Matching Data in Financial Databases

If trying to match elements in CRSP, Compustat, IBES, or TAQ, WRDS has a matching feature. Type in the name, CUSIP, or ticker of the company and WRDS will find corresponding elements. Once in WRDS, click on Tools. To convert 6 digit CUSIPs to 8 digit CUSIPs and vice versa, see the Cusiper Guide. The following is a list of common elements in some of the most heavily used financial databases.

Database

Ticker (problemetic 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)

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)

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

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

KLD

Yes

8 digit

No

No

 

Last modified 2/10/2009 Bobray Bordelon