Data Definitions - P

Partition Subset Screening Structure Price Adjusted, End of Period
Payment Date Price Adjusted, Last Available Nonmissing
Permanent Number of Securities in Index List Price Alternate
PERMCO Price Alternate Date
PERMNO Price, End of Period
Portfolio Assignment Price, Last Available Nonmissing
Portfolio Building Rules Structure Primary Exchange - Header
Portfolio Number if Subset Series Primary Exchange, End of Period
Portfolio Number in Associated Index Primary Exchange, End of Previous Period
Portfolio Statistic Primary Exchange, Most Recent

Partition Subset Screening Structure

Partition Subset Screening Structure, like the Index Subset Screening Structure, is a set 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. Partition Subset Screening Structure screens are used to restrict the securities used in defining partition breakpoints of an index.

General Information
Primary Concepts Index Header
Data Type structure
Unit of Item Set (header information)
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 Option(s) /hr
C Usage
Object indhdr_row
Array indhdr
Element partuniv
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array partuniv
Element n/a
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Payment Date

Payment Date is the integer date in YYYYMMDD format upon which dividend checks are mailed or other distributions are made. It is set to zero if unavailable. For a merger, exchange or total liquidation where the company disappeared Payment Date is, by convention, set equal to the date of the last price or Delisting Date.

For rights offerings the Payment Date is set equal to the record date, found in "Moody's Dividend Record" by convention.

Payment Dates of liquidating payments after delisting are reported when available and are set to 0 when unavailable.

General Information
Primary Concepts Distribution Event Array
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 STK
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
stk_print Option(s) /dl
C Usage
Object dists_arr
Array dists[ ]
Element paydt
FORTRAN-95 Usage
Type or Subtype dists_arr
Member and/or Array dists( )
Element paydt
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Permanent Number of Securities in Index List

Permanent Number of Securities in Index List is the CRSP PERMNO of a security that is assigned to an index specified with an Index List Array.

General Information
Primary Concepts Index List History Array
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
stk_print Option(s) n/a
C Usage
Object list_arr[ ]
Array list[ ][ ]
Element permno
FORTRAN-95 Usage
Type or Subtype ind_list_arr( )
Member and/or Array list(, )
Element permno
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PERMCO

PERMCO is 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 this company regardless of name changes.

General Information
Primary Concepts Header Identification and Summary Data
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 STK
ts_print Daily Usage permco/0
ts_print Monthly Usage mpermco/0
stk_print Option(s) /hh, /hr, /hrl, /hn
C Usage
Object header_row
Array header
Element permco
FORTRAN-95 Usage
Type or Subtype stkhdr
Member and/or Array n/a
Element permco
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PERMNO

PERMNO is a unique permanent security identification number assigned by CRSP to each security. Unlike the CUSIPTicker Symbol, and Company Name, the PERMNO neither changes during an issue's trading history, nor is it reassigned after an issue ceases trading. The user may track a security through its entire trading history in CRSP’s files with one PERMNO, regardless of name or capital structure changes. The Stock Data are sorted and indexed by this field. PERMNO is currently a 5-digit integer for all common securities in the CRSP files. The range -999989 to -100 and 100 to 999989 is reserved for CRSP PERMNO assignments.

General Information
Primary Concepts Header Identification and Summary Data
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 STK
ts_print Daily Usage permno
ts_print Monthly Usage mpermno
stk_print Option(s) /hh, /hr, /hrl, /hn
C Usage
Object header_row
Array header
Element permno
FORTRAN-95 Usage
Type or Subtype stkhdr
Member and/or Array n/a
Element permno
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Portfolio Assignment

Integer portfolio assignment of a security for the portfolio type.

Category Other
Data Type Double Precision Floating Point
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID port
Monthly ITEMID mport
Header Port
SUBNO PORTID
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Portfolio Building Rules Structure

Portfolio Building Rules Structure is a group of fields describing rules used to build index portfolios. Portfolio Building Rules Structure contains fields Index Basic Rule Type Code, Index Function Code for Buy Rules, Index Function Code for Sell Rules, Index Function Code for Generating Statistics, andIndex Statistic Grouping Code.

General Information
Primary Concepts Index Header
Data Type Structure
Unit of Item Set (portfolio building rules)
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 Option(s) /hr
C Usage
Object indhdr_row
Array indhdr
Element rules
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array rules
Element n/a
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Portfolio Number if Subset Series

Portfolio Number if Subset Series is the portfolio number within an index group to which this index series belongs. The Index Primary Link variable contains the Permanent Index Group Identification Number. This index is the nth series within the group index, or zero if it is a stand-alone series.

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
stk_print Option(s) /hh , /hr
C Usage
Object indhdr_row
Array indhdr
Element portnum
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array n/a
Element portnum
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Portfolio Number in Associated Index

Portfolio Number in Associated Index is the portfolio number within an associated index group defined in INDNO of Associated Index. The associated index breakpoint information for that portfolio is used for this index. It is set to zero if no outside rebalancing information is used to build this index.

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
stk_print Option(s) /hr
C Usage
Object indhdr_row
Array indhdr
Element assign.asport
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array assign
Element asport
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Portfolio Statistic

Statistic calculated for the security based on the rules for the selected portfolio type.

Category Other
Data Type Floating Point
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID stat
Monthly ITEMID mstat
Header Stat
SUBNO PORTID
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Price Adjusted, End of Period

Daily: Daily close, adjusted for distributions. Replaced with bid/ask average if price not available. Bid/ask average identified by a leading dash -.

Monthly: The closing price of a security for the last trading day of the month, adjusted for distributions. If unavailable, the number in the price field is replaced with a bid/ask average (marked by a leading dash).

Category Prices
Data Type Floating Point
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID adjprc
Monthly ITEMID madjprc
Header Adjprc
SUBNO 0
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Price Adjusted, Last Available Nonmissing

Daily: 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 -.

Monthly: The last non-missing closing price of a security for the last trading day of the month, adjusted for distributions. If unavailable, the number in the price field is replaced with a bid/ask average (marked by a leading dash).

Category Prices
Data Type Floating Point
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID adjprc
Monthly ITEMID madjprc
Header Adjprcprev
SUBNO 1
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Price Alternate

Monthly: Price Alternate is an alternate monthly price derived from daily prices. Price Alternate contains the last non-missing price in the month. The date of this price is stored in the Price Alternate Date field. Price Alternate is set to zero if no prices are available in the month. New issues that do not begin on the last trading date of a month have the first price and date of the first price at the beginning of the Price Alternate and Price Alternate Date time series arrays.

Price Alternate is available only on monthly databases during time periods when daily data are available.

General Information
Primary Concepts Auxiliary Time Series Data
Data Type real number
Unit of Item USD
Date Range Availability
Daily n/a
Monthly 196207
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) /po
C Usage
Object altprc_ts
Array altprc[ ]
Element n/a
FORTRAN-95 Usage
Type or Subtype altprc_ts
Member and/or Array altprc_ts()
Element n/a
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Price Alternate Date

Monthly: Price Alternate Date contains the date of the monthly Price Alternate (derived from daily data) in YYYYMMDD format. If this price is nonzero, then Price Alternate Date contains the date of that price. If there are no non-missing prices in the month, then Price Alternate Date and Price or Bid/Ask Average are set to zero. New issues that do not begin on the last trading date of a month are set to the first price and date available in the month.

General Information
Primary Concepts Auxiliary Time Series Data
Data Type integer number
Unit of Item YYYYMMDD date
Date Range Availability
Daily n/a
Monthly 196207
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) /pn
C Usage
Object numtrd_ts
Array numtrd[]
Element n/a
FORTRAN-95 Usage
Type or Subtype altprcdt_ts
Member and/or Array altprcdt_ts()
Element n/a
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Price, End of Period

If the closing price is not available for any given period, the number in the price field is replaced with a bid/ask average. Bid/ask averages have dashes placed in front of them. These do not wrongly reflect negative prices, but serve simply to distinguish bid/ask averages from actual closing prices. If neither price nor bid/ask average is available, Price or Bid/Ask Average is set to zero.

Prices and related items: high, low, and volumes, from trades on all exchanges connected to the consolidated pricing network are included.

Price data for NASDAQ securities come directly from the NASD with the close of the day. Automated trades and after hour trading are not reflected in the close, high, low, bid, or ask, but are included in the number of trades and volumes. There is no price data from one trading day applied to the next trading day.

All prices are raw prices as they were reported at the time of trading.

Daily: Price or Bid/Ask Average is the closing price or the bid/ask average for a trading day. If the closing price is not available on any given trading day, the number in the price field is a bid/ask average, not an actual closing price.

Daily trading prices for The NASDAQ National Market securities were first reported November 1, 1982. Daily trading prices for The NASDAQ SmallCap Market were first reported June 15, 1992. Price or Bid/Ask Average for NASDAQ securities is always a negative bid/ask average before this time.

Monthly: In a monthly database, Price or Bid/Ask Average is the price on the last trading date of the month. The price series begins the first month-end after the security begins trading and ends the last complete month of trading. If the closing price is not available on any given end of month trading day, the number in the price field is a bid/ask average, not an actual closing price. Trading prices for The NASDAQ National Market securities were first reported November 1, 1982. Trading prices for The NASDAQ SmallCap Market were first reported June 15, 1992. Price or Bid/Ask Average for NASDAQ securities is always a bid/ask average, (identified with “-“ before the value) before these dates.

Category Prices
Data Type Floating Point
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID prc
Monthly ITEMID mprc
Header Prc
SUBNO 0
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Price, Last Available Nonmissing

Daily: 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 -.

Monthly: The last non-missing closing price of a security for the last trading day of the month, adjusted for distributions. If unavailable, the number in the price field is replaced with a bid/ask average (marked by a leading dash).

Category Prices
Data Type Floating Point
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID adjprc
Monthly ITEMID madjprc
Header Adjprcprev
SUBNO 1
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Primary Exchange - Header

Primary Exchange - Header is a one-character code which identifies the primary exchange on which the security trades. See Primary Exchange for a list of the codes.

General Information
Primary Concepts Header Identification and Summary Data
Data Type character
Unit of Item Code
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print Daily Usage primexch/2
ts_print Monthly Usage mprimexch/2
stk_print Option(s) /hn
C Usage
Object header_row
Array header
Element hprimexch
FORTRAN-95 Usage
Type or Subtype stkhdr
Member and/or Array n/a
Element hprimexch
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Primary Exchange, End of Period

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, R = Arca, X = Other)

Category Name History
Data Type Character
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID primexch
Monthly ITEMID mprimexch
Header Primexch
SUBNO 0
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Primary Exchange, End of Previous Period

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, R = Arca, X = Other)

Category Name History
Data Type Character
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID primexch
Monthly ITEMID mprimexch
Header Primexche
SUBNO 1
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Primary Exchange, Most Recent

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, R = Arca, X = Other)

Category Name History
Data Type Character
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID primexch
Monthly ITEMID mprimexch
Header Primexchl
SUBNO 2
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