topic Re: Coding to get data from WRDS CompustatNorth America in SAS Procedures

Coding to get data from WRDS CompustatNorth America

nurul — Thu, 07 Sep 2017 05:24:21 GMT

Just wondering if anyone has codes to get data from WRDS>Compustat>North America

I would like to get Fundamentals Quarterly, with date range Jan/2010 to Dec/2011,

Screening Variables:

Consolidation Level C

Industry Format INDL FS

Data Format STD

Population Source D

Quarter Type Fiscal View

Currency USD

Company Status Active Inactive

I am looking for variables like Company Name, Current Assets-Total (ACTQ), Non-Current Assets-Total (ANCQ), Assets-Total (ATQ), etc..

I have company codes such as CIK (0000731859, 0001097575, 0000827165, 0001102238, 0001114605, 0000810208, …… ) and Ticker (and also CUSIP) for the companies that I am looking for.

Can I use these codes?

Or I have to get GVKEY to use in SAS code if I want to get the data, if so, any suggestions on how to get GVKEY using CIK or Ticker or CUSIP

Thanks and appreciate your help

Regards,

Nurul

Re: Coding to get data from WRDS CompustatNorth America

Reeza — Thu, 07 Sep 2017 14:55:38 GMT

I thought WRDS had a library of programs that beginners could use?

EDIT: searching WRDS Tutorial on your favourite search engine will bring up the tutorials and the link to available resources.

Re: Coding to get data from WRDS CompustatNorth America

mkeintz — Thu, 07 Sep 2017 14:58:20 GMT

Why would you not use the WRDS web query form for Compustat data, which allows you to specify all the filters you mention? You can also have a local text file of CUSIPs (and a second one of tickers, and third one of CIK's) to drive the company selection in the web query. Just choose the "upload a plain text file" option.

It even produces SAS (or STATA or CSV, or XLSX) files for download.

Re: Coding to get data from WRDS CompustatNorth America

nurul — Fri, 08 Sep 2017 00:06:47 GMT

Thanks for the response. That's how I am collecting the data, but I thought if any one have codes that I could borrow would be useful, as it will save time. Thanks

Re: Coding to get data from WRDS CompustatNorth America

Reeza — Fri, 08 Sep 2017 00:21:07 GMT

The approach is correct, but WRDS/COMPUSTAT has it's own library of macros and SAS programs that you should probably use. They're likely to be tested and set up for WRDS specifically already.

Re: Coding to get data from WRDS CompustatNorth America

nurul — Fri, 08 Sep 2017 00:36:09 GMT

Hi,

Thanks for the response. Do you know exactly where in WRDS the library of macros are located?

Thanks

Re: Coding to get data from WRDS CompustatNorth America

Reeza — Fri, 08 Sep 2017 00:46:51 GMT

I would assume under Support/Sample Programs but you have to be logged in and I don't have an account.

https://wrds-web.wharton.upenn.edu/wrds/support/Data/_003Sample%20Programs/index.cfm