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Matching Data in Financial Databases: Home

Guide to matching data in major financial databases.

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
 

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

IBES & CRSP

CRSP & Compustat

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 No No No  
OptionMetrics Yes 8 digit No No  
Capital IQ Yes No Yes (reporting feature only) No  
MSCI ESD KLD Stats Yes 8 digit No No  

 

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