Return to the F95 API Description
The tables below show the data groups available as IND structured types and their usage through the CRSP_ITM_T type.
|
IND MNEMONIC |
DESCRIPTION |
F95 TYPE NAME |
OBJECT TYPE |
OBJECT ACCESS VIA CRSP_ITM_T |
|
|
DAILY |
MONTHLY |
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|
INDHDR |
MINDHDR |
Index header information |
CRSP_IND_HEADER_T |
row |
indhdr_itm%obj%row |
|
REBAL |
MREBAL |
Index rebalancing period summary |
CRSP_IND_REBAL_T |
array |
rebal_itm%obj%arr |
|
LIST |
MLIST |
Issue list information |
CRSP_IND_LIST_T |
array |
list_itm%obj%arr |
|
IND MNEMONIC |
FIELD NAME |
INTERNAL STORAGE |
DISPLAY FORMAT |
FIELD USAGE |
|
|
DAILY |
MONTHLY |
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INDHDR |
MINDHDR |
Index header information |
CRSP_IND_HEADER_T |
indhdr_itm%arr%indhdr_val |
|
|
INDNO |
MINDNO |
specific index series |
int(4) |
I7 |
indhdr_val%indno |
|
INDCO |
MINDCO |
major index series group |
int(4) |
I7 |
indhdr_val%indco |
|
PRIMFLAG |
MPRIMFLAG |
0 if master or permno of master |
int(4) |
I6 |
indhdr_val%primflag |
|
PORTNUM |
MPORTNUM |
portfolio number in master if subset |
int(4) |
I6 |
indhdr_val%portnum |
|
INDNAME |
MINDNAME |
index name |
char(80) |
A79 |
indhdr_val%indname |
|
GROUPNAME |
MGROUPNAME |
index group name |
char(80) |
A79 |
indhdr_val%groupname |
|
METHCODE |
MMETHCODE |
code of possible methodology types |
int(4) |
I6 |
indhdr_val%method%methcode |
|
PRIMTYPE |
MPRIMTYPE |
fractile, selected, rulebased, market |
int(4) |
I6 |
indhdr_val%method%primtype |
|
SUBTYPE |
MSUBTYPE |
index type subcode |
int(4) |
I6 |
indhdr_val%method%subtype |
|
WGTTYPE |
MWGTTYPE |
reweighting type flag |
int(4) |
I6 |
indhdr_val%method%wgttype |
|
WGTFLAG |
MWGTFLAG |
reweighting timing flag |
int(4) |
I6 |
indhdr_val%method%wgtflag |
|
FLAGCODE |
MFLAGCODE |
code of possible exception types |
int(4) |
I6 |
indhdr_val%flags%flagcode |
|
ADDFLAG |
MADDFLAG |
handling new issues |
int(4) |
I6 |
indhdr_val%flags %addflag |
|
DELFLAG |
MDELFLAG |
handling issues becoming ineligible |
int(4) |
I6 |
indhdr_val%flags%delflag |
|
DELRETFLAG |
MDELRETFLAG |
measuring return of delisted issues |
int(4) |
I6 |
indhdr_val%flags%delretflag |
|
MISSFLAG |
MMISSFLAG |
handling missing prices |
int(4) |
I6 |
indhdr_val%flags%missflag |
|
UUNIVCODE |
MUUNIVCODE |
code of possible universe/subset types (index universe) |
int(4) |
I6 |
indhdr_val%induniv%univcode |
|
UBEGDT |
MUBEGDT |
beginning date of valid data (index universe) |
int(4) |
I8 |
indhdr_val%induniv%begdt |
|
UENDDT |
MUENDDT |
beginning date of valid data (index universe) |
int(4) |
I8 |
indhdr_val%induniv%enddt |
|
UWANTEXCH |
MUWANTEXCH |
