CRSP/Compustat Merged Database
This page is divided into the following sections:
NOTE: A Compustat cross-reference table is available that allows users to find new Xpressfeed item names based on legacy CST item numbers. Please see http://www.crsp.chicagobooth.edu/ documentation/product/ccm/cross/.
You can read the sections below online by clicking the HTML link. Alternately, click the PDF link to download that section as a printable document. Finally, you can see the entire Data section in one document by clicking here:
This section describes the CRSP Link and Compustat variables and structures supported by the
CRSP/Compustat Merged database.
This section explains the usage of CRSP Link, which allows you to accurately combine CRSP and Compustat data into a single source of clean, reliable data.
The CRSPAccess software includes utilities that may be used to extract CRSP stock and index data from the CRSP proprietary databases on Linux and Solaris platforms. They also include files necessary for C and Fortran-95 programming for use on Windows platforms as well as Linux and Solaris.
The CRSPAccess utilities and programming files may be used to access the CRSP US 1925 and 1962 Stock and Stock with Index Databases.
CRSPAccess is made up of a number of tools used to accomplish four major categories of tasks: creating reports, searches and database inquiries, creating subsets, and moving databases and files across machine types. Documentation on these software categories is available individually below, or you can download the entire CRSP Utilities and Program Libraries Guide in one file.
The reporting tools can extract time-series output, stock event data, and decile-level index data.
Data are accessed from the reporting tools through identifier keys. The primary identifier key, and the one the CRSP recommends for the CRSP Stock databases, is PERMNO, CRSP permanent security level identifier. Other identifier keys that may be used include PERMCO, CRSP’s company level identifier, current and historical CUSIPs, Tickers, and SIC codes. INDNO, CRSP’s index identifier, is used to access index data through ts_print and ind_print.
To extract time-series data over fixed or relative date ranges.
To extract event histories including name and identifier changes, delisting information, and distributions, as well as time series data extractions.
To extract indexes and decile-level returns, levels, counts, and weights data.
To extract link data between CRSP and Compustat company and security level identifiers as well as Compustat company, security, and index fundamental time series, segment, and reference data from database created from the Compustat Xpressfeed files.
ccm_ref_print is an application for accessing non-security or company specific Compustat data. Data items include references to codes and numbers for footnotes, auditors, industry classifications, to name only a few, as well as economic indicator, currency, and exchange rate data.
To extract time-series data for stock and the legacy CST format CRSP/Compustat Merged Database. For information about ts_print_cst, see Chapter 3 of the Legacy CRSP/Compustat Merged Database Guide.
To extract link data between CRSP security level and Compustat company level identifiers as well as Compustat fundamental time series data databases created in the legacy format. For information about ts_print_cst, see Chapter 5 of the Legacy CRSP/Compustat Merged Database Guide.
Search and Inquiry Tools
CRSP provides header files for each CRSPAccess database. These name lists are useful for finding identifiers and name histories of securities when only partial information is known. The identifiers can then be used as input to other CRSP reporting utilities or programs. The files are fixed format text files and be accessed with system utilities or other tools. CRSP provides search utilities for header files.
|dstksearch - To search the daily data header files|
|mstksearch - To search the monthly data header files|
|dindsearch - To search the daily index header files|
|mindsearch - To search the monthly index header files|
|cst_search - To search the CRSP/Compustat Merged Database (CCM) current header file|
|ncst_search - To search the CRSP/Compustat Merged Database (CCM) historical header file|
|crsp_show_db_info - To display parameters associated with a specific database|
|crsp_set_db_info - To change parameters associated with a specific database|
These utilities can be used to create copies of CRSP databases, restricted for example on the basis of exchange and share codes, or a select group of PERMNOs.
|stk_partial - Creates a stock database from an existing one or to append securities from one existing database to another.|
|ind_partial - Creates a subset CCM database or appends data to an existing one|
|cst_partial - Creates a stock database from an existing one by subsetting data.|
|crsp_stk_subset - Creates a stock database from an existing one by subsetting data.|
|crsp_ind_subset - Creates an index database from an existing one by subsetting data|
Database File Tools
|rewrite_crspdb - Copies a CRSPAccess database to a new directory or converts data from one binary type to another|
|crsp_stk_scd_load - Creates secondary indexes or keys for a database|
|crsp_cst_scd_load - Creates a header file with user-specified options|
|crsp_stk_headall - Creates a header file with user-specified options|
|crsp_ind_headall - Creates a header file for an index database, used primarily for a subset database|
|crsp_cst_headall - Creates a header file for an index database, used primarily for a subset database|
|crsp_crlf2lf - Removes carriage returns|
|crsp_lf2crlf - Adds carriage returns|
|crsp_cutc - Select columns from fixed-width text files can be written to an output file.|
FORTRAN-95 Programming Access
Contains: Database Access Functions for FORTRAN-95 Programmers
C Programming Access
Contains: Information for SAS users on utilizing SASECRSP to access and time-series data residing in CRSPAccess databases with a seamless interface between CRSP, COMPUSTAT, and SAS data processing.
Guides for Supported Versions CRSPAccess 2.97 and Earlier
Contains: Overview, array layout, data descriptions, utility software access, and programming access to the CRSP/COMPUSTAT Merged Database. (1/07)