Data Definitions - B

Begin of Group Data Bid, End of Period
Begin of Stock Data Bid, Last Available Nonmissing
Begin of Valid Data Bidlo Adjusted, Minimum in Period
Bid Adjusted, End of Period Bidlo, Minimum in Period
Bid Adjusted, Last Available Nonmissing  

Begin of Group Data

Begin of Group Data is the first date the group data is valid in YYYYMMDD format.

General Information
Primary Concepts Group Data
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) /g#, # is grouptype
C Usage
Object group_arr[i], i+1 is grouptype
Array group[i,]
Element grpdt
FORTRAN-95 Usage
Type or Subtype group_arr(i) i is grouptype
Member and/or Array group()
Element grpdt
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Begin of Stock Data

Begin of Stock Data is the date that data begins for the security, in YYYYMMDD format. It is the date of the first period in the time series arrays and is always greater than zero.

General Information
Primary Concepts Header Identification and Summary Data
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) /hh , /hr , /hrl , /hn
C Usage
Object header_row
Array header
Element begdt
FORTRAN-95 Usage
Type or Subtype stkhdr
Member and/or Array n/a
Element begdt
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Begin of Valid Data

Begin of Valid Data is the index of the first calendar period with valid data in a time series. If no data of this type are available, it is set to zero. The Calendar Trading Date at this index is the date of the first calendar period with data of this type.

General Information
Primary Concepts Base CRSPAccess Data Structures, Time Series Objects
Data Type integer number
Unit of Item Array index
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK, IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
stk_print or ind_print Option(s) n/a
C Usage
Object CRSP_TIMESERIES
Array n/a
Element beg
FORTRAN-95 Usage
Type or Subtype crsp_ts
Member and/or Array n/a
Element beg
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Bid Adjusted, End of Period

Daily: Closing bid on the trading date being accessed, adjusted for distributions.
Monthly: Closing bid 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 1925
Monthly 1925
Database Availability and Product Types
Database Formats CRSPAccess, CRSPSift
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID adjbid
Monthly ITEMID madjbid
Header Adjbid
SUBNO 0
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Bid Adjusted, Last Available Nonmissing

Daily: Last available non-missing closing bid as of the trading date being accessed, adjusted for distributions.
Monthly: Last available non-missing month-end closing bid 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 adjbid
Monthly ITEMID madjbid
Header Adjbidprev
SUBNO 1
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Bid, End of Period

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

Extended Information

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

NASDAQ

Bid is available for issues trading on the NASDAQ Stock Market during time periods when Bid or Low Price can contain the low 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.

Bid 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:

  • Bid is missing for 15 NASDAQ National Market securities in December 1982.
  • Bid is missing for all NASDAQ National Market securities in February 1986.
NYSE/NYSE MKT

The bid 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 are set to 0 when CRSP determined that the available quote was unrepresentative of trading activity, pending further research.

Bid 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 bid data are available whether or not a closing price is available. Between February 24, 1942 and December 27, 1992, bid is available only in cases when a closing price is missing. Beginning December 28, 1992, a continuous series of bid 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 bid
Monthly ITEMID mbid
Header Bid
SUBNO 0
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Bid, Last Available Nonmissing

Daily: Last available non-missing closing bid as of the trading date being accessed.
Monthly: Last available non-missing month-end closing bid 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 bid
Monthly ITEMID mbid
Header Bidprev
SUBNO 1
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Bidlo Adjusted, Minimum in Period

Daily: Lowest trading price during the day, or the closing bid if trading price not available, adjusted for distributions. Bid identified by a leading dash -.
Monthly: Lowest trading price during the month, or the lowest 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 adjbidlo
Monthly ITEMID madjbidlo
Header Adjbidlo
SUBNO 0
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Bidlo, Minimum in Period

Daily: Bid or Low Price is the lowest trading price during the day or the closing bid price on days when the closing price is not available. The field is set to zero if no Bid or Low Price is available.

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, Bid or Low Price for NASDAQ securities is always a bid before these dates.

Monthly: Monthly files contain the lowest daily Price or Bid/Ask Average during the month. Closing price values are positive, bid/ask averages negative. The negative sign is a symbol used to differentiate between price and bid/ask average. The bid/ask average does not have a negative value, and the sign is ignored for ranking. The field is set to zero when no ask or bid/ask average is 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 bidlo
Monthly ITEMID mbidlo
Header Bidlo
SUBNO 0
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