Dataframe: SLTH:crsp_daily_stock -

Dataframe: SLTH:crsp_daily_stock -#

This dataframe contains daily stock data from CRSP, including closing prices and other relevant fields.

DataFrame Glimpse#

Rows: 7467730
Columns: 8
$ permno               <i64> 10026
$ permco               <i64> 7976
$ ticker               <str> 'JJSF'
$ primaryexch          <str> 'Q'
$ date        <datetime[ns]> 2021-10-01 00:00:00
$ dlycap               <f64> 2932065.76
$ dlyopen              <f64> 153.85
$ dlyclose             <f64> 153.64

Dataframe Manifest#

Dataframe Name

Dataframe ID

crsp_daily_stock

Data Sources

WRDS

Data Providers

CRSP

Links to Providers

https://wrds-www.wharton.upenn.edu/

Topic Tags

Type of Data Access

How is data pulled?

src/pull_CRSP_stock.py

Data available up to (min)

N/A (large file)

Data available up to (max)

N/A (large file)

Dataframe Path

/home/tomhi/finmath/finm-32900/p05_lopez-lira_tang_2023/_data/CRSP_stock_daily.parquet

Linked Charts:

  • None

Pipeline Manifest#

Pipeline Name

ChatGPT Price Forecasting

Pipeline ID

SLTH

Lead Pipeline Developer

Tom and Sophie

Contributors

Sophie Lara and Tom Hillenbrand

Git Repo URL

github.com/thomashillenbrand/p05_lopez-lira_tang_2023

Pipeline Web Page

Pipeline Web Page

Date of Last Code Update

2026-03-15 21:42:08

OS Compatibility

Linked Dataframes

SLTH:ravenpack
SLTH:crsp_daily_stock
SLTH:daily_headline_polarity
SLTH:portfolio_returns
SLTH:table1_paper_sample
SLTH:table1_full_sample
SLTH:openai_label_proportions
Contents