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