US Stock database. CRSP/Compustat merged database. US Treasury database. A collection data of stock market data, fixed income and loan data.
The Center for Research in Security Prices, LLC (CRSP) maintains the most comprehensive collection of security price, return, and volume data for the NYSE, AMEX and NASDAQ stock markets. Additional CRSP files provide stock indices, beta-based and cap-based portfolios, treasury bond and risk-free rates, mutual funds, and real estate data.
Annual update
Databases in this section are updated once each year, in early February. Update schedules should not be confused with end-of-day, end-of-month, or end-of-quarter data such as stock prices.
US Stock Database provides a unique research source characterized by its unmatched breadth, depth, and completeness. It includes CRSP’s unique permanent identifiers allowing for clean and accurate backtesting, time-series and event studies, measurement of performance, accurate benchmarking, and securities analysis.
The CRSP US Stock Database contains end-of-day and month-end prices on all listed NYSE, Amex, and NASDAQ common stocks along with basic market indices, and includes the most comprehensive distribution information available, with the most accurate total return calculations.
Quarterly update
Databases in this section are updated in February, May, August, and November. Update schedules should not be confused with end-of-day, end-of-month, or end-of-quarter data such as stock prices.