Data Definitions - E

End of Group Data Excess Returns vs. Associated Portfolios, Cumulative
End of Stock Data Excess Returns vs. Index Series
End of Valid Data Excess Returns vs. Index Series, Cumulative
Entity Begin Date Range or Event Date Excess Returns Without Dividends vs. Associated Portfolios
Entity End Date Range Excess Returns Without Dividends vs. Associated Portfolios Cumulative
Ex-Distribution Date Excess Returns Without Dividends vs. Index Series
Excess Returns on Income vs. Associated Portfolios Excess Returns Without Dividends vs. Index Series, Cumulative
Excess Returns on Income vs. Associated Portfolios Cumulative Exchange Code-Header
Excess Returns on Income vs. Index Series Exchange Code End of Period
Excess Returns on Income vs. Index Series, Cumulative Exchange Code End of Previous Period
Excess Returns vs. Associated Portfolios Exchange Code Most Recent

End of Group Data

End of Group Data is the last date group data is valid in YYYYMMDD format.

General Information
Primary Concepts Header Identification and Summary Data, 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) /gp
C Usage
Object group_arr
Array group
Element grpenddt
FORTRAN-95 Usage
Type or Subtype group_arr()
Member and/or Array group(,)
Element grpenddt
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End of Stock Data

End of Stock Data is the date that data ends for the security, in YYYYMMDD format. It is the date of the last 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 or ind_print Option(s) /hh , /hr , /hrl , /hn
C Usage
Object header_row
Array header
Element enddt
FORTRAN-95 Usage
Type or Subtype stkhdr
Member and/or Array n/a
Element enddt
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End of Valid Data

End of Valid Data is the index of the last calendar period with valid data for a security. 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 last calendar period with data of this type for this security.

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) /hr
C Usage
Object CRSP_TIMESERIES
Array n/a
Element end
FORTRAN-95 Usage
Type or Subtype crsp_ts
Member and/or Array n/a
Element  
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Entity Begin Date Range or Event Date

First period in a selected date range, or event date for an entity.

Category Other
Data Type Double Precision 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 date1
Monthly ITEMID mdate1
Header Date1
SUBNO 0
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Entity End Date Range

Last date in a selected date range for an entity.

Category Other
Data Type Double Precision 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 date2
Monthly ITEMID mdate2
Header Date2
SUBNO 0
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Ex-Distribution Date

Ex-Distribution Date is the ex-dividend or ex-distribution date. It is the date on which the security is first traded without the right to receive the distribution. This date is coded as an integer in YYYYMMDD format and is always a daily trading date.

For distributions in a merger or exchange where the company disappeared, the Ex-Distribution Date is, by convention, set equal to the trading day immediately after the date of the last price.

Ex-Distribution Dates of liquidating payments after delistings are reported when available, and set to Record Date or Delisting Payment Date if unavailable.

General Information
Primary Concepts Distribution Event Array
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) /di
C Usage
Object dists_arr
Array dists[ ]
Element exdt
FORTRAN-95 Usage
Type or Subtype dists_arr
Member and/or Array dists()
Element exdt
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Excess Returns on Income vs. Associated Portfolios

Difference between a security's return on income and the return on income of a portfolio that a user selects to be associated with the security.

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 portxsiret
Monthly ITEMID mportxsiret
Header Portxsiret
SUBNO PORTID
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Excess Returns on Income vs. Associated Portfolios, Cumulative

Compounded difference between a security's return on income and the return on income of a portfolio that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning calendar period.

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 cumxspiret
Monthly ITEMID mcumxspiret
Header Cumxspiret
SUBNO PORTID
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Excess Returns on Income vs. Index Series

Difference between a security's return on income and the return on income of an index that a user selects to be associated with the security.

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 xsiret
Monthly ITEMID mxsiret
Header Xsiret
SUBNO INDNO
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Excess Returns on Income vs. Index Series, Cumulative

Compounded difference between a security's return on income and the return on income of an index that a user selects to be associated with the security. 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 cumxsiret
Monthly ITEMID mcumxsiret
Header Cumxsiret
SUBNO INDNO

 

Excess Returns vs. Associated Portfolios

Difference between a security's total return and the total return of a portfolio that a user selects to be associated with the security.

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 portxstret
Monthly ITEMID mportxstret
Header Portxstret
SUBNO PORTID
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Excess Returns vs. Associated Portfolios, Cumulative

Compounded difference between a security's total return and the total return of a portfolio that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning calendar period.

