The CRSP US Index History Files - Intraday include second-by-second levels of CRSP’s investable Equity Indexes and End of Day levels. The six files that comprise the data set are provided in SAS, ASCII and R formats and listed below:
File Name
(*.sas7bdat or *.dat)
SAS Size
ASCII Size
R Size
Start Date
Description
Cap
8.02 GB
14.33 GB
5.13 GB
4/1/2011
CRSP Market Cap Index levels – second by second
Vg
8.59 GB
15.25 GB
5.91 GB
9/10/2012
CRSP Value Growth Index levels – second by second
Sector
9.43 GB
16.61 GB
5.71 GB
9/21/2012
CRSP Sector Index levels – second by second
ESG
196 MB
256 MB
139 MB
9/7/2021
CRSP ISS ESG Index levels - second by second
Eod_cap
<1 MB
<1 MB
<1 MB
3/31/2011
CRSP Market Cap Index levels – end of day
Eod_vg
<1 MB
<1 MB
<1 MB
9/7/2012
CRSP Value Growth Index levels – end of day
Eod_sector
<1 MB
<1 MB
<1 MB
9/20/2012
CRSP Sector Index levels – end of day
Eod_ESG
<1 MB
<1 MB
<1 MB
9/7/2021
CRSP ISS ESG Index levels - end of day
Total Zip File Size
17.42 GB
13.22 GB
16.55 GB
N/A
Zipped File
Total File Size
26.23 GB
46.55 GB
16.89 GB
N/A
Unzipped File
*Price level indexes start dates. Total Return level indexes start at various other dates listed in Index List details at the end of this document.
Subscription Information
CRSP US Index History Files - Intraday Guide
The CRSP US Index History Files - Intraday include second-by-second levels of CRSP’s investable Equity Indexes and End of Day levels. The six files that comprise the data set are provided in SAS, ASCII and R formats and listed below:
(*.sas7bdat or *.dat)
*Price level indexes start dates. Total Return level indexes start at various other dates listed in Index List details at the end of this document.