CRSPMI Intraday

An historical data product generated by the investable CRSP Market Indexes

outline of a stopwatch

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

Key Features

Documents & Resources

User Guide

A table by table listing of data items with short definitions

Data Access Tools

Information on data access for this product

Release Notes

Monthly/Quarterly/Annual release notes

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