CRSP US Stocks & Indices 1925 – (via Wharton)

Databases

The CRSP US Stock Database contains end-of-day and month-end prices on all listed NYSE, Amex, and NASDAQ common stocks along with basic market indices, and includes distribution information and calculated total returns.

The Center for Research in Security Prices, LLC (CRSP) maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and NASDAQ stock markets. Additional CRSP files provide stock indices, beta-based and cap-based portfolios, treasury bond and risk-free rates, mutual funds, and real estate data.

The CRSP US Stock Database contains end-of-day and month-end prices on all listed NYSE, Amex, and NASDAQ common stocks along with basic market indices, and includes distribution information and calculated total returns.

CRSP Indices database contains five groups of CRSP indices: the CRSP Stock File Indices, the CRSP Cap-Based Portfolios, the CRSP Indices for the S&P 500 Universe, the CRSP Treasury and Inflation (CTI) Indices, and the CRSP Select Treasury Indices.

The CRSP and Compustat database have merged into a new dataset (CCM) This merger provides CRSP and Compustat subscribers with a convenient way to link CRSP market and corporate action data with Compustat fundamental data. Per item, you can follow a fixed procedure to select what type of data, over what period and in what format the data should be provided. Manuals and help are available in the database via the link ‘Support’.

CRSP is only available via Wharton Research Data Service (WRDS). It is not accessible as a separate database. To access CCM database. First, select CRSP from the available datasets at the top of the screen. CRSP & Compustat Merged Database is available via the overview of CRPS datasets.

Please keep in mind that not all datasets in CRSP are accessible for UM students & employees.

Look for the appropriate Data Vendor Manual under Support, once you have logged in to WRDS.
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  • Before submitting your question, please check whether your e-mail address is correct.
Access information
The WRDS interface is only accessible via a WRDS account. An account can be requested via the WRDS start page.

Only Maastricht University email accounts are accepted with the exception of alumni accounts: alumni students are not allowed!

Log in and select CRSP
Find US Stocks and US Indices at the left.

Go to database 

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