
Index Methodology Description Structure INDNO of Associated Index
Index Method Type Code Interest Rate or Strike Price - Header

INDCO

INDCO is the permanent identifier assigned by CRSP to all groups of indexes. All indexes based on the same market and statistical grouping are assigned the same group number.

General Information
Primary Concepts Index Header
Data Type integer number
Unit of Item Id
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage permco/0
ts_print Monthly Usage mpermco/0
ind_print Option(s) /hh, /hr
C Usage
Object indhdr_row
Array indhdr
Element indco
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array n/a
Element indco
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Index Basic Assignment Types Code

Index Basic Assignment Types Code is an integer code of basic assignment types for fractile or rule-based indexes. The following codes are currently used.

Code Description
0 Unknown or not applicable
1 Annual rebalancing
2 Quarterly rebalancing
3 Monthly rebalancing
General Information
Primary Concepts Index Header
Data Type integer number
Unit of Item Code
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /hr
C Usage
Object indhdr_row
Array indhdr
Element assign.assigncode
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array assign
Element assigncode
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Index Basic Exception Types Code

Index Basic Exception Types Code is an integer code of the basic exception characteristics used in building an index. The following codes are currently used:

Code Description
0 Unknown or not available
1 CRSP market index flags
2 Cap-Based index flags
3 CRSP market index trade-only prices flags
General Information
Primary Concepts Index Header
Data Type integer number
Unit of Item Code
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /hr
C Usage
Object indhdr_row
Array indhdr
Element flags.flagcode
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array flags
Element flagcode
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Index Basic Rule Types Code

Index Basic Rule Types Code is an integer code of basic portfolio methodology rule types used in building indexes. The following codes are currently used:

Code Description
0 Unknown or not applicable
1 Group by previous period end issue capitalization
2 Group by previous period end company capitalization
3 Group by Scholes-Williams beta over previous year
4 Group by standard deviation over previous year
General Information
Primary Concepts Index Header
Data Type integer number
Unit of Item Code
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /hr
C Usage
Object indhdr_row
Array indhdr
Element rules.rulecode
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array rules
Element rulecode
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Index Capital Appreciation Return

Index Capital Appreciation Return is the return, excluding ordinary dividends, of an index. See "Index Returns" in the Calculations Section for details on how CRSP index returns are calculated. If CRSP includes a public index such as the S&P 500 Composite or the NASDAQ Composite, Index Capital Appreciation Return is derived from data provided by the creator of the index.

General Information
Primary Concepts Index Time Series
Data Type real number
Unit of Item Ratio
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage retx/0
ts_print Monthly Usage mretx/0
ind_print Option(s) /ar
C Usage
Object aret_ts[ ]
Array aret[ ][ ]
Element n/a
FORTRAN-95 Usage
Type or Subtype aret_ts
Member and/or Array aret(, )
Element n/a
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Index Count Total

Total number of securities in an index universe with a valid price on the selected trading date.

Category Other
Data Type Double Precision Floating Point
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Product Types
Database Formats CRSPAccess, CRSPSift
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID tcnt
Monthly ITEMID mtcnt
Header TCnt
SUBNO 0
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Index Count Used

Number of issues used to create a specific index or portfolio during one calendar period.

Category Other
Data Type Double Precision Floating Point
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Product Types
Database Formats CRSPAccess, CRSPSift
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID cnt
Monthly ITEMID mcnt
Header Cnt
SUBNO 0
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Index Exception Handling Flags

Index Exception Handling Flags is a group of fields describing how an index supports exceptions in the data, such as new and delisted issues and missing data. The flags contain the following fields: Index Basic Exception Type Code, Index New Issues Flag, Index Ineligible Issues Flag, Return of Delisted Issues Flag, and Index Missing Data Flag.

General Information
Primary Concepts Index Header
Data Type structure
Unit of Item Set (exception codes/flags)
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /hr
C Usage
Object indhdr_row
Array indhdr
Element flags
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array flags
Element n/a
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Index Function Code for Buy Rules

Index Function Code for Buy Rules is a code defining a function used to determine whether an issue is added to a portfolio during rebalancing. This variable is not yet available, and is always set to 0.

