Any time you hear an investment professional mention the year 1926, he's telling you he's gotten his data from CRSP.
In 1960, Chicago Booth embarked on development of the world’s first comprehensive database for historical security prices and returns information. The research-quality data created by this transformational project established a vast amount of scholarly research for several generations of academics. Visit the special 90 Years of Data page to view a historical timeline, read a few factoids, and utilize our related graphic resources.
New file formats available
In response to subscriber requests, CRSP has released SAS and ASCII file formats of the Stock and Index Databases. The files were made available to all monthly, quarterly, and annual subscribers on 1/29/2016. Data will be through December 2015 and available for download utilizing MOVEit Cloud. More information can be found here.