CRSPSift, CRSP’s Securities Information Filtering Tool, lets you extract data from your CRSP Stock & Index Databases. It provides an intuitive interface to the CRSPAccess command-line utilities in Windows environments.
Two tools provide access.
- TsQuery provides access to indexes alongside stock data. Data items include raw and derived items.
- IndQuery provides access to index data only.
Access through CRSPSift is explained in the CRSPSift User Guide available on the CRSP website at www.crsp.chicagobooth.edu/documentation.
The CRSPAccess software, also known as CUPL, CRSP Utilities and Programming Libraries, includes utilities that may be used to extract CRSP stock and index data from the CRSP proprietary databases on Linux. They also include C and Fortran-95 programming libraries. For usage information, refer to the software and programming guides on the CRSP website at www.crsp.chicagobooth.edu/documentation.