The CRSP data files contain market data for public firms that are traded in the USA. These include price data, dividend data including stock splits and related events, trading volume and return data. The also include header information such as firm name and past names, industry classification data, and dates of data availability. The original CRSP Stock File contained month-end prices and returns from the NYSE beginning in December 1925. Monthly AMEX beginning in July, 1962 was added to the file. Nasdaq data begin in December 1972.


The CRSP Data files were developed by the Center for Research in Security Prices (CRSP), Graduate School of Business, University of Chicago. Lawrence Fisher, currently at RU originally developed the Master file for CRSP.  


User Guide manuals can be downloaded from CRSP web site, Accessing RU's CRSP data requires an RCI account from RUCS. For more information and additional programs to run CRSP files, contact Martin O'Reilly at 973-353-1821 or