| MU |
AddedIndDaily |
Siz to CIZ Mapping Sub-Type |
Additional Daily Index Rows |
Additional daily index rows for the CRSP Market Indexes (INDOs between 1001000 and 1001999) are now available in the CIZ file. |
N |
2630001 |
| MU |
AddedIndHeader |
Siz to CIZ Mapping Sub-Type |
Additional Index Header Rows |
Additional index series header rows for the CRSP Market Indexes (INDOs between 1001000 and 1001999) are now available in the CIZ file, as are the corresponding INDFAM rows in the index family header file. |
N |
2630005 |
| MU |
AddedIndIssSecRB |
Siz to CIZ Mapping Sub-Type |
Additional Rebalancing Summary Rows |
Additional rebalancing summary rows exists from new index availability. Future Use. |
N |
2630009 |
| MU |
AddedIndMember |
Siz to CIZ Mapping Sub-Type |
Additional Index Membership Rows |
Additional index membership rows. In preview with Pass-Through, these extra rows are the CRSP Market Index Membership rows. |
N |
2630013 |
| MU |
AddedIndMonthly |
Siz to CIZ Mapping Sub-Type |
Additional Monthly Index Series Data Rows |
Additional monthly index series data rows exists from new index availability. Future Use. |
N |
2630017 |
| MU |
AddedIndPortDaily |
Siz to CIZ Mapping Sub-Type |
Additional Index Portfolio Daily Assignment Rows |
Additional index portfolio security (daily) assignment rows exists. Future Use. |
N |
2630021 |
| MU |
AddedIndPortMonthly |
Siz to CIZ Mapping Sub-Type |
Additional Index Portfolio Monthly Assignment Rows |
Additional index portfolio issuer (monthly) assignment rows exists. Future Use. |
N |
2630025 |
| MU |
AddedIndStatDaily |
Siz to CIZ Mapping Sub-Type |
Additional Index Portfolio Daily Statistics Rows |
Additional index portfolio security (daily) statistics rows exists. Future Use. |
N |
2630029 |
| MU |
AddedIndStatMonthly |
Siz to CIZ Mapping Sub-Type |
Additional Index Portfolio Monthly Statistics Rows |
Additional index portfolio issuer (monthly) statistics rows exists. Future Use. |
N |
2630033 |
| MU |
BidAsk |
Siz to CIZ Mapping Sub-Type |
Bid Ask Convention Change |
DlyBid and DlyAsk are now populated anytime that DlyPrcFlg indicates Bid-Ask Average (BA) |
N |
2630037 |
| MU |
CAP |
Siz to CIZ Mapping Sub-Type |
Capitalization Change |
Capitalization usually match exactly between the SIZ and CIZ, but precision limitations and two known differences (share with two adjacent factors and Fractional to Decimal prices changes. |
N |
2630041 |
| MU |
CNUM6 |
Siz to CIZ Mapping Sub-Type |
CNUM Issuer CUSIP |
CNUM contains the first six characters (the issuer component) of the CUSIP. There are a few exceptions to this, when an issuers has too multiple simultaneous securities. |
N |
2630045 |
| MU |
DailyPrev |
Siz to CIZ Mapping Sub-Type |
Daily Previous Convention |
The previous non-missing trading days information, when available, has been added to the daily record for ease of use. Fields include DlyPrevDt, DlyPrevPrc, DlyPrevPrcFlg, and DlyPrevCap |
N |
2630049 |
| MU |
DateToYYYY |
Siz to CIZ Mapping Sub-Type |
Date to YYYY |
The keys listed for the SIZ and CIZ files join one-to-one and will result in the exact same number of rows, but require the SIZ date field to be converted to a YYYY (annual) period field |
N |
2630053 |
| MU |
DateToYYYYMM |
Siz to CIZ Mapping Sub-Type |
Date to YYYYMM |
The keys listed for the SIZ and CIZ files join one-to-one and will result in the exact same number of rows, but require the SIZ date field to be converted to a YYYYMM (monthly) period field |
N |
2630057 |
| MU |
DateToYYYYMMwithJoin |
Siz to CIZ Mapping Sub-Type |
Date to YYYYMM with Join |
The keys listed for the SIZ and CIZ files join one-to-one and will result in the exact same number of rows, but require the SIZ date field to be converted to a YYYYMM (monthly) period field after doing a join. |
N |
2630061 |
| MU |
DateToYYYYQ |
Siz to CIZ Mapping Sub-Type |
Date to YYYYQ |
The keys listed for the SIZ and CIZ files join one-to-one and will result in the exact same number of rows, but require the SIZ date field to be converted to a YYYYQ (quarterly) period field |
N |
2630065 |
| MU |
DelistCd |
Siz to CIZ Mapping Sub-Type |
Delisting Numeric Code to Mnemonic Fields |
