CRSP Utilities and Program Libraries (CUPL)

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This software includes utilities that may be used to extract CRSP stock and index data from the CRSP proprietary databases on Linux. They also include the files necessary for C programming for use on Windows platforms and Linux. The access tools are available with a Developer License.

CUPL may be used to access the CRSP US 1925 and 1962 Stock and Stock with Index Databases.

CUPL is made up of a number of tools used to accomplish four major categories of tasks: creating reports, searches and database inquiries, creating subsets, and moving databases and files across machine types.

Supported Systems

CUPL tools have been tested on the following platforms and are supported by CRSP:

Operating System	CPU	C Compiler
Windows 10+	Intel x86, 64-bit	MS Visual Studio C++ 2019 & 2022
Red Hat Enterprise Linux 7.0 and 8.0	Linux x86, 64-bit	Gcc 11.3.1

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Key Features

PDF Download:
CUPL Version 3.90 Release Notes

Please see the release notes pdf for more detailed information. A summary of the release is below.

This release of CRSPAccess Version 3.90 is also known as the CRSP Utilities and Programming Libraries (CUPL). It is intended for subscribers on Linux, and Windows subscribers who have specifically requested the command-line CRSPAccess tools.

CUPL Supported Versions

CRSP currently supports CUPL version 3.90.

Command Line Tools

While transparent to our end users, the set of executables that make up the CRSPAccess command line tools have been consolidated.

ts_print remains the time series reporting tool.
ccm_print, and ind_print are all run with a single executable, crsp_print.
Shortcuts and aliases are provided and work as they always have. Full syntax at the command line is simplified and listed within the following options.

crsp_print access:

Shortcuts:

crsp_print or dstkprint to read the daily CRSP stock database
mstkprint to read the monthly CRSP stock database

Full syntax:

crsp_print /d1 database name /s1 10 – to read daily data
crsp_print /d1 database name /s1 20 – to read monthly data

ccm_print access:

Shortcut:

ccmprint – to read the CRSP\Compustat Merged database

Full syntax:

crsp_print /d1 ccm database name – full syntax

ind_print access:

Shortcuts:

indprint or dindprint - for daily index access
mindprint – for monthly index access
dindprintg – for accessing deciles within the daily index groups
mindprintg – for accessing deciles within the monthly index groups

Full syntax:

crsp_print /d1 database name /sl 460 – for daily index access
crsp_print /d1 database name /sl 420 – for monthly index access
crsp_print /d1 database name /sl 440 – for accessing deciles within the daily index groups
crsp_print /d1 database name /sl 400 – for accessing deciles within the monthly index groups

Documentation

CRSP Access Utilities for Linux

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 and C programming.

The CRSPAccess utilities and programming files may be used to access the CRSP US 1925 and 1962 Stock and Stock with Index Databases.

CRSPAccess is made up of a number of tools used to accomplish four major categories of tasks: creating reports, searches and database inquiries, creating subsets, and moving databases and files across machine types. Documentation on these software categories is available individually below, or you can download the entire CRSPAccess Software Guide in one file.

Reporting Tools

The reporting tools can extract time-series output, stock event data, and decile-level index data.

Data are accessed from the reporting tools through identifier keys. The primary identifier key, and the one the CRSP recommends for the CRSP Stock databases, is PERMNO, CRSP permanent security level identifier. Other identifier keys that may be used include PERMCO, CRSP’s company level identifier, current and historical CUSIPs, Tickers, and SIC codes. INDNO, CRSP’s index identifier, is used to access index data through ts_print and ind_print.

ts_print	To extract time-series data over fixed or relative date ranges.
stk_print	To extract event histories including name and identifier changes, delisting information, and distributions, as well as time series data extractions.
ind_print	To extract index and decile-level returns, levels, counts, and weights data.

Search and Inquiry Tools

CRSP provides header files for each CRSPAccess database. These name lists are useful for finding identifiers and name histories of securities when only partial information is known. The identifiers can then be used as input to other CRSP reporting utilities or programs. The files are fixed format text files and be accessed with system utilities or other tools. CRSP provides search utilities for header files.

dstksearch	To search the daily data header files
mstksearch	To search the monthly data header files
dindsearch	To search the daily index header files
mindsearch	To search the monthly index header files
crsp_show_db_info	To display parameters associated with a specific database
crsp_set_db_info	To change parameters associated with a specific database

Subsetting Tools

These utilities can be used to create copies of CRSP databases, restricted for example on the basis of exchange and share codes, or a select group of PERMNOs.

stk_partial	Creates a stock database from an existing one or to append securities from one existing database to another.
ind_partial	Creates an index database from an existing one or to append indexes from one existing database to another.
crsp_stk_subset	Creates a stock database from an existing one by subsetting data.
crsp_ind_subset	Creates an index database from an existing one by subsetting data

Moving Database and Data File Tools

rewrite_crspdb	Copies a CRSPAccess database to a new directory or converts data from one binary type to another
crsp_stk_scd_load	Creates secondary indexes or keys for a database
crsp_stk_headall	Creates a header file with user-specified options
crsp_ind_headall	Creates a header file for an index database, used primarily for a subset database
crsp_crlf2lf	Removes carriage returns
crsp_lf2crlf	Adds carriage returns
crsp_cutc	Select columns from fixed-width text files can be written to an output file.

