CRSP Notes. CRSP Files. Crsp.dsf – daily stock file (all firms covered). DATE Num 4 YYMMDDN8. YYMMDD8. Date of Observation HEXCD Num 6 Header Exchange Code HSICCD Num 6 Header SIC Code
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-erm(d)port2 – NYSE/AMEX
-erm(d)port3 – NASDQ
-erm(d)port4 – NYSE
-erm(d)port5 - AMEX
Note these already use historical exchange codes.