Data Definitions - N

North American Industry Classification System - Header NASDAQ National Market Indicator, Most Recent
NAICs, End of Period NASDAQ Number of Trades
NAICs, End of Previous Period NASDAQ Status Code, End of Period
NAICs, Most Recent NASDAQ Status Code, End of Previous Period
Name Effective Date NASDAQ Status Code, Most Recent
NASDAQ Company Number NASDAQ Status Date
NASD Index Code, End of Period NASDAQ Traits End Date
NASD Index Code, End of Previous Period New PERMCO
NASD Index Code, Most Recent New PERMNO
NASDAQ Issue Number Number of Array Elements
NASDAQ Market Makers, End of Period Number of Index List Types
NASDAQ Market Makers, End of Previous Period Number of Index Types
NASDAQ Market Makers, Most Recent Number of Periods in Calendar
NASDAQ National Market Indicator, End of Period Number of Portfolio Types
NASDAQ National Market Indicator, End of Previous Period  

North American Industry Classification System - Header

North American Industry Classification System - Header is an 6-character code used to group companies with similar products or services. It contains the most current NAICS code in the database. See North American Industry Classification System (NAICS) for additional detail on NAICS codes. N.B. this field includes data starting on 20040610.

General Information
Primary Concepts Header Identification and Summary Data
Data Type character
Unit of Item Code
Date Range Availability
Daily 20040610
Monthly 20040610
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) /hn
C Usage
Object header_row
Array header
Element hnaics
FORTRAN-95 Usage
Type or Subtype stkhdr
Member and/or Array n/a
Element hnaics
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NAICs, End of Period

North American Industry Classification System, 6-character industry code, at the end of period reported.

NAICS codes were adopted in 1997 and implemented in 1999, by the Office of Management and Budget (OMB), to replace the U.S. Standard Industrial Classification (SIC) system. The 6-character code is used to group establishments with similar products or services. While there are exceptions to the definition, an establishment “is generally a single, physical location at which economic activity occurs (e.g., store, factory, farm, etc.)”. NAICS was designed to encompass all fields of economic activities, producing and non-producing. Each establishment is assigned to one industry that matches its primary activity. The codes were developed by the US, Canada, and Mexico to provide a business activity standard throughout North America, to facilitate economic analyses of North America’s economies.

NAICS is a hierarchical code, containing up to six digits: The first two fields, NAICS sectors, designate general categories of economic activity, the third field, sub-sector, further defines the sector, the fourth field is the industry group, the fifth field is the NAICS industry, and the sixth field represents the national industry (a zero in the 6th digit generally indicates that the NAICS industry and the country industry are the same). For example, 1123 represents Poultry and Egg Production, 11231 represents Chick Egg Production, and 112310 represents Chicken Egg Production.

NAICS codes are available for securities in the CRSP database from August 24, 2001 onwards. Unknown NAICS codes are blank. For additional information on NAICS codes, please refer to the Executive Office of the President Office of Management and Budget’s most current North American Industry Classification System manual, or visit the US Census Bureau’s website at http://www.census.gov/epcd/www/naics. html.

In the December 2009 stock database, CRSP removed NAICS Codes provided by our source, Mergent, from our Stock Databases and replaced them with NAICS Codes from Interactive Data Corporation. Mergent was CRSP’s only source for NAICS beginning 20010824. The IDCI NAICS Codes begin 20040610.

Category Name History
Data Type String
Date Range Availability
Daily 20010824
Monthly 20010824
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID snaics
Monthly ITEMID msnaics
Header Naics
SUBNO 0
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NAICs, End of Previous Period

North American Industry Classification System, 6-character industry code, at the end of period preceding the period reported.

Category Name History
Data Type String
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID snaics
Monthly ITEMID msnaics
Header Naicse
SUBNO 1
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NAICs, Most Recent

The most recently known North American Industry Classification System, 6-character industry code.

Category Name History
Data Type String
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID snaics
Monthly ITEMID msnaics
Header Naicsl
SUBNO 2
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Name Effective Date

Name Effective Date is the starting date of a set of security name information, stored in YYYYMMDDformat. If the CUSIPCompany NameTicker SymbolExchange Code, or s changes, CRSP adds a new name structure that records the change and the date the change became effective. Name Effective Date is the date associated with a specific name structure.

General Information
Primary Concepts Name History 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) /n , /xn
C Usage
Object names_arr
Array names[]
Element namedt
FORTRAN-95 Usage
Type or Subtype names_arr
Member and/or Array names()
Element namedt
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NASDAQ Company Number

Unique integer assigned by NASDAQ to each company with a listed security on the NASDAQ exchange. If the company never traded an issue on The NASDAQ Stock Market, or is unknown, NASDAQ Company Number is set to 0. The NASDAQ Company Number may change if NASDAQ assigns a new number to an issue that CRSP considers to be the same company as a company that previously traded on the NASDAQ Stock Market.

