Monthly Data Items

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Monthly Data

GROUP	ITEM HEADER	FULL NAME	SUBNO	FORMAT	ENTITY TYPE(s)	DESCRIPTION
Monthly Data
Identification MSTK_ID	CUSIP	CUSIP, Header	0	%8s	list	The latest 8 character CUSIP identifier for a security.
	PERMCO	PERMCO	0	%6d	list, index	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 a company regardless of name changes.
	PERMNO	PERMNO	0	%6d	list, index	A unique permanent identification number assigned by CRSP to each security. You can track a security through its entire trading history in CRSP’s files with one PERMNO, regardless of name or capital structure changes.
	COMPNO	NASDAQ Company Number	0	%8d	list	The latest 8 character CUSIP identifier for a security.
Name Histories MSTK_NAMES	Company Name	Company Name	0	%-32.32s	list	Company name associated with the security, effective at the end of the period reported.
	EX	Exchange Code	0	%2d	list	Integer code(s) indicating the exchange(s) on which the security is listed at the end of the period reported.
	NCUSIP	CUSIP	0	%-8.8s	list	The 8 character CUSIP identifier for a security at the end of the period reported.
	Ex1	Primary Exchange	0	%c	list	Character code indicating the exchange on which the security has its primary listing at the end of the period reported. (N = NYSE, A = NYSE American, Q = NASDAQ, X = Other)
	Sst	Security Status	0	%c	list	Character code describing the status of a security at the end of the period reported. (W=when issued, R = regular way, E = Ex-distributed, Q = bankruptcy)
	SH	Share Code	0	%2d	list	2-digit code as of end of period. First digit describes the type of security, second digit provides further security or company detail.
	CL	Share Class	0	%-1.1s	list	Character identifying the class of stock as of the end of period, generally left blank. Assigned by the exchange in cooperation with the company.
	SIC	SIC Code	0	%4d	list	The SIC code used to group companies with similar products or services at the end of the period reported.
	Naics	North American Industry Classification System (NAICS)	0	%-7.7s	list	North American Industry Classification System, 6-character industry code, at the end of period reported.
	Ticker	Ticker Symbol	0	%-5.5s	list	An alphabetic symbol assigned to a security by an exchange at the end of the period reported.
	Tst	Trading Status	0	%c	list	One-character field describing the status of a security at the end of the period. (A = active, H = halted, S = suspended, X = unknown)
	Symbol	Trading Ticker Symbol	0	%-10.10s	list	Trading symbol listed by exchanges and consolidated quote systems, including all temporary values, share classes and share type suffixes, at the end of the period reported.
	Effective Name	Company Name, End of Previous Period	1	%-32.32s	list	Company name effective at the end of the period preceding the period reported.
	EXE	Exchange Code, End of Previous Period	1	%2d	list	Integer code(s) indicating the exchange(s) on which the security is listed at the end of the period preceding the period reported.
	NCUSIPE	CUSIP, End of Previous Period	1	%-8.8s	list	8 character CUSIP identifier for a security at the end of period preceding the period reported.
	Primexche	Primary Exchange, End of Previous Period	1	%c	list	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 American, Q = NASDAQ, X = Other)
	Secstate	Security Status, End of Previous Period	1	%c	list	One-character code describing the status of a security at the end of the period preceding the period reported. (W=when issued, R = regular way, E = Ex-distributed, Q = bankruptcy)
	SCE	Share Type Code, End of Previous Period	1	%2d	list	2-digit code as of the period preceding the period reported. First digit describes the type of security, second digit provides further security or company detail.
	CLE	Share Class, End of Previous Period	1	%-1.1s	list	Character identifying the class of stock as of the period preceding the period being accessed, generally left blank. Assigned by the exchange in cooperation with the company.
	SICE	SIC Code, End of Previous Period	1	%4d	list	The SIC code used to group companies with similar products or services at the end of the period preceding the period reported.
	Naicse	NAICS, End of Previous Period	1	%-7.7s	list	North American Industry Classification System, 6-character industry code, at the end of period preceding the period reported.
	Tickere	Ticker, End of Previous Period	1	%-5.5s	list	An alphabetic symbol assigned to a security by an exchange at the end of the period preceding the period reported.
	Trdstate	Trading Status, End of Previous Period	1	%c	list	One-character field describing the status of a security at the end of the period preceding the period reported. (A = active, H = halted, S = suspended, X = unknown)
	Symbole	Trading Ticker Symbol, End of Previous Period	1	%-10.10s	list	Trading symbol listed by exchanges and consolidated quote systems, including all temporary values, share classes and share type suffixes, at the end of the period preceding each period reported.