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 cumxsptret
Monthly ITEMID mcumxsptret
Header Cumxsptret
SUBNO PORTID
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Excess Returns vs. Index Series

Difference between a security's total return and the total return of an index that a user selects to be associated with the security.

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 xstret
Monthly ITEMID mxstret
Header Xstret
SUBNO INDNO
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Excess Returns vs. Index Series, Cumulative

Compounded difference between a security's total return and the total return of an index that a user selects to be associated with the security. 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 cumxstret
Monthly ITEMID mcumxstret
Header Cumxstret
SUBNO INDNO
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Excess Returns Without Dividends vs. Associated Portfolios

Difference between a security's capital appreciation and the capital appreciation of a portfolio a user selects to be associated with the security.

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 portxsaret
Monthly ITEMID mportxsaret
Header Portxsaret
SUBNO PORTID
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Excess Returns Without Dividends vs. Associated Portfolios, Cumulative

Compounded difference between a security's capital appreciation and the capital appreciation of a portfolio that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning calendar period.

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 cumxsparet
Monthly ITEMID mcumxsparet
Header Cumxsparet
SUBNO PORTID
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Excess Returns Without Dividends vs. Index Series

Difference between a security's capital appreciation and the capital appreciation of an index a user selects to be associated with the security.

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 xsaret
Monthly ITEMID mxsaret
Header Xsaret
SUBNO INDNO
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Excess Returns Without Dividends vs. Index Series, Cumulative

Compounded difference between a security's capital appreciation and the capital appreciation of an index that a user selects to be associated with the security. 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 cumxsaret
Monthly ITEMID mcumxsaret
Header Cumxsaret
SUBNO INDNO
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Exchange Code - Header

Exchange Code - Header displays the Exchange Code on which a security was last listed. Valid Exchange Code - Header values are 1, 2, 3, or 4, which correspond to the NYSE, NYSE MKT, NASDAQ, or NYSE Arca respectively. Other Exchange Codes are not included in the Exchange Code - Header field.

General Information
Primary Concepts Header Identification and Summary Data
Data Type integer number
Unit of Item Code
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 n/a
stk_print Option(s) n/a
C Usage
Object header_row
Array header
Element hexcd
FORTRAN-95 Usage
Type or Subtype stkhdr
Member and/or Array n/a
Element hexcd
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Exchange Code, End of Period

Integer code(s) indicating the exchange(s) on which the security is listed at the end of the period reported.

Extended Information

Exchange Codes are respectively 1, 2, 3 and 4 for NYSE, NYSE MKT, NASDAQ, and NYSE Arca. An Exchange Code of zero indicates that a security is either trading on an unknown exchange, or is temporarily not trading at all. Adding 30 to the normal Exchange Codes (31, 32, 33 and 34) identifies when-issued trading, such as during a reorganization. The following table lists the Exchange Codes in the name history array.

Code Definition
-2 Halted by the NYSE, NYSE MKT, NASDAQ, or Arca
-1 Suspended by the NYSE, NYSE MKT, NASDAQ, or Arca
0 Not listed on exchange of current file
1 NYSE
2 NYSE MKT
3 NASDAQ
4 NYSE Arca
5 Mutual Funds (as quoted by NASDAQ)
10 Boston Stock Exchange
13 Chicago Stock Exchange
16 Pacific Stock Exchange
17 Philadelphia Stock Exchange
19 Toronto Stock Exchange
20 Over-The-Counter (Non-NASDAQ Dealer Quotations)
31 When-issued trading on NYSE
32 When-issued trading on NYSE MKT
33 When-issued trading on NASDAQ
34 When-issued trading on Arca

 

Category Name History
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 exchcd
Monthly ITEMID mexchcd
Header EX
SUBNO 0
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Exchange Code, End of Previous Period

Integer code(s) indicating the exchange(s) on which the security is listed at the end of the period preceding the period reported.

Category Name History
Data Type Double Precision 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 exchcd
Monthly ITEMID mexchcd
Header EXE
SUBNO 1
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Exchange Code, Most Recent

The most recently known integer code(s) indicating the exchange(s) on which the security is listed.

Category Name History
Data Type Double Precision 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 exchcd
Monthly ITEMID mexchcd
Header EXL
SUBNO 2
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