Data Definitions - A

Acquiring PERMCO Ask, Last Available Nonmissing
Acquiring PERMNO Associated Index Returns
Amount After Delisting Associated Index Returns, Cumulative
Array Structure Size Associated Index Returns on Income
Array Type Code Associated Index Returns on Income, Cumulative
Askhi Adjusted, Maximum in Period Associated Index Returns Without Dividends
Askhi, Maximum in Period Associated Index Returns Without Dividends, Cumulative
Ask Adjusted, End of Period Associated Portfolios Returns
Ask Adjusted, Last Available Nonmissing Associated Portfolios Returns on Income
Ask, End of Period Associated Portfolios Returns Without Dividends

Acquiring PERMCO

Acquiring PERMCO is the PERMCO of another company linked to a distribution. If the Acquiring PERMNO is nonzero and represents an associated security, Acquiring PERMCO is set to the PERMCO of that security. If Acquiring PERMNO is less than 1000, then Acquiring PERMCO can still be set. In this case, it represents a link to a company tracked by CRSP rather than a specific issue. For example, if a company pays cash to shareholders in a merger, then the Acquiring PERMCO is set to the PERMCO of that company.

Acquiring PERMCO is zero if not applicable, unknown, or associated with a company not tracked by CRSP. Data in this field is incomplete prior to 1985.

General Information
Primary Concepts Distribution Event 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 STK
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
stk_print Option(s) /di
C Usage
Object dists_arr
Array dists[ ]
Element accomp
FORTRAN-95 Usage
Type or Subtype dists_arr
Member and/or Array dists()
Element accomp
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Acquiring PERMNO

Acquiring PERMNO is the PERMNO of another security linked to a distribution where a stock was received in a spin-off, exchange, merger, or other distribution event. It can also link to a security that was acquired in a merger causing a shares increase.

Acquiring PERMNO is set to a number less than 1000 if inapplicable or unknown. If multiple distributions exist with the same Distribution Code and Ex-Distribution Date, they are numbered in the Acquiring PERMNO field. Data in this field are incomplete prior to 1985. Acquiring PERMNO may point to four-digit securities. Data for these securities are not included in the databases. Acquiring PERMNO values between 1 and 9 do not represent securities. These values as used to distinguish multiple distribution records with the same Distribution Code on the same Ex-Distribution Date.

General Information
Primary Concepts Distribution Event 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 STK
ts_print Daily Usage  
ts_print Monthly Usage  
stk_print Option(s)  
C Usage
Object dists_arr
Array dists [ ]
Element acperm
FORTRAN-95 Usage
Type or Subtype dists_arr
Member and/or Array dists()
Element acperm
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Amount After Delisting

Amount After Delisting is the value of a security after it delists from an exchange. The amount can be either an off-exchange price, an off-exchange price quote, or the sum of a series of distribution payments. The Amount After Delisting is used to calculate the Delisting Return. This amount is set to zero if the security is still active, if no price or payment information is available, or if the stock is worthless.

Monthly: If no value after the Delisting Date exists, but daily prices exist after the previous month's last trading date, then the Amount After Delisting is set to the last daily trading value found in the Price or Bid/Ask Average. This price is a daily price for activity that occurred during the delisting month.

General Information
Primary Concepts Delisting History Array
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
ts_print Daily Usage  
ts_print Monthly Usage  
stk_print Option(s)  
C Usage
Object delist_arr
Array delist[ ]
Element dlamt
FORTRAN-95 Usage
Type or Subtype delist_arr
Member and/or Array delist()
Element dlamt
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Array Structure Size

Array Structure Size is the number of bytes needed in each structure element for this array type in a CRSPAccess object structure.

General Information
Primary Concepts Base CRSPAccess Data Structures, Time Series Objects, Event Array Objects, Header Objects
Data Type integer number
Unit of Item Set (no. of bytes)
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK, IND
ts_print Daily Usage  
ts_print Monthly Usage  
stk_print or ind_print Option(s)  
C Usage
Object CRSP_*
Array n/a
Element size_of_array_width
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Array Type Code

Array Type Code is an integer code which defines the type of data in a CRSPAccess object structure array. It can define a basic data type or a CRSP-defined structure.

