Partition Subset Screening Structure, like the Index Subset Screening Structure, is a set of fields used to restrict a database using various screening variables. The screen fields are Universal Subset Type Code, First Trading Date Allowed in Restriction, Index Restriction End Date, Valid Exchange Codes in Universe, Valid NASDAQ Market Groups in Universe, Valid When-Issued Securities in Universe, Valid Incorporation of Securities in Universe, and Share Code Screen Structure. Partition Subset Screening Structure screens are used to restrict the securities used in defining partition breakpoints of an index.
Payment Date is the integer date in YYYYMMDD format upon which dividend checks are mailed or other distributions are made. It is set to zero if unavailable. For a merger, exchange or total liquidation where the company disappeared Payment Date is, by convention, set equal to the date of the last price or Delisting Date.
For rights offerings the Payment Date is set equal to the record date, found in "Moody's Dividend Record" by convention.
Payment Dates of liquidating payments after delisting are reported when available and are set to 0 when unavailable.
PERMCO is a unique permanent company identification number assigned by CRSP to all companies with issues on a CRSP File. This number is permanent for all securities issued by this company regardless of name changes.
PERMNO is a unique permanent security identification number assigned by CRSP to each security. Unlike the CUSIP, Ticker Symbol, and Company Name, the PERMNO neither changes during an issue's trading history, nor is it reassigned after an issue ceases trading. The user may track a security through its entire trading history in CRSP’s files with one PERMNO, regardless of name or capital structure changes. The Stock Data are sorted and indexed by this field. PERMNO is currently a 5-digit integer for all common securities in the CRSP files. The range -999989 to -100 and 100 to 999989 is reserved for CRSP PERMNO assignments.
Portfolio Number if Subset Series is the portfolio number within an index group to which this index series belongs. The Index Primary Link variable contains the Permanent Index Group Identification Number. This index is the nth series within the group index, or zero if it is a stand-alone series.
Portfolio Number in Associated Index is the portfolio number within an associated index group defined in INDNO of Associated Index. The associated index breakpoint information for that portfolio is used for this index. It is set to zero if no outside rebalancing information is used to build this index.
Daily: Daily close, adjusted for distributions. Replaced with bid/ask average if price not available. Bid/ask average identified by a leading dash -.
Monthly: The closing price of a security for the last trading day of the month, adjusted for distributions. If unavailable, the number in the price field is replaced with a bid/ask average (marked by a leading dash).
Daily: Last available non-missing daily close or bid/ask average, adjusted for distributions. Bid/ask average is used if price is not available. Bid/ask average identified by a leading dash -.
Monthly: The last non-missing closing price of a security for the last trading day of the month, adjusted for distributions. If unavailable, the number in the price field is replaced with a bid/ask average (marked by a leading dash).
Monthly: Price Alternate is an alternate monthly price derived from daily prices. Price Alternate contains the last non-missing price in the month. The date of this price is stored in the Price Alternate Date field. Price Alternate is set to zero if no prices are available in the month. New issues that do not begin on the last trading date of a month have the first price and date of the first price at the beginning of the Price Alternate and Price Alternate Date time series arrays.
Price Alternate is available only on monthly databases during time periods when daily data are available.
Monthly: Price Alternate Date contains the date of the monthly Price Alternate (derived from daily data) in YYYYMMDD format. If this price is nonzero, then Price Alternate Date contains the date of that price. If there are no non-missing prices in the month, then Price Alternate Date and Price or Bid/Ask Average are set to zero. New issues that do not begin on the last trading date of a month are set to the first price and date available in the month.
If the closing price is not available for any given period, the number in the price field is replaced with a bid/ask average. Bid/ask averages have dashes placed in front of them. These do not wrongly reflect negative prices, but serve simply to distinguish bid/ask averages from actual closing prices. If neither price nor bid/ask average is available, Price or Bid/Ask Average is set to zero.
Prices and related items: high, low, and volumes, from trades on all exchanges connected to the consolidated pricing network are included.
Price data for NASDAQ securities come directly from the NASD with the close of the day. Automated trades and after hour trading are not reflected in the close, high, low, bid, or ask, but are included in the number of trades and volumes. There is no price data from one trading day applied to the next trading day.
All prices are raw prices as they were reported at the time of trading.
Daily: Price or Bid/Ask Average is the closing price or the bid/ask average for a trading day. If the closing price is not available on any given trading day, the number in the price field is a bid/ask average, not an actual closing price.
Daily trading prices for The NASDAQ National Market securities were first reported November 1, 1982. Daily trading prices for The NASDAQ SmallCap Market were first reported June 15, 1992. Price or Bid/Ask Average for NASDAQ securities is always a negative bid/ask average before this time.
