Data Access

How do you access CRSP data?

Depending on the product, CRSP data may be accessed in at least one of several ways:

  • CRSPSift access utilities available on both Windows XP and Windows 7. This software replicates and expands upon the functionality found in CRSPAccess. More importantly, it creates a strong foundation for new and expanded features in future releases. CRSPSift may be used to access CRSP Stock and Index databases, the CRSP/Compustat Merged database, and CRSP Treasuries.
     
  • CRSPAccess software includes command-line utilities for all CRSP supported platforms. The CRSPAccess software is used for the Stock & Index databases and the CRSP/Compustat Merged database. C and FORTRAN-95 programmers utilize the CRSPAccess libraries to write access code.
     
  • Other CRSP products, including treasuries, mutual funds, the index stand-alone product and the CRSP/Ziman REIT series are available in a variety of formats such as ASCII, Excel and SAS files. Please see individual product descriptions (link here) for specific file format availability for each product.

Do you offer training for CRSPAccess?

YES! Your CRSP subscription entitles you to the equivalent of a full day of training. Users often find that it is beneficial to break it up over several sessions. CRSP does not have on-site training available at this time, but can work with you to determine how best to meet your needs. Teleconferences, Web training, or a visit to the CRSP offices in Chicago are all options. Training beyond new-user training is also available. For information, please contact the Client Services Group at support@crsp.ChicagoBooth.edu or call Support at 312.263.6400 selection 2.

What is CRSPSIFT?

CRSPSIFT, CRSP's Security Information Filtering Tool, is CRSP's suite of data access utilities. Efficient and intuitive, the Windows interface provides a central location for four modules:

  • TsQuery - Time Series Access for CRSP US Stock, Stock & Index, and CRSP/Compustat Merged Databases
  • StkQuery - Event and time series access for CRSP security data, including corporate action history and market data access
  • IndQuery - Access to CRSP Index data, including index levels, counts, returns, and weights
  • CCMQuery - CRSP/Compustat link history, access to Compustat's industrial and bank files, segment, and PDE data. (Compustat subscribers only)

Does anyone else provide utilities to access CRSP data?

Yes, we work with several partners who provide different types of access to CRSP data and will be adding more over time.

  • In collaboration with CRSP, the SAS Institute has created a SASECRSP engine that may be used to open CRSP Stock & Index data as well as CRSP/Compustat data as SAS data sets.
  • The University of Pennsylvania Wharton School provides a web-based data delivery service, WRDS, available to academic subscribers.