General Information
Primary Concepts Index Header, Index Rebalancing History Arrays
Data Type integer number
Unit of Item Code
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /hr
C Usage
Object indhdr_row
Array indhdr
Element rules.buyfnct
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array rules
Element buyfnct
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Index Function Code for Generating Statistics

Index Function Code for Generating Statistics is a code defining a function used to generate a statistic to be used in determining inclusion in a portfolio. The following codes are currently used.

Code Description
0 Unknown or not applicable
1 Capitalization at end of previous period
2 Scholes-Williams beta over previous year
3 Standard deviation over previous year
General Information
Primary Concepts Index Header
Data Type integer number
Unit of Item Code
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /hr
C Usage
Object indhdr_row
Array indhdr
Element rules.staffnct
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array rules
Element staffnct
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Index Function Code for Sell Rules

Index Function Code for Sell Rules is a code defining a function used to determine whether to sell current issues in a portfolio at a rebalancing period. This is not yet available, and is always set to 0.

General Information
Primary Concepts Index Header
Data Type integer number
Unit of Item Code
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /hr
C Usage
Object indhdr_row
Array indhdr
Element rules.sellfnct
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array rules
Element sellfnct
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Index Group Name

Index Group Name is the name of the index group to which an index belongs. All indexes with the same Permanent Index Group Identification Number have the same Index Group Name.

General Information
Primary Concepts Index Header
Data Type character
Unit of Item Id
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /hh , /hr
C Usage
Object indhdr_row
Array indhdr
Element groupname
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array n/a
Element groupname
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Index Income Return

Index Income Return is the ordinary dividend return of an index. See "Index Returns" in the Calculations Section for details on how CRSP index returns are calculated. Index Capital Appreciation Return is available for CRSP-generated indexes.

General Information
Primary Concepts Index Time Series
Data Type real number
Unit of Item Ratio
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage reti
ts_print Monthly Usage mreti
ind_print Option(s) /ir
C Usage
Object iret_ts[ ]
Array iret[ ][ ]
Element n/a
FORTRAN-95 Usage
Type or Subtype iret_ts
Member and/or Array iret(, )
Element n/a
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Index Ineligible Issues Flag

Index Ineligible Issues Flag is a code describing how issues that become ineligible for an index are handled in the index. The following codes are used:

Code Description
0 Unknown or not available
1 Issues becoming ineligible are held until the next time period.
General Information
Primary Concepts Index Header
Data Type integer number
Unit of Item Code
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /hr
C Usage
Object indhdr_row
Array indhdr
Element flags.delflag
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array flags
Element delflag
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Index Level of Returns

Value of an index, including all distributions, relative to its value at one fixed point in time.

Category Index Levels
Data Type Floating Point
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Product Types
Database Formats CRSPAccess, CRSPSift
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID tlvl
Monthly ITEMID mtlvl
Header TLvl
SUBNO 0
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Index Level of Returns on Income

Ordinary dividend value of an index, relative to its value at one fixed point in time.

Category Index Levels
Data Type Floating Point
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Product Types
Database Formats CRSPAccess, CRSPSift
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID ilvl
Monthly ITEMID milvl
Header ILvl
SUBNO 0
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Index Level of Returns Without Dividends

Value of an index, excluding ordinary dividends, relative to its value at one fixed point in time.

Category Index Levels
Data Type Floating Point
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Product Types
Database Formats CRSPAccess, CRSPSift
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID alvl
Monthly ITEMID malvl
Header ALvl
SUBNO 0
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Index Methodology Description Structure

Index Methodology Description Structure contains fields describing the rules used to build the index. These fields contain information on primary and secondary methodologies and rules for weighting securities within the index. The fields are Index Method Type Code, Index Primary Methodology Type, Index Secondary Methodology Group, Index Reweighting Type Flag, and Index Reweighting Timing Flag.

