CRSPSift USER GUIDE - CRSP - The Center For Research In .
CRSPSift USER GUIDEUpdated June 15, 2012
105 West Adams, Suite 1700Chicago, IL 60603Tel: 312.263.6400Fax: 312.263.6430Email: Support@crsp.ChicagoBooth.edu
ContentsChapter 1: Introduction. 1Chapter 2: Installation and Setup. . 2Installing CRSPSift.2Launching CRSPSift for the First Time.3Chapter 3: TsQuery: Time Series Access. 6ENTITIES.6DATA ITEMS.9DATE. 14LAYOUT. 16Direct Edit. 18Executing a Query. 18Chapter 4: StkQuery: Stock Data Access. 19SECURITY SELECTION. 19HEADER Identification. 20data Items. 20Global Options. 21Data Groups. 22PORTFOLIOS. 23OUTPUT OPTIONS. 23
Chapter 5: IndQuery: Index Data Access. 26INDEX SELECTION. 26HEADER IDENTIFICATION. 27TIME SERIES DATA. 27PORTFOLIO GROUP OPTIONS. 27OUTPUT OPTIONS. 28Chapter 6: CCMQuery: CRSP/Compustat Merged Database Access 30THE CCMQUERY TOOLBAR. 30cOMPANY SELECTION. 30DATA ITEMS AND GROUPS. 31Chapter 7: TrsQuery: Treasuries Data Access. 36Query Date Range Specification. 36Treasury SELECTION. 36Data Item Selection. 38Data Groups. 39OUTPUT OPTIONS. 40Chapter 8: RiQuery: Research Index Data Access. 42SECURITY SELECTION. 42DATA ITEMS. 43DATA GROUPS. 47OUTPUT OPTIONS. 47
Chapter 9: MutQuery: us survivor-bias-freeMutual fund database Access. . . 50SECURITY SELECTION. 50DATA ITEMS. 51DATA GROUPS. 52OUTPUT OPTIONS. 53OUTPUT FILE SUFFIXES. 54Chapter 10: TOOLS. . . 55CALENDAR FILE WIZARD. 55Reference Data. 56Chapter 11: CRSPSift Options. 58CRSPSIFT OPTIONS - ENVIRONMENT SCANNER . 58CRSPSIFT OPTIONS - SERVICES . 60CRSPSIFT OPTIONS - QUERY QUEUE . 60
Chapter 1: IntroductionCRSPSift, CRSP’s Securities Information Filtering Tool,lets you extract data from your Stock & Index, CRSP/Compustat Merged, US Treasury, Mutual Fund, andnew Research Index databases. In addition to an updatedinterface, CRSPSift offers many features designed to makeaccessing CRSP databases easier. Some of these featuresinclude: Data Environments: Create a data environment for eachset of data you use. To use a different data set, simplyselect its environment from a menu and rerun your query. Multiple Queries: Edit and run up to ten queriessimultaneously. Direct Edit: Type or paste an existing request file from acommand-line utility into a window and then save it asa CRSPSift query. CRSPSift automatically updates itsgraphical interface to reflect your query options. Output Layout Preview: TsQuery features an animatedreport preview that suggests how your output will look.This saves you the time of running a query multiple timesto find the right format. Company Selection: A company lookup utility. Searchand sort results by Company Name, PERMNO, tickersymbol, or other identifier. Filtering Options: A point-and-click interface to simplifyfiltering query results by exchange, share type, NASDAQMarket Tiers, portfolio assignments, SIC Code, or groupmembership.IndQuery is an access tool for CRSP Indexes included inthe CRSP US Stock or Stock & Index Databases.CCMQuery enables you to access all Compustat data fromthe CRSP/Compustat Merged Database link history data byusing Compustat’s GVKEY and IID identifiers.TrsQuery is a tool for accessing CRSP Daily and MonthlyUS Treasury Databases.MutQuery provides access to the CRSP Mutual Fundsdatabase containing fund and holdings data items.RIQuery introduces CRSP’s Research Index database builtupon CRSP’s new investable index series and containingnew intra-day data items.CRSPSIFT MINIMUM SYSTEM REQUIREMENTSfor the professional Edition Microsoft Windows XP Professional SP3 or Windows 732- and 64-bit Display resolution of 1024 x 768 or higher Powershell 1.0 for Windows XP. Windows 7 comesprepackaged with Powershell. Adobe Flash Player 11Note: CRSP recommends using CRSPSift Professional witha local system account, on databases installed locally.CRSPSIFT UTILITIESTsQuery is a tool for extracting time-series data – based infixed and relative ranges – for the CRSP security universe,CRSP Indexes, and CRSP/Compustat linked companies (forCompustat subscribers).StkQuery is an access tool for CRSP security data. Use itto extract event histories for name and identifier changes,distributions, delisting. It can also perform time-seriesextractions.CRSPSift User Guide page 1
