File Layouts

Second-by-Second file layouts for index families differ only by the number of indexes in the family. ASCII files are pipe delimited.

  • The first column of all files is the DateTime field in YYYY-MM-DD HH:MM:SS format.
  • Remaining columns are index levels, each identified by Index Ticker. Levels in the ASCII files are printed at 13.6. The six decimal places represent the full precision that is provided to CRSP.

End-of-Day file layouts for index families differ only by the number of indexes in the family. ASCII files are pipe delimited.

  • The first column of all files is the Date field in YYYY-MM-DD format.
  • Remaining columns are index levels, each identified by Index Ticker. Levels in the ASCII files are printed at 13.6. The six decimal places are consistent with the maximum available in the second-by-second files.