General Information
Primary Concepts Index Header
Data Type structure
Unit of Item Set (methodology)
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /hr
C Usage
Object indhdr_row
Array indhdr
Element method
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array method
Element n/a
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Index Method Type Code

Index Method Type Code is an integer code indicating the basic methodology for an index. It represents the combination of Index Primary Methodology Type, Index Secondary Methodology Group, Index Reweighting Type Flag, and Index Reweighting Timing Flag characteristics. Current codes are:

Code Description
1 CRSP Cap-Based Portfolios
3 CRSP Risk-Based Decile Indexes
4 CRSP Value-Weighted Market Indexes
5 CRSP Equal-Weighted Market Indexes
6 CRSP Capitalization Decile Market Indexes
7 S&P 500® Composite
8 CRSP Value-Weighted Index on the S&P 500® Universe
9 CRSP Equal-Weighted Index on the S&P 500® Universe
10 NASDAQ Composite
12 CRSP Fixed Term Bond Returns
13 CRSP Fixed Term Bill Returns
14 Provided by External Source
General Information
Primary Concepts Index Header
Data Type integer number
Unit of Item Code
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /hr
C Usage
Object indhdr_row
Array indhdr
Element method.methcode
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array method
Element methcode
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Index Missing Data Flag

Index Missing Data Flag describes the possible actions taken for securities with missing data during the range in an index portfolio. The following codes are currently used:

Code Description
0 Unknown or not applicable
3 Issues without single period returns are excluded
5 Alternate prices are used if possible to generate single period returns
13 Quotes without trades are treated as missing prices
General Information
Primary Concepts Index Header
Data Type integer number
Unit of Item Code
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
stk_print or ind_print Option(s) /hr
C Usage
Object indhdr_row
Array indhdr
Element flags.missflag
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array flags
Element missflag
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Index Name

Index Name is the name of an index or portfolio. A complete list of Index Series and Index Groups is available in the Index Methodologies Section.

General Information
Primary Concepts Index Header
Data Type character
Unit of Item Id
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /hh , /hr
C Usage
Object indhdr_row
Array indhdr
Element indname
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array n/a
Element indname
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Index New Issues Flag

Index New Issues Flag is an integer code describing how new issues are used in an index. The following codes are used:

Code Description
0 Unknown or not available
1 New securities are included the first period they meet existing portfolio restrictions
2 Securities are never added until next rebalancing period
General Information
Primary Concepts Index Header
Data Type integer number
Unit of Item Code
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /hr
C Usage
Object indhdr_row
Array indhdr
Element flags.addflag
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array flags
Element addflag
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Index Primary Link

Index Primary Link is the INDNO of an index group containing this index portfolio series. It is set to zero if this index is a group or if there is no primary group index associated with this index series. A series index representing one portfolio of a group can use Index Primary Link to refer back to the primary index. The primary index contains rebalancing information and data for all portfolios in that group.

General Information
Primary Concepts Index Header
Data Type integer number
Unit of Item Id
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /hh , /hr
C Usage
Object indhdr_row
Array indhdr
Element primflag
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array n/a
Element primflag
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Index Primary Methodology Type

Index Primary Methodology Type is an integer code describing the index type. The following types are currently used:

Code Name Description
0 Fractile Index A market segment index where breakpoints based on some rule and/or statistic are used to divide eligible issues into portfolios at different intervals. The breakpoint function is continuous so that all eligible issues are in exactly one portfolio during each period.
1 Selected Index Universe is supplied from an outside source, with given issues or companies and the data ranges for each.
3 Market Index Portfolio of all eligible issues is reevaluated each period based on constant universe restrictions.
4 Other Not Applicable.
General Information
Primary Concepts Index Header
Data Type integer number
Unit of Item Code
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /hr
C Usage
Object indhdr_row
Array indhdr
Element method.primtype
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array method
Element primtype
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Index Rebalancing Begin Date

Index Rebalancing Begin Date is the integer date, in YYYYMMDD format, of the first date in the rebalancing period of an index.

