crsp_ind_headall creates header files for an index database. It is useful primarily for a subset database. If the files are created in the same directory as the database, and the CRSP_MSTK or CRSP_DSTK environment points to the database, the index search utilities will function with that database.

Parameters are an input database and setid and one output file. The output file includes indno, setid, and index description.


crsp_ind_headall inpath insetid headfile


Input CRSPDB directory path. The directory where the database is stored. Standard environment names can be used such as $CRSP_DSTK or $CRSP_MSTK on UNIX, %crsp_dstk% or %crsp_mstk% on Windows.

Input Setid. The input database set type. Use one of:

400  if monthly series

420  if monthly groups

440  if daily series

460  if daily groups

A file name for the index header file. A file with this name will be created with one line per index, with INDNO, SETID, and index description.

If the file is named headind.dat in the database directory, the dindsearch or mindsearch utility can be used to search the file to find identifiers.



To create a monthly header file, headind.dat, for indexes for a new subset database in c:\masub\, use the command:

crsp_ind_headall c:\masub\ 400 c:\masub\headind.dat