Stock Data File Layouts

In the following tables, “*” designates items on which to key.

Delist – Daily Return Information

  Column Name Description .dat file format
* KYPERMNO PERMNO %6d
* DLSTDT Delist Date %8d
  DLSTCD Delist Code %3d
  NWPERM New PERMNO %8d
  NWCOMP New PERMCO %8d
  NEXTDT Date of Next Available Information %8d
  DLPRC Delisting Price %14.6e
  DLPDT Delisting Payment Date %8d
  DLAMT Delisting Amount %14.6e
  DLRET Delisting Return %14.6e
  DLRETX Delisting Return without Dividends %14.6e

Delist – Monthly Return Information

  Column Name Description .dat file format
* KYPERMNO PERMNO %6d
* MDLSTDT Delist Date %8d
  MDLSTCD Delist Code %3d
  MNWPERM New PERMNO %8d
  MNWCOMP New PERMCO %8d
  MNEXTDT Date of Next Available Information %8d
  MDLPRC Delisting Price %14.6e
  MDLPDT Delisting Payment Date %8d
  MDLAMT Delisting Amount %14.6e
  MDLRET Delisting Return %14.6e
  MDLRETX Delisting Return without Dividends %14.6e

Distributions

  Column Name Description .dat file format
* KYPERMNO PERMNO %6d
* DISTCD Distribution Code %4d
  DIVAMT Dividend Amount %14.6e
  FACPR Factor to Adjust Price %14.6e
  FACSHR Factor to Adjust Shares %14.6e
  DCLRDT Declaration Date %8d
* EXDT Ex-Distribution Date %8d
  RCRDDT Record Date %8d
  PAYDT Payment Date %8d
* ACPERM Acquiring PERMNO %6d
  ACCOMP Acquiring PERMCO %6d

Index Membership

Available in 1925 and 1962 US Stock & Indexes, and 1925 US Indexes, but are NOT available in 1925 and 1962 US Stock.

  Column Name Description .dat file format
* KYPERMNO   %6d
* KEYSET   %8d
* MBRDT Member Begin Date %8d
  MBRENDDT Member End Date %8d
  MBRFLAG Member Flag %6d

Name History

  Column Name Description .dat file format
* KYPERMNO PERMNO %6d
* NAMEDT Name History Begin Date %8d
  NAMEENDDT Name History End Date %8d
  NCUSIP CUSIP %-15s
  NCUSIP9 CUSIP9 %9s
  TICKER Ticker %-7s
  COMNAM Company Name %-35s
  SHRCLS Share Class %-3s
  SHRCD Share Code %2d
  EXCHCD Exchange Code %2d
  SICCD SIC Code %4d
  TSYMBOL Trading Symbol %-11s
  SNAICS NAICS Code %-7s
  PRIMEXCH Primary Exchange %c
  TRDSTAT Trading Status %c
  SECSTAT Security Status %c

NASDAQ History

  Column Name Description .dat file format
* KYPERMNO PERMNO %6d
* TRTSDT NASDAQ Traits Begin Date %8d
  TRTSENDDT NASDAQ Traits End Date * %8d
  NSDINX NASDAQ Index Code %2d
  NMSIND NASDAQ Market Indicator %2d
  MMCNT NASDAQ Market Makers %4d
  TRTSCD NASDAQ Status Code %2d

*For TRTSENDDT, the last row of each active security, the SAS value is 12/31/2099 and the ASCII value is 99999999.

Portfolio Membership - Daily

Available in 1925 and 1962 US Stock & Indexes, and 1925 US Indexes, but are NOT available in 1925 and 1962 US Stock.

  Column Name Description .dat file format
* KYPERMNO PERMNO %6d
* KEYSET Index Family† %8d
* ANNUAL Year %8d
  PPORTNUM Portfolio Decile Number %4d
  PINDNO Index INDNO for Daily Family %7d
  PSTAT Portfolio Statistic for Daily Family %21.13le
  PPFLG Member Flag for Daily Family %4d

Portfolio Membership - Monthly

Available in 1925 and 1962 US Stock & Indexes, and 1925 US Indexes, but are NOT available in 1925 and 1962 US Stock.

  Column Name Description .dat file format
* KYPERMNO PERMNO %6d
* KEYSET Index Family † %8d
* ANNUAL Year %8d
  MPPORTNUM Portfolio Decile Number %4d
  MPINDNO Index INDNO for Monthly Family %7d
  MPSTAT Portfolio Statistic for Monthly Family %21.13le
  MPPFLG Member Flag for Monthly Family %4d

Security Header Information

  Column Name Description .dat file format
* KYPERMNO PERMNO %6d
  CUSIP CUSIP %8s
  CUSIP9 CUSIP9 %9s
  HTICK Ticker Symbol %-8s
  PERMCO PERMCO %216d
  COMPNO NASDAQ Company Number %8d
  ISSUNO NASDAQ Issue Identifier %8d
  HEXCD Exchange Code %2d
  HSICCD SIC Code %4d
  BEGDT Stock Data Begin Date %8d
  ENDDT Stock Data End Date %8d
  HDLSTCD Delist Code %3d
  HCOMNAM Company Name %-36s
  HTSYMBOL Trading Symbol %-12s
  HSNAICS NAICS Code %-7s
  HSHRCD Share Code %2d
  HPRIMEXCH Primary Exchange %c
  HTRDSTAT Trading Status %c
  HSECSTAT Security Status %c

Shares History

  Column Name Description .dat file format
* KYPERMNO PERMNO %6d
* SHRSDT Shares Out Observation Date %8d
  SHRSENDDT Shares Out Observation End Date %8d
  SHROUT Shares Outstanding %10d
  SHRFLG Shares Out Observation Flag %4d

Time Series – Daily Primary

  Column Name Description .dat file format
* KYPERMNO PERMNO %6d
* CALDT Date %8d
  PRC Price or Bid/Ask Average %21.13le
  RET Total Return %21.13le
  RETX Return without Dividends %21.13le
  TCAP Capitalization, End of Period %21.13le
  VOL Volume %21.13le

Time Series – Daily Secondary

  Column Name Description .dat file format
* KYPERMNO PERMNO %6d
* CALDT Date %8d
  BIDLO Bid or Low Price %21.13le
  ASKHI Ask or High Price %21.13le
  BID Bid %21.13le
  ASK Ask %21.13le
  NUMTRD NASDAQ Number of Trades %9d
  OPENPRC Open Price %21.13le

Time Series - Monthly

  Column Name Description .dat file format
* KYPERMNO PERMNO %6d
* MCALDT Date %8d
  MPRC Price or Bid/Ask Average %21.13le
  MRET Total Return %21.13le
  MRETX Return without Dividends %21.13le
  MTCAP Capitalization, End of Period %21.13le
  MVOL Volume %21.13le
  MBIDLO Bid or Low Price %21.13le
  MASKHI Ask or High Price %21.13le
  MBID Bid %21.13le
  MASK Ask %21.13le
  MSPREAD Closing Bid/Ask Spread %21.13le
  MALTPRC Alternate Price %21.13le
  MALTPRCDT Alternate Price Date %8d