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.
cst_partial Creates a subset CCM database or appends data to an existing one
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