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nurul
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

 

Regards,

Nurul

 

6 REPLIES 6
Reeza
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.

mkeintz
PROC Star

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.

 

 

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

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nurul
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

Reeza
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. 

nurul
Calcite | Level 5

Hi,

 

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

 

Thanks 

Reeza
Super User

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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