Dataframe: P01:crsp_monthly_stock - CRSP Monthly Stock Data#
Monthly stock-level data from CRSP including prices, returns, shares outstanding, and market capitalization. Contains 4.4M records covering 31,654 unique stocks from 1929-2024.
DataFrame Glimpse#
Rows: 3545636
Columns: 25
$ permno <i64> 10006
$ permco <i64> 22156
$ date <datetime[ns]> 1929-12-31 00:00:00
$ ret <f64> -0.076779
$ retx <f64> -0.093023
$ shrout <i64> 600000
$ prc <f64> 78.0
$ vol <f64> 22600.0
$ cfacshr <f64> 7.26
$ cfacpr <f64> 7.26
$ primaryexch <str> 'N'
$ siccd <i64> 3740
$ naics <str> '0'
$ issuertype <str> 'ACOR'
$ securitytype <str> 'EQTY'
$ securitysubtype <str> 'COM'
$ sharetype <str> 'NS'
$ usincflg <str> 'Y'
$ tradingstatusflg <str> 'A'
$ conditionaltype <str> 'RW'
$ altprc <f64> 78.0
$ adj_shrout <f64> 4356000.0
$ adj_prc <f64> 10.743801652892563
$ market_cap <f64> 46800000.0
$ jdate <datetime[ns]> 1929-12-31 00:00:00
Dataframe Manifest#
Dataframe Name |
CRSP Monthly Stock Data |
|---|---|
Dataframe ID |
|
Data Sources |
CRSP |
Data Providers |
WRDS |
Links to Providers |
|
Topic Tags |
Stock Returns, Market Data, Crsp |
Type of Data Access |
S,u,b,s,c,r,i,p,t,i,o,n, ,(,W,R,D,S,) |
How is data pulled? |
WRDS Python API |
Data available up to (min) |
N/A (large file) |
Data available up to (max) |
N/A (large file) |
Dataframe Path |
C:\Users\Zara\Documents\GitHub\FINM-Winter\full-stack-quant\p01_kelly_pruitt_2013_data\CRSP_monthly_stock.parquet |
Download Data as Parquet |
|
Download Data as Excel |
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Linked Charts |
None |
Pipeline Manifest#
Pipeline Name |
Market Expectations in the Cross-Section of Present Values |
|---|---|
Pipeline ID |
|
Lead Pipeline Developer |
Zara and Dylan |
Contributors |
Zara, Dylan |
Git Repo URL |
|
Pipeline Web Page |
|
Date of Last Code Update |
2026-03-05 23:55:41 |
OS Compatibility |
|
Linked Dataframes |
P01:crsp_monthly_stock |