Utilities for extracting data
ts_print is a time-series report writer program for CRSPAccess data that can be run either on a DOS command line or through a Windows interface. It generates columnar text report files containing raw and derived data from the US Stock, CCM, and Index databases. ts_print is particularly useful for portfolio analysis and event studies. Time-series data can be converted to a different reporting calendar. Header data (current security identification information) and event data can be mapped to a value at each period in a time-series. ts_print can be used on any CRSP supported system.
stk_print can be used to print CRSPAccess stock data on any CRSP supported system. It is useful for browsing data formatted for a terminal as well asextracting data formatted for program input. stk_print supports CRSP stock header, event, and time-series data items. Data may be accessed for securities entered individually or in an input file, as well as for all securities in the database. The user selects input and output options on the command line. If security identifiers are typed at the terminal, input or output options can be switched between each entry. Output can be printed to a terminal or saved in a file.
ind_print can be used to browse and extract CRSPAccess index data.
cstprint is a command line report writer utility program that can be used to print data to the screen or to create an output file containing CRSP Link and Compustat data. It is useful for browsing data formatted for a terminal (80 character width with headers) as well as extracting data formatted for program input (delimited text output). The extracted data can be used as is, or it can be exported into a spreadsheet or database program for further analysis. cstprint supports identifiers including GVKEY, the primary security identifier of the CRSP/Compustat Merged Database, as well as various combinations of common CRSP identifiers, including PERMNO, PERMCO, and CUSIP. Items separated by slashes (/) comprise keys which combine the identifiers.