Overview

Data Sources

NYSE and NYSE American LLC

  • July 1962-September 1, 1972: daily price and dividend data provided by Standard & Poor’s Price Tape and Punched Card Dividend Service
  • July 1962-March 1987: High, low, and volume data provided by Interactive Data Services, Inc. (IDSI), a subsidiary of Interactive Data Corporation (IDC)
  • September 1972-April 1987: Interactive Data Corporation (IDC)

The Standard & Poor’s Price Tape and Punched Card Dividend Service was acquired by IDC.

  • April 1987-September 1999: Interactive Data Services, Inc. (IDSI)
  • 1999-present: Interactive Data Corporation

NYSE Arca

  • March 2006-present: Interactive Data Corporation (IDC)
  • Coverage of companies with primary listings on NYSE Arca who have traded since 3/8/2006.

NASDAQ

  • December 12, 1972-August 31, 1984: Interactive Data Corporation (IDC)
  • November 1, 1982-present (with the exception of February 1986): National Association of Securities Dealers (NASD)
  • November 1, 1982-August 31, 1984: Interactive Data Corporation (IDC) was used as a secondary source to NASD
  • February 1986: Interactive Data Services, Inc. (IDSI) used as secondary data source to NASD
  • March 2004-present: Interactive Data Corporation used as secondary source to NASD

Index Data Availability

CRSP Indexes-only subscribers have access to the stand-alone version of the index files, including ASCII, Excel, and SAS formats.

CRSP Stock & Index subscribers may access the stand-alone files in addition to accessing Stock File Indexes, their decile level statistics and portfolio assignments through CRSPSift and CRSPAccess utilities. Available through CRSP utilities is an additional index, the NYSE/NYSE American Trade-Only Value-Weighted Index.

CRSP Stock Database-only subscribers have access to the CRSP NYSE/NYSE American/NASDAQ/ARCA Equal- and Value-Weighted Indexes, the S&P 500 Composite, and the NASDAQ Composite.

Data Accuracy

CRSP data files are designed for research and educational use and have proven to be highly accurate. Considerable resources are expended on improving and assuring data quality.

The 2006 addition of the pre-1962 daily stock data to the CRSP databases provided a new level of granularity. Information provided through the addition of the daily prices enabled CRSP to clean up distribution information and security trading date ranges. Changes were introduced in phases with annual shipments to our subscribers over three years, the last being the 2007 data cut that shipped in early 2008. Included in each of these shipments were two cuts of the databases, pre- and post-revisions. While CRSP felt that the differences between the two data cuts and the impact on indexes was insignificant, it was important to provide all data so that subscribers had full control over comparing differences and in determining which data cuts were appropriate for their uses.

Throughout each year, CRSP makes edits to the stock files, which may result in slight changes to the historical values of indexes derived from the stock databases. In the event that CRSP determines that changes are material, we will advise subscribers, produce, and ship pre- and post-revision cuts of the data.