Monthly: In a monthly database, Price or Bid/Ask Average is the price on the last trading date of the month. The price series begins the first month-end after the security begins trading and ends the last complete month of trading. If the closing price is not available on any given end of month trading day, the number in the price field is a bid/ask average, not an actual closing price. Trading prices for The NASDAQ National Market securities were first reported November 1, 1982. Trading prices for The NASDAQ SmallCap Market were first reported June 15, 1992. Price or Bid/Ask Average for NASDAQ securities is always a bid/ask average, (identified with “-“ before the value) before these dates.
Daily: Last available non-missing daily close or bid/ask average, adjusted for distributions. Bid/ask average is used if price is not available. Bid/ask average identified by a leading dash -.
Monthly: The last non-missing closing price of a security for the last trading day of the month, adjusted for distributions. If unavailable, the number in the price field is replaced with a bid/ask average (marked by a leading dash).
Primary Exchange - Header is a one-character code which identifies the primary exchange on which the security trades. See Primary Exchange for a list of the codes.
Character code indicating the exchange on which the security has its primary listing at the end of the period reported. (N = NYSE, A = NYSE MKT, Q = NASDAQ, R = Arca, B = Bats, X = Other)
Character code indicating the exchange on which the security has its primary listing at the end of the period preceding the period reported. (N = NYSE, A = NYSE MKT, Q = NASDAQ, R = Arca, B = Bats, X = Other)
As of the period being accessed, the character code indicating the exchange on which the security has its most recently known primary listing. (N = NYSE, A = NYSE MKT, Q = NASDAQ, R = Arca, B = Bats, X = Other)
Subscription Information
Partition Subset Screening Structure
Partition Subset Screening Structure, like the Index Subset Screening Structure, is a set of fields used to restrict a database using various screening variables. The screen fields are Universal Subset Type Code, First Trading Date Allowed in Restriction, Index Restriction End Date, Valid Exchange Codes in Universe, Valid NASDAQ Market Groups in Universe, Valid When-Issued Securities in Universe, Valid Incorporation of Securities in Universe, and Share Code Screen Structure. Partition Subset Screening Structure screens are used to restrict the securities used in defining partition breakpoints of an index.
Payment Date
Payment Date is the integer date in YYYYMMDD format upon which dividend checks are mailed or other distributions are made. It is set to zero if unavailable. For a merger, exchange or total liquidation where the company disappeared Payment Date is, by convention, set equal to the date of the last price or Delisting Date.
For rights offerings the Payment Date is set equal to the record date, found in "Moody's Dividend Record" by convention.
Payment Dates of liquidating payments after delisting are reported when available and are set to 0 when unavailable.
Permanent Number of Securities in Index List
Permanent Number of Securities in Index List is the CRSP PERMNO of a security that is assigned to an index specified with an Index List Array.
PERMCO
PERMCO is a unique permanent company identification number assigned by CRSP to all companies with issues on a CRSP File. This number is permanent for all securities issued by this company regardless of name changes.
PERMNO
PERMNO is a unique permanent security identification number assigned by CRSP to each security. Unlike the CUSIP, Ticker Symbol, and Company Name, the PERMNO neither changes during an issue's trading history, nor is it reassigned after an issue ceases trading. The user may track a security through its entire trading history in CRSP’s files with one PERMNO, regardless of name or capital structure changes. The Stock Data are sorted and indexed by this field. PERMNO is currently a 5-digit integer for all common securities in the CRSP files. The range -999989 to -100 and 100 to 999989 is reserved for CRSP PERMNO assignments.
Portfolio Assignment
Integer portfolio assignment of a security for the portfolio type.
Portfolio Building Rules Structure
Portfolio Building Rules Structure is a group of fields describing rules used to build index portfolios. Portfolio Building Rules Structure contains fields Index Basic Rule Type Code, Index Function Code for Buy Rules, Index Function Code for Sell Rules, Index Function Code for Generating Statistics, andIndex Statistic Grouping Code.
Portfolio Number if Subset Series
Portfolio Number if Subset Series is the portfolio number within an index group to which this index series belongs. The Index Primary Link variable contains the Permanent Index Group Identification Number. This index is the nth series within the group index, or zero if it is a stand-alone series.
Portfolio Number in Associated Index
Portfolio Number in Associated Index is the portfolio number within an associated index group defined in INDNO of Associated Index. The associated index breakpoint information for that portfolio is used for this index. It is set to zero if no outside rebalancing information is used to build this index.
