ind_print Options

Following is a list of current ind_print options, grouped by option category, listing the options and the variables included in each option, followed by an output sample for each option. Samples for individual indexes are run from the daily indexes data using INDNO 1000080 (The CRSP value-weighted NYSE/NYSE MKT/NASDAQ Market Index) using the dindprint command to start the application. Samples for select group indexes (deciles) are run from the daily group indexes data using INDNO 1000012 (The CRSP NYSE Market Capitalization Deciles) using the dindprintg command to start the application. INDNO usage is indicated in parenthesis at the end of the item description. If alternate data is used, it is noted within the parenthesis, after the INDNO. If the output contains 0, -88.0, or 99.0 values, there are no data in the file for the selected issue.

A. Database Selection

The set database options are supported only on the command line at the initial program call, and cannot be switched. These commands can be used only with the ind_print command. Daily data is the default. If you wish to use monthly data, you must include the /fm option described below.

/d1 dbdirectory

(1=one) Selects an alternate database with a path of dbdirectory

e.g. ind_print /d1 mydirectory

/fm

Monthly Database used with the /d1 option (the command, ind_print defaults to a daily index database, setids 460/440. Adding the /fm option will select the monthly setids, 420/400, as the command mindprint and mindprintg. When using /fm, you must set the appropriate monthly database with the /d1 option.

e.g. ind_print /fm /d1 mymonthdir

B. Portfolio Selection (for use with Index Groups)

/pf #[-#][,#[-#]]

The /pf option can be used to extract data for select portfolios from the index group databases. To identify available portfolios, you will need to reference the index groups table against the index series table to in section 3.3 of the Data Description Guide, starting on Page 31. Note that the portfolios associated with a group correspond to individual INDNOs within the series table. For example, portfolio 2 associated with group INDNO 1000012 (CRSP NYSE Market Capitalization Deciles) corresponds to series INDNO 1000003 (CRSP NYSE Market Capitalization Decile 2) in the series table.

The /pf option does not work with setids 460 and 420. To use the /pf option, you will need to run dindprintg, mindprintg, or an alternate database with setids of 400 or 440.

The /pf option does nothing by itself. It needs to be used in conjunction with other data items to output data for the selected portfolios.

For the purpose of this example, we will look at header information for:

e.g. /pf2 /trtihh (total returns, index level and header data for portfolio 2 of
group INDNO 1000012)
Indno Indco Primflag Portnum
1000012 1000000 0 0
Name: CRSP NYSE Market Capitalization Deciles
Groupname: CRSP Decile Indexes
1000012 PortfType 2
Date TRETURNS TLEVELS
20020328 0.002689 4447.203
20020401 0.002539 4458.495
20020402 -0.004206 4439.744
... ... ...
20020626 -0.003363 4556.938
20020627 0.012353 4613.230
20020628 0.008970 4654.613

C. Date Range Selection

If date range is not set, the default is the last three months before the end of the calendar.

/dt range1[-range2]

Date Ranges can be YYYY, YYYYMM, or YYYYMMDD, in any combination. If only one range is given, and year only or month only is used, the first period of the year or month is used for the beginning of the range and the last period of the year of month is used for the end of the range. Date ranges will be applied to all data selections except header, names, and delistings. If an issue does not trade the entire range, only the intersection of the issue range and the date range will be printed. Date range1 must precede date range2 if both are supplied. Date ranges relate to the event and timeseries data and do not alter the header information.

