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stk_print Data Items and Parameters

The table below lists data items available within stk_print, grouped by category. Each item's entry shows the daily and/or monthly itemid, item name, stk_print output heading, and any adjustment parameters that may be applied. Available parameters are described below the items table.

Adjusted Delistings
Daily itemidMonthly itemidNameOutput HeaderParameters
adjnextdtmadjnextdtDate of Next Quote After Delisting, AdjustedNextdtadjdate,adjtype,gaprule
adjdlstcdmadjdlstcdDelisting Code, AdjustedDlstcdadjdate,adjtype,gaprule
adjdlstdtmadjdlstdtDelisting Date, AdjustedDlstdtadjdate,adjtype,gaprule
adjdlretmadjdlretDelisting Return, AdjustedDlretadjdate,adjtype,gaprule
adjdlpdtmadjdlpdtEffective Date of Delisting Payment, AdjustedDlpdtadjdate,adjtype,gaprule
adjnwcompmadjnwcompLinked PERMCO After Delisting, AdjustedNwcompadjdate,adjtype,gaprule
adjnwpermmadjnwpermLinked PERMNO After Delisting, AdjustedNwpermadjdate,adjtype,gaprule
adjdlprcmadjdlprcNext Price After Delisting, AdjustedDlprcadjdate,adjtype,gaprule
adjdlretxmadjdlretxReturn Without Dividends, AdjustedDlretxadjdate,adjtype,gaprule
adjdlamtmadjdlamtTotal Amount Used in Delisting return, AdjustedDlamtadjdate,adjtype,gaprule
Adjusted Distributions
Daily itemidMonthly itemidNameOutput HeaderParameters
adjaccompmadjaccompAcquiring PERMCO, AdjustedAcompadjdate,adjtype,gaprule
adjacpermmadjacpermAcquiring PERMNO, AdjustedApermadjdate,adjtype,gaprule
adjdclrdtmadjdclrdtDeclare Date, AdjustedDclrdtadjdate,adjtype,gaprule
adjdistcdmadjdistcdDistribution Code, AdjustedCodeadjdate,adjtype,gaprule
adjdivamtmadjdivamtDividend Amount, AdjustedDivamtadjdate,adjtype,gaprule
adjexdtmadjexdtEx-Distribution Date, AdjustedExdtadjdate,adjtype,gaprule
adjfacprmadjfacprFactor to Adjust Price, AdjustedFacpradjdate,adjtype,gaprule
adjfacshrmadjfacshrFactor to Adjust Shares Outstanding, AdjustedFacshradjdate,adjtype,gaprule
adjpaydtmadjpaydtPayment Date, AdjustedPaydtadjdate,adjtype,gaprule
adjrcrddtmadjrcrddtRecord Date, AdjustedRcrddtadjdate,adjtype,gaprule
Adjusted Shares
Daily itemidMonthly itemidNameOutput HeaderParameters
adjshrsdtmadjshrsdtEffective Date of Shares Outstanding, AdjustedShrsdtadjdate,adjtypes,gaprule
adjshrflgmadjshrflgFlag of Shares Source, AdjustedShrflgadjdate,adjtypes,gaprule
adjshrsenddtmadjshrsenddtLast Effective Date of Shares Outstanding, AdjustedShrsenddtadjdate,adjtypes,gaprule
adjshroutmadjshroutShares Outstanding, AdjustedShroutadjdate,adjtypes,gaprule
Delisting History
Daily itemidMonthly itemidNameOutput HeaderParameters
nextdtmnextdtDate of Next Available InformationNextdtn/a
dlstcdmdlstcdDelisting CodeDlstcdn/a
dlstdtmdlstdtDelisting DateDlstdtn/a
dlpdtmdlpdtDelisting Payment DateDlpdtn/a
dlprcmdlprcDelisting PriceDlprcn/a
dlretmdlretDelisting ReturnDlretn/a
dlretxmdlretxDelisting Return without DividendsDlretxn/a
nwcompmnwcompLinked PERMCO After DelistingNwcompn/a
nwpermmnwpermLinked PERMNO After DelistingNwpermn/a
dlamtmdlamtTotal Amount Used in Delisting ReturnDlamtn/a
Distribution History
Daily itemidMonthly itemidNameOutput HeaderParameters
accompmaccompAcquiring PERMCOAcompn/a
acpermmacpermAcquiring PERMNOApermn/a
distcdmdistcdDistribution CodeCoden/a
dclrdtmdclrdtDistribution Declaration DateDclrdtn/a
exdtmexdtEx-Distribution DateExdtn/a
facshrmfacshrFactor to Adjust Shares OutstandingFacshrn/a
paydtmpaydtPayment DatePaydtn/a