The single three-digit numeric DLSTCD field has been transformed to four alphanumeric mnemonic fields: DelActionType, DelStatusType, DelReasonType, and DelPaymentType |
N |
2630069 |
| MU |
DelistConv |
Siz to CIZ Mapping Sub-Type |
Delisting Convention Changes |
StkDelists no longer contains records for active securities. |
N |
2630073 |
| MU |
DelistConvDaily |
Siz to CIZ Mapping Sub-Type |
Delisting Convention Daily Changes |
For ease of access, several delisting fields are now stored in the daily time series files and stored, by convention, on the trading day immediately after the delisting date. Note this may not be the DLPDT. |
N |
2630077 |
| MU |
DelistConvDaily_Date |
Siz to CIZ Mapping Sub-Type |
Delisting Convention Daily Changes Date |
For ease of access, several delisting fields are now stored in the daily time series files and stored, by convention, on the trading day immediately after the delisting date - joined by date rather than period (YYYYMMDD). Note this may not be the DLPDT. |
N |
2630081 |
| MU |
DelistConvMonthly |
Siz to CIZ Mapping Sub-Type |
Delisting Convention Change Monthly |
An exact equivalent of the SFZ_MDEL file holding period delisting return is no longer available. |
N |
2630085 |
| MU |
DelistConvSlicing |
Siz to CIZ Mapping Sub-Type |
Delisting Convention Slicing |
Delisted securities will have an extra name row associated with the time from after the DLSTDT to the DLPDT. Therefore an inner join to names to distribution and delists will now return a single row. |
N |
2630089 |
| MU |
DistCd |
Siz to CIZ Mapping Sub-Type |
Distribution Numeric Code to Mnemonic Fields |
The single four-digit numeric DISTCD field has been transformed to seven alphanumeric mnemonic fields: DisOrdinaryFlg, DisType, DisFreqType, DisPaymentType, DisDetailType, DisTaxType, and DisOrigCurType |
N |
2630093 |
| MU |
DistConversion |
Siz to CIZ Mapping Sub-Type |
Distribution Key Field Conversion |
SIZ used PERMNO, EXDT, DISTCD, and ACPERM as its natural key, while CIZ uses PERMNO, DisExDt, and DisSeqNbr |
N |
2630097 |
| MU |
Exact |
Siz to CIZ Mapping Sub-Type |
Exact Match |
Exact Match |
N |
2630101 |
| MU |
Exchcd |
Siz to CIZ Mapping Sub-Type |
Exchange Numeric Code to Mnemonic Fields |
The single two-digit (with negative values) numeric EXCHCD field has been transformed to two alphanumeric mnemonic fields: PrimaryExch and ConditionalType which map one to one with SIZ fields of PRIMEXCH and SECSTAT |
N |
2630105 |
| MU |
IndexBreakStat |
Siz to CIZ Mapping Sub-Type |
Index Breakpoint Statistic Levels |
Index Breakpoint Statistics High and Low Values have been added which are very similar to min and max values, but are slightly different for Issuer Cap Based Indexes. Check the index calculation descriptions for more details. |
N |
2630109 |
| MU |
IndexCount |
Siz to CIZ Mapping Sub-Type |
Index Counts Fields |
Index used and total counts have been recalculated and may differ slightly. |
N |
2630113 |
| MU |
IndexCountValue |
Siz to CIZ Mapping Sub-Type |
Index Count Value |
The index weight item will contain either the index used count (USDCNT/MUSDCNT) or the index used value (USDVAL/MUSDVAL) depending on whether the index Equal-Weighted or Market-Cap (Value) Weighted, respectively. |
N |
2630117 |
| MU |
IndexDescription |
Siz to CIZ Mapping Sub-Type |
Index Description Fields |
Index Series and Index Family descriptions have be reorganized. See Index methodology for more information. |
N |
2630121 |
| MU |
IndexEligCnt |
Siz to CIZ Mapping Sub-Type |
Index Eligible Count |
The index eligible count is a new field in CIZ and is highly correlated with TOTCNT/MTOTCNT, but includes a count of all securities that are eligible for the index, even if price or shares data is missing. |
N |
2630125 |
| MU |
IndexInfo |
Siz to CIZ Mapping Sub-Type |
Index Information Split |
Several of the values in the SIZ INDHDR file have been reorganized and rationalized between the IndSeriesInfoHdr and IndFamilyInfoHdr files in CIZ. If details of changes are desired, please see (URL to be provided). |
N |
2630129 |
| MU |
IndexIssuerAllCnt |
Siz to CIZ Mapping Sub-Type |
Index Issuer All Count |
