Data Definitions - S

Security Status - Header Share Type Code, End of Period
Security Status, End of Period Share Type Code, End of Previous Period
Security Status, End of Previous Period Share Type Code, Most Recent
Security Status, Most Recent Standard Industrial Classification (SIC) Code - Header
Shares Outstanding SIC Code, End of Period
Shares Outstanding, Adjusted SIC Code, End of Previous Period
Shares Outstanding, Adjusted for Rights SIC Code, Most Recent
Shares Outstanding, Observation Date Spread Between Bid and Ask
Shares Outstanding, Observation End Date Statistic Average in Period
Shares Outstanding, Observation Flag Statistic Maximum Identifier
Shares Outstanding, Unadjusted for Rights Statistic Maximum in Period
Share Class, End of Period Statistic Median in Period
Share Class, End of Previous Period Statistic Minimum Identifier
Share Class, Most Recent Statistic Minimum in Period
Share Code Groupings for Subsets
(Partition or Index Restriction)
 

Security Status - Header

Security Status - Header is a one-character code that describes the status of a security. See Security Status for a list of available codes.

General Information
Primary Concepts Header Identification and Summary Data
Data Type character
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 secstat/2
ts_print Monthly Usage msecstat/2
stk_print Option(s) /hn
C Usage
Object header_row
Array header
Element hsecstat
FORTRAN-95 Usage
Type or Subtype stkhdr
Member and/or Array n/a
Element hsecstat
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Security Status, End of Period

One-character code describing the status of a security at the end of the period reported. (W = when issued, R = regular way, E = ex-distributed, Q = non-leading when issued, X = untracked exchange or unknown)

Category Name History
Data Type Character
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID secstat
Monthly ITEMID msecstat
Header Secstat
SUBNO 0
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Security Status, End of Previous Period

One-character code describing the status of a security at the end of the period preceding the period reported. (W = when issued, R = regular way, E = ex-distributed, Q = non-leading when issued, X = untracked exchange or unknown)

Category Name History
Data Type Character
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID secstat
Monthly ITEMID msecstat
Header Secstate
SUBNO 1
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Security Status, Most Recent

One-character code describing the most recently known status of a security at the end of the period reported. (W = when issued, R = regular way, E = ex-distributed, Q = non-leading when issued, X = untracked exchange or unknown)

Category Name History
Data Type Character
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID secstat
Monthly ITEMID msecstat
Header Secstatl
SUBNO 2
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Shares Outstanding

The unadjusted number of publicly held shares on NYSE, NYSE MKT, NASDAQ, and NYSE Arca exchanges, recorded in 1000s. This figure represents the actual, undiluted value.

The Shares Outstanding Observations Array contains observation events and cannot be used to directly find the shares outstanding each calendar period. Utility functions and programs are available to map observations to time series to calculate market capitalization. If there is no time series data over a time period, but the security has a Shares Outstanding value, the last valid Shares Outstanding value has been carried over.

Category Shares
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 shr
Monthly ITEMID mshr
Header Shr
SUBNO 0
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Shares Outstanding, Adjusted

The number of publicly held shares on NYSE, NYSE MKT, NASDAQ, and NYSE Arca exchanges, recorded in 1000s and adjusted for all price factors.

Category Shares
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 adjshr
Monthly ITEMID madjshr
Header Adjshr
SUBNO 0
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Shares Outstanding, Adjusted for Rights

The number of publicly held shares on NYSE, NYSE MKT, NASDAQ, and NYSE Arca exchanges, recorded in 1000s and adjusted for rights only.

Category Shares
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 adjshr
Monthly ITEMID madjshr
Header Adjshrxr
SUBNO 1
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Shares Outstanding, Observation Date

Shares Observation Date is a specific date corresponding to a Shares Outstanding value. The shares date is either the statement date from a firm's annual or quarterly report, the Ex-Distribution Date of a distribution affecting the shares outstanding, or the date of a shares observation taken from another source.

