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 >>
- Adjusted Distributions >>
- Adjusted Shares >>
- Delisting History >>
- Distribution History >>
- Group Inclusion >>
- NASDAQ History >>
- Name History >>
- Portfolio History >>
- Raw Shares History >>
- Shares History >>
- Stock Header Ranges >>
- Stock Identification >>
- Time Series >>
| Adjusted Delistings | ||||
|---|---|---|---|---|
| Daily itemid | Monthly itemid | Name | Output Header | Parameters |
| adjnextdt | madjnextdt | Date of Next Quote After Delisting, Adjusted | Nextdt | adjdate,adjtype,gaprule |
| adjdlstcd | madjdlstcd | Delisting Code, Adjusted | Dlstcd | adjdate,adjtype,gaprule |
| adjdlstdt | madjdlstdt | Delisting Date, Adjusted | Dlstdt | adjdate,adjtype,gaprule |
| adjdlret | madjdlret | Delisting Return, Adjusted | Dlret | adjdate,adjtype,gaprule |
| adjdlpdt | madjdlpdt | Effective Date of Delisting Payment, Adjusted | Dlpdt | adjdate,adjtype,gaprule |
| adjnwcomp | madjnwcomp | Linked PERMCO After Delisting, Adjusted | Nwcomp | adjdate,adjtype,gaprule |
| adjnwperm | madjnwperm | Linked PERMNO After Delisting, Adjusted | Nwperm | adjdate,adjtype,gaprule |
| adjdlprc | madjdlprc | Next Price After Delisting, Adjusted | Dlprc | adjdate,adjtype,gaprule |
| adjdlretx | madjdlretx | Return Without Dividends, Adjusted | Dlretx | adjdate,adjtype,gaprule |
| adjdlamt | madjdlamt | Total Amount Used in Delisting return, Adjusted | Dlamt | adjdate,adjtype,gaprule |
| Adjusted Distributions | ||||
| Daily itemid | Monthly itemid | Name | Output Header | Parameters |
| adjaccomp | madjaccomp | Acquiring PERMCO, Adjusted | Acomp | adjdate,adjtype,gaprule |
| adjacperm | madjacperm | Acquiring PERMNO, Adjusted | Aperm | adjdate,adjtype,gaprule |
| adjdclrdt | madjdclrdt | Declare Date, Adjusted | Dclrdt | adjdate,adjtype,gaprule |
| adjdistcd | madjdistcd | Distribution Code, Adjusted | Code | adjdate,adjtype,gaprule |
| adjdivamt | madjdivamt | Dividend Amount, Adjusted | Divamt | adjdate,adjtype,gaprule |
| adjexdt | madjexdt | Ex-Distribution Date, Adjusted | Exdt | adjdate,adjtype,gaprule |
| adjfacpr | madjfacpr | Factor to Adjust Price, Adjusted | Facpr | adjdate,adjtype,gaprule |
| adjfacshr | madjfacshr | Factor to Adjust Shares Outstanding, Adjusted | Facshr | adjdate,adjtype,gaprule |
| adjpaydt | madjpaydt | Payment Date, Adjusted | Paydt | adjdate,adjtype,gaprule |
| adjrcrddt | madjrcrddt | Record Date, Adjusted | Rcrddt | adjdate,adjtype,gaprule |
| Adjusted Shares | ||||
| Daily itemid | Monthly itemid | Name | Output Header | Parameters |
| adjshrsdt | madjshrsdt | Effective Date of Shares Outstanding, Adjusted | Shrsdt | adjdate,adjtypes,gaprule |
| adjshrflg | madjshrflg | Flag of Shares Source, Adjusted | Shrflg | adjdate,adjtypes,gaprule |
| adjshrsenddt | madjshrsenddt | Last Effective Date of Shares Outstanding, Adjusted | Shrsenddt | adjdate,adjtypes,gaprule |
| adjshrout | madjshrout | Shares Outstanding, Adjusted | Shrout | adjdate,adjtypes,gaprule |
| Delisting History | ||||
| Daily itemid | Monthly itemid | Name | Output Header | Parameters |
| nextdt | mnextdt | Date of Next Available Information | Nextdt | n/a |
| dlstcd | mdlstcd | Delisting Code | Dlstcd | n/a |
| dlstdt | mdlstdt | Delisting Date | Dlstdt | n/a |
| dlpdt | mdlpdt | Delisting Payment Date | Dlpdt | n/a |
| dlprc | mdlprc | Delisting Price | Dlprc | n/a |
| dlret | mdlret | Delisting Return | Dlret | n/a |
| dlretx | mdlretx | Delisting Return without Dividends | Dlretx | n/a |
