DAILY STOCK MARKET QUOTES DATABASE CODE
The interval between these dates is represented by a name line with Exchange Code set to zero, and the Ticker field blank. It resumed trading on NASDAQ on June 12, 2000. This security ceased trading on NASDAQ on June 16, 1999. New PERMNO or PERMCO may be assigned, depending on events that took place during the off-CRSP period.
DAILY STOCK MARKET QUOTES DATABASE SERIES
During this time, event data is not tracked and time series data is filled in with missing values.ĬRSP will resume coverage of the security if it has primary listing on NYSE, NYSE American, or NASDAQ and otherwise fulfills our universe requirements for the stock database. If an issue leaves an exchange that is covered by CRSP (NYSE, NYSE American, or NASDAQ) and later returns, the gap is marked in the Name History Array with an Exchange Code of 0. Why do more NYSE-listed securities have missing closing bid & ask data during the period from 20001002 to 20010518? To merge the return histories of both securities replace the initial null value for PowerShares QQQ Trust with the delisting return of the NASDAQ 100 Trust Series I. Thus, PowerShares QQQ cannot maintain the same security level identifier as the NASDAQ 100 Trust Series due to the securities having different PERMCO identifiers. The final distribution recorded for the NASDAQ 100 Trust Series lists PowerShares QQQ as its acquirer.īy CRSP's methodology, the security-level identifier, PERMNO, cannot be associated with multiple company-level identifiers, PERMCO. PowerShares QQQ Trust begins its history on Apand the NASDAQ 100 Trust Series ends its history the previous day, April 11, 2007. PowerShares QQQ Trust is an exchange traded fund there are some special considerations regarding its association with another ETF security, NASDAQ 100 Trust Series I. Why does the history for PowerShares QQQ Trust only extend to April 12, 2007? Department of Labor provides information on the 1987 SIC coding scheme at. There are cases in which companies would have obsolete SIC codes from the 1972-coding scheme in their SEC filings from the early 1990s. After the initial SIC code assignment when a company goes public, no government agency ever looks at that code or the company again-quite often a company reports its initial SIC code forever. Beyond that they should be used with caution-they are not assigned or reviewed with a strict procedure by any government agency, most large companies belong in multiple SIC codes, and they change over time. SIC codes can be useful for rough groupings of industries. All data providers have told CRSP that they reference SEC documents as SIC code sources. We obtain NASDAQ SIC codes directly from the NASDAQ exchange and obtain NYSE, NYSE American, and ARCA SIC codes from Interactive Data (formerly FT Interactive Data). How are Standard Industrial Classification (SIC) codes collected?ĬRSP does not actively assign SIC codes. SIC: 4813 (Communications Services, Not Elsewhere Classified) SIC: 3431 (Heating Equipment, Except Electric And Warm Air) These amounts have been verified as installment payments. Two other securities with negative dividend amounts are more recent: British Airways PLC (PERMNO 71589) and BT Group PLC (PERMNO 66835). Paul & Pacific (PERMNO 11228) and Wallace Murray Corp (PERMNO 15229) fall into that category.
These assessment fees are recorded as negative dividend amounts and represent an obligation of the shareholders to make payments. In the 1920s, some companies required the payment of assessment fees from their shareholders. There are four PERMNOs in the CRSP security universe with negative dividend amounts. SASECRSP Engine built by the SAS Institute WRDS internet platform, for academic and government subscribers only CRSP NYSE, NYSE American, NASDAQ, and NYSE Arca equal- and value-weighted returns, with and without dividendsĬRSP stock data is delivered via the Cloud utilizing IPSwitch’s MOVEit Cloud product.ĭatabase in the proprietary CRSPAccess® formatĬRSPAccess Utilities (programming library for C).PERMCO ®, CRSP’s unique and permanent company identification number.PERMNO ®, CRSP’s unique and permanent issue identification number.Bats - All data series begin January 24, 2012.NYSE Arca – All data series begin March 8, 2006.NASDAQ - All data series begin on December 14, 1972.NYSE American - All data series begin on July 2, 1962.NYSE - All data series begin on December 31, 1925.Identifiers, descriptors, and supplemental data items.Excess returns and other derived data items.Holding period returns with and without dividends.Price and quote data: open, close, bid/low, ask/high, trade-only.Data for Individual NYSE, NYSE American and NASDAQ Securities: