The Center for Research in Security Prices (CRSP) maintains the most comprehensive collection of standard and derived security data available for the NYSE, AMEX and Nasdaq Stock Markets. CRSP is a research center at the University of Chicago Graduate School of Business, and maintains historical data spanning from December 1925 to the present. CRSP’s trademark of unique issue identifiers tracks a continuous history of securities, providing a seamless time-series examination of the issue’s history.
Stern’s CRSP subscription includes databases on Stocks, Indices, Treasuries, and Mutual Funds. Further information can be found on the WRDS website (see links below).
CRSP data is accessible through query pages on the WRDS website, and as sequential datasets and SAS datasets in the WRDS cloud (wrds.wharton.upenn.edu).
The CRSP/COMPUSTAT Merged Database combines COMPUSTAT company financial data with CRSP stock data, facilitating seamless time series examinations. The data is accessible through WRDS under CRSP.
In May of 2013, CRSP began delivering data files via the CRSP Cloud. Downloads can be arranged. For further information, send email to email@example.com.