CUPL 3.86 Guide

Access tools and programming libraries for the CRSP US Stock & US Index Databases and CRSP/Compustat Merged databases.

PDF Download:

CUPL 3.86 Guide

Data Filters

A. EXCHANGE #[,#]

EXCHANGE allows the user to filter the trading history of issues on the basis of stock exchange. This option is available when using variations of LIST or PORT as the ENTITY type. Exchange code restriction options are specified in the first #, using the codes below:

1 NYSE

2 NYSE American

3 NYSE/NYSE American

4 NASDAQ

5 NYSE/NASDAQ

6 NYSE American/NASDAQ

7 NYSE/NYSE American/NASDAQ

The second # symbol further refines the selection using 3 flags. These are:

0 keep only during time period when valid

1 keep none if ever invalid

2 keep all if ever valid

For example,

PORT|ALL|WEIGHT equal_weight|EXCHANGE 1,0

Will result in output for an equal-weighted portfolio with all stocks that traded on the NYSE during the time period specified in the DATE option.

B. SHARETYPE #,#[,#]

SHARETYPE allows the user to restrict the output on the basis of share type for individual securities. This option is available when using variations of LIST and PORT as the ENTITY type. The selection is based on the two-digit CRSP Share Type Code variable. The first two comma-separated number symbols above contain 10 digits each. If the value of a digit is 1, that type of issue is valid and if the value of a digit is 0, that type of issue is ineligible.

Columns for the first two codes can be added to the ts_print format to get the desired share code combination. For example, the share type restriction where only ordinary common shares and ADRs representing closed-end funds and closed-end funds incorporated outside the US are included is represented in ts_print format is 0101000000,0000110000.

The first # contains 10 digits relating to the security. These options are:

Code	Definition	ts_print format
1	Ordinary common shares	0100000000
2	Certificates	0010000000
3	ADRs (American Depository Receipts)	0001000000
4	SBIs (Shares of Beneficial Interest)	0000100000
7	Units (Depository Units, Units of Beneficial Interest, Depository Receipts, etc.)	0000000100

The second # contains 10 digits relating to the security type. These options are:

Code	Definition	ts_print format
0	Securities which have not been further defined	1000000000
1	Securities which need not be further defined	0100000000
2	Companies incorporated outside the US	0010000000
3	Americus Trust Components (Primes and Scores), HOLDR Trusts, and Index Fund Trusts	0001000000
4	Closed-end funds	0000100000
5	Closed-end fund companies incorporated outside the US	0000010000
8	REITs (Real Estate Investment Trusts)	0000000010

The third # symbol further refines the selection criteria using 3 flags. These are:

0 keep only during time period when valid

1 keep none if ever invalid

2 keep all if ever valid

For example,

LIST|ALL|SHARETYPE 0001000000,0010000000,0

will restrict the output to securities that have share codes identifying them as American Depository Receipts (ADRs) and companies incorporated outside the US.

c. NMSIND #[,#]

NASDAQ National Market Indicator. NASDAQ issue range restriction is applicable to variations of LIST and PORT as the ENTITY type. Each # represents a single integer. When the NMSIND option is used, only NASDAQ issue ranges are restricted. It has no effect on ranges that match NYSE and NYSE American name structures. The first # symbol ranges from 1 to 7. Each number has the following meaning:

1 keep NASDAQ National Market and Global Markets

2 keep NASDAQ SmallCap and Capital Market

3 keep all NASDAQ markets with price reporting

4 keep NASDAQ SmallCap before June 15, 1992

5 keep National Market and Global Select Market only

6 keep National Market and Global Market only

7 keep Global Select Market only

The second # symbol further refines the selection using 3 flags. These are:

0 keep only during time period when valid

1 keep none if ever invalid

2 keep all if ever valid

For example, LIST|ALL|NMSIND 2,0 will restrict the output to NASDAQ SmallCap and Capital Market securities.

D. SICCD#-#[,#-#...],#

SIC issue range restriction is applicable to LIST and PORT as the ENTITY type. Each # represents a single SIC Code. You can filter the data to output a range of SIC values or individual SIC values with the following syntax: SIC #[-#][,#[-#].

For example, LIST|ALL|SIC 1000-2000,3725 would extract all securities with SIC Codes between 1000 and 2000, and all with and SIC code of 3725.

dindsearch

Searches daily data index header list.