General Information
Primary Concepts Index Rebalancing History Arrays
Data Type integer number
Unit of Item YYYYMMDD date
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /rb#
C Usage
Object rebal_arr[ ]
Array rebal[ ][ ]
Element rbbegdt
FORTRAN-95 Usage
Type or Subtype rebal_arr()
Member and/or Array rebal(,)
Element rbbegdt
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Index Rebalancing End Date

Index Rebalancing End Date is the integer date, in YYYYMMDD format, of the last date in the rebalancing period of an index.

General Information
Primary Concepts Index Rebalancing History Arrays
Data Type integer number
Unit of Item YYYYMMDD date
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /rb#
C Usage
Object rebal_arr[ ]
Array rebal[ ][ ]
Element rbenddt
FORTRAN-95 Usage
Type or Subtype rebal_arr()
Member and/or Array rebal(,)
Element rbenddt
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Index Reweighting Timing Flag

Index Reweighting Timing Flag is an integer code indicating how frequently weights are recalculated in the existing portfolio. The following codes are currently used:

Code Description
0 Not available
11 Weights are applied each time period
General Information
Primary Concepts Index Header
Data Type integer number
Unit of Item Code
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /hr
C Usage
Object indhdr_row
Array indhdr
Element method.wgtflag
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array method
Element wgtflag
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Index Reweighting Type Flag

Index Reweighting Type Flag is an integer code indicating the method of weighting the issues in the portfolio index. The following codes are currently used:

Code Description
0 Not available
1 Value-weighted, weights not supplied by CRSP
2 Value-weighted
3 Equal-weighted
General Information
Primary Concepts Index Header, Portfolio Statistics and Assignment Arrays
Data Type integer number
Unit of Item Code
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /hr
C Usage
Object indhdr_row
Array indhdr
Element method.wgttype
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array method
Element wgttype
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Index Secondary Methodology Group

Index Secondary Methodology Group is an integer code with further detail for the Index Primary Methodology Type. The following codes are currently used:

Code Description
0 No further description
10 Portfolios based on market capitalization
12 Portfolios based on result statistic: beta or standard deviation
13 Issues in S&P 500 Index
14 Issues in the NASDAQ Composite Index
15 Treasury Issues of Selected Maturity Ranges
General Information
Primary Concepts Index Header
Data Type integer number
Unit of Item Code
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /hr
C Usage
Object indhdr_row
Array indhdr
Element method.subtype
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array method
Element subtype
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Index Statistic Grouping Code

Index Statistic Grouping Code is an integer code describing the type of grouping done on issues before any statistics are applied. The following codes are currently used:

Code Description
0 Unknown or not applicable
1 Each issue is grouped independently
2 Multiple issues of a company are combined
General Information
Primary Concepts Index Header
Data Type integer number
Unit of Item Code
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
stk_print or ind_print Option(s) /hr
C Usage
Object indhdr_row
Array indhdr
Element rules.groupflag
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array rules
Element groupflag
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Index Subcategory Code

Index Subcategory Code is an integer flag indicating a subcategory of the primary index in an index list history to which the security belongs. It is set to zero if no subcategory is applicable.

General Information
Primary Concepts Index List History Array
Data Type integer number
Unit of Item Code
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) n/a
C Usage
Object list_arr[ ]
Array list[ ][ ]
Element subind
FORTRAN-95 Usage
Type or Subtype list_arr()
Member and/or Array list(,)
Element subind
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Index Subset Screening Structure

Index Subset Screening Structure, like the Partition Subset Screening Structure, is a structure of fields used to restrict a database using various screening variables. The screen fields are: Universal Subset Type Code, First Trading Date Allowed in Restriction, Index Restriction End Date, Valid Exchange Codes in Universe, Valid NASDAQ Market Groups in Universe, Valid When-Issued Securities in Universe, Valid Incorporation of Securities in Universe, and Share Code Screen Structure. Index Subset Screening Structure screens are used to restrict the securities used in the actual index.

