One-character code describing the status of a security at the end of the period reported. (W = when issued, R = regular way, E = ex-distributed, Q = non-leading when issued, X = untracked exchange or unknown)
One-character code describing the status of a security at the end of the period preceding the period reported. (W = when issued, R = regular way, E = ex-distributed, Q = non-leading when issued, X = untracked exchange or unknown)
One-character code describing the most recently known status of a security at the end of the period reported. (W = when issued, R = regular way, E = ex-distributed, Q = non-leading when issued, X = untracked exchange or unknown)
The unadjusted number of publicly held shares on NYSE, NYSE MKT, NASDAQ, Arca and Bats exchanges, recorded in 1000s. This figure represents the actual, undiluted value.
The Shares Outstanding Observations Array contains observation events and cannot be used to directly find the shares outstanding each calendar period. Utility functions and programs are available to map observations to time series to calculate market capitalization. If there is no time series data over a time period, but the security has a Shares Outstanding value, the last valid Shares Outstanding value has been carried over.
Shares Observation Date is a specific date corresponding to a Shares Outstanding value. The shares date is either the statement date from a firm's annual or quarterly report, the Ex-Distribution Date of a distribution affecting the shares outstanding, or the date of a shares observation taken from another source.
Shares Observation End Date is the last effective date of a shares outstanding observation. It is set to the latest date prior to the Shares Observation Date of the next observation. The Shares Observation End Date of the last observation is set to the Delisting Date. If the Shares Observation Date is after the Delisting Date, then the Shares Observation End Date is set to 99999999.
Character identifying the class of stock as of the end of period, generally left blank. Any letter that identifies the class of stock (e.g., "A" for class A common) is contained in the first position of this field. Classes are assigned by the exchange in cooperation with the company.
Character identifying the class of stock as of the period preceding the period being accessed, generally left blank. Assigned by the exchange in cooperation with the company.
Character identifying the most recently known class of stock as of the end of period, generally left blank. Assigned by the exchange in cooperation with the company.
Share Code Groupings for Subsets (Partition or Index Restriction)
Share Code Groupings for Subsets is an integer code describing the generic share code groupings used in universe subsets describing the valid issues used when partitioning the market or in the actual index. The following codes are used:
Integer Value
Description
0
No share code restriction or not applicable
1
Common stocks excluding ADRs
2
Common stocks excluding ADRs and foreign incorporated companies
3
Common stocks excluding ADRs, foreign incorporated companies, REITS, and closed end funds
2-digit code as of the period preceding the period reported. First digit describes the type of security, second digit provides further security or company detail.
2-digit code, most recently known as of end of period. First digit describes the type of security, second digit provides further security or company detail.
Standard Industrial Classification (SIC) Code - Header
Standard Industrial Classification (SIC) Code - Header is the last non-zero SIC Code found in a specific security's name structure. The Standard Industrial Classification (SIC) Code - Header is zero for companies for which CRSP has no SIC Codes.
The Standard Industrial Classification (SIC) Code is used to group companies with similar products or services.
The Standard Industrial Classification Manual contains descriptions of categories recognized by the US Government. SIC Code is an integer between 100 and 9999. The first two digits refer to a major group. The first three digits refer to an industry group. All four digits indicate an industry. Missing SIC Codes are set to zero until March, 2000. The NASDAQ stock exchange reports the first three digits of NASDAQ listed companies based on the company reported primary industry, and CRSP has added a fourth digit of zero. SIC codes of NYSE and NYSE MKT companies are reported with four digits based on SEC groupings. Since March 2000 any new SIC Codes assigned may include four significant digits.
SIC Codes were introduced around 1930. Securities populating the CRSP universe that existed prior to 1930 may have code assignments. CRSP actively chose to apply the original SIC coding scheme to these securities as a way to provide a valid means of classification.
In the December 2009 stock database, CRSP removed SIC Codes provided by our source, Mergent, from our Stock Databases and replaced them with SIC Codes from Interactive Data Corporation. Mergent was the primary source for SIC Code for NYSE, NYSE MKT & Arca securities from 20010824 through 2009. IDC has always been a continuous alternate source of SIC Codes, so no holes in coverage were introduced by the elimination of the Mergent data. The differences in codes resulting from our change in source did not impact the CRSP Indexes.
