Company, Index, and Security Selection

ccm_print supports company and index data. Company data may include data for one or more securities. Compustat data may be selected by using any of several company, security, and index identifiers. These identifiers include Compustat identifiers, such as GVKEY, and CRSP identifiers that operated through the CRSP link.

An identifier is called a keytype. GVKEY is the default keytype used to access Compustat data. All other keytypes are selected by using the /ky option:

/ky KEYTYPE

Supported keytypes for use with Compustat data follow:

GVKEY

Compustat’s permanent identifier for company records only. Securities can be specified by combining GVKEY with IID in the form:

gvkey.iid

For example, 6066.01 represents the GVKEY 6066 for IBM, and its first security, noted by .01.

GVKEYX

Compustat’s permanent identifier for indexes only. Individual company and security data are ignored.

CCMID

Compustat’s permanent identifier, either GVKEY for companies or GVKEYX for indexes. Input is in the gvkey.iid format, where the iid is ignored if the specified identifier represents an index.

PERMNO

CRSP’s historical permno link for security level data. Any GVKEY found with a PERMNO in its link history can be reported. The data reported are for the GVKEY organized by Compustat with no regard to the time period of the PERMNO in the link. Security data will only be reported for IIDs found in the link.

PERMCO

CRSP’s historical permco link for company level data. Any GVKEY found with a PERMCO in its link history can be reported. The data reported are for the GVKEY organized by Compustat with no regard to the time period of the PERMCO in the link.

Ticker

Compustat reported issue-trading ticker, which selects a GVKEY and a specific security of the GVKEY.

SIC

Compustat reported SIC Industry Code. An IID can be specified to get a specific security for a found company. Input is in the form, sic.iid.

CUSIP

Compustat CUSIP will select a GVKEY and a specific security within the GVKEY.

APERMNO

Composite company and security data based on CRSP PERMNO via the link. Provides access to Compustat data in CRSP-Centric mode.

PPERMNO

Composite Compustat company and security data linked to a CRSP PERMNO with data only when the security is marked as primary by Compustat. Provides access to CRSP data in CRSP-Centric mode.

Data items are either company or security-based. Security-based data items require both GVKEY and IID numbers. Keytypes PERMNO, Ticker, and CUSIP do not required IIDs for they are by definition security level identifiers. GVKEYX accesses index data.

CRSP-Centric Mode

Accessing Compustat data through ts_print is CRSP-centric, meaning that the primary access key in this mode is CRSP PERMNO or PERMCO. In CRSP-Centric mode a composite record is built using the CRSP Link reading one or more GVKEYs, creating a seamless one-to-one access with the CRSP database.