Stock Data File Layouts

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

Delist – Daily Return Information - sfz_del

Sort Column Name Description Data Category
1 KYPERMNO PERMNO Key
2 DLSTDT Delist Date Date
  DLSTCD Delist Code Code
  NWPERM New PERMNO Key
  NWCOMP New PERMCO Key
  NEXTDT Date of Next Available Information Date
  DLPRC Delisting Price Value
  DLPDT Delisting Payment Date Date
  DLAMT Delisting Amount Value
  DLRET Delisting Return Ratio
  DLRETX Delisting Return without Dividends Ratio

 

Delist – Monthly Return Information - sfz_mdel

Sort Column Name Description Data Category
1 KYPERMNO PERMNO Key
2 MDLSTDT Delist Date Date
  MDLSTCD Delist Code Code
  MNWPERM New PERMNO Key
  MNWCOMP New PERMCO Key
  MNEXTDT Date of Next Available Information Date
  MDLPRC Delisting Price Value
  MDLPDT Delisting Payment Date Date
  MDLAMT Delisting Amount Value
  MDLRET Delisting Return Ratio
  MDLRETX Delisting Return without Dividends Ratio

 

Distributions - sfz_dist

Sort Column Name Description Data Category
1 KYPERMNO PERMNO Key
2 EXDT Ex-Distribution Code Date
3 DISTCD Distribution Code Code
  DIVAMT Dividend Amount Value
  FACPR Factor to Adjust Price Ratio
  FACSHR Factor to Adjust Shares Ratio
  DCLRDT Declaration Date Date
  RCRDDT Record Date Date
  PAYDT Payment Date Date
4 ACPERM Acquiring PERMNO Key
  ACCOMP Acquiring PERMCO Key

 

Name History - sfz_nam

Sort Column Name Description Data Category
1 KYPERMNO PERMNO Key
2 NAMEDT Name History Begin Date Start Date
  NAMEENDDT Name History End Date End Date
  NCUSIP CUSIP ID
  NCUSIP9 CUSIP9 ID
  TICKER Ticker ID
  COMNAM Company Name Name
  SHRCLS Share Class Flag
  SHRCD Share Code Code
  EXCHCD Exchange Code Code
  SICCD SIC Code Code
  TSYMBOL Trading Symbol ID
  SNAICS NAICS Code ID
  PRIMEXCH Primary Exchange Flag
  TRDSTAT Trading Status Flag
  SECSTAT Security Status Flag

 

NASDAQ History - sfz_ndi

Sort Column Name Description Data Category 
1 KYPERMNO PERMNO Key
2 TRTSDT NASDAQ Traits Begin Date Start Date
  TRTSENDDT NASDAQ Traits End Date * End Date
  NSDINX NASDAQ Index Code Code
  NMSIND NASDAQ Market Indicator Code
  MMCNT NASDAQ Market Makers Number
  TRTSCD NASDAQ Status Code Code

 

Security Header Information - sfz_hdr

Sort Column Name Description Data Category
1 KYPERMNO PERMNO Key
  CUSIP CUSIP ID
  CUSIP9 CUSIP9 ID
  HTICK Ticker Symbol ID
  PERMCO PERMCO Key
  COMPNO Nasdaq Company Number Key
  ISSUNO Nasdaq Issue Identifier Key
  HEXCD Exchange Code Code
  HSICCD SIC Code Code
  BEGDT Stock Data Start Date Start End Date
  ENDDT Stock Data End Date End Date
  HDLTSCD Delist Code Code
  HCOMNAM Company Name Name
  HTSYMBOL Trading Symbol ID
  HSNAICS NAICS Code ID
  HSHRCD Share Code Code
  HPRIMEXCH Primary Exchange Flag
  HTRDSTAT Trading Status Flag
  HSECSTAT Security Status Flag

 

Shares History - sfz_shr

Sort Column Name Description Data Category
1 KYPERMNO PERMNO Key
2 SHRSDT Shares Out Observation Date Start Date
  SHRSENDDT Shares Out Observation End Date End Date
  SHROUT Shares Outstanding Number
  SHRFLG Shares Out Observation Flag Code

 

Time Series – Daily Primary - sfz_dp_dly

Sort Column Name Description Data Category
1 KYPERMNO PERMNO Key
2 CALDT Date Date
  PRC Price or Bid/Ask Average Value
  RET Total Return Ratio
  RETX Return without Dividends Ratio
  TCAP Capitalization, End of Period Value
  VOL Volume Quantity

 

Time Series – Daily Secondary - sfz_ds_dly

Sort Column Name Description Data Category
1 KYPERMNO PERMNO Key
2 CALDT Date Date
  BIDLO Bid or Low Price Value
  ASKHI Ask or High Price Value
  BID Bid Value
  ASK Ask Value
  NUMTRD NASDAQ Number of Trades Number
  OPENPRC Open Price Value

 

Time Series - Monthly - sfz_mth

Sort Column Name Description Data Category
1 KYPERMNO PERMNO Key
2 MCALDT Date Date
  MPRC Price or Bid/Ask Average Value
  MRET Total Return Ratio
  MRETX Return without Dividends Ratio
  MTCAP Capitalization, End of Period Value
  MVOL Volume Quantity
  MBIDLO Bid or Low Price Value
  MASKHI Ask or High Price Value
  MBID Bid Value
  MASK Ask Value
  MSPREAD Closing Bid/Ask Spread Value
  MALTPRC Alternate Price Value
  MALTPRCDT Alternate Price Date Date