Chapter 2: Installation and SetupThis chapter shows you how to install the CRSPSift softwareon your computer and describes the configuration optionsavailable when you launch it for the first time.Installing CRSPSiftTo install CRSPSift, insert the installation disc into yourcomputer’s DVD drive and navigate to it in WindowsExplorer. Double click the file setup.html to open it in yourweb browserTo begin installation, click the Next button.After reading the installation terms contained in thedocument, proceed to the section titled Go To An Installerand click the Install Professional Edition - XP SP3 andWindows 7 Only link to launch the installer program.Note: Installers for prerequisite software are included on theCRSPSift installation disc.See the Introduction to this guide for a complete list ofrequired software.Read the License Agreement. To continue installation, clickthe radio button labeled “I accept the terms in the licenseagreement,” and then click Next.When all prerequisites are in place, the CRSPSiftInstallShield Wizard starts. The beginning of the process isautomated.CRSPSift User Guide page 2
3Enter your name and the name of your organizationon the Customer Information screen, and then clickNext.Chapter 2: Installation and SetupCRSPSift User GuideNow choose the destination folder where CRSPSiftwill be installed on your computer. If you would liketo install it to a location other than the default, clickthe Change button and navigate to the folder of yourchoice. When you have selected a destination folder,click the Next button.Click the Finish button to exit the InstallShieldWizard.Launching CRSPSift for the First TimeThe InstallShield Wizard creates a shortcut to theCRSPSift application on your Desktop. Double-clickthe shortcut icon to launch CRSPSift.Before you can use CRSPSift you must tell it thelocation of your installed CRSP databases. The firsttime you run the application you are presented withthe Environment Startup Scanner.The InstallShield Wizard is now ready to install theprogram. Click the Install button to begin.Using this tool you create what are known as dataenvironments. A data environment is a collection ofone or more compatible database products.Finding EnvironmentsUpon launch, the Environment Startup Scannerautomatically searches the default CRSP databaseinstallation directory (C:\crspdata). It builds anddisplays environments for the most recent databases
4Chapter 2: Installation and Setupfound.Adding a New EnvironmentIf your CRSP databases are installed in a directoryother than the default, click the disclosure triangle nextto Scan Folder Hint Paths under Scan Options.To add a new environment, click the LoadEnvironment button. Provide the environment witha name, and check the Set as Default box if you wantthis to the the default environment for new queries.All Stock Databases and CRSP/Compustat MergedDatabases, for Compustat subscribers, are detected byCRSPSift and will appear in the lists below.CRSPSift User GuideA folder hint path serves as a guide telling theEnvironment Scanner where to look for CRSPdatabases. The default locations are already listed. Toadd your own, click the Add button and navigate tothe directory where your CRSP databases are installed.Then click the Start Scan button to scan again with thenew directory included.The Environments screen is where you can managethe environments detected by CRSPSift on itsinitial launch. To manage your environments, selectOptions. from the Tools menu to open the CRSPSiftOptions window. Then click Environments in the listof options categories on the left.A list of all your saved environments appears in themain area of the screen.When you select a Stock Database, The Select CRSP/Compustat table below displays Compustat databasescompatible with it, if any are installed. Select adatabase from the list if you wish to include CRSP/Compustat data in your environment. Finally, clickthe Browse button to select a working directory whereinput and output files for this environment willbe directed. Click the Save button to save the newenvironment.Only the environments that reflect the newest datacuts will automatically be displayed. Additionalcombinations can be created.Editing an Existing EnvironmentYou can also edit an existing environment to changeits name and working directory, add or removeCompustat data, or modify the environment’scombination of daily and monthly stock databases.To modify an environment, select it in theenvironments list and then click the Edit Environmentbutton. The procedure for editing an environment isthe same as that for creating a new one. Refer to thediscussion above for instructions.Environment DetailsAnd at the bottom of the screen are controls formanaging them. You can edit or delete existingenvironments, as well as create new ones.The Environment Details area displays the propertiesof the environment currently selected in the NewEnvironments Found list. Some of these propertiesmay be changed, including an environment’s name, itsdefault status, and the working directory where queryoutput files are saved.To make an environment the default for new queries,first select its row in the list. Next, in the EnvironmentDetails area, click the False value next to the Defaultoption.
