Using CRSPSift
CRSPSift tools are provided with US Stock and Indices data subscriptions. They contain the necessary software, documentation and utilities.
Features Include:
- New intuitive graphical interfaces
- Data Environments: create a data environment for each set of data you use. To use a different data set, simply select its environment from a menu and rerun your query.
- Multiple Queries: edit and run up to ten queries simultaneously.
- Direct Edit: type or paste an existing request file into a window and then save it as a CRSPSift query. CRSPSift automatically updates its graphical interface to reflect your query options.
- Output Layout: features an animated report preview that suggests how your output will look. This saves you the time of running a query multiple times to find the right format.
- Company Selection: a new company lookup utility. Search and sort results by Company Name, PERMNO, ticker symbol, or other identifier.
- Filtering Options
CRSPSift utilities
TsQuery 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).
StkQuery 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.
IndQuery is an access tool for CRSP Indices included in the CRSP US Stock or Stock & Indices Databases.
CCMQuery 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).
System Requirements
- Microsoft Windows XP Professional
- Display resolution of 1024 x 768 or higher
- Microsoft .NET Framework 2.0
- Macromedia Flash 9.0
- Non-legacy product
- Supported data cuts:
- Monthly data cuts beginning 200609
- For additional data cuts, contact CRSP Client Services: support@crsp.chicagogsb.edu
See the training page for tutorials. >>