Index Breakpoint summaries have additional security and issuer count fields. See Index Methodology for more information about the nuanced differences of these fields. |
N |
2630133 |
| MU |
IndexLevel |
Siz to CIZ Mapping Sub-Type |
Index Level Fields |
Index levels have been recalculated and may differ slightly. See known difference documentation for more information. |
N |
2630137 |
| MU |
IndexMinMaxId |
Siz to CIZ Mapping Sub-Type |
Index Minimum and Maximum ID Fields |
Index Breakpoint summaries have been split between Issuer-based indexes and security-based Indexes, and recalculated. See known differences documentation for more information. |
N |
2630141 |
| MU |
IndexMinMaxStat |
Siz to CIZ Mapping Sub-Type |
Index Minimum and Maximum Statistic Fields |
Index Breakpoint summaries have been split between Issuer-based indexes and security-based Indexes, and recalculated. See known differences documentation for more information. |
N |
2630145 |
| MU |
IndexRebalCnt |
Siz to CIZ Mapping Sub-Type |
Index Rebalance Summary Count |
Index Breakpoint summaries have additional security and issuer count fields. See Index Methodology for more information about the nuanced differences of these fields, and known differences. |
N |
2630149 |
| MU |
IndexReturn |
Siz to CIZ Mapping Sub-Type |
Index Return Fields |
Index levels have been recalculated and may differ slightly. See known difference documentation for more information. |
N |
2630153 |
| MU |
IndexValue |
Siz to CIZ Mapping Sub-Type |
Index Value Fields |
Index used and total values (market capitalizations) have been recalculated and may differ slightly. |
N |
2630157 |
| MU |
MachinePrecision |
Siz to CIZ Mapping Sub-Type |
Machine Precision Limitations |
Limitations of internal storage structures and ASCII to binary conversions can result in the values not being exactly equal, but there differences are typically less than 1E-10. |
N |
2630161 |
| MU |
MbrFlg |
Siz to CIZ Mapping Sub-Type |
Member Flag |
Member Flag has been converted from an Integer Flag to a mnemonic code and expanded to support CRSP Market Indexes. See the index methodology guide for more information. |
N |
2630165 |
| MU |
Minus5Conv |
Siz to CIZ Mapping Sub-Type |
Minus 5 Convention |
ACPERM, ACCOMP, NWPERM, and NWCOMP previously had PERMNOs and PERMCOs that were not part of the CRSP subscriber universe. To accommodate this convention change, a PERMNO and PERMCO record with a -5 values have been added to the corresponding tables. |
N |
2630169 |
| MU |
MthToAgg |
Siz to CIZ Mapping Sub-Type |
Monthly To Aggregate |
The legacy SFZ_MTH file was a holding period-based file, the new StkMthSecurityData file is an aggregate file that matches the legacy SFZ_AGG_MTH. These variables are nearly identical, but the convention change can result in subtle differences. |
N |
2630173 |
| MU |
MthToAggDateToYYYYMM |
Siz to CIZ Mapping Sub-Type |
Monthly To Aggregate with YYYYMM |
The legacy SFZ_MTH file was a holding period-based file, the new StkMthSecurityData file is an aggregate file that matches the legacy SFZ_AGG_MTH and the period variable in YYYYMM format is a better key value than the month-end calendar date. |
N |
2630177 |
| MU |
MthToAggPrice |
Siz to CIZ Mapping Sub-Type |
Monthly To Aggregate Price |
The legacy SFZ_MTH file was a holding period-based file, the new StkMthSecurityData file is an aggregate file that matches the legacy SFZ_AGG_MTH. In addition, the MPRC has been split into a price value and a price flag. |
N |
2630181 |
| MU |
NDIToDly |
Siz to CIZ Mapping Sub-Type |
Nasdaq Information to Daily |
The number of market maker field in the SFZ_NDI file has been moved to the StkDlySecurityData file |
N |
2630185 |
| MU |
NDIToInfoHIst |
Siz to CIZ Mapping Sub-Type |
Nasdaq Information to Security Info Hist |
The NMS Indicator field in the SFZ_NDI file has been moved the Exchange Tier field of the StkSecurityInfoHist file |
N |
2630189 |
| MU |
NMSIND |
Siz to CIZ Mapping Sub-Type |
NMS Indicator Convention |
The NMS Indicator integer code field in the SFZ_NDI file has been moved the Exchange Tier mnemonic field of the StkSecurityInfoHist file |
N |
2630193 |
| MU |
PeriodEndToDaily |
