The SASECRSP Interface Engine

Data Elements Reference: SASECRSP Interface Engine

Data sets are made available based on the type of CRSP database that you open. Table 38.10 and Table 38.11 show summary views of the two types of CRSP databases (Stock and Indices) and the data sets that they make available. Tables that contain details about the data sets, including their specific fields, immediately follow the summary tables. You can also see the available data sets for an opened database via the SAS Explorer by opening a SASECRSP engine libref that you previously assigned.

Table 38.10: Summary of All Available Data Sets by CRSP Database Type

CRSP Database	Data Set Name	Reference Table Title	Reference Table
CRSP US Stock Database (STOCK)	STKHEAD	Header Identification and Summary Data	Table 38.12
	NAMES	Name History Array	Table 38.13
	DISTS	Distribution Event Array	Table 38.14
	SHARES	Shares Outstanding Observation Array	Table 38.15
	DELIST	Delisting History Array	Table 38.16
	NASDIN	NASDAQ Information Array	Table 38.17
	PRC	Price or Bid/Ask Average Time Series	Table 38.18
	RET	Returns Time Series	Table 38.18
	BIDLO	Bid or Low Price Time Series	Table 38.18
	ASKHI	Ask or High Price Time Series	Table 38.18
	BID	Bid Time Series	Table 38.18
	ASK	Ask Time Series	Table 38.18
	RETX	Returns Without Dividends Time Series	Table 38.18
	SPREAD	Spread Between Bid and Ask	Table 38.18
	ALTPRC	Price Alternate Time Series	Table 38.18
	VOL	Volume Time Series	Table 38.18
	NUMTRD	Number of Trades Time Series	Table 38.18
	ALTPRCDT	Price Alternate Date Time Series	Table 38.18
	PORT1	Portfolio Data for Portfolio Type 1	Table 38.19
	PORT2	Portfolio Data for Portfolio Type 2	Table 38.19
	PORT3	Portfolio Data for Portfolio Type 3	Table 38.19
	PORT4	Portfolio Data for Portfolio Type 4	Table 38.19
	PORT5	Portfolio Data for Portfolio Type 5	Table 38.19
	PORT6	Portfolio Data for Portfolio Type 6	Table 38.19
	PORT7	Portfolio Data for Portfolio Type 7	Table 38.19
	PORT8	Portfolio Data for Portfolio Type 8	Table 38.19
	PORT9	Portfolio Data for Portfolio Type 9	Table 38.19
	GROUP16	Group Data for Group Type 16	Table 38.19

Table 38.11: Summary of All Available Data Sets by CRSP Database Type

CRSP Database	Data Set Name	Reference Table Title	Reference Table
CRSP Indices Database (IND)	INDHEAD	Index Header Data	Table 38.20
	REBAL	Index Rebalancing History Arrays	Table 38.21
	REBAL	Index Rebalancing History Group Arrays	Table 38.22
	LIST	Index Membership List Arrays	Table 38.23
	LIST	Index Membership List Groups Arrays	Table 38.24
	USDCNT	Portfolio Used Count Array	Table 38.25
	TOTCNT	Portfolio Total Count Array	Table 38.26
	USDCNT	Portfolio Used Count Time Series Groups	Table 38.27
	TOTCNT	Portfolio Total Count Time Series Groups	Table 38.28
	USDVAL	Portfolio Used Value Array	Table 38.29
	TOTVAL	Portfolio Total Value Array	Table 38.30
	USDVAL	Portfolio Used Value Time Series Groups	Table 38.31
	TOTVAL	Portfolio Total Value Time Series Groups	Table 38.32
	TRET	Total Returns Time Series	Table 38.33
	ARET	Appreciation Returns Time Series	Table 38.34
	IRET	Income Returns Time Series	Table 38.35
	TRET	Total Returns Time Series Groups	Table 38.36
	ARET	Income Returns Time Series Groups	Table 38.37
	IRET	Income Returns Time Series Groups	Table 38.38
	TIND	Total Return Index Levels Time Series	Table 38.39
	AIND	Appreciation Index Levels Time Series	Table 38.40
	IIND	Income Index Levels Time Series	Table 38.41
	TIND	Total Return Index Levels Groups	Table 38.42
	AIND	Appreciation Index Levels Groups	Table 38.43
	IIND	Income Index Levels Time Series Groups	Table 38.44