Data Definitions - C

Calendar Associated with a Time Series Company Name, End of Period
Calendar Identification Number Company Name, End of Previous Period
Calendar Identification Number of Assignment Calendar Company Name, Most Recent
Calendar Identification Number of Calculations Calendar Count at End of Rebalancing Period
Calendar Identification Number of Rebalancing Calendar Count Available as of Rebalancing
Calendar Name Count Used as of Rebalancing
Calendar Period Grouping Identifier Cumulative Factor to Adjust Prices Over a Date Range
Calendar Time Period Description Code Cumulative Factor to Adjust Shares/Volume Over a Date Range
Calendar Trading Date CUSIP, End of Period
Calendar Type Availability Flag CUSIP, End of Previous Period
Capitalization, End of Period CUSIP, Header
Capitalization, End of Previous Period CUSIP, Most Recent
Company Name - Header  

Calendar Associated with a Time Series

Calendar Associated with a Time Series is a pointer in a CRSP time series object to the associated CRSPAccess calendar structure needed to assign the time to data in a time series array.

General Information
Primary Concepts Base CRSPAccess Data Structures, Calendar Objects, Time Series Objects
Data Type structure
Unit of Item Array index
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK, IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
stk_print or ind_print Option(s) n/a
C Usage
Object CRSP_TIMESERIES
Array n/a
Element cal
FORTRAN-95 Usage
Type or Subtype crsp_ts
Member and/or Array n/a
Element cal
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Calendar Identification Number

Calendar Identification Number is an integer code assigned by CRSP to trading calendars. A Calendar Name and Calendar Identification Number identify each calendar. The calendars supported in CRSPAccess databases are:

Calendars Calendar ID Calendar Name Beginning Date
Daily 100 Daily Trading Calendar 19251231
Monthly 101 Month-End Trading Calendar 19251231
Annual 300 Annual Trading Calendar 19251231
Quarterly 310 Quarterly Trading Calendar 19251231
Weekly 500 Weekly Trading Calendar 19260102
General Information
Primary Concepts Base CRSPAccess Data Structures, Calendar Objects
Data Type integer number
Unit of Item Code
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK, IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
stk_print or ind_print Option(s) n/a
C Usage
Object CRSP_CAL
Array n/a
Element calid
FORTRAN-95 Usage
Type or Subtype crsp_cal
Member and/or Array n/a
Element calid
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Calendar Identification Number of Assignment Calendar

Calendar Identification Number of Assignment Calendar identifies a calendar that determines the dates when index breakpoints and buy/sell rules are valid. The assignment calendar is used when using rebalancing information to assign issues to a portfolio. The calendar periods of the Calendar Identification Number of Rebalancing Calendar, Calendar Identification Number of Assignment Calendar, and Calendar Identification Number of Calculations Calendar are synchronized, although the actual date ranges for each period may differ. The assignment calendar uses the same calendars listed in Calendar Identification Number.

General Information
Primary Concepts Index Header, Calendars
Data Type integer number
Unit of Item Code
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /hr
C Usage
Object indhdr_row
Array indhdr
Element assign.assigncal
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array assign
Element assigncal
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Calendar Identification Number of Calculations Calendar

Calendar Identification Number of Calculations Calendar identifies a calendar that determines the range of dates used to calculate statistics to form portfolios. The calendar periods of the Calendar Identification Number of Rebalancing Calendar, Calendar Identification Number of Assignment Calendar, and Calendar Identification Number of Calculations Calendar are synchronized, although the actual date ranges for each period number may differ. The calculations calendar uses the same calendars described in Calendar Identification Number.

General Information
Primary Concepts Index Header, Calendars
Data Type integer number
Unit of Item Code
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /hr
C Usage
Object indhdr_row
Array indhdr
Element assign.calccal
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array assign
Element calccal
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Calendar Identification Number of Rebalancing Calendar

Calendar Identification Number of Rebalancing Calendar identifies a calendar that determines the time periods when the portfolios in the index are held. The new portfolio universe is held from the end of one period in the rebalancing calendar until the end of the next period. The calendar period numbers of the Calendar Identification Number of Rebalancing Calendar, Calendar Identification Number of Assignment Calendar, and the Calendar Identification Number of Calculations Calendar are synchronized, although the actual date ranges for each period number may differ. The rebalancing calendar uses the same calendars listed in Calendar Identification Number.