	Last Company Name	Company Name, Most Recent	2	%-32.32s	list	The most recent company name known to CRSP.
	EXL	Exchange Code, Most Recent	2	%2d	list	The most recently known integer code(s) indicating the exchange(s) on which the security is listed.
	NCUSIPL	CUSIP, Most Recent	2	%-8.8s	list	The most recently used 8 character CUSIP identifier for a security through the end of the file.
	Primexchl	Primary Exchange, Most Recent	2	%c	list	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 American, Q = NASDAQ, X = Other)
	Secstatl	Security Status, Most Recent	2	%c	list	One-character code describing the most recently known status of a security at the end of the period reported. (W=when issued, R = regular way, E = Ex-distributed, Q = bankruptcy)
	SCL	Share Code, Most Recent	2	%2d	list	2-digit code, most recently known as of end of period. First digit describes the type of security, second digit provides further security or company detail.
	CLL	Share Class, Most Recent	2	%-1.1s	list	Character identifying the most recently known class of stock as of the end of period, generally left blank. Assigned by the exchange in cooperation with the company.
	SICL	SIC Code, Most Recent	2	%4d	list	The most recent SIC code used to group companies with similar products or services.
	Naicsl	NAICS, Most Recent	2	%-7.7s	list	The most recently known North American Industry Classification System, 6-character industry code.
	Tickerl	Ticker, Most Recent	2	%-5.5s	list	The most recently used alphabetic symbol assigned to a security by an exchange.
	Trdstatl	Trading Status, Most Recent	2	%c	list	One-character field describing the status of a security most recently known at the end of the period. (A = active, H = halted, S = suspended, X = unknown)
	Symboll	Trading Ticker Symbol, Most Recent	2	%-10.10s	list	Trading symbol listed by exchanges and consolidated quote systems, including all temporary values, share classes and share type suffixes, most recently known.
Prices MSTK_PRICES	Ask	Ask	0	%12.5f	list	Closing ask on the last trading date of the month.
	Askhi	Ask or High Price	0	%12.5f	list	Highest trading price during the month, or the highest bid-ask spread if trading price not available. Bid-ask spreads identified by preceding dash -.
	Bid	Bid	0	%12.5f	list	Closing bid on the last trading date of the month.
	Bidlo	Bid or Low Price	0	%12.5f	list	Lowest trading price during the month, or the lowest bid-ask spread if trading price not available. Bid-ask spreads identified by preceding dash -.
	High	Highest Close	0	%12.5f	list	Highest month end closing price within the selected calendar. Appropriate to use with quarterly and annual output calendars.
	Low	Lowest Close	0	%12.5f	list	Lowest month end closing price within the selected calendar. Appropriate to use with quarterly and annual output calendars.
	Prc	Price or Bid/Ask Average	0	%12.5f	list	The closing price of a security for the last trading day of the month. If unavailable, the number in the price field is replaced with a bid/ask average (marked by a leading dash).
	Adjask	Ask, Adjusted	0	%12.5f	list	Closing ask on the last trading date of the month of the period being accessed, adjusted for distributions.
	Adjaskhi	Askhi, Adjusted	0	%12.5f	list	Highest trading price during the month, or the highest bid-ask spread if trading price not available, adjusted for distributions. Bid-ask spreads identified by preceding dash -.
	Adjbid	Bid, Adjusted	0	%12.5f	list	Closing bid on the last trading date of the month of the period being accessed, adjusted for distributions.
	Adjbidlo	Bidlo, Adjusted	0	%12.5f	list	Lowest trading price during the month, or the lowest bid-ask spread if trading price not available, adjusted for distributions. Bid-ask spreads identified by preceding dash -.
	Adjprc	Price, Adjusted	0	%12.5f	list	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).
	Askprev	Ask, Last Available Nonmissing	1	%12.5f	list	Last available non-missing month-end closing ask as of the trading date being accessed.
	Bidprev	Bid, Last Available Nonmissing	1	%12.5f	list	Last available non-missing month-end closing bid as of the trading date being accessed.
	Prcprev	Price, Last Available Nonmissing	1	%12.5f	list	The last non-missing closing price of a security for the last trading day of the month. If unavailable, the number in the price field is replaced with a bid/ask average (marked by a leading dash).
	Adjaskprev	Ask Adjusted, Last Available Nonmissing	1	%12.5f	list	Last available non-missing month-end closing ask as of the trading date being accessed, adjusted for distributions.
