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.Msf

Description

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

Synopsis

data MsfV (i :: EconIndices) (a :: EconType) where
- Altprc :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_
- Altprcdt :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_
- Ask :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_
- Askhi :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_
- Bid :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_
- Bidlo :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_
- Cfacpr :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_
- Cfacshr :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_
- Cusip :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Text_
- TradingMonthEnd :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'TradingMonthEnd_
- Hexcd :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Int_
- Hsiccd :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Int_
- Issuno :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Int_
- Permco :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Int_
- Permno :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Int_
- Prc :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_
- Ret :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_
- Retx :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_
- Shrout :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_
- Spread :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_
- Vol :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_

Documentation

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

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

Constructors

Altprc :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_	Price Alternate
Altprcdt :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_	Alternate Price Date
Ask :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_	Ask
Askhi :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_	Ask or High Price
Bid :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_	Bid
Bidlo :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_	Bid or Low Price
Cfacpr :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_	Cumulative Factor to Adjust Prices
Cfacshr :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_	Cumulative Factor to Adjust Shares/Vol
Cusip :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Text_	CUSIP Header
TradingMonthEnd :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'TradingMonthEnd_	Date of Observation (DATE variable in CRSP)
Hexcd :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Int_	Exchange Code Header (1: NYSE, 2: NYSE MKT, 3: NASDAQ, 4: Arca, 5: Bats)
Hsiccd :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Int_	Standard Industrial Classification Code Header
Issuno :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Int_	Nasdaq Issue Number
Permco :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Int_	PERMCO
Permno :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Int_	PERMNO
Prc :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_	Price or Bid/Ask Average
Ret :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_	Returns
Retx :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_	Returns without Dividends
Shrout :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_	Shares Outstanding (in thousands)
Spread :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_	Spread Between Bid and Ask
Vol :: MsfV ('Panel 'Permno_ 'TradingMonthEnd_) 'Float_	Volume

Instances

Instances details

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