General Information
Primary Concepts Index Header, Calendars
Data Type integer number
Unit of Item Code
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /hr
C Usage
Object indhdr_row
Array indhdr
Element assign.rebalcal
FORTRAN-95 Usage
Type or Subtype indhdr
Member and/or Array assign
Element rebalcal
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Calendar Name

Calendar Name is a text description of a calendar. These include: Daily Trading Calendar, Month-End Trading Calendar, Annual Trading Calendar, Quarterly Trading Calendar, Weekly Trading Calendar.

General Information
Primary Concepts Base CRSPAccess Data Structures, Calendar Objects
Data Type character
Unit of Item Description
Date Range Availability
Daily 1926
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK, IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
stk_print or ind_print Option(s) n/a
C Usage
Object CRSP_CAL
Array n/a
Element name
FORTRAN-95 Usage
Type or Subtype crsp_cal
Member and/or Array n/a
Element name
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Calendar Period Grouping Identifier

Calendar Period Grouping Identifiers are integers assigned for each trading period in a calendar. These identifiers can be used as alternate names to Calendar Trading Date for the calendar periods. The values stored for each period in Calendar Period Grouping Identifier for the current calendars are:

Calendar Name Date Format
Daily Trading Calendar YYYYWW
Month-End Trading Calendar YYYYMM
Annual Trading Calendar YYYY
Quarterly Trading Calendar YYYYMM
Weekly Trading Calendar YYYYWW

where YYYY is the 4-digit year, MM the month, and WW the week within the current year. The last week of the previous year is continued for the entire week when the year changes.

General Information
Primary Concepts Base CRSPAccess Data Structures, Calendar Objects
Data Type integer number
Unit of Item Description
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK, IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
stk_print or ind_print Option(s) n/a
C Usage
Object CRSP_CAL
Array callist[ ]
Element n/a
FORTRAN-95 Usage
Type or Subtype crsp_cal
Member and/or Array callist()
Element n/a
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Calendar Time Period Description Code

Calendar Time Period Description Code is a code that indicates the type of calendar array best used to read a CRSP Stock or Index time series. This code equals 2, indicating that calendar time periods are identified by the last trading date in the period using Calendar Trading Date.

General Information
Primary Concepts Base CRSPAccess Data Structures, Time Series Objects
Data Type Integer Number
Unit of Item Code
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK, IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
stk_print or ind_print Option(s) n/a
C Usage
Object CRSP_TIMESERIES
Array n/a
Element caltype
FORTRAN-95 Usage
Type or Subtype crsp_ts
Member and/or Array n/a
Element caltype
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Calendar Trading Date

Trading date in the CRSP output calendar for the period. (Last trading day in week for weekly, month for monthly, and so on.)

Calendar Trading Date contains the list of trading dates for a CRSP calendar. Each date represents the last date in a calendar period, in YYYYMMDD (year, month, day) format. These dates begin in the first element of the array and continue to the Number of Periods in Calendar. Calendar dates for weekends and trading holidays are not included.

Category Other
Data Type Double Precision Floating Point
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Product Types
Database Formats Product Types
CRSPAccess STK
ts_print/TsQuery Usage
Daily ITEMID caldt
Monthly ITEMID mcaldt
Header Caldt
SUBNO 0
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Calendar Type Availability Flag

Calendar Type Availability Flag identifies the calendar available for use with the data. It is set to 1 if Calendar Period Grouping Identifier is available, 2 if Calendar Trading Date is available, and 3 if both are available.

General Information
Primary Concepts Base CRSPAccess Data Structures, Calendar Objects
Data Type integer number
Unit of Item Code
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK, IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
stk_print or ind_print Option(s) n/a
C Usage
Object CRSP_CAL
Array n/a
Element loadflag
FORTRAN-95 Usage
Type or Subtype crsp_cal
Member and/or Array n/a
Element loadflag
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Capitalization, End of Period

Closing price * shares outstanding (in 1000s), as of end of the period. If an index, capitalization is the total market value of the issues used in the index at the beginning of the period.

Category Capitalization
Data Type Floating Point
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Product Types
Database Formats Product Types
CRSPAccess STK
ts_print/TsQuery Usage
Daily ITEMID tcap
Monthly ITEMID mtcap
Header TCap
SUBNO 0
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Capitalization, End of Previous Period

Closing price * shares outstanding (in 1000s) at the end of the previous period. If an index, capitalization is the total market value of the issues used in the index at the beginning of the previous period.

