CRSP US Stock Databases
New file formats available
In response to subscriber requests, CRSP has released SAS and ASCII file formats of the Stock and Index Databases. The files were made available to all monthly, quarterly, and annual subscribers on 1/29/2016. Data will be through December 2015 and available for download utilizing MOVEit Cloud. More information can be found below.
About the database
CRSP is renowned for its expertise in building and maintaining historical, academic, research-quality stock market databases. The CRSP US Stock Databases provide a unique research source characterized by unmatched breadth and depth. They include CRSP’s permanent identifiers allowing for clean and accurate backtesting, research utilizing time-series and corporate event data, performance measurement, benchmarking, and securities analysis.
The CRSP US Stock Databases contain daily and monthly market and corporate action data for over 32,000 active and inactive securities with primary listings on the NYSE, NYSE American, NASDAQ, NYSE Arca and Bats exchanges and include CRSP broad market indexes. CRSP databases are characterized by their comprehensive corporate action information and highly accurate total return calculations.