The output format options /fr and /fs alter the interpretation of date range:

  • If the default /fr format option is used, names and delists are not restricted by date range, and the first shares observation or distribution event before and after the range, if any, are displayed.
  • If the /fs format option is used, only names, delists, and distributions events in the range are displayed.

e.g. /dt 199609-199612 = all data from the beginning of September through December of 1996

/dt 1990 = all data in the year 1990
/dt 1994-19940615 = all data from the beginning of 1994 until June 15, 1994
/dt 19961231 = data only on the date December 31, 1996

D. Header Information

/hh

Header File, Issue Identification Information. This is the default output of the ind_print applications

e.g. /hh
Indno Indco Primflag Portnum
1000080 1000004 0 0
Name: CRSP NYSE/NYSE MKT/NASDAQ Value-Weighted Market Index
Groupname: CRSP Market Indexes

/hr

Header File Issue Identifiers with Available Data Date Ranges in YYYYMMDD Format

e.g. /hr
Indno Indco Primflag Portnum
1000080 1000004 0 0
Name: CRSP NYSE/NYSE MKT/NASDAQ Value-Weighted Market Index
Groupname: CRSP Market Indexes
*Methodology* Methcode Primtype Subtype Wgttype Wgtflag
4 3 0 2 11
*Exception Flags* Flagcode Addflag Delflag Delretflag Missflag
1 1 1 2 3
*Partition Universe*
Univcode Begdt Enddt Wantexch Wantnms Wantwi Wantinc Sccode Fstdig Secdig
0 0 0 0 0 0 0 0 0 0
*Index Universe*
Univcode Begdt Enddt Wantexch Wantnms Wantwi Wantinc Sccode Fstdig Secdig
24 0 0 7 0 110 0 1 418 1012
*Building Rules* Rulecode Buyfnct Sellfnct Statfnct Groupflag
0 0 0 0 0
*Assignment Info* Assigncode Asperm Asport Rebalcal Assigncal Calccal
0 0 0 0 0 0
ind_print Data Items and Options

E. Data Available for Individual Indexes or Decile Groups

(m)aind

Portfolio Index Levels without Dividends

e.g. /ml aind
 
1000080 PortfType 1
Date ALEVELS
20020328 915.5552
20020401 914.6123
20020402 906.6703
... ...
20020626 783.9015
20020627 796.6004
20020628 798.1587

(m)aret

Portfolio Returns without Dividends

e.g. /ml aret
1000012 PortfType 1 PortfType 2 PortfType 3
Date ARETURNS ARETURNS ARETURNS
20020328 0.001674 0.002689 0.002820
20020401 0.009959 0.002462 -0.001832
20020402 0.005643 -0.004206 -0.001346
... ... ... ...
20020626 -0.010752 -0.004091 -0.002407
20020627 -0.005641 0.012226 0.009430
20020628 0.015115 0.008970 0.015380

(m)iind

Income Return Index Levels

e.g. /ml iind
 
1000012 PortfType 5 PortfType 7
Date ILEVELS ILEVELS
20020328 295.1121 287.4897
20020401 295.1121 287.5076
20020402 295.1739 287.5076
... ... ...
20020626 296.6375 288.8582
20020627 296.6645 288.9041
20020628 296.6645 288.9041

(m)iret

Income Return on Index

e.g. /ml iret
0 PortfType 1
Date IRETURNS
20020328 0.000002
20020401 0.000011
20020402 0.000008
... ...
20020626 0.000479
20020627 0.000028
20020628 0.000010

(m)totcnt

Total Count of Securities Used in the Index

e.g. /ml totcnt
 
1000012 PortfType 1
Date TOTCNT
20020328 212
20020401 211
20020402 208
... ...
20020626 201
20020627 200
20020628 200

(m)tind

Total Return Index Level

e.g. /ml tind
 
1000080 PortfType 1
Date TLEVELS
20020328 2421.2195
20020401 2418.7520
20020402 2397.7678
... ...
20020626 2080.7725
20020627 2114.5381
20020628 2118.6958

(m)tret

Total Return on Index

e.g. /ml tret
 
1000080 PortfType 1
Date TRETURNS
20020328 0.002930
20020401 -0.001019
20020402 -0.008676
... ...
20020626 -0.003190
20020627 0.016227
20020628 0.001966

