CRSP (WRDS)

  • Description: Produced by the Center for Research in Security Prices, and accessible on WRDS interface, it provides a comprehensive collection of security, price, returns and volume data for NYSE, AMEX and Nasdaq stock markets.
  • Availability: Full-text. Annual updates are available in February. Monthly and Quarterly updates are available after the 12th trading day of the following month.
  • Coverage: Daily data back to 1962 - and monthly back to 1925 -