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|
| The DATASOURCE Procedure |
| COMPUSTAT Data Files |
COMPUSTAT data files, distributed by Standard & Poor’s Compustat Services, Inc., consist of a collection of financial, statistical, and market information covering several thousand industrial and nonindustrial companies. Data are available in both an IBM 360/370 format and a "Universal Character" format, both of which further subdivide into annual and quarterly formats.
The BY variables are used to select individual companies or a group of companies. Individual companies can be selected by their unique six-digit CUSIP issuer code (CNUM). A number of specific groups of companies can be extracted by the following key fields:
- FILE
specifies the file identification code used to group companies by files.
- ZLIST
specifies the exchange listing code that can be used to group companies by exchange.
- DNUM
is used to extract companies in a specific SIC industry group.
Series names are internally constructed from the data array names documented in the COMPUSTAT manual. Each column of data array is treated as a SAS variable. The names of these variables are generated by concatenating the corresponding column numbers to the array name.
Missing values use four codes. Missing code ’.C’ represents a combined figure where the data item has been combined into another data item, ’.I’ reports an insignificant figure, ’.S’ represents a semi-annual figure in the second and fourth quarters, ’.A’ represents an annual figure in the fourth quarter, and ’.’ indicates that the data item is not available. The missing codes ’.C’ and ’.I’ are not used for Aggregate or Prices, Dividends, and Earnings (PDE) files. The missing codes ’.S’ and ’.A’ are used only on the Industrial Quarterly File and not on the Aggregate Quarterly, Business Information, or PDE files.
FILETYPE=CSAIBM–COMPUSTAT Annual, IBM 360/370 Format
FILETYPE=CSAIY2–Four-Digit Year COMPUSTAT Annual, IBM 360/370 Format
Metadata Field Types |
Metadata Fields |
Metadata Labels |
|---|---|---|
Data Files |
Database is stored in a single file. |
|
INTERVAL= |
YEAR (default) |
|
BY Variables |
DNUM |
Industry Classification Code (numeric) |
CNUM |
CUSIP Issuer Code (character) |
|
CIC |
CUSIP Issue Number and Check Digit (numeric) |
|
FILE |
File Identification Code (numeric) |
|
ZLIST |
Exchange Listing and S&P Index Code (numeric) |
|
CONAME |
Company Name (character) |
|
INAME |
Industry Name (character) |
|
SMBL |
Stock Ticker Symbol (character) |
|
XREL |
S&P Industry Index Relative Code (numeric) |
|
STK |
Stock Ownership Code (numeric) |
|
STATE |
Company Location Identification Code - State (numeric) |
|
COUNTY |
Company Location Identification Code - County (numeric) |
|
FINC |
Incorporation Code - Foreign (numeric) |
|
EIN |
Employer Identification Number (character) |
|
CPSPIN |
S&P Index Primary Marker (character) |
|
CSSPIN |
S&P Index Secondary Identifier (character) |
|
CSSPII |
S&P Index Subset Identifier (character) |
|
SDBT |
S&P Senior Debt Rating - Current (character) |
|
SDBTIM |
Footnote- S&P Senior Debt Rating- Current (character) |
|
SUBDBT |
S&P Subordinated Debt Rating - Current (character) |
|
CPAPER |
S&P Commercial Paper Rating - Current (character) |
|
Sorting Order |
BY DNUM CNUM CIC |
|
Series Variables |
DATA1-DATA350 FYR UCODE SOURCE AFTNT1-AFTNT70 |
|
Default KEEP List |
DROP DATA322-DATA326 DATA338 DATA345-DATA347 DATA350 AFTNT52-AFTNT70; |
|
Missing Codes |
0.0001=. 0.0004=.C 0.0008=.I 0.0002=.S 0.0003=.A |
|
FILETYPE=CS48QIBM–COMPUSTAT 48-Quarter, IBM 360/370 Format
FILETYPE=CSQIY2–FOUR-DIGIT YEAR COMPUSTAT 48-Quarter, IBM 360/370 Format
Metadata Field Types |
Metadata Fields |
Metadata Labels |
|---|---|---|
Data Files |
Database is stored in a single file. |
|
INTERVAL= |
QUARTER (default) |
|
BY Variables |
DNUM |
Industry Classification Code (numeric) |
CNUM |
CUSIP Issuer Code (character) |
|
CIC |
CUSIP Issue Number and Check Digit (numeric) |
|
FILE |
File Identification Code (numeric) |
|
CONAME |
Company Name (character) |
|
INAME |
Industry Name (character) |
|
EIN |
Employer Identification Number (character) |
|
STK |
Stock Ownership Code (numeric) |
|
SMBL |
Stock Ticker Symbol (character) |
|
ZLIST |
Exchange Listing and S&P Index Code (numeric) |
|
XREL |
S&P Industry Index Relative Code (numeric) |
|
FIC |
Incorporation Code - Foreign (numeric) |
|
INCORP |
Incorporation Code - State (numeric) |
|
STATE |
Company Location Identification Code - State (numeric) |
|
COUNTY |
Company Location Identification Code - County (numeric) |
|
CANDX |
Canadian Index Code - Current (character) |
|
Sorting Order |