valid exchange code (index universe) |
int(4) |
I6 |
indhdr_val%induniv%wantexch |
|
UWANTNMS |
MUWANTNMS |
Nasdaq National Market classification (index universe) |
int(4) |
I6 |
indhdr_val%induniv%wantnms |
|
UWANTWI |
MUWANTWI |
when-issued code (index universe) |
int(4) |
I6 |
indhdr_val%induniv%wantwi |
|
UWANTINC |
MUWANTINC |
valid incorporation (index universe) |
int(4) |
I6 |
indhdr_val%induniv%wantinc |
|
USCCODE |
MUSCCODE |
code of possible restriction types (index universe) |
int(4) |
I6 |
indhdr_val%induniv%sccode |
|
UFSTDIG |
MUFSTDIG |
bitmap of first share code digit (index universe) |
int(4) |
I6 |
indhdr_val%induniv%fstdig |
|
USECDIG |
MUSECDIG |
bitmap of second share code digit (index universe) |
int(4) |
I6 |
indhdr_val%induniv%secdig |
|
PUNIVCODE |
MPUNIVCODE |
code of possible universe/subset types (partition universe) |
int(4) |
I6 |
indhdr_val%partuniv%univcode |
|
PBEGDT |
MPBEGDT |
beginning date of valid data (partition universe) |
int(4) |
I8 |
indhdr_val%partuniv%begdt |
|
PENDDT |
MPENDDT |
beginning date of valid data (partition universe) |
int(4) |
I8 |
indhdr_val%partuniv%enddt |
|
PWANTEXCH |
MPWANTEXCH |
valid exchange code (partition universe) |
int(4) |
I6 |
indhdr_val%partuniv%wantexch |
|
PWANTNMS |
MPWANTNMS |
Nasdaq National Market classification (partition universe) |
int(4) |
I6 |
indhdr_val%partuniv%wantnms |
|
PWANTWI |
MPWANTWI |
when-issued code (partition universe) |
int(4) |
I6 |
indhdr_val%partuniv%wantwi |
|
PWANTINC |
MPWANTINC |
valid incorporation (partition universe) |
int(4) |
I6 |
indhdr_val%partuniv%wantinc |
|
PSCCODE |
MPSCCODE |
code of possible restriction types (partition universe) |
int(4) |
I6 |
indhdr_val%partuniv%sccode |
|
PFSTDIG |
MPFSTDIG |
bitmap of first share code digit (partition universe) |
int(4) |
I6 |
indhdr_val%partuniv%fstdig |
|
PSECDIG |
MPSECDIG |
bitmap of second share code digit (partition universe) |
int(4) |
I6 |
indhdr_val%partuniv%secdig |
|
RULECODE |
MRULECODE |
code of possible assignment rule types |
int(4) |
I6 |
indhdr_val%rules%rulecode |
|
BUYFNCT |
MBUYFNCT |
function code for buy rules |
int(4) |
I6 |
indhdr_val%rules%buyfnct |
|
SELLFNCT |
MSELLFNCT |
function code for sell rules |
int(4) |
I6 |
indhdr_val%rulesl%sellfnct |
|
STATFNCT |
MSTATFNCT |
function code for calculating statistic |
int(4) |
I6 |
indhdr_val%rules%statfnct |
|
GROUPFLAG |
MGROUPFLAG |
how stats are grouped before applying rules |
int(4) |
I6 |
indhdr_val%rules%groupflag |
|
ASSIGNCODE |
MASSIGNCODE |
code of possible assignment types |
int(4) |
I6 |
indhdr_val%assign%assigncode |
|
ASPERM |
MASPERM |
permno of associated index for breakpoints |
int(4) |
I6 |
indhdr_val%assign%asperm |
