ind_print Options
Following is a list of current ind_print options, grouped by option category, listing the options and the variables included in each option, followed by an output sample for each option. Samples for individual indices are run from the daily indices data using INDNO 1000080 (The CRSP value-weighted NYSE/Amex/NASDAQ Market Index) using the dindprint command to start the application. Samples for select group indices (deciles) are run from the daily group indices data using INDNO 1000012 (The CRSP NYSE Market Capitalization Deciles) using the dindprintg command to start the application. INDNO usage is indicated in parenthesis at the end of the item description. If alternate data is used, it is noted within the parenthesis, after the INDNO. If the output contains 0, -88.0, or 99.0 values, there are no data in the file for the selected issue.
Database Selection
The set database options are supported only on the command line at the initial program call, and cannot be switched. These commands can be used only with the ind_print command. Daily data is the default. If you wish to use monthly data, you must include the /fm option described below.
/d1 dbdirectory
(1=one) Selects an alternate database with a path of dbdirectory
e.g. ind_print /d1 mydirectory
/fm
Monthly Database used with the /d1 option (the command, ind_print defaults to a daily indices database, setids 460/440. Adding the /fm option will select the monthly setids, 420/400, as the command mindprint and mindprintg. When using /fm, you must set the appropriate monthly database with the /d1 option.
e.g. ind_print /fm /d1 mymonthdir
Portfolio Selection (for use with Index Groups)
/pf #[-#][,#[-#]]
The /pf option can be used to extract data for select portfolios from the index group databases. To identify available portfolios, you will need to reference the index groups table against the index series table to in section 3.3 of the Data Description Guide, starting on Page 31. Note that the portfolios associated with a group correspond to individual INDNOs within the series table. For example, portfolio 2 associated with group INDNO 1000012 (CRSP NYSE Market Capitalization Deciles) corresponds to series INDNO 1000003 (CRSP NYSE Market Capitalization Decile 2) in the series table.
The /pf option does not work with setids 460 and 420. To use the /pf option, you will need to run dindprintg, mindprintg, or an alternate database with setids of 400 or 440.
The /pf option does nothing by itself. It needs to be used in conjunction with other data items to output data for the selected portfolios. For the purpose of this example, we will look at header information for
e.g. /pf2 /trtihh (total returns, index level and header data for portfolio 2 of group INDNO 1000012) Indno Indco Primflag Portnum 1000012 1000000 0 0 Name: CRSP NYSE Market Capitalization Deciles Groupname: CRSP Decile Indices 1000012 PortfType 2 Date TRETURNS TLEVELS 20020328 0.002689 4447.203 20020401 0.002539 4458.495 20020402 -0.004206 4439.744 ... ... ... 20020626 -0.003363 4556.938 20020627 0.012353 4613.230 20020628 0.008970 4654.613
Date Range Selection
If date range is not set, the default is the last three months before the end of the calendar.
/dt range1[-range2]
Date Ranges can be YYYY, YYYYMM, or YYYYMMDD, in any combination. If only one range is given, and year only or month only is used, the first period of the year or month is used for the beginning of the range and the last period of the year of month is used for the end of the range. Date ranges will be applied to all data selections except header, names, and delistings. If an issue does not trade the entire range, only the intersection of the issue range and the date range will be printed. Date range1 must precede date range2 if both are supplied. Date ranges relate to the event and timeseries data and do not alter the header information.
The output format options /fr and /fs alter the interpretation of date range:
If the default /fr format option is used, names and delists are not restricted by date range, and the first shares observation or distribution event before and after the range, if any, are displayed.
If the /fs format option is used, only names, delists, and distributions events in the range are displayed.
e.g. /dt 199609-199612 = all data from the beginning of September through December of 1996
/dt 1990 = all data in the year 1990 /dt 1994-19940615 = all data from the beginning of 1994 until June 15, 1994 /dt 19961231 = data only on the date December 31, 1996
Header Information
/hh
Header File, Issue Identification Information. This is the default output of the ind_print applications
e.g. /hh Indno Indco Primflag Portnum 1000080 1000004 0 0 Name: CRSP NYSE/Amex/NASDAQ Value-Weighted Market Index Groupname: CRSP Market Indices
/hr
Header File Issue Identifiers with Available Data Date Ranges in YYYYMMDD Format
e.g. /hr Indno Indco Primflag Portnum 1000080 1000004 0 0 Name: CRSP NYSE/Amex/NASDAQ Value-Weighted Market Index Groupname: CRSP Market Indices *Methodology* Methcode Primtype Subtype Wgttype Wgtflag 4 3 0 2 11 *Exception Flags* Flagcode Addflag Delflag Delretflag Missflag 1 1 1 2 3 *Partition Universe* Univcode Begdt Enddt Wantexch Wantnms Wantwi Wantinc Sccode Fstdig Secdig 0 0 0 0 0 0 0 0 0 0 *Index Universe* Univcode Begdt Enddt Wantexch Wantnms Wantwi Wantinc Sccode Fstdig Secdig 24 0 0 7 0 110 0 1 418 1012 *Building Rules* Rulecode Buyfnct Sellfnct Statfnct Groupflag 0 0 0 0 0 *Assignment Info* Assigncode Asperm Asport Rebalcal Assigncal Calccal 0 0 0 0 0 0 ind_print Data Items and Options
Data Available for Individual Indices or Decile Groups
(m)aind
Portfolio Index Levels without Dividends