General Information
Primary Concepts Index Header
Data Type structure
Unit of Item Set (screen markets)
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /hr
C Usage
Object indhdr_row
Array indhdr
Element induniv
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array induniv
Element n/a
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Index Total Return

Index Total Return is the return, including all distributions, of an index. See "Index Returns" in the Calculations Section for details on how CRSP index returns are calculated. Index Total Return is only available for CRSP-generated indexes.

General Information
Primary Concepts Index Time Series
Data Type real number
Unit of Item Ratio
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK, IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /tr
C Usage
Object tret_ts[ ]
Array tret[ ][ ]
Element n/a
FORTRAN-95 Usage
Type or Subtype tret_ts
Member and/or Array tret(, )
Element n/a
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Index Total Value

Index Total Value is the total market value of the non-ADR securities in the index universe, in $1000s, with valid prices and shares outstanding amounts on the selected Calendar Trading Date. See the Index Methodologies section for information including rebalancing frequency and universe inclusion for specific indexes.

General Information
Primary Concepts Index Time Series
Data Type real number
Unit of Item USD
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK, IND
ts_print Daily Usage cap/0
ts_print Monthly Usage mcap/0
ind_print Option(s) /tv
C Usage
Object totval_ts[ ]
Array totval[ ][ ]
Element n/a
FORTRAN-95 Usage
Type or Subtype totval_ts
Member and/or Array totval(, )
Element n/a
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Index Used Value

Index Used Value is the beginning total market value, in $1000s, of all securities that are used in an index on the selected Calendar Trading Date. In a CRSP value-weighted index the Index Used Value is the weight of the index.

For standard CRSP market indexes the beginning total market value is calculated using prices and shares from the previous trading day. In these indexes a security cannot be an ADR and must have prices and shares on the current and previous trading dates. See "Index Returns" in the Calculations Section, and see the Index Methodologies Section.

General Information
Primary Concepts Index Time Series
Data Type real number
Unit of Item Ratio
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK, IND
ts_print Daily Usage cap/1
ts_print Monthly Usage mcap/1
ind_print Option(s) /ur
C Usage
Object usdval_ts[ ]
Array usdval[ ][ ]
Element n/a
FORTRAN-95 Usage
Type or Subtype usdval_ts
Member and/or Array usdval(, )
Element n/a
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INDNO

INDNO indicates the unique permanent identifier assigned by CRSP to every supported index. All INDNO identifiers are 7-digit integers. There is no inherent meaning in the numbers. The index sets in a CRSPAccess database are sorted by this field. See here for a full list of CRSP Indexes.

General Information
Primary Concepts Index Header
Data Type integer number
Unit of Item Id
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage permno
ts_print Monthly Usage mpermno
ind_print Option(s) /hh, /hr
C Usage
Object indhdr_row
Array indhdr
Element indno
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array n/a
Element indno
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INDNO of Associated Index

INDNO of Associated Index is the identifier of an associated index used to supply rebalancing breakpoint information used for assignments or buy/sell rules to this index. It is set to zero if external portfolio data are used.

General Information
Primary Concepts Index Header
Data Type integer number
Unit of Item Id
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /hr
C Usage
Object indhdr_row
Array indhdr
Element assign.asperm
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array assign
Element asperm
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Interest Rate or Strike Price - Header

Interest Rate of Strike Price - Header is the guaranteed annualized interest rate, in percentages, for preferred stock or effective rate of a right, warrant or debt hybrid. It is set to 0 if not applicable or not known.

General Information
Primary Concepts Header Identification and Summary Data
Data Type real number
Unit of Item % rate
Date Range Availability
Daily  
Monthly  
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
stk_print Option(s) /hn
C Usage
Object header_row
Array header
Element hrating
FORTRAN-95 Usage
Type or Subtype stkhdr
Member and/or Array n/a
Element hrating
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