Finding a Time Series of Stock Prices in CRSP

You can search for stock prices in CRSP in WRDS. 

Please note: CRSP stock prices are UNADJUSTED prices. There are no prices in CRSP that have been adjusted for splits.

Choose Database

• Select CRSP

• Under Annual Updates on left select Stock / Security Files, then Monthly Stock File

Step One: Date Range

• Set Beginning Date month and year, e.g. Jan 1925

• Set Ending Date month and year, e.g. Dec 2008

• Data availability: CRSP monthly stock price data cover the period from December 1925 through the present. Daily data begin in July 1962. NYSE data are available throughout the entire period; AMEX data start in 1962, and NASDAQ data begin in 1972. The table summarizes the availability of data by date and exchange:

Step Two: Search

• Set code format to CUSIP

• Click Code lookup under Manually enter company codes; a new window will open

• Type company name, e.g. General Electric, into search box; click Starts with

• Copy and paste the company's CUSIP back into the Company Codes box on the main WRDS search page

• Enter multiple codes by leaving a single space between them

• Leave all other boxes in this step as is

Step Three: Variables

• In Identifying Information check Company Name

• In Time Series Information check Price

• Leave all other boxes in this step as is

Step Four: Output

• Choose Tab-delimited text (*.txt) format

• Leave all other boxes in this step as is

• Click Submit Query 

• Data Request Summary window will open

• Right mouse click on the highlighted file name

• Choose Save Target As option

• Save as a .txt file to your computer

• Open file in Excel