CRSPSift, CRSP’s Securities Information Filtering Tool, lets you extract data from your Stock & Index, CRSP/ Compustat Merged, US Treasury, and Mutual Fund databases. In addition to an updated interface, CRSPSift offers many features designed to make accessing CRSP databases easier. Some of these features include:

  • Data Environments: Create a data environment for each set of data you use. To use a different data set, simply select its environment from a menu and rerun your query.
  • Multiple Queries: Edit and run up to ten queries simultaneously.
  • Direct Edit: Type or paste an existing request file from a command-line utility into a window and then save it as a CRSPSift query. CRSPSift automatically updates its graphical interface to reflect your query options.
  • Output Layout Preview: TsQuery features an animated report preview that suggests how your output will look. This saves you the time of running a query multiple times to find the right format.
  • Company Selection: A company lookup utility. Search and sort results by Company Name, PERMNO, ticker symbol, or other identifier.
  • Filtering Options: A point-and-click interface to simplify filtering query results by exchange, share type, NASDAQ Market Tiers, portfolio assignments, SIC Code, or group membership.

CRSPSift Utilities

TsQuery is a tool for extracting time-series data – based in fixed and relative ranges – for the CRSP security universe, CRSP Indexes, and CRSP/Compustat linked companies (for Compustat subscribers).

StkQuery is an access tool for CRSP security data. Use it to extract event histories for name and identifier changes, distributions, delisting. It can also perform time-series extractions.

IndQuery is an access tool for CRSP Indexes included in the CRSP US Stock or Stock & Index Databases.

CCMQuery enables you to access all Compustat data from the CRSP/Compustat Merged Database link history data by using Compustat’s GVKEY and IID identifiers.

TrsQuery is a tool for accessing CRSP Daily and Monthly US Treasury Databases.

MutQuery provides access to the CRSP Mutual Funds database containing fund and holdings data items.

CRSPSift Minimum Requirements For the Professional Edition

  • Microsoft Windows 10
  • Display resolution of 1024 x 768 or higher 

Note: CRSP recommends using CRSPSift Professional with a local system account, on databases installed locally.