The porttype and grouptype values for Portfolios (using /dy) and Groups (using /gp) can be accessed as either porttype and grouptype values or as keyset offsets. See here for a list of CRSP Portfolio Types.
Daily porttype values 1-9 equate to keyset values 101-109.
Monthly porttype values 1-8 equate to keyset values 201-208.
grouptype values 1-50 equate to keyset values 301-350. Note that S&P 500 Constituents is currently the only valid group, represented by grouptype 16 or keyset 316.
The advantage to using keyset offsets is that they provide unique values across all frequencies of databases. stk_print maintains an offset for each group, so the user can specify the porttype or grouptype or the actual keyset. Both the porttype values and keyset offsets will access the same data. stk_print will appropriately translate porttype into keyset offsets if they are unknown.
Keysets are supplied as a period followed by * for all, or a list for specific selections. If no keyset is supplied, an item’s default keyset is assumed.
For example, the following three notations all get portfolio type 1:
/dy
/dy.1
/dy.101
The following notation gets all portfolios:
/dy.*
In the CRSP subscriber Stock and Index Databases, only portfolios have multiple keysets. The command:
/ml port.1,6;stat.1,6 returns portfolio assignments and statistics for keysets 1 and 6.
For example:
Portfolio History
-----------------
KEYSET = 1 (NYSE/NYSE American/NASDAQ Cap Assignments)
Year
Port
Stat
2005
10
129836292.57970
2006
10
146342099.09851
2007
10
148956933.39741
KEYSET = 6 (NYSE/NYSE American Betas)
Year
Port
Stat
2005
6
0.78004
2006
7
0.72267
2007
7
0.77042
Available Keysets
Daily
Porttype
Keyset
Name
1
101
NYSE/NYSE American/NASDAQ Cap Assignments
2
102
Nyse/NYSE American Cap Assignments
3
103
NASDAQ Cap Assignments
4
104
NYSE Cap Assignments
5
105
NYSE American Cap Assingments
6
106
NYSE/NYSE American Betas
7
107
NYSE/NYSE American Standard Deviations
8
108
NASDAQ Betas
9
109
NASDAQ Standard Deviations
Monthly
Porttype
Keyset
Name
1
101
NYSE/NYSE American/NASDAQ Cap Assignments
2
102
Nyse/NYSE American Cap Assignments
3
103
NASDAQ Cap Assignments
4
104
NYSE Cap Assignments
5
105
NYSE American Cap Assingments
6
106
Cap-Based NYSE/NYSE American.NASDAQ National Market
Subscription Information
The porttype and grouptype values for Portfolios (using /dy) and Groups (using /gp) can be accessed as either porttype and grouptype values or as keyset offsets. See here for a list of CRSP Portfolio Types.
The advantage to using keyset offsets is that they provide unique values across all frequencies of databases. stk_print maintains an offset for each group, so the user can specify the porttype or grouptype or the actual keyset. Both the porttype values and keyset offsets will access the same data. stk_print will appropriately translate porttype into keyset offsets if they are unknown.
Keysets are supplied as a period followed by * for all, or a list for specific selections. If no keyset is supplied, an item’s default keyset is assumed.
For example, the following three notations all get portfolio type 1:
The following notation gets all portfolios:
In the CRSP subscriber Stock and Index Databases, only portfolios have multiple keysets. The command:
/ml port.1,6;stat.1,6 returns portfolio assignments and statistics for keysets 1 and 6.
For example:
Available Keysets
Daily
Monthly