BY DNUM CNUM CIC; |
|
Series Variables |
DATA1-DATA232 |
Data Array |
QFTNT1-QFTNT60 |
Data Footnotes |
|
FYR |
Fiscal Year-End Month of Data |
|
SPCSCYR |
SPCS Calendar Year |
|
SPCSCQTR |
SPCS Calendar Quarter |
|
UCODE |
Update Code |
|
SOURCE |
Source Document Code |
|
BONDRATE |
S&P Bond Rating |
|
DEBTCL |
S&P Class of Debt |
|
CPRATE |
S&P Commercial Paper Rating |
|
STOCK |
S&P Common Stock Ranking |
|
MIC |
S&P Major Index Code |
|
IIC |
S&P Industry Index Code |
|
REPORTDT |
Report Date of Quarterly Earnings |
|
FORMAT |
Flow of Funds Statement Format Code |
|
DEBTRT |
S&P Subordinated Debt Rating |
|
CANIC |
Canadian Index Code |
|
CS |
Comparability Status |
|
CSA |
Company Status Alert |
|
SENIOR |
S&P Senior Debt Rating |
|
Default KEEP List |
DROP DATA122-DATA232 QFTNT24-QFTNT60; |
|
Missing Codes |
0.0001=. 0.0004=.C 0.0008=.I 0.0002=.S 0.0003=.A |
|
FILETYPE=CSAUC–COMPUSTAT Annual, Universal Character Format
FILETYPE=CSAUCY2–Four-Digit Year COMPUSTAT Annual, Universal Character Format
Metadata Field Types |
Metadata Fields |
Metadata Labels |
|---|---|---|
Data Files |
Database is stored in a single file. |
|
INTERVAL= |
YEAR (default) |
|
BY Variables |
DNUM |
Industry Classification Code (numeric) |
CNUM |
CUSIP Issuer Code (character) |
|
CIC |
CUSIP Issue Number and Check Digit (character) |
|
FILE |
File Identification Code (numeric) |
|
ZLIST |
Exchange Listing and S&P Index Code (numeric) |
|
CONAME |
Company Name (character) |
|
INAME |
Industry Name (character) |
|
SMBL |
Stock Ticker Symbol (character) |
|
XREL |
S&P Industry Index Relative Code (numeric) |
|
STK |
Stock Ownership Code (numeric) |
|
STATE |
Company Location Identification Code - State (numeric) |
|
COUNTY |
Company Location Identification Code - County (numeric) |
|
FINC |
Incorporation Code - Foreign (numeric) |
|
EIN |
Employer Identification Number (character) |
|
CPSPIN |
S&P Index Primary Marker (character) |
|
CSSPIN |
S&P Index Secondary Identifier (character) |
|
CSSPII |
S&P Index Subset Identifier (character) |
|
SDBT |
S&P Senior Debt Rating - Current (character) |
|
SDBTIM |
Footnote- S&P Senior Debt Rating- Current (character) |
|
SUBDBT |
S&P Subordinated Debt Rating - Current (character) |
|
CPAPER |
S&P Commercial Paper Rating - Current (character) |
|
Sorting Order |
BY DNUM CNUM CIC |
|
Series Variables |
DATA1-DATA350 FYR UCODE SOURCE AFTNT1-AFTNT70 |
|
Default KEEP List |
DROP DATA322-DATA326 DATA338 DATA345-DATA347 DATA350 AFTNT52-AFTNT70; |
|
Missing Codes |
-0.001=. -0.004=.C -0.008=.I -0.002=.S -0.003=.A |
|
FILETYPE=CS48QUC–COMPUSTAT 48 Quarter, Universal Character Format
FILETYPE=CSQUCY2–Four-Digit Year COMPUSTAT 48 Quarter, Universal Character Format
Metadata Field Types |
Metadata Fields |
Metadata Labels |
|---|---|---|
Data Files |
Database is stored in a single file. |
|
INTERVAL= |
QUARTER (default) |
|
BY Variables |
DNUM |
Industry Classification Code (numeric) |
CNUM |
CUSIP Issuer Code (character) |
|
CIC |
CUSIP Issue Number and Check Digit (character) |
|
FILE |
File Identification Code (numeric) |
|
CONAME |
Company Name (character) |
|
INAME |
Industry Name (character) |
|
EIN |
Employer Identification Number (character) |
|
STK |
Stock Ownership Code (numeric) |
|
SMBL |
Stock Ticker Symbol (character) |
|
ZLIST |
Exchange Listing and S&P Index Code (numeric) |
|
XREL |
S&P Industry Index Relative Code (numeric) |
|
FIC |
Incorporation Code - Foreign (numeric) |
|
INCORP |
Incorporation Code - State (numeric) |
|
STATE |
Company Location Identification Code - State (numeric) |
|
COUNTY |
Company Location Identification Code - County (numeric) |
|
CANDXC |
Canadian Index Code - Current (numeric) |
|
Sorting Order |
BY DNUM CNUM CIC |
|
Series Variables |
DATA1-DATA232 |
Data Array |
QFTNT1-QFTNT60 |
Data Footnotes |
|
FYR |
Fiscal Year-End Month of Data |
|
SPCSCYR |
SPCS Calendar Year |
|
SPCSCQTR |
SPCS Calendar Quarter |
|
UCODE |
Update Code |
|
SOURCE |
Source Document Code |
|
BONDRATE |
S&P Bond Rating |
|
DEBTCL |
S&P Class of Debt |
|
CPRATE |
S&P Commercial Paper Rating |
|
STOCK |
S&P Common Stock Ranking |
|
MIC |
S&P Major Index Code |
|
IIC |
S&P Industry Index Code |
|
REPORTDT |
Report Date of Quarterly Earnings |
|
FORMAT |
Flow of Funds Statement Format Code |
|
DEBTRT |
S&P Subordinated Debt Rating |
|
CANIC |
Canadian Index Code - Current |
|
CS |
Comparability Status |
|
CSA |
Company Status Alert |
|
SENIOR |
S&P Senior Debt Rating |
|
Default KEEP List |
DROP DATA122-DATA232 QFTNT24-QFTNT60; |
|
Missing Codes |
-0.001=. -0.004=.C -0.008=.I -0.002=.S -0.003=.A |
|
|
|
Copyright © 2008 by SAS Institute Inc., Cary, NC, USA. All rights reserved.