CRSP/COMPUSTAT RElEASE NOTES
CRSP/COMPUSTAT RELEASE NOTESJuly 2017 Quarterly UPDATEABOUT THE July 2017CRSP/COMPUSTAT MERGED DATABASEThe cut date for these release notes is 20170709. Thisshipment includes the following version of the CRSP/Compustat Merged Database: CMZ20170707– the CCM format database usingCompustat’s Xpressfeed delivery.DATABASE CHARACTERISTICSThe following table summarizes general characteristics ofthe CCM database.ATTRIBUTECCM FORMAT DATABASESourceCompustat XpressfeedVolume LabelCMZyyyymmSize10.61 GBDeliveryMOVEit CloudCRSPAccess version3.22 and higher –ts printccm printCRSPSift Version(Windows only)Yes – all currently supported versions.SASEXCCM EngineVersion 9.3 (Early Adopters)CYes – CA3.22 and higherNumber of Data ItemsOver 4000 quarterly & annual data itemsPROGRAMMERSC-programming is supported with all CRSPAccess versions. Csample programs are included for use with the Xpressfeed data.FORTRAN-95 continues to be supported in CRSPAccess.Information about usage are available in the CRSPAccessUtilities and Program Libraries Release Notes and theProgramming Guide, which can be accessed online A SAS Engine that supports the CCM data was releasedto early adopters in SAS Version 9.3. Since their firstmaintenance release of SAS version 9.40, the SASEXCCMengine is in full production. The most current ETS release inthe field, ETS 13.1 is needed to use the engine. Note thatthe original SASECRSP engine is still in the field but doesnot have support for the CCM database.PARAMETERSCMZ QuarterlyTotal Compustat Records47332Total GVKEY Companies45134Total GVKEYX Indexes2198Total GVKEY/IID Securities57741Total CRSP Securities Linked28224Total GVKEYs in Link45092Total Link Records100614Total Link Records with a Link to CRSP 32763Database Size10.61GBCALENDARSThe CCM database utilizes the CRSP stock calendars to alignproperly with CRSP data. Data in the CRSP daily Stock (andIndexes) file use daily and annual calendars. Data in themonthly files use monthly, quarterly and annual calendars.CALENDARDATE RANGEDATE INDEXRANGEDaily trading calendar19251231-20170707 1-24168Monthly trading calendar19251231-20211231 1-1153Annual trading calendar19251231-20181229 1-94Quarterly trading calendar19251231-20181229 1-373Semi-Annual trading calendar 19251231-20181229 1-187Weekly trading calendar19260102-20170707 1-4775
NEW DATA ITEMSListed in the table below are new data items and new keysets for existing data items that have been added this month.ITEM MNEMONIC ITEM NAMEKEYSET KEYSET TAG DESCRIPTIONCDBT DCCash and Due from Banks - Total Data Code2100BSTDBank Format, ConsolidatedInformation, Standardized PresentationEBIT DCEarnings Before Interest and Taxes Data Code1STDIndustrial Format, Consolidated Information,Standardized PresentationTEQStockholders Equity Total Index Fundamental10PDIVIndustrial Format, Pre-Divestiture Reporting,Standardized PresentationTEQQStockholders Equity - Total10PDIVIndustrial Format, Pre-Divestiture Reporting,Standardized PresentationTXNDB DCNet Deferred Tax Asset (Liab) - Total - Data Code2100BSTDBank Format, ConsolidatedInformation, Standardized PresentationJuly 2017 LINK EDITSGVKEY 137722 (TRANSGENOMIC :GVKEY 30100 (NUCENTRIX BROADBAND OMPUSTAT RELEASE NOTES July 2017 Quarterly UPDATEPAGE 2
2NRPGVKEY 170781 (TITAN ENERGY 90005NRPNEW:GVKEY 3785 (DATARAM 063546140901LCPNEW:JUNE 2017 LINK EDITSGVKEY 141720 (ENERGY TRANSFER PARTNERS 003166401LCPCRSP/COMPUSTAT RELEASE NOTES July 2017 Quarterly UPDATEPAGE 3
044278001LCPGVKEY 31059 (ZYMEWORKS W:GVKEY 2990 (CELSION 99999999882083748901LCCNEW:GVKEY 16957 (HARLEYSVILLE FINANCIAL OMPUSTAT RELEASE NOTES July 2017 Quarterly UPDATEPAGE 4
GVKEY 63901 (RESSURE BIOSCIENCES 4840561509701LCP20120405999999990001NRPNEW:GVKWY 187737 (IGNITE RESTAURANT GROUP 3134085408501LCP20170314999999990001NRPNEW:MAY 2017 LINK EDITSGVKEY 107434 (MINCO GOLD CLXN20170128999999990001CNRNNEW:GVKEY 108645 (ULTRA PETROLEUM COMPUSTAT RELEASE NOTES July 2017 Quarterly UPDATEPAGE 5
17801CLXN2017041399999999166824117802LCPGVKEY 142460 (PEABODY ENERGY 99166895592503LCPNEW:GVKEY 163024 (VIRTUS TOTAL RETURN FUND :GVKEY 180303 (WISDOMTREE AUS & NZ DEBT OMPUSTAT RELEASE NOTES July 2017 Quarterly UPDATEPAGE 6
GVKEY 184742 (EMERALD OIL 375370101LCP20160323999999990001NRPNEW:GVKEY 185113 (STANDARD FINANCIAL 25123625354501LCP20130926999999990001NRPNEW:GVKEY 186681 (OLD PSG WIND-DOWN 101201612300001CNRNNEW:CRSP/COMPUSTAT RELEASE NOTES July 2017 Quarterly UPDATEPAGE 7