	Adjbidprev	Bid Adjusted, Last Available Nonmissing	1	%12.5f	list	Last available non-missing month-end closing bid as of the trading date being accessed, adjusted for distributions.
	Adjprcprev	Price Adjusted, Last Available Nonmissing	1	%12.5f	list	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).
Returns MSTK_RETURNS	Ret	Returns	0	%11.6f	list, index, port	Month-end to month-end change in total investment of a security, with ordinary dividends reinvested at the month-end.
	Retx	Returns Without Dividends	0	%11.6f	list, index	Month-end to month-end capital appreciation of a security, calculate as a change in price only.
	Reti	Returns on Income	0	%11.6f	list, index	Return on dividends, can be derived from the difference between total return and return without dividends.
	Cumtret	Returns, Cumulative	0	%11.6f	list, index	Monthly total returns compounded from the beginning month in the range. Each period in the time series contains a cumulative return since the beginning period.
	Cumaret	Returns Without Dividends, Cumulative	0	%11.6f	list, index	Monthly returns without dividends compounded from the beginning month in the range. Each period in the time series contains a cumulative return since the beginning period.
	Cumiret	Returns on Income, Cumulative	0	%11.6f	list, index	Monthly returns on income compounded from the beginning month in the range. Each period in the time series contains a cumulative return since the beginning period.
Returns vs Index MSTK_IRETURNS	Xstret	Excess Returns vs. Index Series	0	%11.6f	list	Difference between a security’s total return and the total return of an index that a user selects to be associated with the security.
	Xsaret	Excess Returns Without Dividends vs. Index Series	0	%11.6f	list	Difference between a security’s capital appreciation and the capital appreciation of an index that a user selects to be associated with the security.
	Xsiret	Excess Returns on Income vs. Index Series	0	%11.6f	list	Difference between a security’s return on income and the return on income of an index that a user selects to be associated with the security.
	Indtret	Associated Index Returns	0	%11.6f	list	Total returns of an index that a user selects to be associated with a security or group of securities.
	Indaret	Associated Index Returns Without Dividends	0	%11.6f	list	Price appreciation only, of an index that a user selects to be associated with a security or group of securities.
	Indiret	Associated Index Returns on Income	0	%11.6f	list	Returns on income only of an index that a user selects to be associated with a security or group of securities.
	Cumxstret	Excess Returns vs. Index Series, Cumulative	0	%11.6f	list	Compounded difference between a security’s total return and the total return of an index that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning period.
	Cumxsaret	Excess Returns Without Dividends vs. Index Series, Cumulative	0	%11.6f	list	Compounded difference between a security’s capital appreciation and the capital appreciation of an index that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning period.
	Cumxsiret	Excess Returns on Income vs. Index Series, Cumulative	0	%11.6f	list	Compounded difference between a security’s return on income and the return on income of an index that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning period.
	Cumindtret	Associated Index Returns, Cumulative	0	%11.6f	list	Compounded total returns of an index that a user selects to be associated with a security or group of securities. Each period in the time series contains a cumulative return since the beginning period.
	Cumindaret	Associated Index Returns Without Dividends, Cumulative	0	%11.6f	list	Compounded price appreciation only, of an index that a user selects to be associated with a security or group of securities. Each period in the time series contains a cumulative return since the beginning period.
	Cumindiret	Associated Index Returns on Income, Cumulative	0	%11.6f	list	Compounded return, on income only, of an index that a user selects to be associated with a security or group of securities. Each period in the time series contains a cumulative return since the beginning period.
Returns vs Portfolio MSTK_PRETURNS	Portxstret	Excess Returns vs. Associated Portfolios	0	%11.6f	list	Difference between a security’s total return and the total return of a portfolio that a user selects to be associated with the security.
	Portxsaret	Excess Returns Without Dividends vs. Associated Portfolios	0	%11.6f	list	Difference between a security’s capital appreciation and the capital appreciation of a portfolio that a user selects to be associated with the security.
	Portxsiret	Excess Returns on Income vs. Associated Portfolios	0	%11.6f	list	Difference between a security’s return on income and the return on income of a portfolio that a user selects to be associated with the security.
	Porttret	Associated Portfolios Returns	0	%11.6f	list	Total returns of a portfolio that a user selects to be associated with a security or group of securities.
	Portaret	Associated Portfolios Returns Without Dividends	0	%11.6f	list	Price appreciation only, of a portfolio that a user selects to be associated with a security or group of securities.
	Portiret	Associated Portfolios Returns on Income	0	%11.6f	list	Returns on income only of a portfolio that a user selects to be associated with a security or group of securities.
