02-08-2018 12:31 PM
Hey, I know this isn't a programming question and etc., but WRDS support uses so long time to answer me so I post it here as well.
I've a problem regarding WRDS data with regards of the exchange codes.
To make it short;
I've a CRSP file and a Compustat file.
Say that one permno/stock has an EXCHCD of 3(CRSP FILE) and HEXCD of 2 (In the CRSP file), which is different from each others - which one of those two should I use? I only want AMEX stocks so that I can merge it later with the Compustat file (Which for that permno has exchange code of 2).
2 = AMEX
3 = NASDAQ