Category Identification
Data Type Double Precision Floating Point
Date Range Availability
Daily 198211
Monthly 198211
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID compno
Monthly ITEMID mcompno
Daily Header Compno
Monthly Header COMPNO
SUBNO 0
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NASD Index Code, End of Period

Integer code indicating the issue's classification within NASD's internal business description categories, at the end of each period reported. This field is not available between April, 1998 and February, 2000. For a full list of codes and descriptions, see the NASDAQ Information Codes page in the Data Coding Schemes section.

Category Nasdaq
Data Type Double Precision Floating Point
Date Range Availability
Daily 198211
Monthly 198211
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID nsdinx
Monthly ITEMID mnsdinx
Header Nsdinx
SUBNO 0
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NASD Index Code, End of Previous Period

Integer code indicating the issue's classification within NASD's internal business description categories, at the end of the period preceding the period reported. For a full list of codes and descriptions, see the NASDAQ Information Codes page in the Data Coding Schemes section.

Category Nasdaq
Data Type Double Precision Floating Point
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID nsdinx
Monthly ITEMID mnsdinx
Header Nsdinxe
SUBNO 1
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NASD Index Code, Most Recent

Integer code indicating the issue's most recent classification within NASD's internal business description categories. For a full list of codes and descriptions, see the NASDAQ Information Codes page in the Data Coding Schemes section.

Category Nasdaq
Data Type Double Precision Floating Point
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID nsdinx
Monthly ITEMID mnsdinx
Header Nsdinxl
SUBNO 2
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NASDAQ Issue Number

NASDAQ Issue Number is a unique integer assigned by the National Association of Securities Dealers (NASD) to each listed security on The NASDAQ Stock Market. It is this issue-specific identifier which differentiates securities issued by the same company. If the issue number is unknown, the NASDAQ Issue Number is set to zero. If an NYSE/NYSE MKT security was ever traded on NASDAQ, this number is set to the last issue number assigned when it was trading on NASDAQ. The NASDAQ Issue Number in the CRSP Data File may change if NASDAQ assigns a new number to an issue CRSP considers to be a continuation of an existing issue.

General Information
Primary Concepts Header Identification and Summary Data
Data Type integer number
Unit of Item Id
Date Range Availability
Daily 198211
Monthly 198211
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 issuno
FORTRAN-95 Usage
Type or Subtype stkhdr
Member and/or Array n/a
Element issuno
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NASDAQ Market Makers, End of Period

Number of registered market makers for an issue trading on NASDAQ, at the end of the period reported. This contains a 0 if there are no active market makers at that time, or if the date falls in December of 1982 for a NASD Company Number less than 1025, or in February of 1986.

Category Nasdaq
Data Type Double Precision Floating Point
Date Range Availability
Daily 198211
Monthly 198211
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID mmcnt
Monthly ITEMID mmmcnt
Header Mmcnt
SUBNO 0
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NASDAQ Market Makers, End of Previous Period

Number of registered market makers for an issue trading on NASDAQ, at the end of the period preceding the period reported.

Category Nasdaq
Data Type Double Precision Floating Point
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID mmcnt
Monthly ITEMID mmmcnt
Header Mmcnte
SUBNO 1
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NASDAQ Market Makers, Most Recent

Number of registered market makers for an issue trading on NASDAQ, the most recently known value.

Category Nasdaq
Data Type Double Precision Floating Point
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID mmcnt
Monthly ITEMID mmmcnt
Header Mmcntl
SUBNO 2
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NASDAQ National Market Indicator, End of Period

One-digit integer code indicating an issue's membership within the NASDAQ Market tier system.

Prior to June 15, 1992, transaction data was not available for NASDAQ SmallCap Securities. As of June 15, 1992 transaction data became available.

NASDAQ introduced a 3-tier market initiative in July 2006. As a result, the CRSP NASDAQ National Market Indicator (NMSIND) coding scheme was changed. Specifically:

  • Small-Cap - renamed Capital Market, CRSP code 4

  • National Market - split into two:

    • Global Market, CRSP code 5

    • Global Select Market, CRSP code 6

To achieve expected results, the subset functionality in the ts_print interface is labeled to reflect these changes. After July 1, 2006, SmallCap is renamed to Capital Market. National Market is renamed to Global Market. In addition, a subset of Global Market is identified as the Global Select Market.