Monthly: Spread Between Bid and Ask is the difference between the closing bid and ask quotes for a security. It is available only when Ask or High Price and Bid or Low Price are available and Closing Price or Bid/Ask Average is a bid/ask average. If Closing Price or Bid/Ask Average is zero and Spread between Bid and Ask is negative, the spread represents a Bid or Low Price. If Closing Price or Bid/Ask Average is zero and Spread between Bid and Ask is positive, Spread Between Bid and Ask represents an Ask or High Price. It is set to zero if unavailable.
Statistic Average in Period is the average statistical value in a portfolio at the beginning of a rebalancing period of a market segment index. It is set to zero if missing or unavailable.
Statistic Maximum Identifier is the identifier of the entity in a portfolio with the maximum statistic at the beginning of a rebalancing period. The identifier can be PERMNO or PERMCO depending on Index Statistic Grouping Code. It is set to zero if unavailable.
Statistic Minimum Identifier is the identifier of the entity in a portfolio with the minimum statistic at the beginning of a rebalancing period. The identifier can be PERMNO or PERMCO depending on Index Statistic Grouping Code. It is set to zero if unavailable.
Statistic Minimum in Period is the minimum statistic value in the portfolio at the beginning of the rebalancing period. It is set to zero if unavailable.
(Partition or Index Restriction)
Security Status - Header
Security Status - Header is a one-character code that describes the status of a security. See Security Status for a list of available codes.
Security Status, End of Period
One-character code describing the status of a security at the end of the period reported. (W = when issued, R = regular way, E = ex-distributed, Q = non-leading when issued, X = untracked exchange or unknown)
Security Status, End of Previous Period
One-character code describing the status of a security at the end of the period preceding the period reported. (W = when issued, R = regular way, E = ex-distributed, Q = non-leading when issued, X = untracked exchange or unknown)
Security Status, Most Recent
One-character code describing the most recently known status of a security at the end of the period reported. (W = when issued, R = regular way, E = ex-distributed, Q = non-leading when issued, X = untracked exchange or unknown)
Shares Outstanding
The unadjusted number of publicly held shares on NYSE, NYSE MKT, NASDAQ, Arca and Bats exchanges, recorded in 1000s. This figure represents the actual, undiluted value.
The Shares Outstanding Observations Array contains observation events and cannot be used to directly find the shares outstanding each calendar period. Utility functions and programs are available to map observations to time series to calculate market capitalization. If there is no time series data over a time period, but the security has a Shares Outstanding value, the last valid Shares Outstanding value has been carried over.
Shares Outstanding, Adjusted
The number of publicly held shares on NYSE, NYSE MKT, NASDAQ, Arca and Bats exchanges, recorded in 1000s and adjusted for all price factors.
Shares Outstanding, Adjusted for Rights
The number of publicly held shares on NYSE, NYSE MKT, NASDAQ, Arca and Bats exchanges, recorded in 1000s and adjusted for rights only.
Shares Outstanding, Observation Date
Shares Observation Date is a specific date corresponding to a Shares Outstanding value. The shares date is either the statement date from a firm's annual or quarterly report, the Ex-Distribution Date of a distribution affecting the shares outstanding, or the date of a shares observation taken from another source.
Shares Outstanding, Observation End Date
Shares Observation End Date is the last effective date of a shares outstanding observation. It is set to the latest date prior to the Shares Observation Date of the next observation. The Shares Observation End Date of the last observation is set to the Delisting Date. If the Shares Observation Date is after the Delisting Date, then the Shares Observation End Date is set to 99999999.
Shares Outstanding, Observation Flag
Shares Outstanding Observation Flag is an integer value indicating the source of the shares outstanding observation:
Shares Outstanding, Unadjusted for Rights
The number of publicly held shares on NYSE, NYSE MKT, NASDAQ, and Arca exchanges, recorded in 1000s and adjusted for price factors other than rights.
Share Class, End of Period
Character identifying the class of stock as of the end of period, generally left blank. Any letter that identifies the class of stock (e.g., "A" for class A common) is contained in the first position of this field. Classes are assigned by the exchange in cooperation with the company.
Share Class, End of Previous Period
Character identifying the class of stock as of the period preceding the period being accessed, generally left blank. Assigned by the exchange in cooperation with the company.
Share Class, Most Recent
Character identifying the most recently known class of stock as of the end of period, generally left blank. Assigned by the exchange in cooperation with the company.