5the Close button to close the Startup EnvironmentScanner window. The CRSPSift Welcome screenappears, and you are now ready to begin usingCRSPSift query tools.Chapter 2: Installation and SetupSelect True to make this environment the default fornew queries.Likewise for the Name and Working Directoryproperties. Click the value next to the property nameand change it to the desired setting.CRSPSift User GuideNote: CRSP provides default environment names thatwe believe to be intuitive. We encourage you to editnames so that they are meaningful to you for yourpurposes.Loading EnvironmentsOnce installed databases have been scanned andcombined into environments, and each environment’sproperties are set appropriately, you can select whichenvironments you wish to load into CRSPSift.For each environment you wish to load, click thecheckbox in the Load column to the left of its name.Click the Add button to load the selectedenvironments. When the progress message below theenvironments list displays “Finished uploading,” click
Chapter 3: TsQuery: Time Series AccessTsQuery is designed to generate output from a combinationof database frequencies, and varying types of data intodifferent formats and layouts that serve a range of purposes.Click the New Query button on the CRSPSift toolbar.Select the Data Environment you wish to use and highlightthe TsQuery icon. Optionally give your query a name inthe Query Name field, and then click the OK button. Youmay now fill out the screens required to define your query:entities, data items, date information, and report layout.ListOnce the Entity Type Selection is made, a series of optionsbecome available. Under List, a menu of identifier keysis available from the drop down menu. Next, identify theissue/issues of interest. If you know the identifier, you maytype it in, or you may click on Find. to do a search.ENTITIESIn the Entities screen, you select which securities, indexes,or portfolios your query will use. To add an entity, select anentity type from the drop-down menu and click the Newbutton. List, the default, is meant for entering a single security, ora small number of securities, manually. List All calls the full universe of securities in the databaseselected. List File accesses securities specified in a user-createdinput file. Portfolio All allows the user to create an equal- or valueweighted portfolio from the full universe. Portfolio File accepts a user-created input file of securitiesin a portfolio.Use the search form to locate a particular company in theCRSP database. Companies matching your search criteriaappear in a table, initially sorted by PERMNO. If yoursearch yields many matches, click the column labels to resortthe table in the order most useful to you.When you have found the company/companies you want,click its row in the table, and then click the Select button. Toselect more than one company, hold down the Ctrl key whilemaking selections. The PERMNO of that company willappear in the identifier field.CRSPSift User Guide page 6
7Date OptionsChapter 3: TsQuery: Time Series AccessThere are two options on the Entities screen forrestricting query output by date: Date Range andEvent Date. The Date Options allow you to target dateranges or single dates specific to an entity.Date Options selected on the Entities screen arefurther tied to the Date Range option on the Datetab. If Date Range is selected on the Entites tab, aFixed Date Range must be specified on the Date tab.Likewise, an Event Date must be paired with a RelativeDate Range on the Date tab.Date RangeThe Entity Event Date specifies a single date inYYYYMMDD. An Entity Event Date must be pairedwith a Relative Date Range on the Date tab. TheRelative Date Range controls the number of calendarperiods before and after the Event Date to report inoutput. Event Date does not work with indexes orportfolios.For example, suppose you enter an Entity Event Dateof 19991231. Next, in the Date tab, you select theDaily calendar and give a Relative Date Range of 2days before and 2 days after the Entity Event Date.The query output will include data for trading days19911229 though 19920104, including the event date.For more information about calendars, Fixed DateRanges, and Relative Date Ranges, refer to the sectionon the Date tab below.CRSPSift User GuideEntity FiltersIf given, a Date Range must include both beginningand ending dates. Dates may be in YYYYMMDD,YYYYMM, or YYYY format. For formats that do notspecify months or days, the beginning date in the rangewill start with the first period within the specifiedrange. The ending date will be the last period in therange.For example, the output of a query with Entity DateRange 200605 - 200703 would include daily data fromMay 1, 2006 through March 31, 2007, or monthly datafrom May 31, 2006 through March 31, 2007.The valid query output is the union of the security’strading history, the Date Range specified on theEntities tab, and the Fixed Date Range given on theDate tab. The Entity Date Range must fall withinthe Fixed Date Range. Note that the Entity DateRange must also exceed the frequency duration of thecalendar selected for your output. For example, if yourcalendar is set to report annually, the Date Range mustspan more than 12 months.Event DateSeveral entity filters are available in TsQuery, allowingyou to refine your selection of securities by suchcriteria as stock exchange, share type, and SIC code.These options are available for list and portfolio entitytypes but will not work with indexes.ExchangeThe Exchange Filter allows you to filter the tradinghistory of issues on the basis of stock exchange. Thisoption is available only when using the List andPortfolio Entity Types.Share TypeThe Share Type Filter allows you to restrict the outputon the basis of share type for individual securities.The selection is based on the CRSP Share Type Codevariable.
