Time Series Objects are data structures used to store time series data in CRSPAccess databases. A CRSP time series contains information about the type of data stored for each observation, the ranges of valid data for the current entity, the actual list of data observations, and the calendar information needed to place the observations in time.
Variable Name
Variable
Data Description Information
Object Type Code
objtype
Array Type Code
arrtype
Data Subtype Code
subtype
Array Structure Size
size_of_ array_width
Maximum Number of Array Elements
maxarr
Ranges of Valid Data
Begin of Valid Data
beg
End of Valid Data
end
Associated Calendar Information
Calendar Time Period Description Code
caltype
Calendar Associated with Time Series
cal
Object Array
Object Array
arr
Event Array Objects
Event Array Objects are data structures used to store event data in CRSPAccess databases. A CRSP event array contains information about the type of data stored for each observation, the number of events for the current entity, and the actual event observations. The event dates or effective date ranges are contained within the observations.
Variable Name
Variable
Data Description Information
Object Type Code
objtype
Array Type Code
arrtype
Data Subtype Code
subtype
Array Structure Size
size_of_ array_width
Data Secondary Subtype Code
dummy
Maximum Number of Array Elements
maxarr
Number of Array Elements
Number of Array Elements
num
Object Array
Object Array
arr
Header Objects
Header Objects are data structures used to store header data in CRSPAccess databases. A CRSP Header Object contains information about the type of data stored and the actual header fields.
Variable Name
Variable
Data Description Information
Object Type Code
objtype
Array Type Code
arrtype
Data Subtype Code
subtype
Array Structure Size
size_of_ array_width
Object Array
Object Array
arr
Calendar Objects
Calendar Objects are data structures used to store calendar data in CRSPAccess databases. A Calendar Object contains information about the type of data stored, descriptive information about the calendar, the number of time periods available, and lists of calendar periods. The Calendar Objects are used with Time Series Objects to match data observations with a point in time. The calendar periods are usually identified by the last trading date in the period.
Subscription Information
Time Series Objects
Time Series Objects are data structures used to store time series data in CRSPAccess databases. A CRSP time series contains information about the type of data stored for each observation, the ranges of valid data for the current entity, the actual list of data observations, and the calendar information needed to place the observations in time.
Event Array Objects
Event Array Objects are data structures used to store event data in CRSPAccess databases. A CRSP event array contains information about the type of data stored for each observation, the number of events for the current entity, and the actual event observations. The event dates or effective date ranges are contained within the observations.
Header Objects
Header Objects are data structures used to store header data in CRSPAccess databases. A CRSP Header Object contains information about the type of data stored and the actual header fields.
Calendar Objects
Calendar Objects are data structures used to store calendar data in CRSPAccess databases. A Calendar Object contains information about the type of data stored, descriptive information about the calendar, the number of time periods available, and lists of calendar periods. The Calendar Objects are used with Time Series Objects to match data observations with a point in time. The calendar periods are usually identified by the last trading date in the period.