Stand-Alone Files

File Naming

Referencing the following coding scheme will allow users to determine file names in the stand-alone index files. For example, the file DSIX.xls, is the Excel spreadsheet containing the daily indexes for the NYSE, NYSE American LLC, and NASDAQ exchanges.

First character represents the frequency

Daily
M Monthly
Q Quarterly
A Annual

Second and third characters represent the data

SI Stock + Index
SS Stock + Standard Deviation
SB Stock + Beta

Fourth character represents the exchange

A NYSE
B NYSE American US
C NYSE + NYSE American US
O Nasdaq
R NYSE Arca
X NYSE + NYSE American US + Nasdaq
Y NYSE + NYSE American US + Nasdaq + NYSE Arca

Database Files

Each file comes in three formats:

  • ASCII (.dat)
  • SAS (.sas7bdat)
  • Excel (.xls)

The following table is a listing of files included in the Stand-alone Index Files product.

Legend Description Record Length Index group
acti Annual CRSP US Treasury and Inflation Series (CTI) file 290 CRSP U.S. Treasury and Inflation Indexes
cselect20yr Index Level Associated with the 20 Year Bond Returns (.dat file only) 49 CRSP Select 20 Year (formerly Andex)
cselect5yr Index Level Associated with the 5 Year Bond Returns (.dat file only) 43 CRSP Select 5 Year (formerly Andex)
cselect90d Index Level Associated with the 90 Day Bill Returns (.dat file only) 70 CRSP Select 90 Day (formerly Andex)
asia Annual Indexes built on Market Capitalization Deciles — New York Stock Exchange (NYSE) 468 CRSP Market Indexes
asib Annual Indexes built on Market Capitalization Deciles — American Stock Exchange (NYSE American) 468 CRSP Market Indexes
asic Annual Indexes built on Market Capitalization Deciles — New York Stock Exchange (NYSE) + American Stock Exchange (NYSE American) 468 CRSP Market Indexes
asio Annual Indexes built on Market Capitalization Deciles — Nasdaq 468 CRSP Market Indexes
asix Annual Indexes built on Market Capitalization Deciles — New York Stock Exchange (NYSE) + American Stock Exchange (NYSE American) + Nasdaq 468 CRSP Market Indexes
dsbc Daily Indexes built on Beta Deciles — New York Stock Exchange (NYSE) + American Stock Exchange (NYSE American) 468 CRSP Market Indexes
dsbo Daily Stock & Beta Nasdaq 468 CRSP Market Indexes
dsia Daily Indexes built on Market Capitalization Deciles — New York Stock Exchange (NYSE) 468 CRSP Market Indexes
dsib Daily Indexes built on Market Capitalization Deciles — American Stock Exchange (NYSE American) 468 CRSP Market Indexes
dsic Daily Indexes built on Market Capitalization Deciles — New York Stock Exchange (NYSE) + American Stock Exchange (NYSE American) 468 CRSP Market Indexes
dsio Daily Indexes built on Market Capitalization Deciles — Nasdaq 468 CRSP Market Indexes
dsir Daily Indexes built on Market Capitalization Deciles — ARCA 468 CRSP Market Indexes
dsix Daily Indexes built on Market Capitalization Deciles — New York Stock Exchange (NYSE) + American Stock Exchange (NYSE American) + Nasdaq 468 CRSP Market Indexes
dsiy Daily Indexes built on Market Capitalization Deciles — New York Stock Exchange (NYSE) + American Stock Exchange (NYSE American), Nasdaq, and ARCA 468 CRSP Market Indexes
dsp500 Daily CRSP Index file on the S&P 500© 132 CRSP S&P 500 Indexes
dsp500p Daily CRSP Portfolios of the S&P 500© 132 CRSP S&P 500 Indexes
dssc Daily Indexes built on Standard Deviation Deciles — New York Stock Exchange (NYSE) + American Stock Exchange (NYSE American) 468 CRSP Market Indexes
dsso Daily Indexes built on Standard Deviation Deciles — Nasdaq 468 CRSP Market Indexes
mcti Monthly CRSP US Treasury and Inflation Series (CTI) file 290 CRSP U.S. Treasury and Inflation Indexes
mhista Monthly Cap-Based Indexes Results — New York Stock Exchange (NYSE) + American Stock Exchange (NYSE American) 94 Cap-Based Monthly History Files
mhistn Monthly Cap-Based Indexes Results — New York Stock Exchange (NYSE) 94 Cap-Based Monthly History Files
mhistq Monthly Cap-Based Indexes Results — New York Stock Exchange (NYSE) + American Stock Exchange (NYSE American) + Nasdaq 94 Cap-Based Monthly History Files
msia Monthly Indexes built on Market Capitalization Deciles — New York Stock Exchange (NYSE) 468 CRSP Market Indexes
msib Monthly Indexes built on Market Capitalization Deciles — American Stock Exchange (NYSE American) 468 CRSP Market Indexes
msic Monthly Indexes built on Market Capitalization Deciles — New York Stock Exchange (NYSE) + American Stock Exchange (NYSE American) 468 CRSP Market Indexes
msio Monthly Indexes built on Market Capitalization Deciles — Nasdaq 468 CRSP Market Indexes
msir Monthly Indexes built on Market Capitalization Deciles — ARCA 468 CRSP Market Indexes
msix Monthly Indexes built on Market Capitalization Deciles — New York Stock Exchange (NYSE) + American Stock Exchange (NYSE American) + Nasdaq 468 CRSP Market Indexes
msiy Monthly Indexes built on Market Capitalization Deciles — New York Stock Exchange (NYSE) + American Stock Exchange (NYSE American), Nasdaq, and ARCA 468 CRSP Market Indexes
msp500 Monthly CRSP Index file on the S&P 500© 132 CRSP S&P 500 Indexes
msp500p Monthly CRSP Portfolios of the S&P 500© 132 CRSP S&P 500 Indexes
qcti Quarterly CRSP US Treasury and Inflation Series (CTI) file 290 CRSP Market Indexes
qsia Quarterly Indexes built on Market Capitalization Deciles — New York Stock Exchange (NYSE) 468 CRSP Market Indexes
qsib Quarterly Indexes built on Market Capitalization Deciles — American Stock Exchange (NYSE American) 468 CRSP Market Indexes
qsic Quarterly Indexes built on Market Capitalization Deciles — New York Stock Exchange (NYSE) + American Stock Exchange (NYSE American) 468 CRSP Market Indexes
qsio Quarterly Indexes built on Market Capitalization Deciles — Nasdaq 468 CRSP Market Indexes
qsix Quarterly Indexes built on Market Capitalization Deciles — New York Stock Exchange (NYSE) + American Stock Exchange (NYSE American) + Nasdaq 468 CRSP Market Indexes
rebala Quarterly Cap-Based Indexes Results — New York Stock Exchange (NYSE) + American Stock Exchange (NYSE American) 102 CRSP Quarterly Rebalancing Records
rebaln Quarterly Cap-Based Indexes Results — New York Stock Exchange (NYSE) 102 CRSP Quarterly Rebalancing Records
rebalq Quarterly Cap-Based Indexes Results — New York Stock Exchange (NYSE) + American Stock Exchange (NYSE American) + Nasdaq 102 CRSP Quarterly Rebalancing Records