The SASEXCCM Interface Engine

CCM Data Items

The CRSP/Compustat Merged (CCM) database is organized by company and security according to Compu­stat’s Permanent SPC Identifier, GVKEY, and Compustat’s Permanent Issue Identifier, IID. An identifying relationship exists between IID and GVKEY. Both must be accessed as a pair to properly identify a Compustat security. One GVKEY can have multiple IIDs. The SASEXCCM interface engine provides the GVIIDKEY= option to provide access to Compustat securities through the composite key designated by GVKEY.IID.

CCM data are broken down into items, and items can be further qualified by a set of secondary keys. CRSP calls these known collections of keys and values a keyset, and it assigns a numeric code and mnemonic tag to each unique collection. Each keyset represents different output series. Items are also organized into groups for selection and presentation. A group can include other groups, or a group can include items. Items can belong to more than one group. Sometimes groups are also called members.

For example, the Compustat data item SALE has secondary keys for industry format, data format, population source, and consolidation level. A different value of company sales can be available for any combination of these keys, such as a combination that represents the originally reported sales or the final restated sales from a later filing. The SALE data item is a part of the ANNITEM (Annual Time Series Items, including footnotes and data codes) group.

The CCM database contains data items provided by Compustat in addition to structures and supplementary data items provided by CRSP. All data items include a mnemonic and field name. This section provides a summary of Compustat data items whose mnemonic name differs in the CCM database, and a summary of the supplementary data items provided by CRSP. For more information about the Compustat data items, refer to your Compustat data documentation or see www.compustatresources.com/support/index.html. For more information about the supplementary CRSP data items, refer to your CCM Database Guide.

Table 40.4: Items with Different CRSP and Compustat Names

Compustat mnemonic

CRSP itm_name

Description

Definition

BETA

XPFBETA

Data item

Xpressfeed beta

DVPSXM

XDVPXSM

Data item

Index monthly dividend

PRC

XPFPRC

Data item

Participation rights certificates

PRCCM

XPRCCM

Data item

Index price close monthly

PRCHM

XPRCHM

Data item

Index price high monthly

PRCLM

XPRCLM

Data item

Index price low monthly

PRC_DC

XPFPRC_DC

Data code

Participation rights certificates data code

PRC_FN

XPFPRC_FN

Footnote

Participation rights certificates footnote

RET

XPFRET

Data item

Total real estate property

RET_DC

XPFRET_DC

Data code

Total real estate property data code

RET_FN

XPFRET_FN

Footnote

Total real estate property footnote

YEAR

YEARQ

Data item

Year quarterly


Supplemental CRSP data items are organized as groups. For a list of the supplemental data groups, see the section CCM Data Groups.