公司金融研究数据库中的identifier
date
Feb 24, 2023
slug
identifier
status
Published
tags
Academic
summary
type
Post
ID
9
Downloading identifiers from a database
Database | Tickers | CUSIPs | ISINs | SEDOLs | DS Code | Others | Comments |
Bloomberg | Yes | Yes | Yes | Yes | No | BB Ticker | |
Compustat Industrial (WRDS) | Yes | Yes | No | No | No | CIK, GCKEY | |
CRPS(WRDS) | Yes | Yes | No | No | No | PERMCO,PERMNO | |
Datastream (Static Queries) | Yes* | Yes | Yes | Yes | Yes | IBES ticker Tomson ticker | *Modified Ticker; U: for NYSE and AMEX; @ for Nasdaq |
Execucomp(WRDS) | Yes | Yes | No | No | No | GVKEY | |
I/B/E/S (WRDS) | Yes | Yes(8 digit) | No | No | No | IBES ticker | |
ORBIS | Yes | No | Yes | No | BvD ID;D & B Duns(US & Canada only) | No more SEDOLs as of Oct. 2015 | |
SDC Global New Issues | Yes | Yes | Yes | Yes | No | ||
SDCM&A | Yes | Yes | No | Yes | Yes | ||
S&P Capital IQ | Yes | No | No | No | No | CIK, GVKEY | |
Thomson One(web + Excel add-in) | Yes | Yes | Yes | Yes | Yes | IBES ticker, CIK (web), DS Mnemonic |
Uploading lists of identifiers in a database
Database | Tickers | CUSIPs | ISINs | SEDOLs | DS Code | Others | Comments |
Bloomberg | Yes | Yes | Yes | Yes | No | Bloomberg unique identifier (BBGID) | |
Compustat Industrial (WRDS) | Yes | Yes | No | No | No | GCKEY | |
CRPS(WRDS) | Yes | Yes | No | No | No | PERMCO,PERMNO | |
Datastream (Static Queries) | Yes | Yes | Yes | Yes* | Yes | *For SEDOLs starting with letters, add UK in front ie: for B020QX2 us UKB020QX2 | |
Execucomp(WRDS) | Yes | Yes | No | No | No | GVKEY | |
I/B/E/S (WRDS) | Yes | Yes(8 digit) | No | No | No | IBES ticker | |
ORBIS | Yes | No | Yes | No | D&B(US & Canada firms only)BvD ID | No more SEDOLs as of Oct. 2015 | |
SDC Global New Issues | Yes | No | Yes | Yes | No | ||
SDCM&A | Yes | No | No | Yes | Yes | ||
S&P Capital IQ | Yes | No | Yes* | No | No | S&P Capital IQ ID | *Inconsistent, ISIN were uploaded using a different ID type |
Thomson One(web + Excel addin) | Yes | Yes | Yes | Yes | Yes | Many! | *tested add-in only |
Caution: Tickers are not always reliable as they can be reused. ISINs can identify a security but not the exchange on which it trades.Some databases may have missing identifiers.
Also Read
CIK to CUSIP
Mapping shared by Dr Ekaterina Volkova
GVKEY to PERMNO/PERMCO
CRSP/Compustat Merged Database- Linking Table
Home==>Get Data ==>CRSP ==>Annual Update ==>CRSP/Compustat Merged ==>Compustat CRSP Link
Link Type Classifications
Primary Link Types
We often refer to the links with link types—which account for 41% of the links in CCM—of "LC", "LU" or "LS" as primary.
- LC: Link research complete (after extensive research by CRSP). Standard connection between databases.
- LU: Link is unresearched by CRSP. It is established by comparing the Compustat and historical CRSP CUSIPs. LU represents the most popular link type.
- LS: Link valid for this security only. Other CRSP PERMNOs with the same PERMCO will link to other GVKEYs. LS links mainly relate to ETFs where a single CRSP PERMCO links to multiple Compustat GVKEYs. In Compustat, even though they may belong to the same investment company (e.g. ISHARES), ETFs are presented with different GVKEYs and CRSP flags this situation.
Secondary Link Types
Secondary link types currently account for 2% of the links. Secondary links bring in unnecessary duplicates or matches that are not completely verified. Instead, using primary link types is highly recommended.
Secondary link types are classified as follows:
- LX: Link to a security that trades on foreign exchange not included in CRSP data. For instance, a Canadian firm with GVKEY 001186 and CUSIP 008474108may trade on both the New York (NYSE) and Toronto (TSX) stock exchanges. Compustat contains price data for company CUSIP 008474108 with NYSE IID 01 and TSX IID 01C, while CRSP only collects information of CUSIP 008474108 that trades on the NYSE. The linking table will reflect both matches, with the one trading on the NYSE as LINKPRIM=P and LINKTYPE=LC, and the other trading on TSX as LINKPRIM=N and LINKTYPE=LX.
- LD: Duplicate link to a security. Two GVKEYs map to a single PERMNO (PERMCO) during the same period, and this link should not be used. Almost all of these cases happened before 1990.
- LN: Primary link exists but Compustat does not have prices. Prices are used to check the accuracy of the link. For linktype LN there is no price information available even on a quarterly or annual basis. The user will have to decide whether or not to include these links.