Native Link Access
The native link, accessing data using GVKEY, GVKEY.IID, and GVKEYX is used to access all Compustat data including index data, Canadian records, and off-exchange ranges that cannot be directly linked to the CRSP securities. The native link reads Compustat data as organized and identified by Compustat identifiers and can choose CRSP data associated with those records. Decisions on handling overlaps or soft links are left to the user.
CRSP provides security level link data with a flag, PRIMFLAG, indicating whether or not each link is to Compustat’s identified primary issue. The primary issue flag can be used to restrict the link to one security per company for each range as it was done with the original CRSP link. Primary issue flags are P, Primary as identified by Compustat, or C, Primary assigned by CRSP.
Example: Accessing two separate GVKEYs in Native Mode from the Link table, see that both share a single PERMNO.
GVKEY = 011947
GVKEY = 015495