CRSPAccess Utilities for Linux

CRSPAccess 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. They also include C and Fortran-95 programming libraries.

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

Note: Subscriptions to a CRSP US Stock or Stock with Index database and the requisite Compustat data files are necessary for users to be eligible to subscribe to the CRSP/Compustat Merged Database.

The CRSPAccess software 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.

I. 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.
ccm_print To extract link data between CRSP and Compustat company and security level identifiers as well as Compustat company, security, and index fundamental time series, segment, and reference data from database created from the Compustat Xpressfeed files.

II. 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

III. 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

IV. 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.