Siz to CIZ Mapping Sub-Type |
Period End to Daily |
Some values in associated with the Period End of the SFZ_MTH file, such as MBID and MASK that are not in the monthly aggregate file can be found in the Daily (StkDlySecurityData) file. |
N |
2630197 |
| MU |
PeriodEndToPeriodEnd |
Siz to CIZ Mapping Sub-Type |
Period End to Period End |
The legacy SFZ_MTH file maps to the new StkMthSecurityData file, but the period variable in YYYYMM format is a better key value than the month-end calendar date, but the period end date can be used as an alternate key. |
N |
2630201 |
| MU |
Plus1Port |
Siz to CIZ Mapping Sub-Type |
Plus One Port for YYYY |
The legacy SFZ_PORTD and SFZ_PORTM files used the ANNUAL field for two different meanings. The new IndSecStatistics file separates them out to YYYY and SecAssignYYYY for increased clarity. |
N |
2630205 |
| MU |
Price |
Siz to CIZ Mapping Sub-Type |
Price Convention Change |
In legacy, the prices were stored as a negative number to indicate that it was an average of the bid and ask. In the current files, price and price flag are separate fields. |
N |
2630209 |
| MU |
Rename |
Siz to CIZ Mapping Sub-Type |
Rename of Item |
The item name has changed between SIZ and CIZ to align with the new item naming conventions. The SIZtoCIZType explains the changes, if any, between the value of the original field and the renamed field. |
N |
2630213 |
| MU |
Rename/NextTrdDay |
Siz to CIZ Mapping Sub-Type |
Renamed Field and Next Trading Day Convention |
The legacy rebalancing summary (SFZ_RB) had the beginning date being the end of the previous period. The field has been renamed and the start date is now the first trading date of the current period. |
N |
2630217 |
| MU |
Rename/PrevQtr |
Siz to CIZ Mapping Sub-Type |
Renamed Field and Previous Quarter |
The legacy rebalancing summary (SFZ_RB) had the beginning date being the end of the previous period. There is now a previous quarter field that and for mapping a field is renamed and converted from a date format to a YYYYQ Period field. |
N |
2630221 |
| MU |
Rename/PrevYr |
Siz to CIZ Mapping Sub-Type |
Renamed Field and Previous Year |
The legacy rebalancing summary (SFZ_RB) had the beginning date being the end of the previous period. There is now s a previous year field that and for mapping a field is renamed and converted from a date format to a YYYY Period field. |
N |
2630225 |
| MU |
RenameMinus5 |
Siz to CIZ Mapping Sub-Type |
Minus 5 Convention |
ACPERM, ACCOMP, NWPERM, and NWCOMP previously had PERMNOs and PERMCOs that were not part of the CRSP subscriber universe. These fields have been renamed and have been changed by convention to -5. |
N |
2630229 |
| MU |
SAME |
Siz to CIZ Mapping Sub-Type |
Same Name |
The SIZ and CIZ files both use the same item name, and there is an exact match of the values. |
N |
2630233 |
| MU |
SECurityNm |
Siz to CIZ Mapping Sub-Type |
Security Name Convention |
In legacy, CRSP only had a Company (Issuer) Name. In the new ,there is both an Issuer Name and a Security Name. The security name has information about the share type (e.g. COM) and share class (e.g. CL A) |
N |
2630237 |
| MU |
SECurityRet |
Siz to CIZ Mapping Sub-Type |
Security Return Changes |
Security Returns have been recalculated. The vast majority are within machine precision, but there are some known differences. See the known differences document. |
N |
2630241 |
| MU |
SFZ_HDR-PERMCO |
Siz to CIZ Mapping Sub-Type |
SFZ Header PERMCO convention |
The SFZ_PORTM statistics files, including PERMNOs for Issuer-Based statistics that should have been stored at the PERMCO level. This have been normalized. See the Index Methodology guide for more information. |
N |
2630245 |
| MU |
SFZ_INDHDR-INDFAM |
Siz to CIZ Mapping Sub-Type |
SFZ Index Header to Index Family |
The Membership table previously did not include INDFAM, but only had INDNO. The INDFAM was able to be looked up via SFZ_INDHDR. It has been denormalized for convenience. |
N |
2630249 |
| MU |
SFZ_INDHDR-INDNO |
Siz to CIZ Mapping Sub-Type |
SFZ Index Header to INDNO Characteristics |