Category Capitalization
Data Type Floating Point
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Product Types
Database Formats Product Types
CRSPAccess STK
ts_print/TsQuery Usage
Daily ITEMID cap
Monthly ITEMID mcap
Header Cap
SUBNO 0
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Company Name - Header

Company Name - Header is the most current Company Name tracked in the specific security's name history array. Names can be up to 35 characters long.

General Information
Primary Concepts Header Identification and Summary Data
Data Type character
Unit of Item Id
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types STK
ts_print Daily Usage comnam|SUBNO2
ts_print Monthly Usage mcomnam|SUBNO2
stk_print Option(s) /hh , /hr , /hrl , /hn
C Usage
Object header_row
Array header
Element hcomnam
FORTRAN-95 Usage
Type or Subtype stkhdr
Member and/or Array n/a
Element hcomnam
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Company Name, End of Period

Company name effective at the end of the period reported.

Company Name is the name of the company at the time of its name history record. CRSP allocates a 35 character name description field for all securities. Preference is given to the spellings and abbreviations provided in Standard & Poor's CUSIP Directory. In cases where name sources provide descriptions in excess of 35 characters, CRSP furnishes its own abbreviations.Daily: The daily file includes all historical names included in the file beginning in 1925.

Category Name History
Data Type String
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Product Types
Database Formats Product Types
CRSPAccess STK
ts_print/TsQuery Usage
Daily ITEMID comnam
Monthly ITEMID mcomnam
Header Company Name
SUBNO 0
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Company Name, End of Previous Period

Company name effective at the end of the period preceding the period reported.

Category Name History
Data Type String
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Product Types
Database Formats Product Types
CRSPAccess STK
ts_print/TsQuery Usage
Daily ITEMID comnam
Monthly ITEMID mcomnam
Header Effective Name
SUBNO 1
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Company Name, Most Recent

The most recent company name known to CRSP.

Category Name History
Data Type String
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Product Types
Database Formats Product Types
CRSPAccess STK
ts_print/TsQuery Usage
Daily ITEMID comnam
Monthly ITEMID mcomnam
Header Last Company Name
SUBNO 2
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Count at End of Rebalancing Period

Count at End of Rebalancing Period is the count of entities belonging to a portfolio at the end of a rebalancing period. It is set to zero if unavailable.

General Information
Primary Concepts Index Rebalancing History Arrays
Data Type integer number
Unit of Item Count
Date Range Availability
Daily -
Monthly -
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /rs#
C Usage
Object rebal_arr[ ]
Array rebal[ ][ ]
Element endcnt
FORTRAN-95 Usage
Type or Subtype rebal_arr()
Member and/or Array rebal(,)
Element endcnt
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Count Available as of Rebalancing

Count Available as of Rebalancing is the total count of entities available in the universe eligible for a portfolio at the beginning of a rebalancing period. It is set to zero if unavailable.

General Information
Primary Concepts Index Rebalancing History Arrays
Data Type integer number
Unit of Item Count
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /rs#
C Usage
Object rebal_arr[ ]
Array rebal[ ][ ]
Element totcnt
FORTRAN-95 Usage
Type or Subtype rebal_arr()
Member and/or Array rebal(,)
Element totcnt
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Count Used as of Rebalancing

Count Used as of Rebalancing is the count of entities in a portfolio as of the beginning of a rebalancing period. It is set to zero if unavailable.

General Information
Primary Concepts Index Rebalancing History Arrays
Data Type integer number
Unit of Item Count
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Utility Usage
Database Formats CRSPAccess
Product Types IND
ts_print Daily Usage n/a
ts_print Monthly Usage n/a
ind_print Option(s) /rb#
C Usage
Object rebal_arr
Array rebal
Element usdcnt
FORTRAN-95 Usage
Type or Subtype rebal_arr()
Member and/or Array rebal(,)
Element usdcnt
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Cumulative Factor to Adjust Prices Over a Date Range

Cumulative factor from a base date used to adjust prices after distributions so that equivalent comparisons can be made between prices before and after the distribution.

Category Dividends
Data Type Floating Point
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Product Types
Database Formats Product Types
CRSPAccess STK
ts_print/TsQuery Usage
Daily ITEMID cumfacpr
Monthly ITEMID mcumfacpr
Header Cumfacpr
SUBNO 0
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Cumulative Factor to Adjust Shares/Volume Over a Date Range

Cumulative factor from a base date used to adjust shares and volume after distributions so that equivalent comparisons can be made between values before and after the distribution. Represented as a ratio of the additional shares out expected after the distribution to the last known observation.