Portfolio Statistic
Statistic calculated for the security based on the rules for the selected portfolio type.
Price Adjusted, End of Period
Daily: Daily close, adjusted for distributions. Replaced with bid/ask average if price not available. Bid/ask average identified by a leading dash -.
Monthly: The closing price of a security for the last trading day of the month, adjusted for distributions. If unavailable, the number in the price field is replaced with a bid/ask average (marked by a leading dash).
Price Adjusted, Last Available Nonmissing
Daily: Last available non-missing daily close or bid/ask average, adjusted for distributions. Bid/ask average is used if price is not available. Bid/ask average identified by a leading dash -.
Monthly: The last non-missing closing price of a security for the last trading day of the month, adjusted for distributions. If unavailable, the number in the price field is replaced with a bid/ask average (marked by a leading dash).
Price Alternate
Monthly: Price Alternate is an alternate monthly price derived from daily prices. Price Alternate contains the last non-missing price in the month. The date of this price is stored in the Price Alternate Date field. Price Alternate is set to zero if no prices are available in the month. New issues that do not begin on the last trading date of a month have the first price and date of the first price at the beginning of the Price Alternate and Price Alternate Date time series arrays.
Price Alternate is available only on monthly databases during time periods when daily data are available.
Price Alternate Date
Monthly: Price Alternate Date contains the date of the monthly Price Alternate (derived from daily data) in YYYYMMDD format. If this price is nonzero, then Price Alternate Date contains the date of that price. If there are no non-missing prices in the month, then Price Alternate Date and Price or Bid/Ask Average are set to zero. New issues that do not begin on the last trading date of a month are set to the first price and date available in the month.
Price, End of Period
If the closing price is not available for any given period, the number in the price field is replaced with a bid/ask average. Bid/ask averages have dashes placed in front of them. These do not wrongly reflect negative prices, but serve simply to distinguish bid/ask averages from actual closing prices. If neither price nor bid/ask average is available, Price or Bid/Ask Average is set to zero.
Prices and related items: high, low, and volumes, from trades on all exchanges connected to the consolidated pricing network are included.
Price data for NASDAQ securities come directly from the NASD with the close of the day. Automated trades and after hour trading are not reflected in the close, high, low, bid, or ask, but are included in the number of trades and volumes. There is no price data from one trading day applied to the next trading day.
All prices are raw prices as they were reported at the time of trading.
Daily: Price or Bid/Ask Average is the closing price or the bid/ask average for a trading day. If the closing price is not available on any given trading day, the number in the price field is a bid/ask average, not an actual closing price.
Daily trading prices for The NASDAQ National Market securities were first reported November 1, 1982. Daily trading prices for The NASDAQ SmallCap Market were first reported June 15, 1992. Price or Bid/Ask Average for NASDAQ securities is always a negative bid/ask average before this time.
Monthly: In a monthly database, Price or Bid/Ask Average is the price on the last trading date of the month. The price series begins the first month-end after the security begins trading and ends the last complete month of trading. If the closing price is not available on any given end of month trading day, the number in the price field is a bid/ask average, not an actual closing price. Trading prices for The NASDAQ National Market securities were first reported November 1, 1982. Trading prices for The NASDAQ SmallCap Market were first reported June 15, 1992. Price or Bid/Ask Average for NASDAQ securities is always a bid/ask average, (identified with “-“ before the value) before these dates.
Price, Last Available Nonmissing
Daily: Last available non-missing daily close or bid/ask average, adjusted for distributions. Bid/ask average is used if price is not available. Bid/ask average identified by a leading dash -.
Monthly: The last non-missing closing price of a security for the last trading day of the month, adjusted for distributions. If unavailable, the number in the price field is replaced with a bid/ask average (marked by a leading dash).
Primary Exchange - Header
Primary Exchange - Header is a one-character code which identifies the primary exchange on which the security trades. See Primary Exchange for a list of the codes.
Primary Exchange, End of Period
Character code indicating the exchange on which the security has its primary listing at the end of the period reported. (N = NYSE, A = NYSE MKT, Q = NASDAQ, R = Arca, B = Bats, X = Other)
Primary Exchange, End of Previous Period
Character code indicating the exchange on which the security has its primary listing at the end of the period preceding the period reported. (N = NYSE, A = NYSE MKT, Q = NASDAQ, R = Arca, B = Bats, X = Other)
Primary Exchange, Most Recent
As of the period being accessed, the character code indicating the exchange on which the security has its most recently known primary listing. (N = NYSE, A = NYSE MKT, Q = NASDAQ, R = Arca, B = Bats, X = Other)