General Information
Primary Concepts Share Outstanding Observations Array
Data Type integer number
Unit of Item YYYMMDD 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) /sh, /sa
C Usage
Object shares_arr
Array shares[ ]
Element shrsdt
FORTRAN-95 Usage
Type or Subtype shares_arr
Member and/or Array shares()
Element shrsdt
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Shares Outstanding, Observation End Date

Shares Observation End Date is the last effective date of a shares outstanding observation. It is set to the latest date prior to the Shares Observation Date of the next observation. The Shares Observation End Date of the last observation is set to the Delisting Date. If the Shares Observation Date is after the Delisting Date, then the Shares Observation End Date is set to 99999999.

General Information
Primary Concepts Share Outstanding Observations Array
Data Type integer number
Unit of Item YYYMMDD 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) /sh, /sa
C Usage
Object shares_arr
Array shares[ ]
Element shrsenddt
FORTRAN-95 Usage
Type or Subtype shares_arr
Member and/or Array shares()
Element shrsenddt
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Shares Outstanding, Observation Flag

Shares Outstanding Observation Flag is an integer value indicating the source of the shares outstanding observation:

Integer Value Description
0 Share structure extracted from CRSP data sources
1 Share structure imputed from a split or other distribution
2 Shares observation added on the date of a change in the name history, using the effective shares outstanding on that date implied by another
General Information
Primary Concepts Share Outstanding Observations Array
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 n/a
ts_print Monthly Usage n/a
stk_print Option(s) /sh, /sa
C Usage
Object shares_arr
Array shares[ ]
Element shrflg
FORTRAN-95 Usage
Type or Subtype shares_arr
Member and/or Array shares()
Element shrflg
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Shares Outstanding, Unadjusted for Rights

The number of publicly held shares on NYSE, NYSE MKT, NASDAQ, and NYSE Arca exchanges, recorded in 1000s and adjusted for price factors other than rights.

Category Shares
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 shr
Monthly ITEMID mshr
Header Shrxr
SUBNO 1
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Share Class, End of Period

Character identifying the class of stock as of the end of period, generally left blank. Any letter that identifies the class of stock (e.g., "A" for class A common) is contained in the first position of this field. Classes are assigned by the exchange in cooperation with the company.

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 shrcls
Monthly ITEMID mshrcls
Header CL
SUBNO 0
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Share Class, End of Previous Period

Character identifying the class of stock as of the period preceding the period being accessed, generally left blank. Assigned by the exchange in cooperation with the company.

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 shrcls
Monthly ITEMID mshrcls
Header CLE
SUBNO 1
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Share Class, Most Recent

Character identifying the most recently known class of stock as of the end of period, generally left blank. Assigned by the exchange in cooperation with the company.

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 shrcls
Monthly ITEMID mshrcls
Header CLL
SUBNO 2
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Share Code Groupings for Subsets (Partition or Index Restriction)

Share Code Groupings for Subsets is an integer code describing the generic share code groupings used in universe subsets describing the valid issues used when partitioning the market or in the actual index. The following codes are used:

Integer Value Description
0 No share code restriction or not applicable
1 Common stocks excluding ADRs
2 Common stocks excluding ADRs and foreign incorporated companies
3 Common stocks excluding ADRs, foreign incorporated companies, REITS, and closed end funds
4 Common stocks
General Information
Primary Concepts Index Header
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 n/a
ts_print Monthly Usage n/a
stk_print Option(s) /hr
C Usage
Object indhdr_row
Array indhdr
Element induniv.shrcd.sccode or partuniv.shrcd.sccode
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array induniv or partuniv
Element sccode
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Share Type Code, End of Period

2-digit code as of end of period. First digit describes the type of security, second digit provides further security or company detail.

