Dataframe: P1:ravenpack_crsp_merged - RavenPack × CRSP Merged Dataset

Dataframe: P1:ravenpack_crsp_merged - RavenPack × CRSP Merged Dataset#

Merged dataset created by:

  1. Building a crosswalk from CRSP permno to RavenPack rp_entity_id using CRSP historical NCUSIP and RavenPack ISIN (CUSIP8 = SUBSTRING(isin,3,8)).

  2. Attaching permno to RavenPack via rp_entity_id (left join).

  3. Merging to CRSP daily on (permno, date) using the RavenPack timestamp_utc normalized to date.

DataFrame Glimpse#

Rows: 28809067
Columns: 47
$ timestamp_utc         <datetime[ns]> 2000-01-01 17:52:28
$ rp_story_id                    <str> '52D513EA9040443376A6B1747B0FA8CC'
$ rp_entity_id                   <str> '047E26'
$ entity_type                    <str> 'COMP'
$ entity_name                    <str> 'Sprint Corp.'
$ country_code                   <str> 'US'
$ relevance                      <f64> 92.0
$ event_sentiment_score          <f64> None
$ event_relevance                <f64> None
$ event_similarity_key           <str> None
$ event_similarity_days          <f64> None
$ topic                          <str> None
$ rp_group                       <str> None
$ rp_type                        <str> None
$ sub_type                       <str> None
$ property                       <str> None
$ fact_level                     <str> None
$ category                       <str> None
$ news_type                      <str> 'FULL-ARTICLE'
$ rp_source_id                   <str> 'B5569E'
$ source_name                    <str> 'Dow Jones Newswires'
$ provider_id                    <str> 'DJ'
$ provider_story_id              <str> 'DN20000101000112'
$ headline                       <str> 'Sprint Says No Y2K Rollover Problems Reported >FON'
$ css                            <f64> -0.06
$ year                           <i64> 2000
$ permno                         <i64> 14040
$ date                  <datetime[ns]> 2000-01-01 00:00:00
$ permco                         <i64> None
$ cusip                          <str> None
$ ret                            <f64> None
$ retx                           <f64> None
$ prc                            <f64> None
$ openprc                        <f64> None
$ vol                            <f64> None
$ shrout                         <f64> None
$ cfacshr                        <f64> None
$ cfacpr                         <f64> None
$ dlret                          <f64> None
$ dlretx                         <f64> None
$ dlstcd                         <i64> None
$ adj_shrout                     <f64> None
$ adj_prc                        <f64> None
$ adj_openprc                    <f64> None
$ market_cap                     <f64> None
$ market_cap_adj                 <f64> None
$ rank                           <f64> None

Dataframe Manifest#

Dataframe Name

RavenPack × CRSP Merged Dataset

Dataframe ID

ravenpack_crsp_merged

Data Sources

RavenPack, CRSP

Data Providers

WRDS

Links to Providers

Topic Tags

Type of Data Access

How is data pulled?

Linked RavenPack to CRSP using WRDS-recommended CUSIP/NCUSIP method; merged on permno and date.

Data available up to (min)

N/A (large file)

Data available up to (max)

N/A (large file)

Dataframe Path

/Users/reecevdw/UChicago/FINM 32900/old_project/p17_chen_kelly_xiu_2022/_data/ravenpack_crsp_merged.parquet

Linked Charts:

Pipeline Manifest#

Pipeline Name

p17_chen_kelly_xiu_2022

Pipeline ID

P1

Lead Pipeline Developer

Reece VanDeWeghe

Contributors

Andrew Moukabary

Git Repo URL

reecevdw/p17_chen_kelly_xiu_2022

Pipeline Web Page

Pipeline Web Page

Date of Last Code Update

2026-02-09 21:03:13

OS Compatibility

Linked Dataframes

P1:crsp_daily
P1:ravenpack_djpr
P1:ravenpack_crsp_merged
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