| nwcomp | mnwcomp | Linked PERMCO After Delisting | Nwcomp | n/a |
| nwperm | mnwperm | Linked PERMNO After Delisting | Nwperm | n/a |
| dlamt | mdlamt | Total Amount Used in Delisting Return | Dlamt | n/a |
| Distribution History | ||||
| Daily itemid | Monthly itemid | Name | Output Header | Parameters |
| accomp | maccomp | Acquiring PERMCO | Acomp | n/a |
| acperm | macperm | Acquiring PERMNO | Aperm | n/a |
| distcd | mdistcd | Distribution Code | Code | n/a |
| dclrdt | mdclrdt | Distribution Declaration Date | Dclrdt | n/a |
| exdt | mexdt | Ex-Distribution Date | Exdt | n/a |
| facshr | mfacshr | Factor to Adjust Shares Outstanding | Facshr | n/a |
| paydt | mpaydt | Payment Date | Paydt | n/a |
| rcrddt | mrcrddt | Record Date | Rcrddt | n/a |
| Group Inclusion | ||||
| Daily itemid | Monthly itemid | Name | Output Header | Parameters |
| grpdt | mgrpdt | Group Beginning Date | Grpdt | n/a |
| grpenddt | mgrpenddt | Group Ending Date | Grpenddt | n/a |
| grpflag | mgrpflag | Group Flag | Grpflag | n/a |
| grpsubflag | mgrpsubflag | Group Subflag | Subflag | n/a |
| NASDAQ History | ||||
| Daily itemid | Monthly itemid | Name | Output Header | Parameters |
| trtsdt | mtrtsdt | Beginning Effective Date of Traits | Trtsdt | n/a |
| trtsenddt | mtrtsenddt | Last Effective Date of Traits | Trtsenddt | n/a |
| nsdinx | mnsdinx | NASDAQ Index Code | Nsdinx | n/a |
| mmcnt | mmmcnt | NASDAQ Market Makers Count | Mmcnt | n/a |
| nmsind | mnmsind | NASDAQ National Market Indicator | Nmsind | n/a |
| trtscd | mtrtscd | NASDAQ Status Code, End of Period | Trtscd | n/a |
| Name History | ||||
| Daily itemid | Monthly itemid | Name | Output Header | Parameters |
| ncusip | mncusip | CUSIP | NCUSIP | n/a |
| comnam | mcomnam | Company Name | Company Name | n/a |
| exchcd | mexchcd | Exchange Code | EX | n/a |
| namedt | mnamedt | Names Information Begin Date | Namedt | n/a |
| nameenddt | mnameenddt | Names Information End Date | Enddt | n/a |
| snaics | msnaics | North American Industry Classification System (NAICS) | Naics | n/a |
| primexch | mprimexch | Primary Exchange | Ex1 | n/a |
| secstat | msecstat | Security Status | Sst | n/a |
| shrcls | mshrcls | Share Class | CL | n/a |
| shrcd | mshrcd | Share Code | SH | n/a |
| siccd | msiccd | Standard Industrial Classification (SIC) Code | SIC | n/a |
| subexch | msubexch | Sub-Exchange | Ex2 | n/a |
| ticker | mticker | Ticker Symbol | Ticker | n/a |
| trdstat | mtrdstat | Trading Status | Tst | n/a |
| tsymbol | mtsymbol | Trading Ticker Symbol | Symbol | n/a |
| Portfolio History | ||||
| Daily itemid | Monthly itemid | Name | Output Header | Parameters |
| port | mport | Portfolio Assignment | Port | n/a |
| stat | mstat | Portfolio Statistic Value | Stat | n/a |
| Raw Shares History | ||||
| Daily itemid | Monthly itemid | Name | Output Header | Parameters |
| rshrsdt | mrshrsdt | Effective Date of Shares Outstanding, without Imputed Observations | Shrsdt | n/a |
| rshrflg | mrshrflg | Flag of Shares Source, without Imputed Observations | Shrflg | n/a |
| rshrsenddt | mrshrsenddt | Last Day Shares Outstanding Effective, without Imputed Observations | Shrsenddt | n/a |
| rshrout | mrshrout | Raw Shares Outstanding, without Imputed Observations | Shrout | n/a |
| Shares History | ||||
| Daily itemid | Monthly itemid | Name | Output Header | Parameters |
| shrout | mshrout | Shares Outstanding | Shrout | n/a |
| shrsdt | mshrsdt | Shares Outstanding Observation Date | Shrsdt | n/a |
