crsp-lseg-splice

Installation
SKILL.md

Contents

The Problem

CRSP ships annually. The CIZ daily file stops at the last December close and does not error when you query past it — it returns a short panel. LSEG is current to T-1 but is keyed on RIC, not PERMNO, so the join runs through CUSIP.

Verified 2026-07-28 on WRDS PostgreSQL:

Installs
1
GitHub Stars
21
First Seen
3 days ago
crsp-lseg-splice — edwinhu/workflows