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CRSP Research Data Products CRSPMI Intraday Database

CRSPMI Intraday Database

The CRSPMI Intraday Database is the first dataset to generate additional market data for scholarly research from the investable CRSP Market Indexes.

Includes second-by-second and end of day Price and Total Returns levels of CRSP’s Market Indexes

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Additional Info:

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Data Access Tools

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Key Features

Index Database Groups

Delivery & Format

Index Database Groups

Market Capitalization
Value/Growth
Sector Index family
CRSP ISS ESG Indexes

Delivery & Format

Documents & Resources

CRSPMI Intraday Database Guide

User guide for CRSPMI Intraday files which includes CRSP Market Indexes end-of day and second-by-second index levels

Data Access Tools

Access information for this product

Release Notes

Quarterly release notes

CRSP databases are characterized by their comprehensive corporate action information and highly accurate total return calculations.

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