Key Data Items
- Day-by-day index levels
- Opening and closing constituents
- Capitalization-based, industry sector, value and growth style, and ESG indexes
- Pro forma data from CRSP’s suite of investable Market Indexes from 2013 to present day
Data Access
This product will initially be offered at no charge through November 2024 to existing academic and government subscribers of both CRSP’s 1925 US Stock & 1925 US Indexes Databases.
Data will be available quarterly, with a one month lag.
Delivery & Format
- CRSPSift Interface for Windows
- Available as SAS, ASCII, and R flat file formats
- Third party access:
- WRDS cloud-based platform
- SASECRSP Engine built by the SAS Institute
