Linking CRSP with TAQ

How to link CRSP Stock and TAQ databases

About the Linking Method

WRDS matches Daily TAQ with CRSP based on symbol root-to-ticker pairs and symbol suffix-to-share class pairs. This web query maps Daily TAQ (2003-present) to CRSP.

Additional information on the matching algorithm, as well as its effectiveness, is available in the NYSE Daily TAQ to CRSP Link documentation.

The following web query maps Monthly TAQ (1993-2014) to CRSP.

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