Blog2Blog Maak je eigen Blog2Blog | Gratis je eigen blog c.q weblog op internet
Financial Databases and Research - Identification of equities in Compustat
Financial Databases and Research

Identification of equities in Compustat

Posted in Wharton

In addition to information from annual reports Compustat also offers security/equity information in several part-databases. Compustat North America has two: Security Daily, and Security Monthly. Compustat Global has the database Security Daily.
If you want to identify each individual issue in a download for a company, you need the following combination of variables:
  • GVKEY = 6 digit Company identification code (full description)
  • Issue Type Code (TPCI) = a code that identifies the type of issue/security (full description)
  • IID = this code identifies a specific issue/security from other issues/securities of a company (full description).
The IID has several names/descriptions in the part-databases:
IID -- Issue ID - Dividends = IID name in the North America Security Daily database
IID -- Issue ID - Security Monthly Descriptor = IID name in the North America Security Monthly database
IID -- Issue ID - Daily Price = IID name in the Global Security Daily database

The only variable you do not need to select for your download the the GVKEY. It will automatically be included with any selection of data you download. You will need to specifically select the other two to include them in a download.
Below you see an example download for the company Dollar General Corp for the period 2007 - 2011. Apparently the first issue of ordinary shares was discontinued in August 2007 and the second issue of ordinary shares started in November 2009:

Important: When I am posted this item on the blog the variable "Issue Type Code (tpci)" was missing from downloads from Compustat Global Security Daily using the Wharton portal. I have contacted the support helpdesk about this and I have been told this error will be corrected in the next few days.

Author information: LinkedIn

10:41 AM - 8 July 2011

Last Page
Next Page
This weblog will deal with all kinds of tips and tricks on the use of several financial databases.

User Profile
--- Amadeus
--- Company.Info
--- Datastream
--- GMID
--- General
--- International Statistics
--- LexisNexis
--- SDC Platinum
--- S&P Indexes
--- Wharton
--- Zephyr
Recent Entries
- Announcement: New Blog
- International Human Development Indicators
- Global Reporting Initiative
- WorldScope company coverage update
- World Bank Commodity Prices - update November 2011

External Links:
--- NYSE Euronext
--- Finabase Blog
--- VU Law Blogspot