CRSPAccess

CRSPAccess tools are provided with CRSPAccess data subscriptions. They contain the software, sample programs, and libraries used to access the CRSP stock, indices and CCM databases.

Features include:

CRSPAccess database format featuring binary data and programming libraries with sample programs for supported platforms
Installation process which loads program files and sets up environment variables needed to use the programming libraries and utility software
Precompiled utility software designed to extract data and perform name list searches without programming
Supported FORTRAN-95 data structures, sample programs, additional data lists, and direct access subroutines
Supported C programs and libraries. C access supports direct access and extended data utility functions.

CRSPAccess 2.97 is supported on all platforms.

SAS Version 9.1.3 – Service Pack Three is required for the SASECRSP engine to work. Increased functionality includes access to Indices data and to Compustat for those who subscribe to those products. Service Pack Three may be downloaded from the SAS
website at: http://ftp.sas.com/techsup/download/hotfix/e9_sbcs_prod_list.html.

CRSPAccess UTILITIES

ts_print is a tool for extracting time-series data – based in fixed and relative ranges – for the CRSP security universe, CRSP Indices, and CRSP/Compustat linked companies (for Compustat subscribers).
stk_print is an access tool for CRSP security data. It allows users to extract event histories for name and identifier changes, distributions, delisting. It can also be used for time-series extractions.
ind_print is an access tool for CRSP Indices included in the CRSP US Stock or Stock & Indices Databases.
cstprint is an access tool for the CRSP/Compustat Merged Database link history data. Users can also extract Compustat industrial and bank file financial statement time-series items, segment data and PDE (prices, dividends and earnings data).

See the training page for tutorials. >>

CRSPAccess 2.97 Release Notes >>

supported systems

	Operating System	CPU	FORTRAN Compiler	C Compiler	Binary	CRSPAccess Version
PC	Windows XP	Intel x86	Intel FORTRAN 9.1 and higher	MS Visual C++ 2005	IEEE - Little Endian	2.94 or higher
SunSparc (Unix)	Sun Solaris 10	Sun Ultra	Sun FORTRAN-95 8.2 2005/10/13	Sun C 5.8 2005/10/13	IEEE - Big Endian	2.94 or higher
Linux	Red Hat Enterprise Unix 3.0	Intel x86	FORTRAN-95: Lahey/Fujitsu FORTRAN-95 6.20	gcc 3.2.3	IEEE - Little Endian	2.94 or higher
Linux	Red Hat Enterprise Unix 3.0	Intel x86	g95 v3.5.0			2.95 or higher

CRSP Software and database compatibility

CRSPAccess Version	Fortran-95	Fortran-77	ts_print, CRSP Utilities	C Programs
2.85 - no longer supported	Not available	Cannot access databases with extended calendars.	All versions: Work with databases with either original or extended calendars.	All versions: Work with databases with either original or extended calendars.
2.90 - no longer supported	Cannot access databases with extended calendars.	Cannot access databases with extended calendars.
2.91/2.92 - no longer supported	Works with databases with either original or extended calendars.	Works with databases with either original or extended calendars.
2.94/2.95
2.97		Not supported	Supports NYSE Arca	Supports NYSE Arca