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Calcite | Level 5

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





Super User

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.

Jade | Level 19

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.



The hash OUTPUT method will overwrite a SAS data set, but not append. That can be costly. Consider voting for Add a HASH object method which would append a hash object to an existing SAS data set

Would enabling PROC SORT to simultaneously output multiple datasets be useful? Then vote for
Allow PROC SORT to output multiple datasets

Calcite | Level 5

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

Super User

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. 

Calcite | Level 5



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



Super User

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





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