| shrsenddt | mshrsenddt | Shares Outstanding Observation End Date | Shrsenddt | n/a |
| shrflg | mshrflg | Shares Outstanding Observation Flag | Shrflg | n/a |
| Stock Header Ranges | ||||
| Daily itemid | Monthly itemid | Name | Output Header | Parameters |
| n/a | maltprc_beg | Alternate Price Begin Date | BegAltDt | n/a |
| n/a | maltprc_end | Alternate Price End Date | EndAltDt | n/a |
| ask_beg | mask_beg | Ask Begin Date | BegAsk | n/a |
| ask_end | mask_end | Ask End Date | EndAsk | n/a |
| askhi_beg | maskhi_beg | Ask or High Price Begin Date | BegHi | n/a |
| askhi_end | maskhi_end | Ask or High Price End Date | EndHi | n/a |
| bid_beg | mbid_beg | Bid Begin Date | BegBid | n/a |
| bid_end | mbid_end | Bid End Date | EndBid | n/a |
| bidlo_beg | mbidlo_beg | Bid or Low Price Begin Date | BegLo | n/a |
| bidlo_end | mbidlo_end | Bid or Low Price End Date | EndLo | n/a |
| hr_hcusip | mhr_hcusip | CUSIP, Historical | CUSIP | n/a |
| n/a | mspread_beg | Closing Bid/Ask Spread Begin Date | BegSpr | n/a |
| n/a | mspread_end | Closing Bid/Ask Spread End Date | EndSpr | n/a |
| n/a | maltprcdt_beg | Date of Alternate Price Begin Date | BegAlt | n/a |
| n/a | maltprcdt_end | Date of Alternate Price End Date | EndAlt | n/a |
| hr_hexcd | mhr_hexcd | Exchange Code, Historical | EX | n/a |
| avail_grouptypes | mavail_grouptypes | Group Types Available | Group Types Available | n/a |
| hr_begdt | mhr_begdt | Header Begin Date | Begdt | n/a |
| hr_enddt | mhr_enddt | Header End Date | Enddt | n/a |
| hr_compno | mhr_compno | NASDAQ Company Number, Historical | Compno | n/a |
| hr_issuno | mhr_issuno | NASDAQ Issue Number, Historical | Issuno | n/a |
| numtrd_beg | n/a | NASDAQ Number of Trades Begin Date | BegTrd | n/a |
| numtrd_end | n/a | NASDAQ Number of Trades End Date | EndTrd | n/a |
| total_dlsts | mtotal_dlsts | Number of Delisting Events | Dlst | n/a |
| total_dists | mtotal_dists | Number of Distribution Events | Dists | n/a |
| total_nasdins | mtotal_nasdins | Number of NASDAQ Information Events | Nasdin | n/a |
| total_names | mtotal_names | Number of Name Rows | Names | n/a |
| total_shares | mtotal_shares | Number of Shares Events | Shares | n/a |
| openprc_beg | n/a | Open Price Begin Date | BegOpn | n/a |
| openprc_end | n/a | Open Price End Date | EndOpn | n/a |
| hr_permco | mhr_permco | PERMCO, Historical | PERMCO | n/a |
| hr_permno | mhr_permno | PERMNO, Historical | PERMNO | n/a |
| avail_porttypes | mavail_porttypes | Portfolio Types Available | Portfolio Types Avail | n/a |
| prc_beg | mprc_beg | Price or Bid/Ask Average Begin Date | BegPrc | n/a |
| prc_end | mprc_end | Price or Bid/Ask Average End Date | EndPrc | n/a |
| ret_beg | mret_beg | Returns Begin Date | BegRet | n/a |
| ret_end | mret_end | Returns End Date | EndRet | n/a |
| retx_beg | mretx_beg | Returns without Dividends Begin Date | BegRtx | n/a |
| retx_end | mretx_end | Returns without Dividends End Date | EndRtx | n/a |
| hr_hsiccd | mhr_hsiccd | SIC Code, Historical | SIC | n/a |
| vol_beg | mvol_beg | Volume Traded Begin Date | BegVol | n/a |
| vol_end | mvol_end | Volume Traded End Date | EndVol | n/a |
| Stock Identification | ||||
| Daily itemid | Monthly itemid | Name | Output Header | Parameters |
| cusip | mcusip | CUSIP, Header | CUSIP | n/a |
| hcomnam | mhcomnam | Company Name, Header | Latest Company Name | n/a |
| issuno | missuno | Current NASDAQ Issue Identifier | Issuno | n/a |
| hdlstcd | mhdlstcd | Delisting Code, Header | DEL | n/a |