	Cumxsptret	Excess Returns vs. Associated Portfolios, Cumulative	0	%11.6f	list	Compounded difference between a security’s total return and the total return of a portfolio that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning period.
	Cumxsparet	Excess Returns Without Dividends vs. Associated Portfolios, Cumulative	0	%11.6f	list	Compounded difference between a security’s capital appreciation and the capital appreciation of a portfolio that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning period.
	Cumxspiret	Excess Returns on Income vs. Associated Portfolios, Cumulative	0	%11.6f	list	Compounded difference between a security’s return on income and the return on income of a portfolio that a user selects to be associated with the security. Each period in the time series contains a cumulative return since the beginning period.
	Cumptret	Member Portfolio Returns, Cumulative	0	%11.6f	list	Compounded total returns of a portfolio that a user selects to be associated with a security or group of securities. Each period in the time series contains a cumulative return since the beginning period.
	Cumparet	Member Portfolio Returns Without Dividends, Cumulative	0	%11.6f	list	Compounded price appreciation only, of a portfolio that a user selects to be associated with a security or group of securities. Each period in the time series contains a cumulative return since the beginning period.
	Cumpiret	Member Portfolio Returns on Income, Cumulative	0	%11.6f	list	Compounded return, on income only, of a portfolio that a user selects to be associated with a security or group of securities. Each period in the time series contains a cumulative return since the beginning period.
Shares MSTK_SHARES	Shr	Shares Outstanding Mapped to Time Series	0	%9d	list	The unadjusted number of publicly held shares on NYSE, NYSE American, and NASDAQ exchanges, recorded in 1000s.
	Adjshr	Shares Outstanding Mapped to Time Series, Adjusted	0	%9d	list	The number of publicly held shares on NYSE, NYSE American, and NASDAQ exchanges, recorded in 1000s and adjusted for all price factors.
	Shrxr	Shares Outstanding, Unadjusted for Rights	1	%9d	list	The number of publicly held shares on NYSE, NYSE American, and NASDAQ exchanges, recorded in 1000s and adjusted for price factors other than rights.
	Adjshrxr	Shares Outstanding, Adjusted for Rights	1	%9d	list	The number of publicly held shares on NYSE, NYSE American, and NASDAQ exchanges, recorded in 1000s and adjusted for rights only.
Volume MSTK_VOLUME	Tvol	Volume, Total	0	%13.0lf	list	Total volume traded within the selected output calendar, adjusted for splits. For example, the quarterly calendar will sum the 3 months within each quarter.
	Volavg	Volume, Average	0	%9d	list	Average monthly volume traded within the selected output calendar. For example, the quarterly calendar will average the 3 month-end volumes in the quarter.
	Volmed	Volume, Median	0	%9d	list	Median monthly volume traded within the selected output calendar. For example, the quarterly calendar will select the median value for the 3 month-end volumes in the quarter.
	Adjvol	Volume, Adjusted	0	%13.0lf	list	Total volume traded within the selected output calendar, adjusted for splits. For example, the quarterly calendar will sum the 3 months within each quarter.
Dividends MSTK_DIV	Adjdiv	Adjusted Dividend Amount in Period	0	%11.5f	list	Ordinary and return-of-capital dividends, adjusted using the Price adjustment factor.
	Adjodiv	Adjusted Ordinary Dividend Amount in Period	0	%11.5f	list	Ordinary cash dividends paid, adjusted using the price adjustment factor.
	Cumfacpr	Cumulative Factor to Adjust Prices Over a Date Range	0	%11.6f	list	Cumulative factor from a base date used to adjust prices after distributions so that equivalent comparisons can be made between prices before and after the distribution.
	Cumfacshr	Cumulative Factor to Adjust Shares/Volume Over a Date Range	0	%11.6f	list	Cumulative factor from a base date used to adjust shares and volume after distributions so that equivalent comparisons can be made between values before and after the distribution. Represented as a ratio.
	Facprc	Factor to Adjust Price in Period	0	%11.6lf	list	Factor from a base date used to adjust prices after distributions so that equivalent comparisons can be made between prices before and after the distribution.
	Odivamt	Ordinary Dividend Amount in Period, Beginning Basis	0	%11.5f	list	Ordinary cash dividends paid during the period, adjusted to beginning of period basis.
	TDivamt	Dividend Amount in Period, Beginning Basis	0	%11.5lf	list	Ordinary and return-of-capital dividends during the period, adjusted to beginning of period basis.