(m)totval

Total Value on Index

e.g. /ml totval
 
1000012 PortfType 6 PortfType 7
Date TOTVAL TOTVAL
20020328 206103178.334 330838233.116
20020401 207049524.450 332646615.107
20020402 206980410.886 331658898.824
... ... ...
20020626 222814313.861 316518553.037
20020627 224503630.006 314826549.988
20020628 226241583.842 316881175.383

(m)usdcnt

Used Count, Number of Securities Used in the Index

e.g. /ml usdcnt
 
1000080 PortfType 1
Date USDCNT
20020328 7055
20020401 7043
20020402 7038
... ...
20020626 6966
20020627 6965
20020628 6964

(m)usdval

Used Value

e.g. /ml usdval
 
1000080 PortfType 1
Date USDVAL
20020328 13704289594.600
20020401 13771283433.135
20020402 13757335981.308
... ...
20020626 12007404101.776
20020627 11965494430.175
20020628 12159579715.413

/ig

Index Group is used to select decile data within a group. The alternative to using /ig is to invoke ind_print with the batch files dindprintg for daily data or mindprintg for monthly data. When accessing group data, use standard daily or monthly data item names followed with a “G”. TRET will return the daily total returns for a single index series. TRETG will return the daily total returns for a decile or range of deciles within an index group.

/rb#[-#][,#[-#]]

Rebalancing information. The # represents which associated portfolio you wish to use with the data. To identify available portfolios, you will need to reference the index groups table against the index series table to in section 3.3 of the Data Description Guide, starting on Page 31. Note that the portfolios associated with a group correspond to individual INDNOs within the series table. For example, portfolio 2 associated with group INDNO 1000012 (CRSP NYSE Market Capitalization Deciles) corresponds to series INDNO 1000003 (CRSP NYSE Market Capitalization Decile 2) in the series table. (1000002, the CRSP NYSE Market Capitalization Decile)

e.g. /rb1
Indno: 1000002 RebalancingType: 1
begdt enddt usdcnt minid maxid minstat maxstat
20011231 20021231 234 75895 75336 2695.43994 75350.501

F. Input Method

The default is to allow the user to type in identifiers at the terminal.

/sq

Sequentially Reads all Indexes in Database. Note that the /sq option will extract data from the last INDNO you referenced. Therefore, if you have an ind_print window open that you have been using, you will want to either go to the first index in the database with the /f option, or exit and restart the application prior to using the /sq option.

e.g. To output to the screen, total returns for all indexes in the database, you would enter the following command,

indprint /tr /sq

/if filename.inp

Selects data for all identifiers in filename.inp. Any of the options may be selected to run with the input file. This input file should be a text file containing one column of identifiers, beginning in the first character space.

e.g. To display total returns for all INDNOs in an input file (in the default directory) named indnos.inp,

mindprint /ml tret /if indnos.inp

G. Output Method

The default is for output to be printed on the terminal.

/of filename.txt

Data is written to an output file instead of to the terminal window.

e.g. To save header data of selected securities to the file, indnos.txt, in your current working directory,

dindprint /hh /of indnos.txt

H. Output Format

Default is for 80-character width output with headers.

/fr

Toggle for 80-Character Formatted Output with Headers. This default format is the most readable when browsing data on the screen.

e.g. /hh /fr
Indno Indco Primflag Portnum
1000080 1000004 0 0
Name: CRSP NYSE/NYSE MKT/NASDAQ Value-Weighted Market Index
Groupname: CRSP Market Indexes

/fs

Toggle for Pipe-Delimited Output Format, outputs data in a pipe (|) delimited format. The INDNO is output on each line with this option. It is particularly useful when you wish to import data extracted through ind_print to another program for further manipulation.

e.g. /fs /hh
1000080|1000004| 0| 0|CRSP NYSE/NYSE MKT/NASDAQ Value-Weighted Market Inde
x |CRSP Market Indexes
Exit the Program

To exit the program, enter a blank row at any time.

Help

Access the on-screen help menu at any time.

e.g. ?