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+CRSP Missing Codes
+A note on the missing codes in CRSP.
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+ CRSP Missing Codes¶
+A note on the missing codes in CRSP.
+ + +Codes¶
+| Variable Name | +C/Fortran Value | +SAS Missing Code | +Description | +
|---|---|---|---|
RET |
+-44.0 | +.E | +No valid comparison for an excess return | +
| + | -55.0 | +.D | +No listing information | +
| + | -66.0 | +.C | +No valid previous price | +
| + | -77.0 | +.B | +Off-exchange | +
| + | -88.0 | +.A | +Out of Range | +
| + | -99.0 | +. | +No valid price | +
DLRET |
+-55.0 | +.S | +CRSP has no source to establish a value after delisting | +
| + | -66.0 | +.T | +More than 10 trading periods between a security's last price and its first available price on a new exchange | +
| + | -88.0 | +.A | +Security is still active | +
| + | -99.0 | +.P | +Security trades on a new exchange after delisting, but CRSP currently h as no sources to gather price information | +
DLRETX |
+-55.0 | +.S | +CRSP has no source to establish a value after delisting | +
| + | -66.0 | +.T | +More than 10 trading periods between a security's last price and its first available price on a new exchange | +
| + | -88.0 | +.A | +Security is still active | +
| + | -99.0 | +.P | +Security trades on a new exchange after delisting, but CRSP currently has no sources to gather price information | +
DCLRDT |
+0 | +. | +Declaration date cannot be found | +
TRTSCD |
+0 | +. | +Unknown trading status of the issue | +
NMSIND |
+0 | +. | +Unknown whether or not the issue is a member of the Nasdaq National Market | +
VOL |
+-99.0 | +. | ++ |
Note¶
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PRC: A positive amount is an actual close for the trading date while a negative amount denotes the average betweenBIDLOandASKHI.
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Units:
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- Most prices are represented in U.S. dollar values per share. +
SHROUTin thousands.
+VOL: The sum of the trading volumes during the month, reported in units of 100, and are not adjusted for splits during the month.
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Source¶
+https://wrds-www.wharton.upenn.edu/demo/crsp/form/
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