Index Missing Data Flag
Index Missing Data Flag describes the possible actions taken for securities with missing data during the range in an index portfolio. The following codes are currently used:
Code | Description |
|---|---|
0 |
Unknown or not applicable |
3 | Issues without single period returns are excluded |
5 | Alternate prices are used if possible to generate single period returns |
13 | Quotes without trades are treated as missing prices |
| Primary Concepts | Index Header |
|---|---|
| Data Type | integer number |
| Unit of Item | Code |
| Daily | 1925 |
|---|---|
| Monthly | 1925 |
| Database Formats | CRSPAccess |
|---|---|
| Product Types | IND |
| ts_print Daily Usage | n/a |
| ts_print Monthly Usage | n/a |
| stk_print or ind_print Option(s) | /hr |
| Object | indhdr_row |
|---|---|
| Array | indhdr |
| Element | flags.missflag |
| Type or Subtype | indhdr |
|---|---|
| Member and/or Array | flags |
| Element | missflag |