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Release Notes

Current and archived data and software release notes for all CRSP products.

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Sample CD

The CRSP Sample Data and Software CD contains a broad sampling of the data that CRSP provides. This comprehensive snapshot of the CRSP data is for promotional purposes. Information accessed may be previewed internally and used for purposes of evaluating the data as a potential resource.

Adobe PDF Download CRSP Sample CD Guide (PDF) >>

 

Product Documentation

Follow the links below to view documentation for CRSP products.

 

Software & Tools Documentation

US Stock and Index Databases

US Stock and Index Databases Documentation

Contains: Overview, array layout, data descriptions, calculations, and coding schemes for the Stock and Index Database.
Format:
Adobe PDF and online browseable documents available

CRSP/Compustat Merged Database

CRSP/Compustat Merged Database Documentation

Contains: Overview, array layout, data descriptions, utility software access, and programming access to the CRSP/COMPUSTAT Merged Database.
Format:
Adobe PDF and online browseable documents available

Note: A Compustat cross-reference table is available that allows users to find new Xpressfeed item names based on legacy CST item numbers. Please see http://www.crsp.chicagobooth.edu/ documentation/product/ccm/cross/.

Survivor-Bias-Free Us Mutual Fund Database

Download CRSP Survivor-Bias-Free US Mutual Fund Guide for CRSPSift

Download CRSP Survivor-Bias-Free US Mutual Fund Guide for SAS and ASCII

Contains: Overview, array layout, data descriptions, and general access information for the Mutual Fund Database.
Updated: 7/12
Format: Adobe PDF

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1925 Historical indexes database

CRSP 1925 Historical Indexes Documentation

Contains: Overview, calculations, data descriptions, and general access information for the Research Indexes.
Updated: 6/12
Format: Adobe PDF and online browseable documents available

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Research index Database

Download CRSP Research Index Database Guide

Contains: Overview, layout, data descriptions, and general access information for the Research Index Database.
Updated: 8/12
Format: Adobe PDF

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US Treasury Databases

CRSP US Treasury Documentation

Contains: Overview, file layout, data descriptions, and access to the CRSP Daily and Monthly US Treasuries.
Format: Adobe PDF and online browseable documents available.

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CRSP/Ziman Real Estate Data Series

Adobe PDF Download CRSP/Ziman Real Estate Data Series Guide

Contains: Overview, array layout, data descriptions, technical specifications, and installation instructions for the Real Estate Database.
Updated: 6/06
Format: Adobe PDF

 

Software and Tools Documentation

CRSPSift: Crsp's Securities Information Filtering Tool

There are two editions of the CRSPSift software, Professional and Enterprise.  Each edition is intended for a different usage scenario. 

CRSPSift Professional Edition is designed to run on the same Windows XP or Vista workstation where your CRSP database products are installed.  Accessing databases installed on networked storage devices is not supported.

CRSPSift Enterprise Edition is split into two main components, Server and Client, which must be installed on separate computers.  Multiple Enterprise Client workstations can access CRSP databases simultaneously by routing queries through the Server.  The Server component requires Windows Server 2003 or 2008, while the Client requires Windows XP or Vista.

Adobe PDF CRSPSIFT Version 4.2 User Guide

Contains: Instructions for installing and getting started with CRSPSift, CRSP's Securities Information Filtering Tool. (6/12)

Adobe PDF CRSPSIFT Enterprise Administrator's Guide

Contains: Instructions for installing and getting started with CRSPSift Enterprise Edition. (6/12)

CUPL: CRSP Utilities and Program Libraries Guides

The CRSPAccess software includes utilities that may be used to extract CRSP stock and index data from the CRSP proprietary databases on Linux and Solaris platforms. They also include files necessary for C and Fortran-95 programming for use on Windows platforms as well as Linux and Solaris.

The CRSPAccess utilities and programming files may be used to access the CRSP US Stock and Stock & US Index Databases, or with the CRSP US Stock & US Index Databases and CRSP/Compustat Merged Database.

 

Adobe PDF Download the CRSP Utilities and Program Libraries Guide for US Stock & US Index Databases        and CRSP/Compustat Merged Database

Adobe PDF Download the CRSP Utilities and Program Libraries Guide in Adobe PDF format

 

Programming Guides

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