Accessing CRSP data at UNT - Quickstart

UNT maintains a subscription to annual, monthly, and index data from the Center for Research in Security Prices (CRSP). Data is updated annually, usually in late spring or early summer. For documentation of CRSP data resources, see the Data Descriptions Guide available via the CRSP documentation web page.

CRSP data is maintained on sol.acs.unt.edu, Academic Computing Services (ACS) multiuser research UNIX system. To access CRSP data, you must have an account on sol. Students must have a faculty sponsor in order to gain access to sol.

There are three methods available to access CRSP data

Accessing CRSP data via CRSP utilities

Utilities are provided with the CRSP data which allow limited access to the CRSP financial data. Those utilities are documented in the Utilities Guide available via the CRSP documentation web page.

To set up the environment on sol to use the CRSP utilities, type the following command on sol or include it as a line in the .cshrc file in your sol home directory:

source /export/data/CRSP/UNT/crsp.cshrc

Accessing CRSP data via Fortran programs

You may write your own Fortran programs to access CRSP data. Fortran libraries are included with the CRSP data which provide various functions needed to read and manipulate CRSP data. Those libraries are documented in the Programmers Guide available via the CRSP documentation web page.

To set up the environment on sol to use the CRSP Fortran libraries, use the following procedure:

• type the following command on sol or include it as a line in the .cshrc file in your sol home directory:

  source /export/data/CRSP/UNT/crsp.cshrc

• Compile your program using the following command:

  crspfort <program>.for

• run your compiled program:

  ./<program>

Accessing CRSP data via Eventus

A program called Eventus is installed on sol which allows CRSP data access and provides additional capability to do event study estimation using the CRSP data files. The version of Eventus installed on sol is 7.0. Eventus documentation is available via the Eventus web site.

Eventus utilizes the SAS statistical programming language. Eventus can be invoked on sol by using the command,

eventus <program>

where "<program>" represents the name portion of a file. <program>.sas, which contains eventus and SAS statements.

Additional Help

ACS can provide limited consultation on the SAS and Fortran programming languages, but cannot provide assistance on CRSP data content. For detailed information, consult the documentation referred to above.