CRSP Monthly Stock Demo

Step 1: Choose your date range.

to

Step 2: Apply your company codes.

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Select an option for entering company codes.

Please enter Company codes separated by a space.
Example: IBM MSFT AAPL [ Code Lookup ]
Save code list to Saved Codes
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Upload a plain text file (.txt), having one code per line.
Choose from your saved codelists.
Search the entire database.
This method allows you to search the entire database of records. Please be aware that this method can take a very long time to run because it is dependent upon the size of the database.

Conditional Statements (Optional)

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Step 3: Query Variables.

How does this work?

Selected 0

Select

Select 20

Select 11

Select 3

Select 8

Select 11

Select 4

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Step 4: Select query output.

Select the desired format of the output file. For large data requests, select a compression type to expedite downloads. If you enter your email address, you will receive an email that contains a URL to the output file when the data request is finished processing.

Output Format
Compression Type
Date Format

CRSP Monthly Stock

Library: crspa
File: msf
Update Schedule: Annually

The CRSP NYSE/AMEX/NASDAQ Monthly Stock file provides five kinds of information on individual securities: (1) identity information, which includes complete name histories, all historical CUSIPs, share classes, tickers, SIC codes, and other identifiers; (2) price histories and trading volumes for the period a security is traded on the NYSE, the AMEX, or The Nasdaq markets; (3) delisting information; (4) distribution history including all dividends, stock splits, and special distributions; and (5) shares outstanding values.

Variable Reference

Variable Name Data Type Variable Description Help
accomp Acquiring PERMCO Help
acperm Acquiring PERMNO Help
altprc Price Alternate Help
altprcdt Price Alternate Date Help
ask Closing Ask Help
askhi Ask or High Help
bid Closing Bid Help
bidlo Bid or Low Help
cfacpr Cumulative Factor to Adjust Price Help
cfacshr Cumulative Factor to Adjust Shares Help
comnam Company Name Help
cusip Cusip Help
dclrdt Declaration Date Help
distcd Distribution Code Help
divamt Dividend Cash Amount Help
dlamt Amount After Delisting Help
dlpdt Date of Delisting Payment Help
dlprc Delisting Price Help
dlret Delisting Return Help
dlretx Delisting Return without Dividends Help
dlstcd Delisting Code Help
ewretd Equal-Weighted Return (includes distributions) Help
ewretx Equal-Weighted Return (excluding dividends) Help
exchcd Exchange Code Help
facpr Factor to Adjust Price Help
facshr Factor to Adjust Shares Help
hexcd Header Exchange Code Help
hsiccd Header SIC Code Help
hsicig Header SIC Industry Group Help
hsicmg Header SIC Major Group Help
issuno Nasdaq Issue Number Help
mmcnt Market Maker Count Help
naics North American Industry Class System Help
nameendt Names Ending Date Help
ncusip Ncusip Help
nextdt Date of Next Available Information Help
nmsind National Market Indicator Help
nsdinx NASD Index Help
nwperm New CRSP Permno Help
paydt Payment Date Help
permco CRSP Permanent Company Number Help
prc Price Help
primexch Primary Exchange Help
rcrddt Record Date Help
ret Holding Period Return Help
retx Holding Period Return without Dividends Help
secstat Security Status Help
shrcd Share Code Help
shrcls Share Class Help
shrenddt Shares Observation End Date Help
shrflg Share Flag Help
shrout Number of Shares Outstanding Help
siccd SIC Code Help
spread Spread Between Bid and Ask Help
sprtrn Return on S&P Composite Index Help
ticker Ticker Help
trdstat Trading Status Help
trtscd Traits Code Help
tsymbol Trading Symbol Help
vol Share Volume Help
vwretd Value-Weighted Return (includes distributions) Help
vwretx Value-Weighted Return (excluding dividends) Help

Missing Codes

Variable Name C/Fortran Value SAS Missing Code Description
RET -44.0 .E No valid comparison for an excess return
-55.0 .D No listing information
-66.0 .C No valid previous price
-77.0 .B Off-exchange
-88.0 .A Out of Range
-99.0 . No valid price
DLRET -55.0 .S CRSP has no source to establish a value after delisting
-66.0 .T More than 10 trading periods between a security's last price and its fi rst available price on a new e xchange
-88.0 .A Security is still active
-99.0 .P Security trades on a new exchange after delisting, but CRSP currently h as no sources to gather price information
DLRETX -55.0 .S CRSP has no source to establish a value after delisting
-66.0 .T More than 10 trading periods between a security's last price and its fir st available price on a new ex change
-88.0 .A Security is still active
-99.0 .P Security trades on a new exchange after delisting, but CRSP currently ha s no sources to gather price i nformation
DCLRDT 0 . Declaration date cannot be found
TRTSCD 0 . Unknown trading status of the issue
NMSIND 0 . Unknown whether or not the issue is a member of the Nasdaq National Mar ket
VOL -99.0 .  

Notes

PRC A positive amount is an actual close for the trading date while a negative amount denotes the average between BIDLO and ASKHI.

Units

Most prices are represented in U.S. dollar values per share.

SHROUT thousands
VOL The sum of the trading volumes during the month, reported in units of 100, and are not adjusted for splits during the month.

Dataset List: CRSP Annual Update (CRSPA)

The Center for Research in Security Prices maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and Nasdaq stock markets. Additional CRSP files provide stock indices, beta- and cap-based portfolio, treasury bond and risk-free rates, and mutual fund databases.

Path on WRDS Server: /wrds/crsp/sasdata/a_stock

Position Variable Name Type Length Description
1 CUSIP Char 8 CUSIP Header
2 PERMNO Num 8 PERMNO
3 PERMCO Num 8 PERMCO
4 ISSUNO Num 8 Nasdaq Issue Number
5 HEXCD Num 8 Exchange Code Header
6 HSICCD Num 8 Standard Industrial Classification Code
7 DATE Num 4 Date of Observation
8 BIDLO Num 8 Bid or Low Price
9 ASKHI Num 8 Ask or High Price
10 PRC Num 8 Price or Bid/Ask Average
11 VOL Num 8 Volume
12 RET Num 8 Returns
13 BID Num 8 Bid
14 ASK Num 8 Ask
15 SHROUT Num 8 Shares Outstanding
16 CFACPR Num 8 Cumulative Factor to Adjust Prices
17 CFACSHR Num 8 Cumulative Factor to Adjust Shares/Vol
18 ALTPRC Num 8 Price Alternate
19 SPREAD Num 8 Spread Between Bid and Ask
20 ALTPRCDT Num 8 Alternate Price Date
21 RETX Num 8 Returns without Dividends