Code Description
0 Unknown or unavailable
1 The NASDAQ SmallCap Market before June 15, 1992
2 The NASDAQ National Market
3 The NASDAQ SmallCap Market after June 15, 1992
4 Capital Market (formerly SmallCap) after July 1, 2006
5 Global Market (formerly National Market) after July 1, 2006
6 Global Select Market - new subset of Global Market after July 1, 2006
Category Nasdaq
Data Type Double Precision Floating Point
Date Range Availability
Daily 19920615
Monthly 199206
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID nmsind
Monthly ITEMID mnmsind
Header Nmsind
SUBNO 0
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NASDAQ National Market Indicator, End of Previous Period

One-digit integer code indicating an issue's membership within the NASDAQ Market tier system, at the end of the previous period.

Category Nasdaq
Data Type Double Precision Floating Point
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID nmsind
Monthly ITEMID mnmsind
Header Nmsinde
SUBNO 1
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NASDAQ National Market Indicator, Most Recent

One-digit integer code indicating an issue's membership within the NASDAQ Market tier system, most recently known value.

Category Nasdaq
Data Type Double Precision Floating Point
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID nmsind
Monthly ITEMID mnmsind
Header Nmsindl
SUBNO 2
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NASDAQ Number of Trades

Daily: NASDAQ Number of Trades contains the number of trades made on the NASDAQ Stock Market each date for a security. Trades on all exchanges are connected to NASDAQ's composite pricing network and all late trades are included in the count. If the number of trades is unavailable, the field is set to -99.

Number of trades is available only for issues trading on The NASDAQ Stock MarketSM. It is reported for all securities listed on The NASDAQ National Market since November 1, 1982, and all NASDAQ securities since June 15, 1992. Due to lack of sources, NASDAQ Number of Trades data are missing for 15 NASDAQ National Market securities in December, 1982, and all The NASDAQ National Market securities in February, 1986.

Monthly: Not available.

General Information
Primary Concepts Supplemental NASDAQ Time Series
Data Type integer number
Unit of Item Count
Date Range Availability
Daily 19821101
Monthly n/a
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print Daily Usage numtrd/0
ts_print Monthly Usage n/a
stk_print Option(s) /pn
C Usage
Object numtrd_ts
Array numtrd[ ]
Element numtrd
FORTRAN-95 Usage
Type or Subtype numtrd_ts
Member and/or Array numtrd()
Element numtrd
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NASDAQ Status Code, End of Period

One-digit integer describing the trading status of an issue listed on NASDAQ, at the end of each period reported.

Category Nasdaq
Data Type Double Precision Floating Point
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID trtscd
Monthly ITEMID mtrtscd
Header Trtscd
SUBNO 0
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NASDAQ Status Code, End of Previous Period

One-digit integer describing the trading status of an issue listed on NASDAQ, at the end of the period preceding each period reported.

Category Nasdaq
Data Type Double Precision Floating Point
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID trtscd
Monthly ITEMID mtrtscd
Header Trtscde
SUBNO 1
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NASDAQ Status Code, Most Recent

One-digit integer describing the most recently known trading status of an issue listed on NASDAQ.

Category Nasdaq
Data Type Double Precision Floating Point
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID trtscd
Monthly ITEMID mtrtscd
Header Trtscdl
SUBNO 2
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NASDAQ Status Date

General Information
Primary Concepts NASDAQ Information Array
Data Type integer number
Unit of Item YYYYMMDD date
Date Range Availability
Daily 19821101
Monthly 198211
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) /q
C Usage
Object nasdin_arr
Array nasdin[ ]
Element trtsdt
FORTRAN-95 Usage
Type or Subtype nasdin_arr
Member and/or Array nasdin()
Element trtsdt
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NASDAQ Traits End Date

NASDAQ Traits End Date is the last date, in YYYYMMDD format, for which information in a NASDAQ information array structure is valid for a security. It is set to the last trading date before the next NASDAQ information event, or to 99999999 in the last structure.

General Information
Primary Concepts NASDAQ Information Array
Data Type integer number
Unit of Item YYYYMMDD date
Date Range Availability
Daily 19821101
Monthly 198211
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) /q
C Usage
Object nasdin_arr
Array nasdin[ ]
Element trtsenddt
FORTRAN-95 Usage
Type or Subtype nasdin_arr
Member and/or Array nasdin()
Element trtsenddt
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New PERMCO

New PERMCO is an integer link to a company assigned when an issue ceases trading as a result of a merger or exchange when shareholders receive some payment from the acquiring company. If New PERMNO is nonzero, New PERMCO is the PERMCO of that security. If New PERMNO is zero, New PERMCO can still be nonzero if the shareholders receive a payment from an acquiring company known to CRSP, but the payments are not primarily in the stock of the company. New PERMCO is zero if the company is unknown to CRSP or if the delisting does not represent a merger or exchange. See Acquiring PERMCO for companies associated with individual payments.

