Auxiliary Time Series Data

Auxiliary Data Time Series are additional time series provided in CRSPAccess stock files at the same frequency as the Price, Volume, and Return Time Series Arrays.

Monthly Alternate Price and Date, Daily Open Price, Returns Without Dividends, Spread Time Series Data

Price Alternate (monthly only)

Price Alternate Date (monthly only)

Return Without Dividends

Spread Between Bid and Ask (monthly only)

Open Price (daily only)

Ask

Bid

NASDAQ Number of Trades (daily only)