General Information
Primary Concepts Base CRSPAccess Data Structures, Time Series Objects, Event Array Objects, Header Objects
Data Type integer number
Unit of Item Code
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK, IND
ts_print Daily Usage  
ts_print Monthly Usage  
stk_print or ind_print Option(s)  
C Usage
Object CRSP_*
Array n/a
Element arrtype
FORTRAN-95 Usage
Type or Subtype crsp_ts or crsp_array
Member and/or Array n/a
Element arrtype
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Ask Adjusted, End of Period

Daily: Closing ask on the trading date being accessed, adjusted for distributions.
Monthly: Closing ask on the last trading date of the month of the period being accessed, adjusted for distributions.

Category: Prices
Data Type: Floating Point
Date Range Availability
Daily Monthly
1925 1925
Database Availability and Product Types
Database Formats CRSPAccess, CRSPSift
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID adjask
Monthly ITEMID madjask
Header Adjask
SUBNO 0
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Ask Adjusted, Last Available Nonmissing

Daily: Last available non-missing closing ask as of the trading date being accessed, adjusted for distributions.
Monthly: Last available non-missing month-end closing ask as of the trading date being accessed, adjusted for distributions.

Category Prices
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 adjask
Monthly ITEMID madjask
Header Adjask
SUBNO 0
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Ask, End of Period

Daily: Closing ask on the trading date being accessed.
Monthly: Closing ask on the last trading date of the month.

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Extended Information

Ask is available both daily and monthly for all securities on the three major exchanges: NYSE, NYSE MKT, NASDAQ, and NYSE Arca. Ask prices for NASDAQ are handled a little differently than for NYSE/NYSE MKT and outlined as follows:

NASDAQ

Ask is available for issues trading on the NASDAQ Stock Market during time periods when Ask or High Price can contain the high price. Since July 1980, NASDAQ has used the inside quotation as the closing bid and ask, with the close being at 4:00PM Eastern time. The inside quotation is the highest bid and lowest ask for each trade date. Ask is reported for all NASDAQ National Market securities since November1, 1982 and for all NASDAQ securities since June 15, 1992, with the following exceptions due to source limitations:

  • Ask is missing for 15 NASDAQ National Market securities in December 1982.
  • Ask is missing for all NASDAQ National Market securities in February 1986.

NYSE / NYSE MKT

The ask for NYSE and NYSE MKT securities is not the inside quotation, but the bid price from the last representative quote before the markets close for each trading date. Due to source limitations, only an unrepresentative quote was available on many days. This unrepresentative quote showed very large spreads, frequently a bid of a penny and an ask of approximately double the price. These were usually posted by a market marker not on the primary listed exchange, who was required to post a quote but not interested in making a trade. From 1992 on, Bid and Ask were set to 0 when CRSP determined that the available quote was unrepresentative of trading activity, pending further research.

Ask data for NYSE are available from December 31, 1925 through the most currently completed month for securities when no closing price is available. Between December 31, 1925 and February 23, 1942, a continuous series of ask data are available whether or not a closing price is available. Between February 24, 1942 and December 27, 1992, ask is available only in cases when a closing price is missing. Beginning December 28, 1992, a continuous series of ask data are available.

Category Prices
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 ask
Monthly ITEMID mask
Header Ask
SUBNO 0
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Ask, Last Available Nonmissing

Daily: Last available non-missing closing ask as of the trading date being accessed.
Monthly: Last available non-missing month-end closing ask as of the trading date being accessed.

Category Prices
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 ask
Monthly ITEMID mask
Header Askprev
SUBNO 1
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Askhi Adjusted, Maximum in Period

Daily: Highest trading price during the day, or the closing ask if trading price not available, adjusted for distributions. Ask identified by a leading dash -.
Monthly: Highest trading price during the month, or the highest bid-ask spread if trading price not available, adjusted for distributions. Bid-ask spreads identified by preceding dash -.

Category Prices
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 adjaskhi
Monthly ITEMID madjaskhi
Header Adjaskhi
SUBNO 0
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Askhi, Maximum in Period

Daily: Ask or High Price is the highest trading price during the day, or the closing ask price on days when the closing price is not available. The field is set to zero if no Ask or High Price is available. If the Price or Bid/Ask Average is negative, this field contains the closing ask. If positive, this field contains the highest trade.

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. Therefore, Ask or High Price for NASDAQ securities is always an ask before these dates.

Monthly: Monthly files contain the highest daily Price or Bid/Ask Average during the month. The field is set to zero when no Price or Bid/Ask Average was available during the month a value is found for incomplete months. If Price or Bid/Ask Average contains any bid/ask averages, these will be marked with a negative symbol. The absolute value of Price or Bid/Ask Average is used to select the highest, but the sign is preserved if a bid/ask average is selected.

Category Prices
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 askhi
Monthly ITEMID maskhi
Header Askhi
SUBNO 0
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Associated Index Returns

Total returns of an index that a user selects to be associated with a security or group of securities.

Category Returns Related to an Index
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 indtret
Monthly ITEMID mindtret
Header Indtret
SUBNO INDNO
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Associated Index Returns, Cumulative

Compounded total returns of an index that a user selects to be associated with a security or group of securities. Each period in the time series contains a cumulative return since the beginning calendar period.

Category Returns Related to an Index
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 cumindtret
Monthly ITEMID mcumindtret
Header Cumindtret
SUBNO INDNO
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Associated Index Returns on Income

Returns on income only of an index that a user selects to be associated with a security or group of securities.

Category Returns Related to an Index
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 indiret
Monthly ITEMID mindiret
Header Indiret
SUBNO INDNO
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Associated Index Returns on Income, Cumulative

Compounded return, on income only, of an index that a user selects to be associated with a security or group of securities. Each period in the time series contains a cumulative return since the beginning calendar period.

Category Returns Related to an Index
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 cumindiret
Monthly ITEMID mcumindiret
Header Cumindiret
SUBNO INDNO
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Associated Index Returns Without Dividends

Compounded price appreciation only, of an index that a user selects to be associated with a security or group of securities.

Category Returns Related to an Index
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 indaret
Monthly ITEMID mindaret
Header Indaret
SUBNO INDNO
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Associated Index Returns Without Dividends, Cumulative

Compounded price appreciation only, of an index that a user selects to be associated with a security or group of securities. Each period in the time series contains a cumulative return since the beginning calendar period.

Category Returns Related to an Index
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 cumindaret
Monthly ITEMID mcumindaret
Header Cumindaret
SUBNO INDNO
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Associated Portfolios Returns

Total returns of a portfolio that a user selects to be associated with a security or group of securities.

Category Returns Related to a Portfolio Type
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 porttret
Monthly ITEMID mporttret
Header Porttret
SUBNO PORTID
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Associated Portfolios Returns Without Dividends

Price appreciation only, of a portfolio a user selects to be associated with a security or group of securities.

Category Returns Related to a Portfolio Type
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 portaret
Monthly ITEMID mportaret
Header Portaret
SUBNO PORTID
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Associated Portfolios Returns on Income

Returns on income only of a portfolio that a user selects to be associated with a security or group of securities.

Category Returns Related to a Portfolio Type
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 portiret
Monthly ITEMID mportiret
Header Portiret
SUBNO PORTID
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Associated Portfolios Returns Without Dividends

Daily: Ask or High Price is the highest trading price during the day, or the closing ask price on days when the closing price is not available. The field is set to zero if no Ask or High Price is available. If the Price or Bid/Ask Average is negative, this field contains the closing ask. If positive, this field contains the highest trade.

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. Therefore, Ask or High Price for NASDAQ securities is always an ask before these dates.

Monthly: Monthly files contain the highest daily Price or Bid/Ask Average during the month. The field is set to zero when no Price or Bid/Ask Average was available during the month a value is found for incomplete months. If Price or Bid/Ask Average contains any bid/ask averages, these will be marked with a negative symbol. The absolute value of Price or Bid/Ask Average is used to select the highest, but the sign is preserved if a bid/ask average is selected.

Category Returns Related to a Portfolio Type
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 portaret
Monthly ITEMID mportaret
Header Portaret
SUBNO PORTID
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