CRSP US Stock Databases
New file formats available
In response to subscriber requests, CRSP has released SAS and ASCII file formats of the Stock and Index Databases. The files were made available to all monthly, quarterly, and annual subscribers on 1/29/2016. Data will be through December 2015 and available for download utilizing MOVEit Cloud. More information can be found here.
About the database
CRSP is renowned for its expertise in building and maintaining historical, academic, research-quality stock market databases. The CRSP US Stock Databases provide a unique research source characterized by unmatched breadth and depth. They include CRSP’s unique permanent identifiers allowing for clean and accurate backtesting, research utilizing time-series and event data, performance measurement, benchmarking, and securities analysis.
The CRSP US Stock Databases contain daily and monthly market and corporate action data for securities with primary listings on the NYSE, NYSE MKT, NASDAQ, and Arca exchanges and include CRSP broad market indexes. CRSP databases are characterized by their comprehensive corporate action information and highly accurate total return calculations.