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Location: Documentation » US Stock and Index Databases

 

Stock and Index Data Structures

Base CRSPAccess Data Structures

Data StructureContents
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