The Center for Research in Security Prices (CRSP) maintains the most comprehensive collection of standard and derived security data available for the NYSE, AMEX and Nasdaq Stock Markets. CRSP is a research center at the University of Chicago Graduate School of Business, and maintains historical data spanning from December 1925 to the present. CRSP’s trademark of unique issue identifiers tracks a continuous history of securities, providing a seamless time-series examination of the issue’s history.
The CRSP US Government Bond File is available in two frequencies: daily and monthly. The daily product contains data for about 3,100 marketable US Government securities traded in the secondary market and during the issued trading period from June 14, 1961 to the present. The monthly product contains data for approximately 5,000 bonds, notes, and bills since 1925. Additional CRSP files contain information on stock summaries (indices), treasury bills, maturity portfolios, fama-bliss discount bonds, Risk Free rates, cap based portfolios, S&P 500, and bonds, bills, and inflation.
Further information can be found on the WRDS website (see links below).
CRSP data is accessible through query pages on the WRDS website, and as sequential datasets and SAS datasets on the WRDS unix server (wrds.wharton.upenn.edu).
The CRSP/COMPUSTAT Merged Database combines COMPUSTAT company financial data with CRSP stock data, facilitating seamless time series examinations. The data is accessible through WRDS under CRSP.
In May of 2013, CRSP began delivering data files via the CRSP Cloud. Downloads can be arranged. For further information, send email to firstname.lastname@example.org.
CRSP Website at University of Chicago
WRDS Introduction (includes how to get an account)
WRDS Website (to request an account or to login)
WRDS Without Account (via Stern wireless, and on public terminals at Stern and Bobst Library)