CRSP NYSE/AMEX DAILY

Libname: dx

dx.cal - Calendar File
dx.delist - Delisting File
dx.dists - Dividends File
dx.header - One line description File
dx.names - History of Firm Changes
dx.prtnum - Portfolio Assignments
dx.shares - Shares Structures file
dx.tsdata - Daily timeseries record
dx.yrval - Yearly valuation

Calendar Dataset

================================================================================================================= Data Set Name: DX.CAL Observations: 8192 Member Type: DATA Variables: 12 Engine: V609 Indexes: 2 Variable Type Format Description ----------------------------------------------------------------------------------------------------------- CALDT Num DATE7. CALENDAR DATE EWRETD Num EQUAL-WEIGHTED RETURN EWRETX Num EQUAL-WEIGHTED RETURN - EXCLUDING DIVIDENDS INDEX Num CRSP TRADING DAY COUNTER SPINDX Num LEVEL OF THE STANDARD AND POORS COMPOSITE INDEX SPRTRN Num RETURN ON THE STANDARD AND POORS COMPOSITE INDEX TOTCNT Num TOTAL MARKET COUNT TOTVAL Num TOTAL MARKET VALUE USDCNT Num COUNT OF SECURITIES USED USDVAL Num MARKET VALUE OF SECURITIES USED VWRETD Num VALUE WEIGHTED RETURN (INCLUDING ALL DISTRIBUTIONS) VWRETX Num VALUE WEIGHTED RETURN (EXCLUDING DIVIDENDS) -----Alphabetic List of Indexes and Attributes----- # Index ---------- 1 CALDT 2 INDEX

Delisting Dataset

================================================================================================================= Data Set Name: DX.DELIST Observations: 6926 Member Type: DATA Variables: 10 Engine: V609 Indexes: 2 Variable Type Format Description ----------------------------------------------------------------------------------------------------------- DLASK Num DELISTING ASK DLBID Num DELISTING BID DLPRC Num DELISTING PRICE DLRET Num DELISTING RETURN DLSTCD Num DELISTING CODE DLSTDT Num DATE7. DELISTING DATE DLVOL Num DELISTING VOLUME NEXTDT Num DATE7. DATE OF NEXT AVAILABLE INFORMATION NWPERM Num NEW CRSP PERMANENT NUMBER PERMNO Num CRSP PERMANENT NUMBER -----Alphabetic List of Indexes and Attributes----- # Index ---------- 1 PERMNO 2 NWPERM

Distributions Dataset

================================================================================================================= Data Set Name: DX.DISTS Observations: 234834 Member Type: DATA Variables: 9 Engine: V609 Indexes: 1 Variable Type Format Description ----------------------------------------------------------------------------------------------------------- DCLRDT Num DATE7. DECLARATION DATE DISTCD Num DISTRIBUTION CODE DIVAMT Num DIVIDEND CASH AMOUNT EXDT Num DATE7. EX-DISTRIBUTION DATE FACPR Num FACTOR TO ADJUST PRICE FACSHR Num FACTOR TO ADJUST SHARES OUTSTANDING PAYDT Num DATE7. PAYMENT DATE PERMNO Num CRSP PERMANENT NUMBER RCRDDT Num DATE7. RECORD DATE -----Alphabetic List of Indexes and Attributes----- # Index ---------- 1 PERMNO

Header Dataset

================================================================================================================= Data Set Name: DX.HEADER Observations: 6926 Member Type: DATA Variables: 27 Engine: V609 Indexes: 1 Variable Type Format Description ----------------------------------------------------------------------------------------------------------- BEGBXS Num DATE7. BEGINNING OF BETA EXCESS RETURN DATA BEGDAT Num DATE7. BEGINNING OF DATA BEGPRC Num DATE7. BEGINNING OF PRICE DATA BEGRET Num DATE7. BEGINNING OF RETURN DATA BEGSP Num DATE7. SUBSCRIPT OF THE FIRST SECONDARY PRICE BEGSXS Num DATE7. BEGINNING OF EXCESS RETURN DATA BEGVOL Num DATE7. BEGINNING OF VOLUME DATA BEGYR Num SUBSCRIPT OF THE FIRST YEAR OF DATA COMPNO Num NASDAQ COMPANY NUMBER CUSIP Char CUSIP IDENTIFIER ENDBXS Num DATE7. END OF BETA EXCESS RETURN DATA ENDDAT Num DATE7. END OF DATA ENDPRC Num DATE7. END OF PRICE DATA ENDRET Num DATE7. END OF RETURN DATA ENDSP Num DATE7. SUBSCRIPT OF THE LAST SECONDARY PRICE ENDSXS Num DATE7. END OF EXCESS RETURN DATA ENDVOL Num DATE7. END OF VOLUME DATA ENDYR Num SUBSCRIPT OF THE LAST YEAR OF DATA HEXCD Num HEADER EXCHANGE CODE HSICCD Num HEADER SICCD ISSUENO Num NASDAQ ISSUE NUMBER NUMDEL Num NUMBER OF DELISTING STRUCTURES NUMDIS Num NUMBER OF DISTRIBUTION STRUCTURES NUMNAM Num NUMBER OF NAME STRUCTURES NUMNDI Num NUMBER OF NASDAQ INFORMATION STRUCTURES NUMSHR Num NUMBER OF SHARE STRUCTURES PERMNO Num CRSP PERMANENT NUMBER -----Alphabetic List of Indexes and Attributes----- # Index ---------- 1 PERMNO