| hexcd | mhexcd | Exchange Code, Header | EX | n/a |
| compno | mcompno | NASDAQ Company Number | COMPNO | n/a |
| hsnaics | mhsnaics | North American Industry Classification System (NAICS), Header | Naics | n/a |
| permco | mpermco | PERMCO | PERMCO | n/a |
| permno | mpermno | PERMNO | PERMNO | n/a |
| hprimexch | mhprimexch | Primary Exchange, Header | Ex1 | n/a |
| hsecstat | mhsecstat | Security Status, Header | Sst | n/a |
| hshrcd | mhshrcd | Share Code, Header | SH | n/a |
| hsiccd | mhsiccd | Standard Industrial Classification (SIC) Code, Header | SIC | n/a |
| begdt | mbegdt | Stock Data Begin Date | Begdt | n/a |
| enddt | menddt | Stock Data End Date | Enddt | n/a |
| hsubexch | mhsubexch | Sub-Exchange, Header | Ex2 | n/a |
| htick | mhtick | Ticker Symbol, Header | Htick | n/a |
| htrdstat | mhtrdstat | Trading Status, Header | Tst | n/a |
| htsymbol | mhtsymbol | Trading Ticker Symbol, Header | Symbol | n/a |
| Time Series | top >> | |||
| Daily itemid | Monthly itemid | Name | Output Header | Parameters |
| n/a | maltprc | Alternate Price | AltPrc | n/a |
| n/a | madjaltprc | Alternate Price, Adjusted | Adjaltprc | adjdate,adjtype,gaprule |
| ask | mask | Ask | Ask | n/a |
| askhi | maskhi | Ask or High Price | Askhi | n/a |
| adjask | madjask | Ask, Adjusted | Adjask | adjdate,adjtype,gaprule |
| adjaskhi | madjaskhi | Askhi, Adjusted | Adjaskhi | adjdate,adjtype,gaprule |
| bid | mbid | Bid | Bid | n/a |
| bidlo | mbidlo | Bid or Low Price | Bidlo | n/a |
| adjbid | madjbid | Bid, Adjusted | Adjbid | adjdate,adjtype,gaprule |
| adjbidlo | madjbidlo | Bidlo, Adjusted | Adjbidlo | adjdate,adjtype,gaprule |
| cretx | mcretx | Calculated Return without Dividends | Retx | validexch, gapwindow |
| cret | mcret | Calculated Total Return | Ret | validexch, gapwindow |
| n/a | mspread | Closing Bid/Ask Spread | Spread | n/a |
| n/a | madjspread | Closing Bid/Ask Spread, Adjusted | Adjspread | adjdate,adjtype,gaprule |
| n/a | maltprcdt | Date of Alternate Price | AltPrcDt | n/a |
| numtrd | n/a | NASDAQ Number of Trades | Numtrd | n/a |
| openprc | n/a | Open Price | OpenPrc | n/a |
| adjopenprc | n/a | Open Price, Adjusted | AdjOpenPrc | adjdate,adjtype,gaprule |
| alvl | malvl | Price Index Level | ALvl | basedate,baseamt |
| prc | mprc | Price or Bid/Ask Average | Prc | n/a |
| adjprc | madjprc | Price, Adjusted | Adjprc | adjdate,adjtype,gaprule |
| ret | mret | Returns | Ret | n/a |
| retx | mretx | Returns Without Dividends | Retx | n/a |
| shr | mshr | Shares Outstanding Mapped to Time Series | Shr | rightsrule |
| adjshr | madjshr | Shares Outstanding Mapped to Time Series, Adjusted | Adjshr | adjdate,adjtype,gaprule, rightsrule |
| tlvl | mtlvl | Total Return Index Level | TLvl | basedate,baseamt |
| adjvol | madjvol | Volume, Adjusted | Adjvol | adjdate,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:
- tlvl(20071231,100.0) — first parameter basedate is 20071231 and second parameter baseamt is 100.0.
- tlvl(.,1.0) — first parameter basedate will use the default (date of earliest price) and the second parameter baseamt will be 1.
- tlvl — since no parameters are given basedate and baseamt will use default values, the date of earliest price for basedate and 100 for baseamt.
- adjprc(20071231,1) — first parameter adjdate is 20071231 and second parameter adjtype is 1. The third parameter gaprule is not specified so the default value will be used.
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 |