The Index Rebalancing files previously did not include index family or Index Portfolio number, but could have been looked up in the SFZ_INDHDR file. They have been denormalized into these rebalancing files for convenience. |
N |
2630253 |
| MU |
SFZ_NAM-PERMCO_DT |
Siz to CIZ Mapping Sub-Type |
SFZ Names to PERMCO and Date |
The Index Rebalancing files previously did not include the issuer name for the min and max IDs, but they could have been looked up in the SFZ_NAM file. They have been denormalized into these rebalancing files for convenience. |
N |
2630257 |
| MU |
SFZ_NAM-PERMNO_DT |
Siz to CIZ Mapping Sub-Type |
SFZ Names to PERMNO and Date |
The Index Rebalancing files previously did not include the issuer name for the min and max IDs, but they could have been looked up in the SFZ_NAM file. They have been denormalized into these rebalancing files for convenience. |
N |
2630261 |
| MU |
ShareConversion |
Siz to CIZ Mapping Sub-Type |
Share Conversion Changes |
The rows for shares outstanding do not exactly match between legacy SFZ_SHR file and the new StkShares file, because of the changes to name fields. See known differences for more information. |
N |
2630265 |
| MU |
ShrCd |
Siz to CIZ Mapping Sub-Type |
Share Code Convention Change |
In legacy, Share Code was a two-digit numeric code. In the new files, it has been expanded five alpha-numeric fields - Share Type, Security Type, Security Sub-Type, US Incorporation Flag, and Issuer Type. |
N |
2630269 |
| MU |
ShrFlg |
Siz to CIZ Mapping Sub-Type |
Share Flag Convention Change |
In legacy, Share Flag had three values, zero (Shares Observation) one (Distribution Event), and two (Name Change). In the new files, it has been converted to a mnemonic field with OBS, EVS, and NC respectively. |
N |
2630273 |
| MU |
SICCD |
Siz to CIZ Mapping Sub-Type |
SICCD Convention Change |
The SICCD was moved to the issuer level and this resulted in some minor changes. See the known differences document. |
N |
2630277 |
| MU |
StatFlg |
Siz to CIZ Mapping Sub-Type |
Statistic Flag Convention Change |
In legacy, Stat Flag had only one value. It has been expanded. See known differences for more information. |
N |
2630281 |
| MU |
Ticker |
Siz to CIZ Mapping Sub-Type |
Ticker Convention Change |
There have been minor changes to the conventions for storing tickers. See known differences for more details. |
N |
2630285 |
| MU |
YYYYtoYYYYQ |
Siz to CIZ Mapping Sub-Type |
YYYYMM to YYYYQ |
The legacy SFZ_PORTM files used the ANNUAL field stored quarter-end values as YYYYMM. The new IndIssStatistics file uses a YYYYQ period key. For example the first quarter of 2010 was 201003 and is now 20101. |
N |
2630289 |
| MU |
YYYYtoYYYYQPlus1Port |
Siz to CIZ Mapping Sub-Type |
YYYYMM to YYYYQ and Plus One Port |
The legacy SFZ_PORTM files used the ANNUAL field for two different meanings and stored quarter-end values as YYYYMM. The new IndIssStatistics file uses a YYYYQ period key, and it separates the uses out to YYYYQ and IssAssignYYYYQ for increased clarity. |
N |
2630293 |
| MU |
ExactRows |
Siz to CIZ Mapping Sub-Type |
Exact Rows |
The keys listed for the SIZ and CIZ files join one-to-one, without modification, and result in the exact same number of rows. |
N |
2630295 |
| MU |
IndexCountValuePT |
Siz to CIZ Mapping Sub-Type |
Index Count Value Pass-Through |
The index weight item will contain either the index used count (USDCNT/MUSDCNT) or the index used value (USDVAL/MUSDVAL) depending on whether the index Equal-Weighted or Market-Cap (Value) Weighted, respectively. The values are Pass-Through weights. |
N |
2630297 |
| MU |
IndexEligCntPT |
Siz to CIZ Mapping Sub-Type |
Index Eligible Count Pass-Through |
The index eligible count is a new field in CIZ. During Pass-Through processing, it is only non-missing for CRSP calculated versions of the S&P500 - INDNOs 1000500, 1000501, 1000510, and 1000511 and will be exactly equal to TOTCNT/MUSDCNT. |
N |
2630299 |
| MU |
PassThrough |
Siz to CIZ Mapping Sub-Type |
Pass Through Index Values |
CRSP calculated indexes are passed through from the legacy calculations and will match the SIZ values, but, in some cases, will therefore not exactly match an index value recalculated from the CIZ values. |
N |
2630301 |