Names Dataset

================================================================================================================= Data Set Name: DX.NAMES Observations: 16823 Member Type: DATA Variables: 9 Engine: V609 Indexes: 3 Variable Type Format Description ----------------------------------------------------------------------------------------------------------- COMNAM Char COMPANY NAME EXCHCD Num EXCHANGE CODE NAMEDT Num DATE7. NAME DATE NCUSIP Char NAME CUSIP PERMNO Num CRSP PERMANENT NUMBER SHRCD Num SHARE CODE SHRCLS Char SHARE CLASS SICCD Num STANDARD INDUSTRIAL CLASSIFICATION CODE TICKER Char EXCHANGE TICKER SYMBOL -----Alphabetic List of Indexes and Attributes----- # Index ---------- 1 PERMNO 2 SICCD 3 EXCHCD =================================================================================================================

PRTNum Dataset

Data Set Name: DX.PRTNUM Observations: 82411 Member Type: DATA Variables: 5 Engine: V609 Indexes: 1 Variable Type Description ----------------------------------------------------------------------------------------------------------- BETA Num BETA PORTFOLIO ASSIGNMENT CAP Num YEAR END CAPITALIZATION PORTFOLIO ASSIGNMENT PERMNO Num CRSP PERMANENT NUMBER SDEV Num STANDARD DEVIATION PORTFOLIO ASSIGNMENT YEAR Num DATA YEAR -----Alphabetic List of Indexes and Attributes----- # Index ---------- 1 PERMNO =================================================================================================================

Shares Dataset

Data Set Name: DX.SHARES Observations: 169837 Member Type: DATA Variables: 4 Engine: V609 Indexes: 1 Variable Type Format Description ----------------------------------------------------------------------------------------------------------- PERMNO Num CRSP PERMANENT NUMBER SHRFLG Num SHARE FLAG SHROUT Num NUMBER OF SHARES OUTSTANDING SHRSDT Num DATE7. DATE OF SHARES STRUCTURE -----Alphabetic List of Indexes and Attributes----- # Index ---------- 1 PERMNO =================================================================================================================

Timeseries Dataset

Data Set Name: DX.TSDATA Observations: 19397193 Member Type: DATA Variables: 9 Engine: V609 Indexes: 1 Variable Type Format Description ----------------------------------------------------------------------------------------------------------- ASKHI Num ASK OR HI BIDLO Num BID OR LOW CALDT Num DATE7. CALENDAR DATE CRSPDAY Num CRSP TRADING DAY INDEX PERMNO Num CRSP PERMANENT NUMBER PRC Num CLOSING PRICE OR BID/ASK AVERAGE RET Num HOLDING PERIOD RETURN SHROUT Num SHARES OUTSTANDING VOL Num SHARE VOLUME -----Alphabetic List of Indexes and Attributes----- # Index ---------- 1 PERMNO =================================================================================================================

Yearly Valuation

Data Set Name: DX.YRVAL Observations: 82411 Member Type: DATA Variables: 5 Engine: V609 Indexes: 1 Variable Type Description ----------------------------------------------------------------------------------------------------------- BETA Num BETA PORTFOLIO ASSIGNMENT CAP Num YEAR END CAPITALIZATION PORTFOLIO ASSIGNMENT PERMNO Num CRSP PERMANENT NUMBER SDEV Num STANDARD DEVIATION PORTFOLIO ASSIGNMENT YEAR Num DATA -----Alphabetic List of Indexes and Attributes----- # Index ---------- 1 PERMNO