Accessing Bloomberg, Cap IQ & WRDS

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, NASDAQ stock markets, and Arca exchanges. Additionally, CRSP files provide stock indices, beta-based and cap-based portfolios, treasury bond and risk-free rates, mutual funds, and real estate data. 

1. U.S. Common Stocks: They are identified by the share code 10 or 11. 

2. ADRs:  

• They can be identified by the share code equal 31. 
• There are different types of ADRs; some are in words and others are traded over the counter, not in words. 
• Some researchers complement ADRs in CRSP with other sources such as DataStream or Compustat. 

3. ETFs:  

• They can be identified by the share code equal 73. 
• They are traded basically in two exchanges, ARCA and BATS 

4. Closed-End Mutual Funds 

5. REITs (Real Estate Investment Trusts) 

CRSP Coverage by Stock Exchange 

1. AMEX 

2. EDGA 

3. NYSE 

4. NASDAQ 

5. ARCA 

6. BATS