CRSP Item List Selection
CRSP item functions use a standard notation for specifying a set of data items. The notation allows selection by group or item. Examples are bal_ann or sale;at or prc;ret;vol or sale.*
The item notation includes a high level item descriptor comprised of item elements, global qualifiers, and keyset specifications. The user provides information in one of three forms, with as many invocations as desired:
Full_list – full description of items to select. It is in the form
File+list – description of items is in an input file and qualifiers
Specified in form
Where file contains a
list_elementon each row.
- Specified in form
- Printopt – a defined 2-letter shorthand for a defined or structure group. A printopt includes the 2-letter code optionally followed by keyset_list, separated by a period.
One list is maintained, and if an item/keyset is specified multiple times in the same handle it is ignored after the first one.
Selection components are:
Global_section – optional section that modifies all elements in the list. It can contain the following markers:
- F – add all children items with relation type F (footnotes)
- D – add all children items with relation type D (data codes)
- K.keyset_list – apply the keyset list to all items. See below for form of a keyset_list.
List_section – semi-colon-delimited string of list elements:
List_element – describes a CRSP item name or group name and keysets applied to it. The element name and keyset, if provided, are delimited by a period. A list element is in the form
- Elem_name – can be a CRSP item name or group name. Eventually all groups will be expanded to one or more items.
Keyset_list – describes a set of keysets used for items. A keyset list is in the form
- * - select all available keysets
- #-#,#... – select all indicated keysets in a numeric list (examples 3 or 1-2 or 1,6-7,12 or 3-5,9-11)
- [empty] – use the default keyset for all selected items.