Category Dividends
Data Type Floating Point
Date Range Availability
Daily 1925
Monthly 1925
Database Availability and Product Types
Database Formats Product Types
CRSPAccess STK
ts_print/TsQuery Usage
Daily ITEMID cumfacshr
Monthly ITEMID mcumfacshr
Header Cumfacshr
SUBNO 0
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CUSIP, End of Period

The 8 character CUSIP identifier for a security at the end of the period reported.

Extended Information

CUSIP refers to the CUSIP identifier valid during the date range of a name structure. All non-blank CUSIPs are 8 characters long.

The CUSIP Agency will often change an issue's CUSIP identifier to reflect name or capital structure changes. CRSP has preserved all CUSIPs assigned to a given issue over time. CUSIP identifiers were first assigned in 1968. All CUSIPs in a name history before that date are unavailable. Dummy CUSIP identifiers are not included in the name history.

For more details of the CUSIP identifier; See CUSIP - Header.

Category Name History
Data Type String
Date Range Availability
Daily 1968
Monthly 1968
Database Availability and Product Types
Database Formats Product Types
CRSPAccess STK
ts_print/TsQuery Usage
Daily ITEMID ncusip
Monthly ITEMID mncusip
Header NCUSIP
SUBNO 0
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CUSIP, End of Previous Period

The 8 character CUSIP identifier for a security at the end of period preceding the period reported.

Category Name History
Data Type String
Date Range Availability
Daily 1968
Monthly 1968
Database Availability and Product Types
Database Formats Product Types
CRSPAccess STK
ts_print/TsQuery Usage
Daily ITEMID ncusip
Monthly ITEMID mncusip
Header NCUSIPE
SUBNO 1
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CUSIP, Header

The latest 8 character CUSIP identifier for a security.

Extended Information

CUSIP - Header is the latest 8 character CUSIP identifier for the security through the end of the file. CUSIP identifiers are supplied to CRSP by the CUSIP Service Bureau, Standard & Poor's, a division of McGraw-Hill, Inc., American Bankers Association database, Copyright 1987.

CUSIP identifiers were first assigned in 1968 as integers and expanded in 1984 to include alphabetic characters. The first six characters (including leading zeroes) identify the issuer, while the last two characters identify the issue. CUSIP issuer identifiers are assigned to maintain an approximately alphabetical sequence. The CUSIP identifier may change for a security if its name or capital structure changes.

No header or historical CUSIP is reused on our files. For securities no longer in existence or that were never assigned an official CUSIP identifier, CRSP has assigned a dummy CUSIP identifier for use in this field in accordance with the rules published in the CUSIP Directory. There are two potential types of dummy CUSIP - Headers which are assigned by CRSP. One, ***99*9*, (containing a 9 in the fourth, fifth, and seventh character positions) represents a CRSP-assigned CUSIP with a dummy issuer number (the first 6 character positions) and a dummy issue number (the last 2 character positions). The other, ******9*, (containing a 9 in the seventh character position) represents a CRSP-assigned CUSIP with a real issuer number but a dummy issue number. For example:

A CUSIP - Header such as 12399099 or 12345699 is assigned by CRSP, and an identifier such as 12345610 is assigned by the CUSIP Agency.

Securities actively traded on an international basis, domiciled outside the United States and Canada, will be identified by a CINS (CUSIP International Numbering System) number. CINS numbers employ the same identifier system set by the CUSIP Numbering System: Issuer (6 characters) plus Issue (2 characters) per 8 characters. It is important to note that the first portion of a CINS code is always represented by an alphabetic character, signifying the issuer's country code (domicile) or geographic region. For more information, see the current CUSIP Directory and see Share Types.

Category Identification
Data Type String
Date Range Availability
Daily 1968
Monthly 1968
Database Availability and Product Types
Database Formats Product Types
CRSPAccess STK
ts_print/TsQuery Usage
Daily ITEMID cusip
Monthly ITEMID mcusip
Header CUSIP
SUBNO 0
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CUSIP, Most Recent

The most recently used 8 character CUSIP identifier for a security through the end of the file.

Category Name History
Data Type String
Date Range Availability
Daily 1968
Monthly 1968
Database Availability and Product Types
Database Formats Product Types
CRSPAccess STK
ts_print/TsQuery Usage
Daily ITEMID ncusip
Monthly ITEMID mncusip
Header NCUSIPL
SUBNO 2
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