crsp-lseg-splice
This skill contains shell command directives (!`command`) that may execute system commands. Review carefully before installing.
What this skill carries — grep references/ for any subject the names below miss:
!d=${CLAUDE_SKILL_DIR}; command -v skill-toc >/dev/null 2>&1 && exec skill-toc "$d"; s=$HOME/.claude/skills/plugin-utils/bin/skill-toc; [ -x "$s" ] && exec "$s" "$d"; echo "(skill-toc unavailable: references and scripts are NOT listed here — install the plugin-utils plugin, or start a new session so its bin/ reaches PATH)"
Contents
- The Problem
- Splice Enforcement
- Symbology Enforcement
- Measured Coverage
- The Pipeline
- Additional Resources
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: