Eventus
Software
View User Guide
EventStream
Eventus Features
Event-Oriented Raw Data Extraction
- Extracts directly from CRSPAccess, SFA binary or character, or SAS data set format.
- Returns, closing prices, volume, bid and ask or high and low prices, market makers, SIC codes, Nasdaq Supplemental File, and more.
- Cash distributions.
- Optional split- and stock dividend-adjustment of prices, volume and cash distributions
- Faster, less disk- and memory-intensive retrieval than PROC DATASOURCE when the user needs data for specific stocks and dates.
- Print raw data or store in any of five file formats (two SAS® formats, three flat file formats available.)
Stock Identification and Calendar-Trading Date Mapping
- Convert between calendar dates and CRSP day or month numbers (Eventus does this transparently, but also allows the user to perform manual conversion if desired.)
- Convert CUSIP identifiers to CRSP PERMNOs "on the fly" during an event study or data-extraction run, or separately to permanently update a user file.
- Eliminate PERMNO and CUSIP guesswork with the Eventus Locator™ Directory, a comprehensive cross-reference guide that you derive from any CRSP stock file using included software.