STEPS TO INSTALL: From the directory containing your downloaded zip file, right click (in Windows) or run File Roller (in Red Hat and Solaris) Set the extract destination to the current higher level directory where data is normally stored and unzip will add the rest ofthe path (default is C:\ in Windows or /home in Red Hat and Solaris) For example, in Windows, extracting to C:\ will install the data under C:\crspdataContact CRSP Client Services for assistance at: support@crsp.chicagobooth.edu or call 312-263-6400, Option 2.SETTING ENVIRONMENT VARIABLESThe zip process will not automatically set enviroment variables for use with command line tools. The following steps will doso.NOTE: CRSPSift does not use and therefore does not require environment variables.LINUX AND SUN SOLARISNOTE: The new zip installs are now saving to directories with lower case letters – for example, /crspdata/diz201308Check the current state of the environment variables by entering this command: env grep crsp If you have admin privileges on your machine, open the .profile file, and make updates to the following lines to updatethe paths for the new data installed:àà CRSP CCM full path name / compustat directory (example: CRSP CCM /crspdata/cmz201309 ) If you are using the bash shell (or any Bourne-style shell), enter the same commands above and export each one. Thiswill make changes for your current session only and does not save to the .profile file. A shell script is available to make changes that can be reused for each update done. Note that this will only makechanges to your current session and does not save to the .profile file.àà Navigate to where the CUPL tools are loaded and then enter: cd accbinàà Start the script by entering: ./crsp setup.shàà The script will prompt for the following:àà File name (will be appended with .kshrc)àà Top level directory (this should be where CUPL tools are located (example: /crsp )àà Scratch directory for error messages – name can be anythingàà Enter path for daily stock directory (example: /crspdata/diz201308)àà Enter path for monthly stock directory (example: /crspdata/miz201308)àà Enter path for index directory (example: /crspdata/ifz201308)àà Enter path for CCM directory – enter to leave blank (example: CRSP CCM /crspdata/cmz201309 )àà Enter path for CST directory – enter to leave blankàà Execute script by running: . ./ file name created above .kshrc (note there is a space between the two dots)WINDOWS:The CRSP Client Environment utility provides users a way to check the location of the software and to set environment variables.The utility can be started by locating it under installed programs CRSPAccess/CRSP Client Environment, or by navigating to the /accbin folder where the CUPL tools are installed and running: Client Environment.exe . After making any changes, be sure tolog off and back into Windows for the settings to be saved.CRSP/COMPUSTAT RELEASE NOTES July 2017 Quarterly UPDATEPAGE 8
CRSP/COMPUSTAT MERGED DATABASE The cut date for these release notes is 20170709. This shipment includes the following version of the CRSP/ Compustat Merged Database: CMZ20170707– the CCM format database using Compustat’s Xpressfeed delivery. DATABASE CHARACTERISTICS The following table summarizes general characteristics of the CCM database.
CRSP/ComPuStat RELEaSE NotES January 2014 Monthly uPDatE aBout thE January 2014 CrSP/CoMPuStat MErGED DataBaSE The cut date for these release notes is January 12, 2014. This shipment includes the following version of the CRSP/ Compustat Merged Database: CMZ20140110 – the CCM format database using Compustat’s Xpressfeed delivery.
CRSP/Compustat Merged Database. Data are sorted and organized by this field. 1. Item Overview – Itm_names Each Compustat item in the CCM database has a unique mnemonic text name, itm_name, maintained by CRSP. The CRSP item names match the Compustat mnemonic names wherever possible. In some rare instances, CRSP must
RETRIEVING DATA FROM CRSP AND COMPUSTAT USING THE WRDS’ S SERVER 4 KELLOGG SCHOOL OF MANAGEMENT Compustat’s unique identifiers: In Compustat, each company has a unique identifier, GVKEY, assigned by Standard & Poor’s. This identifier is the one matched with PERMNO by CRSP to create the Merged CRSP/Compustat database. Many use the
All Stock Databases and CRSP/Compustat Merged Databases, for Compustat subscribers, are detected by CRSPSift and will appear in the lists below. When you select a Stock Database, The Select CRSP/ Compustat table below displays Compustat databases compatible with it, if any are installed. Select a database from the list if you wish to include .
CRSP and Compustat Linking Information The following six data items comprise the primary identifiers used to create and maintain the CRSP link in the CRSP/Compustat Merged Database. GVKEY – Compustat’s Permanent Record Identifier GVKEY, the primary key in Compustat databases, is a permanent numeric identifier unique to all company or aggre-
with Index Databases, and the CRSP/Compustat Merged Database. Note: Subscriptions to a CRSP US Stock or Stock with Index database and the requisite Compustat data files are necessary for users to be eligible to subscribe to the CRSP/ Compustat Merged Database. The CRSPAccess software is made up of a number of tools
1.5 CRSP/Compustat Merged (Annually/Quarterly) The CRSP/Compustat Merged database is a combination of CRSP and Compustat North America in order to establish a unique tracking of listed securities from both databases. In combination with an event study it might be relevant to investi-
three main factors used for determining the premium rates under a life insurance plan are mortality, expense and interest. The premium rates are revised if there are any significant changes in any of these factors. Mortality (deaths in a particular area) When deciding upon the pricing strategy the average rate of mortality is one of the main considerations. In a country like South Africa .