Capitalization MSTK_CAP	Cap	Capitalization, End of Previous Period	0	%15.2lf	list, index, port	Closing price * shares outstanding (in 1000s) at the end of the previous period. If an index, capitalization is the total market value of the issues used in the index at the beginning of the previous period.
Capitalization MSTK_CAP	TCap	Capitalization, End of Period	0	%15.2lf	list, index	Closing price * shares outstanding (in 1000s), as of end of the period. If an index, capitalization is the total market value of the issues used in the index at the beginning of the period.
Index Levels & Counts MSTK_LEVEL	TLvl	Total Return Index Level	0	%11.2f	list, index	Value of an index, including all distributions, relative to its value at one fixed point in time.
	ALvl	Price Index Level	0	%11.2f	list, index	Value of an index, excluding ordinary dividends, relative to its value at one fixed point in time.list
	ILvl	Index Level of Returns on Income	0	%11.2f	list, index	Ordinary dividend value of an index, relative to its value at one fixed point in time.
NASDAQ MSTK_NASDAQ	Nsdinx	NASDAQ Index Code	0	%2d	list	Integer code indicating the issue’s classification within NASD’s internal business description categories, at the end of each period reported.
	Nmsind	NASDAQ National Market Indicator	0	%2d	list	One-digit integer code indicating an issue’s membership within the NASDAQ Market tier system.
	Mmcnt	NASDAQ Market Makers Count	0	%4d	list	Number of registered market makers for an issue trading on NASDAQ, at the end of the period reported.
	Trtscd	NASDAQ Status Code, End of Period	0	%2d	list	One-digit integer describing the trading status of an issue listed on NASDAQ, at the end of each period reported.
	Nsdinxe	NASDAQ Index Code, End of Previous Period	1	%2d	list	Integer code indicating the issue’s classification within NASD’s internal business description categories, at the end of the period preceding the period reported.
	Nmsinde	NASDAQ National Market Indicator, End of Previous Period	1	%2d	list	One-digit integer code indicating an issue’s membership within the NASDAQ Market tier system, as of the previous period.
	Mmcnte	NASDAQ Market Makers, End of Previous Period	1	%4d	list	Number of registered market makers for an issue trading on NASDAQ, at the end of the period preceding the period reported.
	Trtscde	NASDAQ Status Code, End of Previous Period	1	%2d	list	One-digit integer describing the trading status of an issue listed on NASDAQ, at the end of the period preceding each period reported.
	Nsdinxl	NASDAQ Index Code, Most Recent	2	%2d	list	Integer code indicating the issue’s classification within NASD’s internal business description categories, the most recent value.
	Nmsindl	NASDAQ National Market Indicator, Most Recent	2	%2d	list	One-digit integer code indicating an issue’s membership within the NASDAQ Market tier system, most recently known value.
	Mmcntl	NASDAQ Market Makers, Most Recent	2	%4d	list	Number of registered market makers for an issue trading on NASDAQ, the most recently known value.
	Trtscdl	NASDAQ Status Code, Most Recent	2	%2d	list	One-digit integer describing the trading status of an issue listed on NASDAQ, most recently know value, as of the end of each period reported.
Others MSTK_OTHER	Altdt	Date - YYYYMMDD Trading Date (partial period data)	0	%8d	list	Trading dates used with partial period data.
	Caldt	Date	0	%8d	list, index	Last quotation date in the month
	Cnt	Index Count Used	0	%6d	list, index, port	Number of issues used to create a specific index or portfolio during one calendar period.
	TCnt	Index Count Total	0	%6d	list, index, port	Total number of securities in an index universe with a valid price on the selected trading date.
	Date1	Entity Begin Date Range or Event Date	0	%9d	list	First period in a selected date range, or event date for an entity.
	Date2	Entity End Date Range	0	%9d	list	Last date in a selected date range for an entity.
	LSPInd	Group Flag of Associated Index, Last Flag, All Periods	2	%4d	list	Last known code identifying a group to which a security belongs. Currently, S&P 500 group flag 16 is the only active group.
	ESPInd	Group Flag of Associated Index, End of Previous Period	1	%4d	list	Code identifying a group to which a security belongs, in the period preceeding the period reported. Currently, S&P 500 group flag 16 is the only active group.
	Grpflag	Group Flag	0	%4d	list	Group flag
	Port	Portfolio Assignment	0	%4d	list	Integer portfolio assignment of a security for the portfolio type.
	Stat	Portfolio Statistic Value	0	%16.5lf	list	Statistic calculated for the security based on the rules for the selected portfolio type.