rcrddtmrcrddtRecord DateRcrddtn/a
Group Inclusion
Daily itemidMonthly itemidNameOutput HeaderParameters
grpdtmgrpdtGroup Beginning DateGrpdtn/a
grpenddtmgrpenddtGroup Ending DateGrpenddtn/a
grpflagmgrpflagGroup FlagGrpflagn/a
grpsubflagmgrpsubflagGroup SubflagSubflagn/a
NASDAQ History
Daily itemidMonthly itemidNameOutput HeaderParameters
trtsdtmtrtsdtBeginning Effective Date of TraitsTrtsdtn/a
trtsenddtmtrtsenddtLast Effective Date of TraitsTrtsenddtn/a
nsdinxmnsdinxNASDAQ Index CodeNsdinxn/a
mmcntmmmcntNASDAQ Market Makers CountMmcntn/a
nmsindmnmsindNASDAQ National Market IndicatorNmsindn/a
trtscdmtrtscdNASDAQ Status Code, End of PeriodTrtscdn/a
Name History
Daily itemidMonthly itemidNameOutput HeaderParameters
ncusipmncusipCUSIPNCUSIPn/a
comnammcomnamCompany NameCompany Namen/a
exchcdmexchcdExchange CodeEXn/a
namedtmnamedtNames Information Begin DateNamedtn/a
nameenddtmnameenddtNames Information End DateEnddtn/a
snaicsmsnaicsNorth American Industry Classification System (NAICS)Naicsn/a
primexchmprimexchPrimary ExchangeEx1n/a
secstatmsecstatSecurity StatusSstn/a
shrclsmshrclsShare ClassCLn/a
shrcdmshrcdShare CodeSHn/a
siccdmsiccdStandard Industrial Classification (SIC) CodeSICn/a
subexchmsubexchSub-ExchangeEx2n/a
tickermtickerTicker SymbolTickern/a
trdstatmtrdstatTrading StatusTstn/a
tsymbolmtsymbolTrading Ticker SymbolSymboln/a
Portfolio History
Daily itemidMonthly itemidNameOutput HeaderParameters
portmportPortfolio AssignmentPortn/a
statmstatPortfolio Statistic ValueStatn/a
Raw Shares History
Daily itemidMonthly itemidNameOutput HeaderParameters
rshrsdtmrshrsdtEffective Date of Shares Outstanding, without Imputed ObservationsShrsdtn/a
rshrflgmrshrflgFlag of Shares Source, without Imputed ObservationsShrflgn/a
rshrsenddtmrshrsenddtLast Day Shares Outstanding Effective, without Imputed ObservationsShrsenddtn/a
rshroutmrshroutRaw Shares Outstanding, without Imputed ObservationsShroutn/a
Shares History
Daily itemidMonthly itemidNameOutput HeaderParameters
shroutmshroutShares OutstandingShroutn/a
shrsdtmshrsdtShares Outstanding Observation DateShrsdtn/a
shrsenddtmshrsenddtShares Outstanding Observation End DateShrsenddtn/a
shrflgmshrflgShares Outstanding Observation FlagShrflgn/a
Stock Header Ranges
Daily itemidMonthly itemidNameOutput HeaderParameters
n/amaltprc_begAlternate Price Begin DateBegAltDtn/a
n/amaltprc_endAlternate Price End DateEndAltDtn/a
ask_begmask_begAsk Begin DateBegAskn/a
ask_endmask_endAsk End DateEndAskn/a
askhi_begmaskhi_begAsk or High Price Begin DateBegHin/a
askhi_endmaskhi_endAsk or High Price End DateEndHin/a
bid_begmbid_begBid Begin DateBegBidn/a
bid_endmbid_endBid End DateEndBidn/a
bidlo_begmbidlo_begBid or Low Price Begin DateBegLon/a
bidlo_endmbidlo_endBid or Low Price End DateEndLon/a
hr_hcusipmhr_hcusipCUSIP, HistoricalCUSIPn/a
n/amspread_begClosing Bid/Ask Spread Begin DateBegSprn/a
n/amspread_endClosing Bid/Ask Spread End DateEndSprn/a
n/amaltprcdt_begDate of Alternate Price Begin DateBegAltn/a
n/amaltprcdt_endDate of Alternate Price End DateEndAltn/a
hr_hexcdmhr_hexcdExchange Code, HistoricalEXn/a
avail_grouptypesmavail_grouptypesGroup Types AvailableGroup Types Availablen/a
hr_begdtmhr_begdtHeader Begin DateBegdtn/a
hr_enddtmhr_enddtHeader End DateEnddtn/a
hr_compnomhr_compnoNASDAQ Company Number, HistoricalCompnon/a
hr_issunomhr_issunoNASDAQ Issue Number, HistoricalIssunon/a
numtrd_begn/aNASDAQ Number of Trades Begin DateBegTrdn/a
numtrd_endn/aNASDAQ Number of Trades End DateEndTrdn/a
