Data Resources

CRSP

Database Name
CRSP U.S. Stock Database

Website
http://www.crsp.com/

Current Versions/Years Available
Monthly NYSE Data is available for the following dates: 12/1925 - 12/31/04
Daily NYSE Data is available for the following dates: 7/2/1962 - 12/31/04

Overview of the Data
The Center for Research in Security Prices U.S. stock database contains a comprehensive collection of financial market data, including price, return, and volume data for the NYSE, AMEX and Nasdaq stock markets.

Our Subscription
The Finance Department subscription is current. Our current CRSP data includes data items through December, 2004.

New data is received by the Finance Department once per year, normally in March. The new data received comprises the financial market information of the previous year.

How to Access This Data
CRSP Data is stored in two places at The U of A. It is stored on the Finance Department Server and on the Accounting Department (unix) server. For Finance department faculty and grad students, the CRSP datasets can be found on the finance server at (for most computers) Z:\crsp\da200312 (daily files) and Z:\crsp\ma200312 (monthly files) (for data up to 12/31/2003). 2004 data is in an encrypted format which requires CRSP utilities to access. The encrypted files are contained on the finance server in the Z:\crsp\crspdata\ folder. You will need CRSPAccess version 2.90 installed to access the datasets. If you do not have the Z: drive mapped to your computer, or if you need CRSP Access version 2.90 installed on your system, email the Data Czar to have this done.

Alternatively, the sets can be accessed through the Accounting (unix) server. Access to this server is maintained by Mark Trombley in the Accounting Department.

The most up to date CRSP data are also available through the WRDS system.

Once you have access to the datasets, data can be pulled using packaged CRSP software such as tsPrint and stkPrint, or by using Fortran or C. To have the packaged CRSP software installed on your computer, email the Data Czar with a simple request to have CRSP software installed.

Once tsPrint is installed, a simple tutorial on pulling data using this application can be found here. tsPrint is an easily learned, user-friendly application that is good for pulling data for a few securities for simple analysis. For more complicated research projects where multiple data items are needed for multiple securities, it may be better to access the data using a FORTRAN or C program.

Sample Fortran programs for pulling CRSP data can be found on the Accounting server, and Mark's site explains how to find them.

General information about working in a unix environment, including a list of available unix applications and commands, can be found on the U system homepage at: http://www.u.arizona.edu/ - (Current Window)

Guides can be downloaded from the CRSP manuals website by clicking here.

Guides are also available for Finance faculty and graduate students on the Finance Common drive. On most department computers, the directory is: S:\dataczar\crsp\

Data Czar Notes
New CRSP data is normally acquired each March. The data is placed both on the /fa research server and the finance department server.

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