Obs FlagType FlagValue FlagTypeDesc FlagDesc FlagDef FlagCoverageFlg FlagKey
1 AR CR Aggregate Return Flag Compounded Return Daily returns are compounded into a period return from the last trading day of the previous period to the last trading day of this period, with no missing returns. Y 1230001
2 AR DE Aggregate Return Flag Compounded Return - Delists Daily returns are compounded into a period return from the last trading day of the previous period to the delisting date with no missing returns and, when appropriate, the delisting return is also compounded into this return. See delist flag. Y 1230005
3 AR GP Aggregate Return Flag Gap Between Prices is too Large Period return is set to missing, because the price on the Price Date is after a gap in the daily returns data of greater than ten trading days for the security Y 1230009
4 AR IP Aggregate Return Flag Compounded Return - Incomplete Period Period return is compounded from the daily returns, but it is an unusual circumstance that does not match any of the other flag conditions Y 1230013
5 AR MP Aggregate Return Flag Compounded Return - Missing Prices(s) Daily returns are compounded into a period return from the last trading day of the previous period to the last trading day of this period, with one or more missing returns Y 1230017
6 AR NS Aggregate Return Flag New Security Daily returns are compounded into a period return from the beginning date of the security until the last trading day of this period with no missing returns Y 1230021
7 AR NT Aggregate Return Flag Not Tracked Period return is set to missing, because there is no return data for the entire period in the daily file Y 1230025