End of Stock Data is the date that data ends for the security, in YYYYMMDD format. It is the date of the last period in the time series arrays and is always greater than zero.
End of Valid Data is the index of the last calendar period with valid data for a security. If no data of this type are available, it is set to zero. The Calendar Trading Date at this index is the date of the last calendar period with data of this type for this security.
General Information
Primary Concepts
Base CRSPAccess Data Structures, Time Series Objects
Ex-Distribution Date is the ex-dividend or ex-distribution date. It is the date on which the security is first traded without the right to receive the distribution. This date is coded as an integer in YYYYMMDD format and is always a daily trading date.
For distributions in a merger or exchange where the company disappeared, the Ex-Distribution Date is, by convention, set equal to the trading day immediately after the date of the last price.
Ex-Distribution Dates of liquidating payments after delistings are reported when available, and set to Record Date or Delisting Payment Date if unavailable.
Excess Returns on Income vs. Associated Portfolios, Cumulative
Compounded difference between a security's return on income and the return on income of a portfolio that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning calendar period.
Excess Returns on Income vs. Index Series, Cumulative
Compounded difference between a security's return on income and the return on income of an index that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning calendar period.
Category
Returns Related to an Index
Data Type
Floating Point
Date Range Availability
Daily
1925
Monthly
1925
Database Availability and Product Types
Database Formats
CRSPAccess, CRSPSift
Product Types
STK
ts_print/TsQuery Usage
Daily ITEMID
cumxsiret
Monthly ITEMID
mcumxsiret
Header
Cumxsiret
SUBNO
INDNO
Excess Returns vs. Associated Portfolios
Difference between a security's total return and the total return of a portfolio that a user selects to be associated with the security.
Excess Returns vs. Associated Portfolios, Cumulative
Compounded difference between a security's total return and the total return of a portfolio that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning calendar period.
Compounded difference between a security's total return and the total return of an index that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning calendar period.
Excess Returns Without Dividends vs. Associated Portfolios, Cumulative
Compounded difference between a security's capital appreciation and the capital appreciation of a portfolio that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning calendar period.
Excess Returns Without Dividends vs. Index Series, Cumulative
Compounded difference between a security's capital appreciation and the capital appreciation of an index that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning calendar period.
Exchange Code - Header displays the Exchange Code on which a security was last listed. Valid Exchange Code - Header values are 1, 2, 3, or 4, which correspond to the NYSE, NYSE MKT, NASDAQ, or Arca respectively. Other Exchange Codes are not included in the Exchange Code - Header field.
Integer code(s) indicating the exchange(s) on which the security is listed at the end of the period reported.
Extended Information
Exchange Codes are respectively 1, 2, 3 and 4 for NYSE, NYSE MKT, NASDAQ, and Arca. An Exchange Code of zero indicates that a security is either trading on an unknown exchange, or is temporarily not trading at all. Adding 30 to the normal Exchange Codes (31, 32, 33 and 34) identifies when-issued trading, such as during a reorganization. The following table lists the Exchange Codes in the name history array.
Subscription Information
End of Group Data
End of Group Data is the last date group data is valid in YYYYMMDD format.
n/an/a/gpEnd of Stock Data
End of Stock Data is the date that data ends for the security, in YYYYMMDD format. It is the date of the last period in the time series arrays and is always greater than zero.
n/an/a/hh , /hr , /hrl , /hnEnd of Valid Data
End of Valid Data is the index of the last calendar period with valid data for a security. If no data of this type are available, it is set to zero. The Calendar Trading Date at this index is the date of the last calendar period with data of this type for this security.
n/an/a/hrEntity Begin Date Range or Event Date
First period in a selected date range, or event date for an entity.
Entity End Date Range
Last date in a selected date range for an entity.
Ex-Distribution Date
Ex-Distribution Date is the ex-dividend or ex-distribution date. It is the date on which the security is first traded without the right to receive the distribution. This date is coded as an integer in YYYYMMDD format and is always a daily trading date.
For distributions in a merger or exchange where the company disappeared, the Ex-Distribution Date is, by convention, set equal to the trading day immediately after the date of the last price.
Ex-Distribution Dates of liquidating payments after delistings are reported when available, and set to Record Date or Delisting Payment Date if unavailable.
n/an/a/diExcess Returns on Income vs. Associated Portfolios
Difference between a security's return on income and the return on income of a portfolio that a user selects to be associated with the security.
Excess Returns on Income vs. Associated Portfolios, Cumulative
Compounded difference between a security's return on income and the return on income of a portfolio that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning calendar period.
Excess Returns on Income vs. Index Series
Difference between a security's return on income and the return on income of an index that a user selects to be associated with the security.
Excess Returns on Income vs. Index Series, Cumulative
Compounded difference between a security's return on income and the return on income of an index that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning calendar period.
Excess Returns vs. Associated Portfolios
Difference between a security's total return and the total return of a portfolio that a user selects to be associated with the security.
Excess Returns vs. Associated Portfolios, Cumulative
Compounded difference between a security's total return and the total return of a portfolio that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning calendar period.
Excess Returns vs. Index Series
Difference between a security's total return and the total return of an index that a user selects to be associated with the security.
Excess Returns vs. Index Series, Cumulative
Compounded difference between a security's total return and the total return of an index that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning calendar period.
Excess Returns Without Dividends vs. Associated Portfolios
Difference between a security's capital appreciation and the capital appreciation of a portfolio a user selects to be associated with the security.
Excess Returns Without Dividends vs. Associated Portfolios, Cumulative
Compounded difference between a security's capital appreciation and the capital appreciation of a portfolio that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning calendar period.
Excess Returns Without Dividends vs. Index Series
Difference between a security's capital appreciation and the capital appreciation of an index a user selects to be associated with the security.
Excess Returns Without Dividends vs. Index Series, Cumulative
Compounded difference between a security's capital appreciation and the capital appreciation of an index that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning calendar period.
Exchange Code - Header
Exchange Code - Header displays the Exchange Code on which a security was last listed. Valid Exchange Code - Header values are 1, 2, 3, or 4, which correspond to the NYSE, NYSE MKT, NASDAQ, or Arca respectively. Other Exchange Codes are not included in the Exchange Code - Header field.
n/an/aExchange Code, End of Period
Integer code(s) indicating the exchange(s) on which the security is listed at the end of the period reported.
Extended Information
Exchange Codes are respectively 1, 2, 3 and 4 for NYSE, NYSE MKT, NASDAQ, and Arca. An Exchange Code of zero indicates that a security is either trading on an unknown exchange, or is temporarily not trading at all. Adding 30 to the normal Exchange Codes (31, 32, 33 and 34) identifies when-issued trading, such as during a reorganization. The following table lists the Exchange Codes in the name history array.
Exchange Code, End of Previous Period
Integer code(s) indicating the exchange(s) on which the security is listed at the end of the period preceding the period reported.
Exchange Code, Most Recent
The most recently known integer code(s) indicating the exchange(s) on which the security is listed.