Visit CRSP at the 2022 EFA Annual Meeting

Come visit us at the 2022 EFA conference from August 24 - August 27!

Visit CRSP at Wealth Management EDGE

Come visit us at Booth K6 at Wealth Management EDGE from June 1 - June 3!

Upcoming Conference Schedule

CRSP will be attending and exhibiting at the following conferences. Please come by our booth and say hello!

CRSP Index Methodology Changes Notice - January 2022

An updated CRSP U.S. Equity Indexes Methodology Guide has been posted. Methodology changes were effective on January 19, 2022. A summary of the changes is available in Appendix J of the Methodology Guide.

CRSP Index Methodology Changes Notice - September 2021

Information about the new CRSP ISS ESG Indexes has been added. Click here to view the updated Methodology Guide. 

Announcing CRSP10!

CRSP is pleased to introduce CRSP10, a variation of our research-quality stock database.  CRSP10 holds 10 years of monthly history for active and inactive securities.  The full dataset, delivered in a single Excel workbook, contains the time series and event history data for which CRSP is renowned.

All categories of data are included in the Excel workbook, one tab for each:

  • CRSP Header
  • CRSP Name History
  • Distribution History
  • Delisting History
  • Shares History
  • Monthly Time Series

The amount of data in each tab is easily manageable with standard Excel functions.

The monthly time series spreadsheet includes additional fields to enhance the use of prices, returns, and other time series data.  Fields include commonly used identifiers, codes, and flags. The combination of fields into a single spreadsheet facilitates ease of use.

CRSP10 is intended for use in the classroom or workshops to facilitate teaching simple concepts and calculations, to demonstrate the impact of complex corporate actions, or to expose students and new users to high quality research data with a familiar tool. 

For more information or to add this dataset to your existing subscription, please contact or call 312-263-6400 – Option 1.

2018 First Quarter CRSP Indexes Fact Sheets

Published 04/10/2018

The most recent fact sheets for the CRSP Indexes are now available. Our capitalization-based, industry sector, and style indexes utilize leading edge methodology in order to capture true market depth and evolution. As of March 29, 2018, more than $1 trillion were linked to these indexes.

Updated Index Methodology Guide Now Available

Published 01/16/2018

The annual review and update of the CRSP U.S. Equity Indexes Methodology Guide has just been completed and the latest version of this Guide is now available. Since the publication of the last version, two new methodology rules were introduced:

  • Bats Global Markets and the Investors Exchange became exchanges of interest in October 2017. This move was made to ensure that our universe of primary exchanges allows us to better reflect the US equity market.
  • A new approach to limited fixed self-tender offers was implemented in January 2018.

Appendix H on p. 57 of the Guide highlights these changes as well as several methodology refinements and clarifications.

As of December 2017, there was approximately $1.16 trillion in assets linked to CRSP Indexes, an increase of nearly 30 percent from linked asset levels at year-end 2016.

CRSP Attended Inside ETF Conference

Published 01/16/2018

For the 6th consecutive year, CRSP participated in the Inside ETFs Conference in Hollywood, Florida, January 21–24, 2018. More than 2,100 asset managers, consultants, financial advisors, and regulators attended this annual meeting.

In 2017, ETF assets linked to CRSP Indexes grew by 33 percent.

Bats and IEX to Become CRSP Exchanges of Interest

Published 10/09/2017

CRSP Index-eligible securities now include US common equities that are listed on the Bats Exchanges and the Investors Exchange. The addition of the two exchanges marks the first time that CRSP has expanded its universe of primary exchanges since the October 2012 launch of its investible indexes. This move was made to insure that our universe of primary exchanges allows us to better reflect the US equity market.

In addition to Bats and IEX, CRSP Equity Index’s exchanges of interest include the NYSE, NYSE American, ARCA, and NASDAQ. Additional information about CRSP’s methodology can be found in the CRSP US Equities Indexes Methodology Guide.

As of September 30, 2017, more than $1 trillion in assets under management are linked to CRSP Indexes. For more information please email CRSP or call 312.263.6400, option 3.

Click here to view the press release.

Third Quarter CRSP Indexes Fact Sheets

Published 10/09/2017

The most recent fact sheets for the CRSP Indexes are now available. Our capitalization-based, industry sector, and style indexes utilize leading edge methodology in order to capture true market depth and evolution. As of September 29, 2017, more than $1 trillion were linked to these indexes.

Sun Solaris Support Has Ended

Published 08/05/2016

In order to ensure that our subscribers continue to have robust and dependable data access, CRSP has retired big-endian databases for use on Solaris platforms following publication of the December 2016 data cut that was made available in January 2017.  CRSP databases are available in flat file formats that can be used on all platforms, through our partner distributors such as WRDS and TQA, and for use with CRSP tools on the following CRSP-supported platforms:

  • Windows 8.1 & 10 – 32-bit & 64-bit
  • Red Hat Linux – 32-bit & 64-bit

Oracle’s Solaris support at CRSP ended in June 2016.   CRSP is making efforts to contact our subscribers impacted by this change to ensure a timely transition. Should you have immediate questions, please contact us at:

User Support – CRSP Research Products:
312-263-6400 select # 2

Are Markets Efficient?

Published 07/08/2016

The Big Question is Chicago Booth’s monthly video panel discussion series. A new episode features a conversation between two giants of economics: CRSP Board Chairman and Booth Professor Eugene Fama, and Booth Professor Richard Thaler. View the video here.

Douglas Diamond Wins CME Prize

Published 03/01/2016

Chicago Booth professor recognized for research in financial crises and liquidity

The Chicago Mercantile Exchange Group-MSRI Prize in Innovative Quantitative Applications has been awarded to CRSP Board Member and Chicago Booth Professor Douglas W. Diamond. The CME Group-MSRI Prize is awarded to an individual or a group, to recognize originality and innovation in the use of mathematical, statistical or computational methods for the study of the behavior of markets, and more broadly of economics. The prize was established in 2006 by the CME Group and the Mathematical Sciences Research Institute (MSRI).

David Booth Interview Series

Published 02/09/2016

In this four-part series, David Booth discusses CRSP’s history and the importance of research-quality data with Mark Hebner of IFA.

Part One | Part Two | Part Three | Part Four

Wharton School-WRDS Best Paper Award in Empirical Finance

Published 02/09/2016

The researchers that won the 2015 Wharton School-WRDS Best Paper Award in Empirical Finance used WRDS to access Institutional Brokers’ Estimate System (I/B/E/S), the Center for Research in Security Prices (CRSP), and S&P Capital IQ Compustat. You can purchase the paper here.

New Australian Hedged Indexes

Published 06/29/2015

On July 1, 2015, CRSP began to offer four new Australian Hedged Indexes on NASDAQ GIDS:

Index Ticker Index Name
CRSPTAH1 CRSP US Total Market Index (AUD-hedged)
CRSPTAHT CRSP US Total Market TR Index (AUD-hedged)
CRSPTMA1 CRSP US Total Market Index AUD
CRSPTMAT CRSP US Total Market Total Return Index AUD


Attention CRSPSift Users

Published 06/16/2014

In August 2015, Sift version 4.36 will expire.

New versions of Sift Professional and Enterprise are now available to all CRSP subscribers for downloading and can be found on our MOVEit site, in the Utilities_Download folder.

Sift Professional 4.3.13 is supported on Windows 7 and Windows 8 computers. Sift Enterprise supports Servers 2008 R2 and 2012 R2. See details in the Sift Release Notes on our website.

Contact Client Services at or 312-263-6400, Option 2 for assistance.