Share Code Groupings for Subsets (Partition or Index Restriction)
Share Code Groupings for Subsets is an integer code describing the generic share code groupings used in universe subsets describing the valid issues used when partitioning the market or in the actual index. The following codes are used:
Share Type Code, End of Period
2-digit code as of end of period. First digit describes the type of security, second digit provides further security or company detail.
First Digit - Share Code - Security Type
Second Digit - Share Code - Security Type
For example, a Share Code of 14 represents ordinary common shares of a closed-end fund.
Share Type Code, End of Previous Period
2-digit code as of the period preceding the period reported. First digit describes the type of security, second digit provides further security or company detail.
Share Type Code, Most Recent
2-digit code, most recently known as of end of period. First digit describes the type of security, second digit provides further security or company detail.
First Digit - Share Code - Security Type
Standard Industrial Classification (SIC) Code - Header
Standard Industrial Classification (SIC) Code - Header is the last non-zero SIC Code found in a specific security's name structure. The Standard Industrial Classification (SIC) Code - Header is zero for companies for which CRSP has no SIC Codes.
SIC Code, End of Period
The Standard Industrial Classification (SIC) Code is used to group companies with similar products or services.
The Standard Industrial Classification Manual contains descriptions of categories recognized by the US Government. SIC Code is an integer between 100 and 9999. The first two digits refer to a major group. The first three digits refer to an industry group. All four digits indicate an industry. Missing SIC Codes are set to zero until March, 2000. The NASDAQ stock exchange reports the first three digits of NASDAQ listed companies based on the company reported primary industry, and CRSP has added a fourth digit of zero. SIC codes of NYSE and NYSE MKT companies are reported with four digits based on SEC groupings. Since March 2000 any new SIC Codes assigned may include four significant digits.
SIC Codes were introduced around 1930. Securities populating the CRSP universe that existed prior to 1930 may have code assignments. CRSP actively chose to apply the original SIC coding scheme to these securities as a way to provide a valid means of classification.
The North American Industry Classification System (NAICS) was introduced in 1997, to succeed the SIC codes.
In the December 2009 stock database, CRSP removed SIC Codes provided by our source, Mergent, from our Stock Databases and replaced them with SIC Codes from Interactive Data Corporation. Mergent was the primary source for SIC Code for NYSE, NYSE MKT & Arca securities from 20010824 through 2009. IDC has always been a continuous alternate source of SIC Codes, so no holes in coverage were introduced by the elimination of the Mergent data. The differences in codes resulting from our change in source did not impact the CRSP Indexes.
SIC Code, End of Previous Period
The SIC code used to group companies with similar products or services at the end of the period preceding the period reported.
SIC Code, Most Recent
The most recent SIC code used to group companies with similar products or services.
Spread Between Bid and Ask
Monthly: Spread Between Bid and Ask is the difference between the closing bid and ask quotes for a security. It is available only when Ask or High Price and Bid or Low Price are available and Closing Price or Bid/Ask Average is a bid/ask average. If Closing Price or Bid/Ask Average is zero and Spread between Bid and Ask is negative, the spread represents a Bid or Low Price. If Closing Price or Bid/Ask Average is zero and Spread between Bid and Ask is positive, Spread Between Bid and Ask represents an Ask or High Price. It is set to zero if unavailable.
Statistic Average in Period
Statistic Average in Period is the average statistical value in a portfolio at the beginning of a rebalancing period of a market segment index. It is set to zero if missing or unavailable.
Statistic Maximum Identifier
Statistic Maximum Identifier is the identifier of the entity in a portfolio with the maximum statistic at the beginning of a rebalancing period. The identifier can be PERMNO or PERMCO depending on Index Statistic Grouping Code. It is set to zero if unavailable.
Statistic Maximum in Period
Statistic Maximum in Period is a maximum statistic value in the portfolio at the beginning of a rebalancing period. It is set to zero if unavailable.
Statistic Median in Period
Statistic Median in Period is the median statistic value in a portfolio at the beginning of a rebalancing period. It is set to zero if unavailable.
Statistic Minimum Identifier
Statistic Minimum Identifier is the identifier of the entity in a portfolio with the minimum statistic at the beginning of a rebalancing period. The identifier can be PERMNO or PERMCO depending on Index Statistic Grouping Code. It is set to zero if unavailable.
Statistic Minimum in Period
Statistic Minimum in Period is the minimum statistic value in the portfolio at the beginning of the rebalancing period. It is set to zero if unavailable.