8Portfolio AssignmentChapter 3: TsQuery: Time Series AccessPortfolio Assignments are only available for use witha Stock and Index Database. A Stock and IndexDatabase subscriber has access to nine sets of dailyand eight sets of monthly portfolios. Each entity inthe CRSP universe may be a member of a number ofCRSP portfolios, which are based on combinationsof market capitalization and exchange membership orgroup membership.Select at least one item from both Group A and GroupB. Hold the Control button while clicking to selectmultiple items from a group.NASDAQ Market TiersCRSPSift User GuideWhen the NMSIND option i
All Stock Databases and CRSP/Compustat Merged Databases, for Compustat subscribers, are detected by CRSPSift and will appear in the lists below. When you select a Stock Database, The Select CRSP/ Compustat table below displays Compustat databases compatible with it, if any are installed. Select a database from the list if you wish to include .
May 02, 2018 · D. Program Evaluation ͟The organization has provided a description of the framework for how each program will be evaluated. The framework should include all the elements below: ͟The evaluation methods are cost-effective for the organization ͟Quantitative and qualitative data is being collected (at Basics tier, data collection must have begun)
Silat is a combative art of self-defense and survival rooted from Matay archipelago. It was traced at thé early of Langkasuka Kingdom (2nd century CE) till thé reign of Melaka (Malaysia) Sultanate era (13th century). Silat has now evolved to become part of social culture and tradition with thé appearance of a fine physical and spiritual .
CRSP/Compustat Merged Database. Data are sorted and organized by this field. 1. Item Overview – Itm_names Each Compustat item in the CCM database has a unique mnemonic text name, itm_name, maintained by CRSP. The CRSP item names match the Compustat mnemonic names wherever possible. In some rare instances, CRSP must
On an exceptional basis, Member States may request UNESCO to provide thé candidates with access to thé platform so they can complète thé form by themselves. Thèse requests must be addressed to esd rize unesco. or by 15 A ril 2021 UNESCO will provide thé nomineewith accessto thé platform via their émail address.
̶The leading indicator of employee engagement is based on the quality of the relationship between employee and supervisor Empower your managers! ̶Help them understand the impact on the organization ̶Share important changes, plan options, tasks, and deadlines ̶Provide key messages and talking points ̶Prepare them to answer employee questions
Dr. Sunita Bharatwal** Dr. Pawan Garga*** Abstract Customer satisfaction is derived from thè functionalities and values, a product or Service can provide. The current study aims to segregate thè dimensions of ordine Service quality and gather insights on its impact on web shopping. The trends of purchases have
with Index Databases, and the CRSP/Compustat Merged Database. Note: Subscriptions to a CRSP US Stock or Stock with Index database and the requisite Compustat data files are necessary for users to be eligible to subscribe to the CRSP/ Compustat Merged Database. The CRSPAccess software is made up of a number of tools
1003 1.74 1247 1.40 1479 1.18 1849 .0946 2065 0.847 2537 0.690 3045 0.575 3481 0.503 4437 0.394 5133 0.341 6177 0.283 7569 0.231 Ratio 1/8 1/4 1/3 1/2 3/4 1 1.5 2 3 5 7.5 10 15 20 25 30 40 50 60 Motor HP OUTPUT TORQUE lb in min. max. Ratio Output Speed RPM (60 Hz) 1/8 1/4 1/3 1/2 3/4 1 1.5 2 3 5 7.5 10 15 20 25 30 40 50 60 75 100 Motor HP 6 292 8 219 11 159 13 135 15 117 17 103 21 83.3 25 70 .
