Matching Data in Financial Databases
If trying to match companies in many of the WRDS databases, WRDS has a matching feature. Type in the name, CUSIP, ticker, or various other identifiers of the company and WRDS will find corresponding elements. To convert 6 digit CUSIPs to 8 digit CUSIPs and vice versa, see the Cusip FAQ. The following is a list of common elements in some of the most heavily used financial databases. Use the Linking Suite to link CRSP stocks to corporate bonds in TRACE, options in Optionmetrics, earnings forecasts in IBES, or intraday data in TAQ. Dealscan records can be linked to Compustat using the Roberts Dealscan-Compustat Linking Database. Also see the Stanford guide.
| Database | Ticker (problematic since tickers can be reused) | CUSIP (6 digit is company level; 8 and 9 digit issue level) | GVKEY (Compustat accession number) | PERMNO (CRSP accession number) | Read first |
| SDC - Mergers | Yes | 6 digit | No | No | |
| SDC - Global New Issues | Yes | 6 digit and 9 digit linked to issue | No | No | |
| CRSP Stocks | Yes | CUSIP=Latest 8 digit Cusip; NCUSIP=Historic (original ipo) | No (Use CRSP/Compustat Merged Database) | Yes; Main Identifier | |
| Compustat Industrial | Yes (SMBL) | CUSIP = latest 9 Digit Cusip | Yes; Main Identifier | No (Use CRSP/Compustat Merged Database) | CRSP & Compustat |
| Execucomp | Yes | 8 digit | Yes; Main Identifier | No (Use CRSP/Compustat Merged Database) | |
| CRSP/Compustat Merged Database | Yes | CUSIP = latest 9 Digit Cusip | Yes | Yes (NPERMNO) | |
| I/B/E/S | Yes | 8 digit CUSIP | No | No | IBES & CRSP |
| NYSE TAQ | Yes | No | No | No | |
| Datastream | Modified Ticker; U: for NYSE and AMEX; @ for Nasdaq; Dead stocks 6 digit codes; ISIN | No but can use ISIN or put U before the 8 digit CUSIP | No | No | |
| OptionMetrics | Yes | 8 digit | No | No | |
| Capital IQ | Yes | No | Yes (reporting feature only) | No | |
| MSCI ESG KLD Stats | Yes | 8 digit | No | No |
CUSIP Master File
CUSIP Master File as of January 11, 2020.
CUSIP Daily file names:
ACMD[MM-dd]R.PIP : Issuer file
ACMD[MM-dd]E.PIP : Issue File
MM-dd= 2 digit Month-2 digit day
CUSIP Master file names:
Issuer file: ALLCMMASTER_ISSUER.PIP.zip
Issue file: ALLCMMASTER_ISSUE.PIP.gz
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