First Digit - Share Code - Security Type
Category Name History
Data Type Double Precision Floating Point
Integer Value Description
0 No share code restriction or not applicable
1 Common stocks excluding ADRs
2 Common stocks excluding ADRs and foreign incorporated companies
3 Common stocks excluding ADRs, foreign incorporated companies, REITS, and closed end funds
4 Common stocks
7 Units (Depositary Units, Units of Beneficial Interest, Units of Limited Partnership Interest, Depositary Receipts, etc), Exchange Traded Funds
Second Digit - Share Code - Security Type
Code Definition
0 Securities which have not been further defined
1 Securities which need not be further defined
2 Companies incorporated outside the US
3 Americus Trust Components (Prime, Score, & Units)*, Exchange Traded Funds**
4 Closed-end funds
5 Closed-end fund companies incorporated outside the US
8 REITs (Real Estate Investment Trusts)

For example, a Share Code of 14 represents ordinary common shares of a closed-end fund.

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Share Type Code, End of Previous Period

2-digit code as of the period preceding the period reported. First digit describes the type of security, second digit provides further security or company detail.

Category Name History
Data Type Integer Number
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID shrcd
Monthly ITEMID mshrcd
Header SCE
SUBNO 1
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Share Type Code, Most Recent

2-digit code, most recently known as of end of period. First digit describes the type of security, second digit provides further security or company detail.

First Digit - Share Code - Security Type
Category Name History
Data Type Integer Number
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID shrcd
Monthly ITEMID mshrcd
Header SCL
SUBNO 2
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Standard Industrial Classification (SIC) Code - Header

Standard Industrial Classification (SIC) Code - Header is the last non-zero SIC Code found in a specific security's name structure. The Standard Industrial Classification (SIC) Code - Header is zero for companies for which CRSP has no SIC Codes.

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 n/a
ts_print Monthly Usage n/a
stk_print Option(s) /hh, /hr, /hrl , /hn
C Usage
Object header_row
Array header
Element hsiccd
FORTRAN-95 Usage
Type or Subtype stkhdr
Member and/or Array n/a
Element hsiccd
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SIC Code, End of Period

The Standard Industrial Classification (SIC) Code is used to group companies with similar products or services.

The Standard Industrial Classification Manual contains descriptions of categories recognized by the US Government. SIC Code is an integer between 100 and 9999. The first two digits refer to a major group. The first three digits refer to an industry group. All four digits indicate an industry. Missing SIC Codes are set to zero until March, 2000. The NASDAQ stock exchange reports the first three digits of NASDAQ listed companies based on the company reported primary industry, and CRSP has added a fourth digit of zero. SIC codes of NYSE and NYSE MKT companies are reported with four digits based on SEC groupings. Since March 2000 any new SIC Codes assigned may include four significant digits.

SIC Codes were introduced around 1930. Securities populating the CRSP universe that existed prior to 1930 may have code assignments. CRSP actively chose to apply the original SIC coding scheme to these securities as a way to provide a valid means of classification.

The North American Industry Classification System (NAICS) was introduced in 1997, to succeed the SIC codes.

In the December 2009 stock database, CRSP removed SIC Codes provided by our source, Mergent, from our Stock Databases and replaced them with SIC Codes from Interactive Data Corporation. Mergent was the primary source for SIC Code for NYSE, NYSE MKT & ARCA securities from 20010824 through 2009.  IDC has always been a continuous alternate source of SIC Codes, so no holes in coverage were introduced by the elimination of the Mergent data. The differences in codes resulting from our change in source did not impact the CRSP Indexes.

Category Name History
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 siccd
Monthly ITEMID msiccd
Header SIC
SUBNO 0
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SIC Code, End of Previous Period

The SIC code used to group companies with similar products or services 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 Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print/TsQuery Usage
Daily ITEMID siccd
Monthly ITEMID msiccd
Header SICE
SUBNO 1
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SIC Code, Most Recent

The most recent SIC code used to group companies with similar products or services.

