How do I get data from Compustat?

How do I get data from Compustat?

1. Navigate to Compustat. Go to Capital IQ under Subscriptions on the home page.
2. Enter the Date Range. Choose either Fiscal Year or Data Date from the drop down.
3. Enter the Companies.
4. Select the Variables.
5. Add Conditional Statement (Optional)
6. Select Query Output.
7. Submit Query.

How do I link my Cusip to Gvkey?

Link any type of identifier (ticker, CUSIP, PERMNO, etc.) to GVKEY and one another. On Home page, select CRSP > CRSP/Compustat Merged > Linking Table.

What is Wrds used for?

Wharton Research Data Services (WRDS) provides the leading business intelligence, data analytics, and research platform to global institutions—enabling historical analysis and insight into the latest innovations in academic research.

How can I download CRSP data?

Download Stock Data in CRSP

1. Connect to CRSP – see WRDS access help.
2. Under Subscriptions, select CRSP.
3. Under Quarterly Update, select Stock/Security Files > Monthly Stock File (or Daily Stock File).
4. Fill out the Web Query Form (see detailed instructions). Step 1: Enter a date range.
5. Press Submit Query.

How do I extract data from Wrds?

Retrieving data from WRDS directly using Python, R, and Stata

1. Create a list of identifiers using your program (i.e. Python)
2. Load the identifiers into the WRDS web interface + make your query.
3. Download the resulting data from WRDS into a file.
4. Load the WRDS data file back into your program.

What is CRSP Permno?

PERMNO. PERMNO is a unique permanent security identification number assigned by CRSP to each security. Unlike the CUSIP, Ticker Symbol, and Company Name, the PERMNO neither changes during an issue’s trading history, nor is it reassigned after an issue ceases trading.

What is IID Compustat?

When collecting data from Compustat, one GVKEY (company) can have multiple IID (issue identifier) , so this SAS document suggests that these two identifiers must be accessed as a pair to properly identify a Compustat security.

How many US firms are in Compustat?

S&P Compustat provides financial information on over 28,000 North American, publicly-held companies from the 1950s to present.