Copyright	(c) Rob Tumarkin 2025
License	Non-commercial (see LICENSE file)
Maintainer	https://github.com/tumarkin
Stability	experimental
Portability	portable
Safe Haskell	None
Language	Haskell2010

Foghorn.Data.Crsp.Dsf

Description

This module defines the variable set for the CRSP Daily Stock File (DSF), represented as a GADT (DsfV). Each constructor corresponds to a named CRSP variable and is indexed by an EconType (e.g., Float_, Int_, Text_).

Synopsis

data DsfV (i :: EconIndices) (a :: EconType) where
- Ask :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Float_
- Askhi :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Float_
- Bid :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Float_
- Bidlo :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Float_
- Cfacpr :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Float_
- Cfacshr :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Float_
- Cusip :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Text_
- TradingDate :: DsfV ('Panel 'Permno_ 'TradingDate_) 'TradingDate_
- Hexcd :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Int_
- Hsiccd :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Int_
- Issuno :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Int_
- Openprc :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Float_
- Permco :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Int_
- Permno :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Int_
- Prc :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Float_
- Ret :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Float_
- Retx :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Float_
- Shrout :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Float_
- Vol :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Float_

Documentation

data DsfV (i :: EconIndices) (a :: EconType) where #

Generalized algebraic data type (GADT) of CRSP DSF variables.

Constructors

Ask :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Float_	Ask
Askhi :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Float_	Ask or High Price
Bid :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Float_	Bid
Bidlo :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Float_	Bid or Low Price
Cfacpr :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Float_	Cumulative Factor to Adjust Prices
Cfacshr :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Float_	Cumulative Factor to Adjust Shares/Vol
Cusip :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Text_	CUSIP Header
TradingDate :: DsfV ('Panel 'Permno_ 'TradingDate_) 'TradingDate_	Date of Observation
Hexcd :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Int_	Exchange Code Header
Hsiccd :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Int_	Standard Industrial Classification Code Header
Issuno :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Int_	Nasdaq Issue Number
Openprc :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Float_	Open price
Permco :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Int_	PERMCO
Permno :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Int_	PERMNO
Prc :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Float_	Price or Bid/Ask Average
Ret :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Float_	Returns
Retx :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Float_	Returns without Dividends
Shrout :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Float_	Shares Outstanding
Vol :: DsfV ('Panel 'Permno_ 'TradingDate_) 'Float_	Volume

Instances

Instances details

Show (DsfV i a) #
Instance details Defined in Foghorn.Data.Crsp.Dsf Methods showsPrec :: Int -> DsfV i a -> ShowS # show :: DsfV i a -> String # showList :: [DsfV i a] -> ShowS #
Eq (DsfV i a) #
Instance details Defined in Foghorn.Data.Crsp.Dsf Methods (==) :: DsfV i a -> DsfV i a -> Bool # (/=) :: DsfV i a -> DsfV i a -> Bool #
Ord (DsfV i a) #
Instance details Defined in Foghorn.Data.Crsp.Dsf Methods compare :: DsfV i a -> DsfV i a -> Ordering # (<) :: DsfV i a -> DsfV i a -> Bool # (<=) :: DsfV i a -> DsfV i a -> Bool # (>) :: DsfV i a -> DsfV i a -> Bool # (>=) :: DsfV i a -> DsfV i a -> Bool # max :: DsfV i a -> DsfV i a -> DsfV i a # min :: DsfV i a -> DsfV i a -> DsfV i a #