CRSP US Stock & Indexes: For SAS, ASCII & R

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Key Features

SAS, ASCII & R File Table Layouts

Five sets of flat files are built from the CRSP Stock and Index databases. A number of our subscribers have long requested alternate formats of our databases in order to automate or streamline their processes and easily ingest CRSP data into them. These flat files are intended for these purposes.

SIZ – 1925 US Stock and Indexes
SAZ – 1925 US Stock
SXZ – 1962 US Stock and Indexes
S6Z – 1962 US Stock
SFZ - 1925 US Indexes

File Extensions:

SAS: *.sas7bdat
ASCII: *.dat
R: *.rds

Stock Files	File Names
Delist – Daily Return Information	sfz_del
Delist – Monthly Return Information	sfz_mdel
Distributions	sfz_dis
Name History	sfz_nam
NASDAQ History	sfz_ndi
Security Header Information	sfz_hdr
Shares History	sfz_shr
Time Series – Daily Primary	sfz_dp_dly
Time Series – Daily Secondary	sfz_ds_dly
Time Series - Monthly	sfz_mind

Stock and Index Files*	File Names
Index Membership	sfz_mbr
Portfolio Membership - Daily	sfz_portd
Portfolio Membership - Monthly	sfz_portm

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

Index Files	File Names
Index Header	sfz_indhdr
Rebalance	sfz_rb
Time Series – Daily Index	sfz_dind
Time Series – Monthly Index	sfz_mind

SEE THE DOCUMENTATION FOR FURTHER INFORMATION.