Data for Individual NYSE, NYSE American and NASDAQ Securities

The CRSP US Stock Databases contain daily and monthly market and corporate action data for over 32,000 active and inactive securities with primary listings on the NYSE, NYSE American, NASDAQ, NYSE Arca and Cboe BZX exchanges and include CRSP broad market indexes.

• Price and quote data: open, close, bid/low, ask/high, trade-only
• Holding period returns with and without dividends
• Excess returns and other derived data items
• Market capitalization
• Shares outstanding
• Trading volume
• Security delisting information
• Corporate actions
• Identifiers, descriptors, and supplemental data items

Indexes Provided

• CRSP NYSE, NYSE American, NASDAQ, and NYSE Arca equal- and value-weighted returns, with and without dividends
• S&P 500 Composite Index
• NASDAQ Composite Index

Exchange Coverage

• NYSE – All data series begin on December 31, 1925
• NYSE American – All data series begin on July 2, 1962
• NASDAQ – All data series begin on December 14, 1972
• NYSE Arca – All data series begin March 8, 2006
• Cboe BZX – All data series begin January 24, 2012

Delivery & Format

CRSP stock data is delivered via the Cloud utilizing MOVEit Managed File Transfer cloud software.

• Released monthly, quarterly, or annually
• Supported on Windows and Linux
• Database in the proprietary CRSPAccess® format
• CRSPSift Interface for Windows
• Available as SAS, ASCII, and R flat file formats
• Third party access:
  • WRDS cloud-based platform
  • SASECRSP Engine built by the SAS Institute

Identifying Information

CRSP’s permanent identifiers allow for clean and accurate backtesting, research utilizing time-series and corporate event data, performance measurement, benchmarking, and securities analysis.

• PERMNO®, CRSP’s unique and permanent issue identification number
• PERMCO®, CRSP’s unique and permanent company identification number