Index Header

The Index Header is a set of fields containing identification and methodology information about an index series or group. See Index Methodologies for more descriptive information about the methodologies of the CRSP index types.

Index Header - indhdr

Permanent Index Identifiers

INDNO

INDCO

Descriptive Identifiers

Index Primary Link

Portfolio Number if Subset Series

Index Name

Index Group Name

Index Structures

Index Methodology Description Structure

Index Exception Handling Flags

Index Subset Screening Structure

Partition Subset Screening Structure

Portfolio Building Rules Structure

Related Assignment Information

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Index Methodology Description Structure - method

Methodology Description Structure

Index Method Type Code

Index Primary Methodology Type

Index Secondary Methodology Group

Index Reweighting Type Flag

Index Reweighting Timing Flag

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Index Exception Handling Flags - flags

Exception Handling Flag Structure

Index Basic Exception Types Code

Index New Issues Flag

Index Ineligible Issues Flag

Return of Delisted Issues Flag

Index Missing Data Flag

Partition/Index Subset Screening Structure - partuniv/induniv

Index Subset Screening Structure and Partition Subset Screening Structure

Universe Subset Types Code in a Restriction

Restriction Beginning Date

Restriction End Date

Valid Exchange Codes in Universe in a Restriction

Valid NASDAQ Market Groups in Universe in a Restriction

Valid When-Issued Securities in Universe in a Restriction

Valid Incorporation of Securities in Universe in a Restriction

Share Code Screen Structure in a Restriction

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Share Code Screen Structure in a Partition or Index Restriction - shrcd

Share Code Screen Structure

Share Code Groupings for Subsets in a Restriction

Valid First Digit of Share Code in a Restriction

Valid Second Digit of Share Code in a Restriction

Portfolio Building Rules Structure - rules

Portfolio Building Rules

Index Basic Rule Types Code

Index Function Code for Buy Rules

Index Function Code for Sell Rules

Index Function Code for Generating Statistics

Index Statistic Grouping Code

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Related Assignment Information - assign

Portfolio Building Rules Structure

Index Basic Assignment Types Code

INDNO of Associated Index

Portfolio Number in Associated Index

Calendar Identification Number of Rebalancing Calendar

Calendar Identification Number of Assignment Calendar

Calendar Identification Number of Calculations Calendar

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