Reference Data

Reference Data

CRSP Stock and Index Data

CRSPSift features built-in reference tables describing data codes and their values. References can be found under References in the Tools menu. When selected, tables appear as floating panels. These panels can be positioned to the side of the main CRSPSift window or docked to the window. See the Docking section below for more information.

The following reference tables are available in CRSPSift for CRSP Stock and Index data:

  • ‚Delisting Codes
  • Distribution Codes
  • Missing Return Codes
  • NASD Index Code
  • NASDAQ National Market Indicator
  • NASDAQ Status Code
  • North American Security Exchange and Index Codes
  • Security Status and Valid Exchanges

The information in these tables can also be found in Chapter 5 of the Data Description Guide: Data Coding Schemes.

Compustat Xpressfeed Data

The following references are available in CRSPSift for CCM:

  • Reference Codes
  • Reference Numbers
  • Currency & Exchange Rates
  • Economic Indicators

Reference Codes and Reference Numbers explain codes found in program output. Currency & Exchange Rates and Economic Indicator data can be displayed within the reference panel or output to a variety of file formats, including Excel, SAS, and Matlab.

CCM Link References include tables identifying codes found in the tables generated by CRSP in the process of linking CRSP and Compustat company and security-level identifiers. All Reference tables associated with CCM require a valid data environment that includes a full CCM database.

CRSP Treasuries Data

The following reference tables are available in CRSPSift for CRSP Treasuries data:

  • First Coupon Payment Date
  • Name of Government Security
  • Number of Interest Payments per Year
  • Payment of Estate Tax Code
  • Source Daily
  • Source Monthly

CRSP Mutual Funds

CRSP Mutual Funds reference tables are available in CRSPSift for:

  • Delisting Codes
  • Lipper Asset Codes
  • Rear Load Type
  • Policy
  • Wisenberger Objective Codes

Additional tables and reference information can be found in the Appendices at the end of the CRSP US Survivor-Bias-Free Mutual Fund Database Guide.

Research Index Database

The following reference tables are available in CRSPSift for the Research Index Database:

  • Holding Type
  • Organization Type
  • Price Source
  • Primary Exchange
  • Security Status
  • Share Change Type
  • Share Type
  • Size Band Label
  • Trading Status

Docking Sub-Windows

Sub-windows in CRSPSift, such as the Batch Queries window and the new Stock and CCM References, can be “docked” within the main application window. To dock a window click and drag it by its title bar. For instance, the Stock Reference title bar:

As you drag the window, the following five icons appear:

The triangle on each outer icon indicates where in the CRSPSift window the window will be docked with respect to the query area, left, right, above, or below. Drag the window’s title bar over the desired icon to dock it in the desired location. Dragging a window over the central icon will cause the window to appear as a tab in the queries area.