General Information
Primary Concepts Delisting History 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) /de
C Usage
Object delist_arr
Array delist[ ]
Element nwcomp
FORTRAN-95 Usage
Type or Subtype delist_arr
Member and/or Array delist()
Element nwcomp
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New PERMNO

New PERMNO is an integer pointer to a new security assigned when an issue ceases trading as a result of a merger or exchange where shareholders receive stock in the acquiring company. The New PERMNO is the PERMNO of the primary security received from the acquiring company. It acts as a forward pointer, allowing the user to trace the ongoing history of surviving companies. New PERMNO may identify an issue that exists on a different CRSP Stock File. It is set to zero if there is no new primary security applicable, the issue is unknown, or the delisting does not represent a merger or exchange. The distribution history arrays contain an itemized record of all types of payments to shareholders in an exchange or merger. See Acquiring PERMNO for companies associated with individual payments.

General Information
Primary Concepts Delisting History 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) /de
C Usage
Object delist_arr
Array delist[ ]
Element nwperm
FORTRAN-95 Usage
Type or Subtype delist_arr
Member and/or Array delist()
Element nwperm
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Number of Array Elements

Number of Array Elements is the count of actual event structures available in a CRSP event object for the current entity.

General Information
Primary Concepts Base CRSPAccess Data Structures, Event Array Objects
Data Type integer number
Unit of Item Count
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 Option(s) n/a
C Usage
Object CRSP_ARRAY
Array n/a
Element num
FORTRAN-95 Usage
Type or Subtype crsp_array
Member and/or Array n/a
Element num
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Number of Index List Types

Number of Index List Types is the number of lists available for INDNOs in an index set. It is set to one in index group and index series sets. If there are no data for a list, Number of Available Array Elements for the list is set to zero.

General Information
Primary Concepts Index List History Array
Data Type integer number
Unit of Item Count
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
stk_print Option(s) n/a
C Usage
Object ind
Array n/a
Element listtypes
FORTRAN-95 Usage
Type or Subtype n/a
Member and/or Array n/a
Element listtypes
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Number of Index Types

Number of Index Types is the number of indexes or portfolio time series available for INDNOs in an index set. In a series set, the Number of Index Types is always 1. In a group set, the Number of Index Types is always 17. Not all INDNOs have data for all available time series. If there are no data for one of the available time series, Begin of Valid Data and End of Valid Data of that time series are set to zero.

General Information
Primary Concepts Base CRSPAccess Data Structures, Index Time Series
Data Type integer number
Unit of Item Count
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
stk_print Option(s) n/a
C Usage
Object ind
Array n/a
Element indtypes
FORTRAN-95 Usage
Type or Subtype n/a
Member and/or Array n/a
Element indtypes
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Number of Periods in Calendar

Number of Periods in Calendar is the number of periods in a CRSP calendar. This is the last calendar period with valid calendar or time series data. In daily, monthly, and weekly calendars, the last calendar period represents the last trading date with available prices. Annual and quarterly calendars are extended to the end of the next calendar year after the last day of prices.

General Information
Primary Concepts Base CRSPAccess Data Structures, Index Time Series
Data Type integer number
Unit of Item Range
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 Option(s) n/a
C Usage
Object CRSP_CAL
Array n/a
Element ndays
FORTRAN-95 Usage
Type or Subtype crsp_cal
Member and/or Array n/a
Element ndays
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Number of Portfolio Types

Number of Portfolio Types is the maximum number of different portfolio methodologies available in a stock set. It is set to 9 in daily databases and 8 in monthly databases. If there are no data for a portfolio time series, Begin of Valid Data and End of Valid Data are both set to zero.

General Information
Primary Concepts Portfolio Statistics and Assignment Arrays, Shares Outstanding Observations Array
Data Type integer number
Unit of Item Count
Date Range Availability
Daily  
Monthly  
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) n/a
C Usage
Object n/a
Array n/a
Element porttypes
FORTRAN-95 Usage
Type or Subtype n/a
Member and/or Array n/a
Element porttypes
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Number of Rebalancing Types

Number of Rebalancing Types is the number of portfolio rebalancing arrays available for INDNOs in an index set. In a series set, Number of Rebalancing Types is always 1. In a group set, Number of Rebalancing Types is always 10. Not all INDNOs have rebalancing data for all available portfolios. If there are no rebalancing data for one of the available rebalancing series, Number of Array Elements Series for that array is set to zero.

General Information
Primary Concepts Rebalancing History Arrays
Data Type integer number
Unit of Item Count
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
stk_print Option(s) n/a
C Usage
Object n/a
Array n/a
Element rebaltypes
FORTRAN-95 Usage
Type or Subtype n/a
Member and/or Array n/a
Element rebaltypes
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