Stock and Index Data Structures
Base CRSPAccess Data Structures
| Data Structure | Contents |
|---|---|
| Time Series Objects | Data description information; ranges of valid data; and associated calendar information |
| Event Array Objects | Data description information; number of array elements; and object array |
| Header Objects | Data description information and object array |
| Calendar Objects | Data description information; ranges of valid data; calendar description information; and calendar period arrays |
Stock Data Structures
| Data Structure | Contents |
|---|---|
| Header Identification and Summary Data | Primary permanent identifiers; secondary permanent identifiers; security date ranges; most recent header identification and summary data information; and most recent listing information |
| Name History Array | Secondary identifiers; date range of name history record; identifying information |
| Distribution Event Array | Distribution information; factors to adjust prices and shares; dates associated with a distribution; and securities/companies related to a distribution event |
| Shares Outstanding Observations Array | Shares information; share observation date range |
| Delisting Event Array | Delist information; dates associated with delist; securities/companies associated with delist |
| NASDAQ Information Array | NASDAQ information array data; NASDAQ information date range |
| Price, Volume, and Return Time Series Arrays | Price, volume, and return time series |
| Auxiliary Time Series Data | Monthly alternate price and date, daily open price, returns without dividends, spread time series data |
| Portfolio Statistics and Assignment Time Series | Portfolio statistic and assignment time series data |
| Group Data | Group data; group date range |
Index Data Structures
| Data Structure | Contents |
|---|---|
| Index Header | Index header; index methodology description structure; index exception handling flags; partition/index subset screening structure; share code screen structure in a partition or index restriction; portfolio building rules structure; related assignment information |
| Index Rebalancing History Array | Rebalancing date ranges; rebalancing portfolio statistics; breakpoint information |
| Index List History Array | Security identifier; date range; security characteristics |
| Index Time Series | index summary statistics; index returns; index levels |