How to Access CRSP without Fortran

These commands are also documented in the CRSP-supplied documentation.  See page 97 of the Stock Guide for complete documentation.

CRSP has installed several programs that will allow you to access the database without writing your own fortran programs.  Below are examples for the Unix system.   Text in courier font is either stuff you type, or output from Unix.

First, you need to setup your environment for CRSP.  This puts the appropriate paths and aliases in your environment.  Type this command before trying to do anything with the CRSP database.

setup crsp

There are 5 pre-compiled programs that you can use to extract data from the CRSP files:

• ts_print time series report writer
  • requires an input file that identifies the data items in it
  • outputs time series data to a file in column format.
• stk_print stock database report writer   (dstkprint, mstkprint and stk_print)
  • use this to browse the CRSP dataset or print stock information
  • uses a command line rather than an input file
• dsxport and msxport portfolio programs
• dstksearch and mstksearch namelist search utilities
• dindsearch and mindsearch index header search utilities

Below are examples of how to extract data you might be interested in.