What is the coding scheme for the CRSP stand-alone index files?

Referencing the following coding scheme will allow users to determine file names in the stand-alone indices files. For example, the file DSIX.xls, is the Excel spreadsheet containing the daily indices for the NYSE, Amex, and NASDAQ exchanges.

First character represents the frequency

D

Daily

M

Monthly

Q

Quarterly

A

Annual

 

Second and third characters represent the data

SI

Stock + Indices

SS

Stock + Standard Deviation

SB

Stock + Beta

 

Fourth character represents the exchange

A

NYSE

B

NYSE Amex US

C

NYSE + NYSE Amex US

O

Nasdaq

R

NYSE Arca

X

NYSE + NYSE Amex US + Nasdaq

Y

NYSE + NYSE Amex US + Nasdaq + NYSE Arca