Usage

Usage varies by operating system. See examples.

Examples

1. WINDOWS

The command and the string to find, enclosed in double quotes, are entered at the command line at a command prompt window. For example:

CRSP1> dstksearch “ibm”
Daily Stock Headers
Exchange Codes 1=NYSE, 2=NYSE American, 3=NASDAQ, 4=ARCA
Perm#	Permco	CUSIP	Company Name	Tick	EX	date range
---------------V:\IEEELIT\DA199912\HEADFILE.DAT
12490	20990		INTERNATIONAL BUSINESS MACHS CO	IBM	1	19620702-19680101
12490	20990	45920010	INTERNATIONAL BUSINESS MACHS CO	IBM	1	19680102-19990103
12490	20990	45920010	INTERNATIONAL BUSINESS MACHS CO	IBM	1	19990104-19991231
75139	22064	03093810	AMERICUS TR FOR IBM SHS	BZP	2	19870720-19920630
75140	22064	03093820	AMERICUS TR FOR IBM SHS	BZS	2	19870720-19920610
75141	22064	03093830	AMERICUS TR FOR IBM SHS	BZU	2	19870720-19920629

2. UNIX

Type the name of the search function. You will be prompted for the search string. No quotes are needed and case is ignored. For example:

Enter search string: ibm
Exchange Codes 1=NYSE, 2=NYSE American, 3=NASDAQ, 4=ARCA
PERMNO	PERMCO	CUSIP	Company Name	Tick	EX	date range
12490	20990		INTERNATIONAL BUSINESS MACHS CO	IBM		19620702-19680101
12490	20990	45920010	INTERNATIONAL BUSINESS MACHS CO	IBM		19680102-19990103
12490	20990	45920010	INTERNATIONAL BUSINESS MACHS CO	IBM		19990104-19991231
75139	22064	03093810	AMERICUS TR FOR IBM SHS	BZP		19870720-19920630
75140	22064	03093820	AMERICUS TR FOR IBM SHS	BZS		19870720-19920610
75141	22064	03093830	AMERICUS TR FOR IBM SHS	BZU		19870720-19920629
Try another string [y] ? n

Keyset Usage for Stock

The porttype and grouptype values for Portfolios (using /dy) and Groups (using /gp) can be accessed as either porttype and grouptype values or as keyset offsets. See here for a list of CRSP Portfolio Types.

Daily porttype values 1-9 equate to keyset values 101-109.
Monthly porttype values 1-8 equate to keyset values 201-208.
grouptype values 1-50 equate to keyset values 301-350. Note that S&P 500 Constituents is currently the only valid group, represented by grouptype 16 or keyset 316.

The advantage to using keyset offsets is that they provide unique values across all frequencies of databases. stk_print maintains an offset for each group, so the user can specify the porttype or grouptype or the actual keyset. Both the porttype values and keyset offsets will access the same data. stk_print will appropriately translate porttype into keyset offsets if they are unknown.

Keysets are supplied as a period followed by * for all, or a list for specific selections. If no keyset is supplied, an item’s default keyset is assumed.

For example, the following three notations all get portfolio type 1:

/dy

/dy.1

/dy.101

The following notation gets all portfolios:

/dy.*

In the CRSP subscriber Stock and Index Databases, only portfolios have multiple keysets. The command:

/ml port.1,6;stat.1,6 returns portfolio assignments and statistics for keysets 1 and 6.

For example:

Portfolio History
-----------------
KEYSET = 1 (NYSE/NYSE American/NASDAQ Cap Assignments)
Year	Port	Stat
2005	10	129836292.57970
2006	10	146342099.09851
2007	10	148956933.39741


KEYSET = 6 (NYSE/NYSE American Betas)
Year	Port	Stat
2005	6	0.78004
2006	7	0.72267
2007	7	0.77042

Available Keysets

Daily

Porttype	Keyset	Name
1	101	NYSE/NYSE American/NASDAQ Cap Assignments
2	102	Nyse/NYSE American Cap Assignments
3	103	NASDAQ Cap Assignments
4	104	NYSE Cap Assignments
5	105	NYSE American Cap Assingments
6	106	NYSE/NYSE American Betas
7	107	NYSE/NYSE American Standard Deviations
8	108	NASDAQ Betas
9	109	NASDAQ Standard Deviations

Monthly

Porttype	Keyset	Name
1	101	NYSE/NYSE American/NASDAQ Cap Assignments
2	102	Nyse/NYSE American Cap Assignments
3	103	NASDAQ Cap Assignments
4	104	NYSE Cap Assignments
5	105	NYSE American Cap Assingments
6	106	Cap-Based NYSE/NYSE American.NASDAQ National Market
7	107	Cap-Based NYSE
8	108	Cap-Based NYSE/NYSE American