CRSP - The Center for Research in Security Prices databases

The CRSP US Stock Databases contain daily and monthly market and corporate action data for securities with primary listings on the NYSE, NYSE MKT, NASDAQ, and Arca exchanges and include CRSP broad market indexes. Data for Individual NYSE, NYSE MKT and NASDAQ Securities:

  • Price and quote data: open, close, bid/low, ask/high, trade-only
  • Holding period returns with and without dividends
  • Excess returns and other derived data items
  • Market capitalization
  • Shares outstanding
  • Trading volume
  • Security delisting information
  • Corporate actions
  • Identifiers, descriptors, and supplemental data items

Exchange Coverage:

  • NYSE - All data series begin on December 31, 1925
  • NYSE MKT- All data series begin on July 2, 1962
  • NASDAQ - All data series begin on December 14, 1972
  • Arca – All data series begin March 8, 2006

Identifying Information:

  • PERMNO®, CRSP’s unique and permanent issue identification number
  • PERMCO®, CRSP’s unique and permanent company identification number

Market Indexes:

  • CRSP NYSE, NYSE MKT, NASDAQ, and Arca equal- and value-weighted returns, with and without dividends
  • S&P 500 Composite Index
  • NASDAQ Composite Index
Spatial Coverage: 
Data Creator: 
Center for Research in Security Prices (CRSP)
Time Period: 

1926 to latest

Data Access: 

At University of Edinburgh, the CRSP databases are accessed via the WRDS interface. University of Edinburgh faculty, students, and staff who require access must register for a WRDS account at: Your request will be reviewed by one of the WRDS Representatives. If you have not received an e-mail message within 5 business days, please contact your WRDS Representatives: Deborah Morrison: or Natalie Honeyman: