TS_Print Demo Page
Entities – The security, index, or portfolio for which you wish to extract data.
Data Items – The data you wish to extract for the Entity.
Date – The date range or period of time and the reporting frequency for which you wish to report the Data Items for the Entities.
Report Format – The formatting of your report.
Step 1. Entities: To identify the stock/index/portfolio you are interested in
First, you have to find the issue or index. Click on Find.
Once you have entered the desired company, and search criteria, click on Locate. In this case we are looking
at Microsoft with the default search criteria. Double click on the relevant text line that identifies the issue you
are interested in.
returning to the Entities screen, Select Company Name as your Entity header in
the Header section, and
Then click Add Entity. Text with the specifications for your request file will appear in the box above.
These are the variables that you are interested in for your stock, index, or portfolio. These can be daily or monthly.
They must be associated the chosen entity type, or else no data can be processed.
e.g. For stocks –closing price
For Indices –returns
Note that you can not extract closing price for an index. --The databases do not contain closing prices for indices.
You will need to look at the tables in the back of Chapter 2 of the Utilities Guide if you run into problems here!
But you shouldn’t! – This is just to tell you what to do if you do have a problem.
With Item ID, one variable is chosen at a time and added. With Group ID, data items are already grouped for the
user, and are added as a group.
Use the Find button to select a data item. In this case, we will use daily data, and add itemid prc, which will
extract Prices. We will also extract the calendar date, itemid caldt, since we are looking at a relative date range.
Then use the Add Item button, to add it to the request file. Once you have added an item, it will be visible in the
box at the bottom of the screen. For this example, we have added the items Prices, and Calendar Date.
Step 3: Select the Date Range
You can output daily data to report annually, quarterly, monthly, weekly, or daily by changing the Calendar Name
option. In this example, we will change it from Daily to Quarterly, and change Fixed Date Range to Relative Date Range.
Relative date is used to get data x number of days prior to an event and y number of days after on stocks for an event
date associated with the security. Therefore, you can look at output with different dates for each selected Entity. The
screen below shows Microsoft with an event date of 20010125 and IBM with an event date of 20010301.
Event dates are helpful when looking at specific events in history that have affected stock prices or to compare behavior
of stocks before and after an event such as a split.
Note that the initial date is set on the entities screen when using the relative date option. You you will need to change
from Date Range (default) to Event Date when using a relative date format.
For example, 10 days before and after relative dates for Microsoft and Amazon:
10107 - MICROSOFT
84788 – AMAZON
Prc Caldt Prc Caldt
-10 49.18750 20001215 -10 27.81250 20001116
-9 47.81250 20001218 -9 27.43750 20001117
-8 44.81250 20001219 -8 25.81250 20001120
-7 41.50000 20001220 -7 24.25000 20001121
-6 43.43750 20001221 -6 25.18750 20001122
-5 46.43750 20001222 -5 28.93750 20001124
-4 46.87500 20001226 -4 28.00000 20001127
-3 46.43750 20001227 -3 25.03125 20001128
-2 44.56250 20001228 -2 26.93750 20001129
-1 43.37500 20001229 -1 24.68750 20001130
0 43.37500 20010102 0 24.62500 20001201
1 47.93750 20010103 1 26.56250 20001204
2 48.43750 20010104 2 25.37500 20001205
3 49.12500 20010105 3 23.62500 20001206
4 48.93750 20010108 4 21.37500 20001207
5 51.81250 20010109 5 23.43750 20001208
6 52.87500 20010110 6 25.31250 20001211
7 55.00000 20010111 7 25.87500 20001212
8 53.50000 20010112 8 23.75000 20001213
9 52.56250 20010116 9 22.68750 20001214
10 52.93750 20010117 10 22.87500 20001215
is the format for the open box above to set a Relative Date Range. The -#
represents the number of periods
before, # the number after. For this example, we will change it to –5,4.
Step 4: Report Format
Set the order of X-Y-Z Axes above, Type in Output File Name. Spaces are not supported in the name, and you should
include the full path here. ts_print will not create directories. Choose whether data items exclude output that falls outside
the range of available data for the Entity. Yes = Exclude missing or non-valid data. No = Output for all dates specified.
These options allow you to delimit columns and rows in the output file. This is useful when creating tables in other programs.
Once you have selected your Report Format criteria, you need to Add Options to the request file. You are now ready to
Process or run your request file.
Now click Process File to run the request file you Just built, and then View File to see the output.
Summary of Request File
You Have Built a Request file with the following specifications:
Entities – You have selected Microsoft, PERMNO 10107, as your company with an event date of 20010125, and
Company name as the Entity header.
Data Items – You have selected the Item IDs prc and caldt, which will extract prices, and calendar date respectively.
Date – You have selected a Relative Date of five (5) days before the event date and four (4) days after, or -16,4.
Report Format – X-axis=Item, Y-axis=Date, Z=axis=Entity. NOFILL is set to Yes, and the report is going to be
saved as c:\temp\microsoft_samp.out.
Sources: CRSP TS_Print Demo Presentation, Center for Research in Security Prices, The University of Chicago, Graduate School of Business.