Compustat North America & S&P Indexes

When you want to look up companies that are part of historical S&P Indexes Compustat North America offers a specific database called "Index Constituents". This database is available as a Quarterly updated database and an Annual updated database. Both databases allow you to get the historical lists of the S&P 500 and S&P 1500 as well as specific indexes combined with industries or sectors.

For the database "Compustat Annual Updates - Index Constituents" the S&P constitutents are determined by Compustat at the end of the calendar year. For the database "Compustat Quarterly Updates - Index Constituents" the constituents are probably determined at the end of each quarter. Changes in the consituent indexes in between quarters sometimes appear to be included as well.

For the S&P 500 and S&P 1500 historical indexes the codes are:

S&P 500 (S&P 500 Comp-Ltd) codes:
GVKEYX: 000003

TIC: I0003

S&P 1500 (S&P 1500 Super Composite) codes:
GVKEYX: 031855

TIC: I0020

If you want to look up other industry indexe codes you can use the Lookup tool to find the correct Ticker codes or GVKEYX codes. When you find the code you need you can select this and add it to the query. Example:

Author information: LinkedIn

11:29 PM - 10 March 2010

Simple functions & Datastream - Addendum

In an earlier post I said that the asterisk is necessary when doing a combined download that includes one or more functions and/or data types. The last few days when I do the same search in Datastream it seems the asterisk is not necessary.

The search example *LOG#(14352P(RI)), *14352P(RI) can be done as follows: LOG#(14352P(RI)), 14352P(RI)

I do not know why the asterisk is no longer necessary but it seems like this is a good thing. If in future, the searches no longer work I will, however, try including an asterisk again to see if this works instead.

A similar search can also be done for a group of equities by selecting the equities in the Navigator and putting the following in the field for the Data type: LOG#(X(RI)), X(RI)

The X here, stand for each separate equity.

Author information: LinkedIn

08:30 PM - 23 February 2010

Datastream and SDC Platinum (M&A)

Today I found out that the SDC Platinum database Mergers & Acquisitions (M&A) has a couple of variables that allow you to search for companies in this SDC database using Datastream codes (Mnemonic in Datastream: DS Code). In addition it is also possible to include the variables in your custom report. Using these codes from the SDC download you can then find more company data in Datastream by uploading these codes as a list in Excel.

The Datastream code variables in the M&A database are:

• Acquirer Datastream Code (Code: A_DS_CODE)
• Target Datastream Code (Code: T_DS_CODE)
• Target or Acquiror Code (Code: B_DS_CODE)

Using the Tool "list wizard" you can upload the datastream code list in Datastream. It is important to remember, that company names in Datastream may have changed and that this database has another name for the same company instead of the original name as reported in the M&A database of SDC Platinum.

When I found out that the M&A database had these search variables I also tried to upload a list of DS codes from Datastream in the M&A database but this did not work as it should. I keep getting zero search results. I have contacted the helpdesk about this and I hope to get an answer from them soon. When I do, I will post this, of course.

Note: To be on the safe side it is always a good idea to download other codes as well in case you need to search in more databases. Company codes that may be relevant are: CUSIP, Sedol and Ticker.

Author information: LinkedIn

02:04 PM - 17 February 2010

The new OECD iLibrary

The Online publications-portal of the Organisation for Economic Co-operation and Development (OECD) is called SourceOECD. The information available there includes statistical databases, books and periodicals. SourceOECD gives access to the full text of nearly all OECD publications (in PDF format) from 1998 to now. The statistical information is available in three ways:

• Using the Statistics tab you do a search in this section
• On the left side (in the dark blue menu) you can sometimes find links to Statistics databases (including OECD.Stats)
• At the bottom of a description of an OECD publication you click the blue button "deliver data" if it is a statistics publication.

In addition, statistics are also available through the separate website OECD.Stats. This website allows you to more easily customize the statistics and then export them.

More recently, the OECD has created a preliminary version of the new interface called OECD ilibrary. This portal is intended to replace the current SourceOECD portal. It incorporates many of the nicer features from the OECD.Stats website and thus makes it more easy to use and more flexible. It also provides more quick links to specific statistics sections and prefabricated tables. All in all I think the preliminary OECD ilibrary website looks to be a definite improvement over the current versions.

12:10 PM - 11 February 2010

Datastream and Historical S&P Indexes

The composition of S&P Indexes changes constantly. Datastream has a few historical lists which can be used to get the composition of such an Index on the last day of a month. These lists con be found under the Data Category "Constituent lists". By changing the name of the mnemonic of a constituent list you can get the composition of a different month. By changing the name of LS&PCOMP1001 to LS&PCOMP0304 you can get the composition of the S&P 500 at the end of March 2004.

Currently available historical lists for S&P indexes are:

• S&P 500 Constituent historical list:
  LS&PCOMP1001 > goes back to October 2001
  LS&PCOMP1209 > goes back to December 2009
  
• S&P 400 constituent historical list:
  LS&PMIDC1209 > goes back to December 2009
  
• S&P 600 constituent historical list:
  LS&P600I1209 > goes back to December 2009
  
• S&P 1500 constituent historical list:
  LS&P15XX1209 > goes back to December 2009

04:12 PM - 10 February 2010