total_dlstsmtotal_dlstsNumber of Delisting EventsDlstn/a
total_distsmtotal_distsNumber of Distribution EventsDistsn/a
total_nasdinsmtotal_nasdinsNumber of NASDAQ Information EventsNasdinn/a
total_namesmtotal_namesNumber of Name RowsNamesn/a
total_sharesmtotal_sharesNumber of Shares EventsSharesn/a
openprc_begn/aOpen Price Begin DateBegOpnn/a
openprc_endn/aOpen Price End DateEndOpnn/a
hr_permcomhr_permcoPERMCO, HistoricalPERMCOn/a
hr_permnomhr_permnoPERMNO, HistoricalPERMNOn/a
avail_porttypesmavail_porttypesPortfolio Types AvailablePortfolio Types Availn/a
prc_begmprc_begPrice or Bid/Ask Average Begin DateBegPrcn/a
prc_endmprc_endPrice or Bid/Ask Average End DateEndPrcn/a
ret_begmret_begReturns Begin DateBegRetn/a
ret_endmret_endReturns End DateEndRetn/a
retx_begmretx_begReturns without Dividends Begin DateBegRtxn/a
retx_endmretx_endReturns without Dividends End DateEndRtxn/a
hr_hsiccdmhr_hsiccdSIC Code, HistoricalSICn/a
vol_begmvol_begVolume Traded Begin DateBegVoln/a
vol_endmvol_endVolume Traded End DateEndVoln/a
Stock Identification
Daily itemidMonthly itemidNameOutput HeaderParameters
cusipmcusipCUSIP, HeaderCUSIPn/a
hcomnammhcomnamCompany Name, HeaderLatest Company Namen/a
issunomissunoCurrent NASDAQ Issue IdentifierIssunon/a
hdlstcdmhdlstcdDelisting Code, HeaderDELn/a
hexcdmhexcdExchange Code, HeaderEXn/a
compnomcompnoNASDAQ Company NumberCOMPNOn/a
hsnaicsmhsnaicsNorth American Industry Classification System (NAICS), HeaderNaicsn/a
permcompermcoPERMCOPERMCOn/a
permnompermnoPERMNOPERMNOn/a
hprimexchmhprimexchPrimary Exchange, HeaderEx1n/a
hsecstatmhsecstatSecurity Status, HeaderSstn/a
hshrcdmhshrcdShare Code, HeaderSHn/a
hsiccdmhsiccdStandard Industrial Classification (SIC) Code, HeaderSICn/a
begdtmbegdtStock Data Begin DateBegdtn/a
enddtmenddtStock Data End DateEnddtn/a
hsubexchmhsubexchSub-Exchange, HeaderEx2n/a
htickmhtickTicker Symbol, HeaderHtickn/a
htrdstatmhtrdstatTrading Status, HeaderTstn/a
htsymbolmhtsymbolTrading Ticker Symbol, HeaderSymboln/a
Time Series top >>
Daily itemidMonthly itemidNameOutput HeaderParameters
n/amaltprcAlternate PriceAltPrcn/a
n/amadjaltprcAlternate Price, AdjustedAdjaltprcadjdate,adjtype,gaprule
askmaskAskAskn/a
askhimaskhiAsk or High PriceAskhin/a
adjaskmadjaskAsk, AdjustedAdjaskadjdate,adjtype,gaprule
adjaskhimadjaskhiAskhi, AdjustedAdjaskhiadjdate,adjtype,gaprule
bidmbidBidBidn/a
bidlombidloBid or Low PriceBidlon/a
adjbidmadjbidBid, AdjustedAdjbidadjdate,adjtype,gaprule
adjbidlomadjbidloBidlo, AdjustedAdjbidloadjdate,adjtype,gaprule
cretxmcretxCalculated Return without DividendsRetxvalidexch, gapwindow
cretmcretCalculated Total ReturnRetvalidexch, gapwindow
n/amspreadClosing Bid/Ask SpreadSpreadn/a
n/amadjspreadClosing Bid/Ask Spread, AdjustedAdjspreadadjdate,adjtype,gaprule
n/amaltprcdtDate of Alternate PriceAltPrcDtn/a
numtrdn/aNASDAQ Number of TradesNumtrdn/a
openprcn/aOpen PriceOpenPrcn/a
adjopenprcn/aOpen Price, AdjustedAdjOpenPrcadjdate,adjtype,gaprule
alvlmalvlPrice Index LevelALvlbasedate,baseamt
prcmprcPrice or Bid/Ask AveragePrcn/a
adjprcmadjprcPrice, AdjustedAdjprcadjdate,adjtype,gaprule
retmretReturnsRetn/a
retxmretxReturns Without DividendsRetxn/a
shrmshrShares Outstanding Mapped to Time SeriesShrrightsrule
adjshrmadjshrShares Outstanding Mapped to Time Series, AdjustedAdjshradjdate,adjtype,gaprule, rightsrule
tlvlmtlvlTotal Return Index LevelTLvlbasedate,baseamt
adjvolmadjvolVolume, AdjustedAdjvoladjdate,adjtypes,gaprule