|
ASPORT |
MASPORT |
portfolio number in associated index |
int(4) |
I6 |
indhdr_val%assign%asport |
|
REBALCAL |
MREBALCAL |
calid of rebalancing calendar |
int(4) |
I6 |
indhdr_val%assign%rebalcal |
|
ASSIGNCAL |
MASSIGNCAL |
calid of assignment calendar |
int(4) |
I6 |
indhdr_val%assign%assigncal |
|
CALCCAL |
MCALCCAL |
calid of calculation range calendar |
int(4) |
I6 |
indhdr_val%assign%calccal |
|
IND MNEMONIC |
FIELD NAME |
INTERNAL STORAGE |
DISPLAY FORMAT |
FIELD USAGE |
|
|
DAILY |
MONTHLY |
||||
|
REBAL |
MREBAL |
Index rebalancing period summary |
CRSP_IND_REBAL_T |
rebal_itm%arr%rebal_arr |
|
|
RBBEGDT |
MRBBEGDT |
rebalancing beginning date |
int(4) |
I8 |
rebal_arr(i)%rbbegdt |
|
RBENDDT |
MRBENDDT |
rebalancing ending date |
int(4) |
I8 |
rebal_arr(i)%rbenddt |
|
RUSDCNT |
MRUSDCNT |
count used as of rebalancing |
int(4) |
I8 |
rebal_arr(i)%rusdcnt |
|
MAXCNT |
MMAXCNT |
maximum count during period |
int(4) |
I8 |
rebal_arr(i)%maxcnt |
|
RTOTCNT |
MRTOTCNT |
available count as of rebalancing |
int(4) |
I8 |
rebal_arr(i)%rtotcnt |
|
ENDCNT |
MENDCNT |
count at end of period |
int(4) |
I8 |
rebal_arr(i)%endcnt |
|
MINID |
MMINID |
identifier at minimum value |
int(4) |
I8 |
rebal_arr(i)%minid |
|
MAXID |
MMAXID |
identifier at maximum value |
int(4) |
I8 |
rebal_arr(i)%maxid |
|
MINSTAT |
MMINSTAT |
smallest statistic in period |
double(8) |
F14.3 |
rebal_arr(i)%minstat |
|
MAXSTAT |
MMAXSTAT |
largest statistic in period |
double(8) |
F14.3 |
rebal_arr(i)%maxstat |
|
MEDSTAT |
MMEDSTAT |
median statistic in period |
double(8) |
F14.3 |
rebal_arr(i)%medstat |
|
AVGSTAT |
MAVGSTAT |
average statistic in period |
double(8) |
F14.3 |
rebal_arr(i)%avgstat |
|
IND MNEMONIC |
FIELD NAME |
INTERNAL STORAGE |
DISPLAY FORMAT |
FIELD USAGE |
|
|
DAILY |
MONTHLY |
||||
|
LIST |
MLIST |
Issue list information |
CRSP_IND_LIST_T |
list_itm%arr%list_arr |
|
|
TPERMNO |
MTPERMNO |
issue identifier |
int(4) |
I8 |
list_arr(i)%tpermno |
|
LBEGDT |
MLBEGDT |
first date included |
int(4) |
I8 |
list_arr(i)%lbegdt |
|
LENDDT |
MLENDDT |
last date included |
int(4) |
I8 |
list_arr(i)%lenddt |
|
SUBIND |
MSUBIND |
code for subcategory of list |
int(4) |
I6 |
list_arr(i)%subind |
|
LWEIGHT |
MLWEIGHT |
weight during range |
double(8) |
F16.5 |
list_arr(i)%lweight |
|
TPERMNO |
MTPERMNO |
issue identifier |
int(4) |
I8 |
list_arr(i)%tpermno |
|
LBEGDT |
MLBEGDT |
first date included |
int(4) |
I8 |
list_arr(i)%lbegdt |
|
LENDDT |
MLENDDT |
last date included |
int(4) |
I8 |
list_arr(i)%lenddt |
|
SUBIND |
MSUBIND |
code for subcategory of list |
int(4) |
I6 |
list_arr(i)%subind |
|
LWEIGHT |
MLWEIGHT |
weight during range |
double(8) |
F16.5 |
list_arr(i)%lweight |