e.g. /ml aind 1000080 PortfType 1 Date ALEVELS 20020328 915.5552 20020401 914.6123 20020402 906.6703 ... ... 20020626 783.9015 20020627 796.6004 20020628 798.1587
(m)aret
Portfolio Returns without Dividends
e.g. /ml aret 1000012 PortfType 1 PortfType 2 PortfType 3 Date ARETURNS ARETURNS ARETURNS 20020328 0.001674 0.002689 0.002820 20020401 0.009959 0.002462 -0.001832 20020402 0.005643 -0.004206 -0.001346 ... ... ... ... 20020626 -0.010752 -0.004091 -0.002407 20020627 -0.005641 0.012226 0.009430 20020628 0.015115 0.008970 0.015380
(m)iind
Income Return Index Levels
e.g. /ml iind 1000012 PortfType 5 PortfType 7 Date ILEVELS ILEVELS 20020328 295.1121 287.4897 20020401 295.1121 287.5076 20020402 295.1739 287.5076 ... ... ... 20020626 296.6375 288.8582 20020627 296.6645 288.9041 20020628 296.6645 288.9041
(m)iret
Income Return on Index
e.g. /ml iret 0 PortfType 1 Date IRETURNS 20020328 0.000002 20020401 0.000011 20020402 0.000008 ... ... 20020626 0.000479 20020627 0.000028 20020628 0.000010
(m)totcnt
Total Count of Securities Used in the Index
e.g. /ml totcnt 1000012 PortfType 1 Date TOTCNT 20020328 212 20020401 211 20020402 208 ... ... 20020626 201 20020627 200 20020628 200
(m)tind
Total Return Index Level
e.g. /ml tind 1000080 PortfType 1 Date TLEVELS 20020328 2421.2195 20020401 2418.7520 20020402 2397.7678 ... ... 20020626 2080.7725 20020627 2114.5381 20020628 2118.6958
(m)tret
Total Return on Index
e.g. /ml tret 1000080 PortfType 1 Date TRETURNS 20020328 0.002930 20020401 -0.001019 20020402 -0.008676 ... ... 20020626 -0.003190 20020627 0.016227 20020628 0.001966
(m)totval
Total Value on Index
e.g. /ml totval 1000012 PortfType 6 PortfType 7 Date TOTVAL TOTVAL 20020328 206103178.334 330838233.116 20020401 207049524.450 332646615.107 20020402 206980410.886 331658898.824 ... ... ... 20020626 222814313.861 316518553.037 20020627 224503630.006 314826549.988 20020628 226241583.842 316881175.383
(m)usdcnt
Used Count, Number of Securities Used in the Index
e.g. /ml usdcnt 1000080 PortfType 1 Date USDCNT 20020328 7055 20020401 7043 20020402 7038 ... ... 20020626 6966 20020627 6965 20020628 6964
(m)usdval
Used Value
e.g. /ml usdval 1000080 PortfType 1 Date USDVAL 20020328 13704289594.600 20020401 13771283433.135 20020402 13757335981.308 ... ... 20020626 12007404101.776 20020627 11965494430.175 20020628 12159579715.413
/ig
Index Group is used to select decile data within a group. The alternative to using /ig is to invoke ind_print with the batch files dindprintg for daily data or mindprintg for monthly data. When accessing group data, use standard daily or monthly data item names followed with a "G". TRET will return the daily total returns for a single index series. TRETG will return the daily total returns for a decile or range of deciles within an index group.
/rb#[-#][,#[-#]]
Rebalancing information. The # represents which associated portfolio you wish to use with the data. To identify available portfolios, you will need to reference the index groups table against the index series table to in section 3.3 of the Data Description Guide, starting on Page 31. Note that the portfolios associated with a group correspond to individual INDNOs within the series table. For example, portfolio 2 associated with group INDNO 1000012 (CRSP NYSE Market Capitalization Deciles) corresponds to series INDNO 1000003 (CRSP NYSE Market Capitalization Decile 2) in the series table. (1000002, the CRSP NYSE Market Capitalization Decile)
e.g. /rb1 Indno: 1000002 RebalancingType: 1 begdt enddt usdcnt minid maxid minstat maxstat 20011231 20021231 234 75895 75336 2695.43994 75350.501
Input Method
The default is to allow the user to type in identifiers at the terminal.
/sq
Sequentially Reads all Indices in Database. Note that the /sq option will extract data from the last INDNO you referenced. Therefore, if you have an ind_print window open that you have been using, you will want to either go to the first index in the database with the /f option, or exit and restart the application prior to using the /sq option.
e.g. To output to the screen, total returns for all indices in the database, you would enter the following command,
indprint /tr /sq
/if filename.inp
Selects data for all identifiers in filename.inp. Any of the options may be selected to run with the input file. This input file should be a text file containing one column of identifiers, beginning in the first character space.
e.g. To display total returns for all INDNOs in an input file (in the default directory) named indnos.inp,
mindprint /ml tret /if indnos.inp
Output Method
The default is for output to be printed on the terminal.
/of filename.txt
Data is written to an output file instead of to the terminal window.
e.g. To save header data of selected securities to the file, indnos.txt, in your current working directory,
dindprint /hh /of indnos.txt
Output Format
Default is for 80-character width output with headers.
/fr
Toggle for 80-Character Formatted Output with Headers. This default format is the most readable when browsing data on the screen.
e.g. /hh /fr Indno Indco Primflag Portnum 1000080 1000004 0 0 Name: CRSP NYSE/Amex/NASDAQ Value-Weighted Market Index Groupname: CRSP Market Indices
/fs
Toggle for Pipe-Delimited Output Format, outputs data in a pipe (|) delimited format. The INDNO is output on each line with this option. It is particularly useful when you wish to import data extracted through ind_print to another program for further manipulation.
e.g. /fs /hh 1000080|1000004| 0| 0|CRSP NYSE/Amex/NASDAQ Value-Weighted Market Inde x |CRSP Market Indices
Exit the Program
To exit the program, enter a blank row at any time.
Help
Access the on-screen help menu at any time.
e.g. ?