|Financial Databases and Research|
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:
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
This weblog will deal with all kinds of tips and tricks on the use of several financial databases.
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