Category Name History
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 siccd
Monthly ITEMID msiccd
Header SICL
SUBNO 2
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Spread Between Bid and Ask

Monthly: Spread Between Bid and Ask is the difference between the closing bid and ask quotes for a security. It is available only when Ask or High Price and Bid or Low Price are available and Closing Price or Bid/Ask Average is a bid/ask average. If Closing Price or Bid/Ask Average is zero and Spread between Bid and Ask is negative, the spread represents a Bid or Low Price. If Closing Price or Bid/Ask Average is zero and Spread between Bid and Ask is positive, Spread Between Bid and Ask represents an Ask or High Price. It is set to zero if unavailable.

General Information
Primary Concepts Auxiliary Time Series Data
Data Type real number
Unit of Item Mathematical value
Date Range Availability
Daily n/a
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) /p2
C Usage
Object spread_ts
Array spread[ ]
Element n/a
FORTRAN-95 Usage
Type or Subtype spread_ts
Member and/or Array spread()
Element n/a
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Statistic Average in Period

Statistic Average in Period is the average statistical value in a portfolio at the beginning of a rebalancing period of a market segment index. It is set to zero if missing or unavailable.

General Information
Primary Concepts Index Rebalancing History Arrays
Data Type real number
Unit of Item Mathematical value
Date Range Availability
Daily n/a
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 rebal_arr[ ]
Array rebal[ ][ ]
Element avgstat
FORTRAN-95 Usage
Type or Subtype rebal_arr()
Member and/or Array rebal(,)
Element avgstat
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Statistic Maximum Identifier

Statistic Maximum Identifier is the identifier of the entity in a portfolio with the maximum statistic at the beginning of a rebalancing period. The identifier can be PERMNO or PERMCO depending on Index Statistic Grouping Code. It is set to zero if unavailable.

General Information
Primary Concepts Index Rebalancing History Arrays
Data Type integer number
Unit of Item Id
Date Range Availability
Daily n/a
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) /rb#
C Usage
Object rebal_arr[ ]
Array rebal[ ][ ]
Element maxid
FORTRAN-95 Usage
Type or Subtype rebal_arr()
Member and/or Array rebal(,)
Element maxid
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Statistic Maximum in Period

Statistic Maximum in Period is a maximum statistic value in the portfolio at the beginning of a rebalancing period. It is set to zero if unavailable.

General Information
Primary Concepts Index Rebalancing History Arrays
Data Type real number
Unit of Item Mathematical value
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) /rb#
C Usage
Object rebal_arr[ ]
Array rebal[ ][ ]
Element maxstat
FORTRAN-95 Usage
Type or Subtype rebal_arr()
Member and/or Array rebal(,)
Element maxstat
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Statistic Median in Period

Statistic Median in Period is the median statistic value in a portfolio at the beginning of a rebalancing period. It is set to zero if unavailable.

General Information
Primary Concepts Index Rebalancing History Arrays
Data Type real number
Unit of Item Mathematical value
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 rebal_arr[ ]
Array rebal[ ][ ]
Element medstat
FORTRAN-95 Usage
Type or Subtype rebal_arr()
Member and/or Array rebal(,)
Element medstat
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Statistic Minimum Identifier

Statistic Minimum Identifier is the identifier of the entity in a portfolio with the minimum statistic at the beginning of a rebalancing period. The identifier can be PERMNO or PERMCO depending on Index Statistic Grouping Code. It is set to zero if unavailable.

General Information
Primary Concepts Index Rebalancing History Arrays
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 IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
stk_print Option(s) /rb#
C Usage
Object rebal_arr[ ]
Array rebal[ ][ ]
Element minid
FORTRAN-95 Usage
Type or Subtype rebal_arr()
Member and/or Array rebal(,)
Element minid
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Statistic Minimum in Period

Statistic Minimum in Period is the minimum statistic value in the portfolio at the beginning of the rebalancing period. It is set to zero if unavailable.

General Information
Primary Concepts Index Rebalancing History Arrays
Data Type real number
Unit of Item Mathematical value
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) /rb#
C Usage
Object rebal_arr[ ]
Array rebal[ ][ ]
Element minstat
FORTRAN-95 Usage
Type or Subtype rebal_arr()
Member and/or Array rebal(,)
Element minstat
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