The CRSPMI Intraday research data product is the first dataset to generate additional market data for scholarly research from the investable CRSP Market Indexes.
Key Features
Index Database Groups
Delivery & Format
Index Database Groups
Market Capitalization
Value/Growth
Sector Index family
CRSP ISS ESG Indexes
Delivery & Format
The six files that comprise the CRSPMI Intraday data set are provided in SAS, ASCII and R flat file formats.
History is updated quarterly and delivered one month after each calendar quarter.
Format is easy-to-use SAS, ASCII or R files
Histories for indexes begin at different dates, tied to when the data was captured, not always to the date when indexed to 1000
