CRSP us stock databases

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 their 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 Amex, 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.

Click here for CRSP US Stock Database Guide and Release Notes >>

Key Features include:

Data for Individual NYSE, Amex and NASDAQ Securities:

Price and quote data – open, close, bid/low, ask/high, trade-only
Holding period returns with and without dividends
Excess returns and other derived data items
Market capitalization
Shares outstanding
Trading volume
Security delisting information
Corporate actions
Identifiers, descriptors, and supplemental data items

Exchange Coverage:

NYSE - All data series begin on December 31, 1925
NYSE Amex - All data series begin on July 2, 1962
NASDAQ - All data series begin on December 14, 1972
Arca – All data series begin March 8, 2006

Identifying Information:

PERMNO^®, CRSP’s unique and permanent issue identification number
PERMCO^®, CRSP’s unique and permanent company identification number

Market Indexes:

CRSP NYSE, Amex, NASDAQ, and Arca equal- and value-weighted returns, with and without dividends
S&P 500 Composite Index
NASDAQ Composite Index

Delivery and Format Options:

CRSP stock data delivered on DVD
Shipped monthly, quarterly, or annually
Supported on Windows, Linux, and Solaris platforms
Database in the proprietary CRSPAccess^® format

Access through:

CRSPSift Interface for Windows
CRSPAccess Utilities (includes programming libraries for C and Fortran)

Third party access:

WRDS (Wharton Research Data Services) internet platform (for academic and government subscribers only)
SASECRSP Engine built by the SAS Institute

For additional information regarding the CRSP US Stock Databases, please contact subscriptions@crsp.ChicagoBooth.edu or call Subscriptions at 312-263-6400.