Stock & Index Data File Layouts and Index Data File Layouts

Stock & Index Data File Layouts

Available in 1925 and 1962 US Stock & Indexes, but are NOT available in 1925 and 1962 US Stock.

Index Membership - sfz_mbr

Sort Column Name Description Data Category
1 KYPERMNO Permno Key
2 KEYSET Index Family Key
3 MBRDT Member Begin Date Start Date
  MBRENDDT Member End Date End Date
  MBRFLAG Member Flag Code

 

Portforlio Membership - Daily - sfz_portd

Sort Column Name Description Data Category
1 KYPERMNO PERMNO Key
2 KEYSET Index Family Key
3 ANNUAL Year Number
  PPORTNUM Portfolio Decile Number Code
  PINDNO Index INDNO for Daily Family Key
  PSTAT Portfolio Statistic for Daily Family Value
  PPFLG Member Flag for Daily Family  Code


Portfolio Membership - Monthly - sfz_portm

Sort Column Name Description Data Category
1 KYPERMNO PERMNO Key
2 KEYSET Index Family Key
3 ANNUAL Year Number
  MPPORTNUM Portfolio Decile Number Code
  MPINDNO Index INDNO for Monthly Family Key
  MPSTAT Portfolio Statistic for Monthly Family Value
  MPPFLG Member Flag for Monthly Family Code


Index Data File Layouts

Index Header - sfz_indhdr

Sort Column Name Description Data Category
1 KYINDNO INDNO Key
  INDNAME Index Name Name
  INDBEGDT Beginning Date of Index Start Date
  INDENDDT End Date of Index End Date
  INDFAM Index Family Key
  PORTNUM Portfolio Number Code
  BASELVL Index Base Level Value
  BASEDT Index Base Date Date
  AVAILABILITY Index Item Availability Name
  CALCRULE Index Rules Code
  LISTRULE Index Listing Exception Rules Code
  METHOD Index Methodology Code
  REBALRULE Index Rebalance Rule Code
  PUNIVERSE Universe Subset Code
  UNIVERSE Universe Used Code

 

Rebalance - sfz_rb

Available in 1925 and 1962 US Stock & Indexes, and 1925 US Indexes, but are NOT available in 1925 and 1962 US Stock.

Sort Column Name Description Data Category
1 KYINDNO INDNO Key
2 RBBEGDT Index Rebalancing Begin Date Start Date
  RBENDDT Index Rebalancing End Date End Date
  RUSDCNT Index Rebalancing Count Number
  MINID PERMNO Associated with Minimum Statistic Key
  MAXID PERMNO Associated with the Maximum Statistic Key
  MINSTAT Minimum Statistic Value
  MAXSTAT Maximum Statistic Value

 

Daily Index Time Series - sfz_dind

Sort Column Name Description Data Category
1 KYINDNO INDNO Key
2 CALDT Date Date
  TRET Total Return on Index Ratio
  TIND Total Return Index Level Value
  ARET Return without Dividends on Index Ratio
  AIND Return without Dividends Index Level Value
  IRET Income Return on Index Ratio
  IIND Income Return Index Level Value
  USDCNT Used Count Number
  USDVAL Used Value Value
  TOTCNT Total Count Number
  TOTVAL Total Value Value

 

Monthly Index Time Series - sfz_mind

Sort Column Name Description Data Category
1 KYINDNO INDNO Key
2 MCALDT Date Date
  MTRET Total Return on Index Ratio
  MTIND Total Return Index Level Value
  MARET Return without Dividends on Index Ratio
  MAIND Return without Dividends Index Level Value
  MIRET Income Return on Index Ratio
  MIIND Income Return Index Level Value
  MUSDCNT Used Count Number
  MUSDVAL Used Value Value
  MTOTCNT Total Count Number
  MTOTVAL Total Value Value