ind_print: Index Database Report Writer

Introduction

ind_print is a command-line utility used to browse and extract CRSPAccess index data. For individual indexes or groups of indexes, it supports index header, event, and time-series data items. INDNO, CRSP's permanent and unique identifier, is used to access index data. Functionality of ind_print mirrors that of stk_print.

ind_print Data and Options

Click here for a table identifying data items available in ind_print, including their default output headers and the options that can be used to access them.

Click here for a complete list of ind_print options, grouped by category.

CRSP Index Series and Groups

For INDNOs for individual indexes, see CRSP Index Series.

For information on group INDNOs, see CRSP Index Groups.

Basic Usage

The following commands to run ind_print:

indprint or dindprint - to access the individual daily indexes

mindprint - to access the individual monthly indexes

dindprintg - to access deciles within the daily index groups

mindprintg - to access deciles within the monthly index groups

ind_print /d1 database_name - to access an alternate daily database

ind_print /d1fm database_name - to access an alternate monthly database

ind_print Options

ind_print is invoked at the command line and is controlled through the use of various options strings.

For daily data, the default, use the following command ("CRSP>" below indicates the command prompt and is not entered):

CRSP> ind_print 

or

CRSP> dindprint

For monthly data, type:

CRSP> mindprint

or

CRSP> ind_print /d1 /fm (path to monthly database directory)

where /d1 points to a database other than the daily default and /fm indicates that it is a monthly database.

Sample of usage:

C:\CMGS310> ind_print /fm /d1 c:\crspdata\mix200712\

CRSP 1925 Monthly US Stock & Index, data ending 20071231
Default date range 20071031 - 20071231

Setid: 420
Available -> portfolio(s):1, rebaltype(s):1, listtype(s):1

Enter identifier or new option beginning with a slash.
Type ? for help.
/ml mtret;mtind;maret;maind

Keep previous data options? (y/n)
y


Enter identifier or new option beginning with a slash.
Type ? for help.
1000080

Indno Indco Primflag Portnum
1000080 1000004 0 0

Indname
CRSP NYSE/Amex/Nasdaq Value-Weighted Market Index

Groupname
NYSE/Amex/Nasdaq Market Capitalization

Date Tret Tind Aret Aind
20071031 0.025852 4018.33 0.024710 1379.56
20071130 -0.049292 3820.26 -0.051242 1308.87
20071231 -0.004328 3803.72 -0.006266 1300.67

Options begin with a forward slash. Multiple options are placed on a single line.

/hhdt 2000-2007 

is the same as

/hh /dt 2000-2007

Monthly data items precede daily items with an "m". For example, Daily Total Returns are accessed with item name tret. Monthly Total Returns are accessed with item name mtret.

Using Keysets with Index Groups

When viewing index series, no keysets are needed since only one time series is available. Keysets are used to identify the portfolio numbers within the index groups. Keyset numbers are assigned to make keysets unique across all products. Rebaltypes are listed beginning at 401, indtypes at 501, and listtypes at 601. ind_print maintains an offset for each group so that users can specify the porttype, grouptype, or actual keyset.

ind_print software is backwards compatible to accept either keyset values or portfolio numbers. If a keyset value is nonzero and less than 200, the offset is applied, so that the old type notation or new keyset notation selects the same series. Selecting portfolios 1-10 is translated for index groups to keysets 501-510 internally, and returns tags 1-10.

A user can select specific or sets of portfolios using keyset qualifiers.

For example, TRETG.1-5;IRETG.10 will translate internally to keysets 501-505 for TRETG and 510 for IRETG. These will return Total Return group data for portfolios 1-5 and Return on Income group data for portfolio 10.

If no keyset or portfolio number is defined, the default is portfolio 1.

Defined Index Types

ind_print supports preset defined index types. Logical groups of data are accessed using the following commands:

/lv

includes the equivalent of TIND;AIND;USDCNT;USDVAL

/re

includes the equivalent of TRET:ARET:IRET:USDCNT:USDVAL

/cv

includes the equivalent of USDCNT;USDVAL;TOTCNT;TOTVAL

When using with index groups, all three index types can be followed by .* or .#-#,# to extract all portfolios or to specify a list of portfolios.