Parameters

A number of stk_print data items accept parameters which can be used to access derived data. Parameters must be specified in the expected order for the item, as shown in the data item table above. If a parameter is not specified the derivation will use the default value for that parameter. If earlier parameter are not specified a period is used as a placeholder in a list. If a parameter list is applied to a group it will be applied to all items in the group that require parameters. Groups never contain items with conflicting parameters. Examples are:

See the section Single Time-Series on the stk_print Options page for more information on stk_print data item specification syntax.

 

Parameter Types

Parameter Name Data Type Parameter Type Parameter Values Format Default Range of Values
basedate integer ex_caldt Date set to base amount.  If before first date of prices will be set to that date.  If after last date of prices will be set to that date. %8d 0 0 – 99999999
baseamt Double precision posnum Amount to be reported on base date.  If 0 then it will use the actual price on the base date. %ld 100.0 0 – 10000
adjdate integer ex_caldt Anchor date where all data reported as is.  If before first date of prices will be set to that date.  If after last date of prices will be set to that day. %8d 99999999 0 – 99999999
gaprule integer flag01 Rule used to handle holes in the data.
0 = continue date on the other side of a gap at user risk due to incomplete adjustment data during gap.
1 = all values on the other side of a gap will be set to missing
%1d 1 0 – 1
rightsrule integer Flag01 Rule used to apply share factors from rights distributions
0 = use shares outstanding as in CRSP shares history.
1 = recreate shares history by ignoring shares factors associated with rights distributions.
%1d 0 0 - 1
adjtype integer flag04 Types of distribution events used to make price adjustments
0 = apply only stock splits and dividends
1 = apply all factors
%1d 1 0 – 1
adjtypes integer flag01 Types of distribution events used to make shares and volumes adjustments
0  = apply only stock splits and dividends
1 = apply all factors
%1d 0 0 - 1
validexch integer wholenum Binary flag for exchanges of interest, 1 = NYSE, 2 = Amex, 4 = Nasdaq, 8 = ARCA, plus sums to get multiple exchanges. %2d 15 0 – 15
gapwindow integer wholenum Maximum number of periods allowed between current date and previous price for that price to be valid in a return calculation.  %45 10 0 – 99999