S&P COMPUSTAT
Description
Standard & Poor's Compustat provides the annual and quarterly Income Statement,
Balance Sheet, Statement of Cash Flows,
and supplemental data items on most publicly held companies in North America.
Financial data items are collected from a wide
variety of sources including news wire services, news releases, shareholder
reports, direct company contacts, and quarterly and
annual documents filed with the Securities and Exchange Commission. Compustat
files also contain information on aggregates,
industry segments, banks, market prices, dividends, and earnings. Depending upon
the data set, coverage may extend as far back
as 1950 through the most recent year-end.
UNT’s subscription to Compustat includes the files listed below:
Primary, Supplementary, Tertiary (pstann, pstqtr): Contains the largest
companies on the NYSE and AMEX, including
all companies comprising the S&P Industrial Index, and companies listed on major
exchanges.
Full coverage files (fca, fcq): Includes
companies listed in NASDAQ, regional exchanges, publicly held companies trading
common stock and wholly owned subsidiaries trading preferred stock or debt.
Research files (mannr, mqtr): Contain
companies that have been deleted from the Industrial files [Primary,
Supplementary, Tertiary]
and the Full-Coverage files due to acquisition, merger, bankruptcy, liquidation,
reverse acquisition, leveraged buyout, or because
they became a private company. The “Current” data file covers the most recent 20
years and is updated annually. There are two
additional research data files, one that covers the previous 20 years
(currently, 1961-1980, updated annually, called “Backdata”)
and one that covers 1950 through 1969. The last one is not updated.
Bank files (bna, bnq): Data on about
600-700 banking institutions.
Canadian Files (cdnann, cdnqtr):
Contains more than 900 major Canadian industrial companies that report in
Canadian currency.
Prices, Dividends and Earnings files (pde):
Contain market information and about 120 industry indexes and composites.
Apply for a Sol Account
Compustat data
sets are maintained on sol.acs.unt.edu, Academic Computing Services (ACS)
multiuser
research UNIX system.
To access
Compustat data, you must have an account on
sol. You may
apply for sol
access via the UNT Internet Services
Account Management page
(EUID and
password required). Students must
have a faculty sponsor in order to gain access to
sol.
Currently,
UNT users
can
only access Compustat data using either SAS (Sol
version) or
Research Insight.
Accessing COMPSTAT data
First, you need to log into
Sol using PuTTY:
- From the Windows 'START' menu, RUN "puTTY."
(This opens the puTTY program)
- On the PuTTY Configuration screen, type "sol.acs.unt.edu"
in the 'Host Name' box.
<Note: You can also use 129.120.220.42 as the IP address>
Select "SSH" as Protocol.
Then, open the program. For quick login, store your Host Name setting by
clicking
"Save." Name the saved session. And next time you login in, simply
click on the saved
session name and then load the session.
- After connecting successfully, you will see a
"login:" prompt.
Enter your User-ID (EUID) and password. To log out of
Sol, type either
the
key sequence <Control-D> or the command ~ % exit.
- Sol is a UNIX command based system that you must input specific commands to
move around.
To download a list of UNIX
commands, click
here
(pdf format).
Dr. Philip Baczewski, Associate Director
of Academic Computing, has provided a sample
SAS
program using proc datasource to
read Compustat annual data based on the example
found at
http://ftp.sas.com/techsup/download/base/cs2003help.8.doc This
sample
program
intends to extract the entire Compustat data item set (see the manual for more
information
about specific data item
numbers)
for companies with SIC code of "7370" or
"7371."
This sample SAS program is located in the /export/data/compustat/unt folder on Sol.
For more sample
programs, click here.
To access the sample program:
(1) Copy the sample program from the "unt" directory to your home
directory. The UNIX command for
copying files is cp.
For example, the command "cp /export/data/compustat/unt/ds_fcann.sas
." copies the sample SAS program to your home
directory.
For a list of common used UNIX commands, please refer to the
UNIX documentation.
<NOTE>
ds_fcann.sas is the default program.
In order to extract a specific industry's
data, you need to modify this SAS program.
(See the sample program code below; codes
in bold are additions to the sample
program)
Alternatively, you can use
WinSCP program to transfer files between Sol and your
computer. WinSCP documentation
is
available and can be found here.
(2) To run the sample program, use the "SAS" command. (This may take
several minutes)
(3) After the program is processed, two output files will be written in your
current directory (i.e., your home directory). These files
are called "fcannsub.export" and "ds_fcann.log"
The .export file is the output file and the .log file is the SAS log file. If
programming errorrs occur while SAS processes the sample program, the corresponding error messages will be stored in the
.log file, and the .export file would not be generated. To view the content of the files, use the "less" command.
Compustat Sample Program - To extract the entire Compustat
data item set
for companies with SIC code of "7370" or
"7371."
/*---------------------------------------------------------------*
* access a SAS-supplied SAS catalog dataset which supports *
* reading Compustat ASCII data created after April, 2003 *
*---------------------------------------------------------------*/
libname lib1 "/export/data/compustat/saslib/";
/*---------------------------------------------------------------*
* access the Compustat annual data *
*---------------------------------------------------------------*/
filename data2003 '/export/data/compustat/fcann'
RECFM=F LRECL=13612;
/*--------------------------------------------------------------*
* create OUT=csauy3 data set with ASCII 2003 Industrial Data *
* The "where" statement filters out data for Computing Programming*
* Service Companies (dnum = 7371) and Prepackaged Software *
* Companies (dnum = 7370)
*
*--------------------------------------------------------------*/
proc datasource filetype=csaucy3 c=lib1.datafmt ascii
infile=data2003
interval=year
outselect=on
/* outcont=y3cont */
outkey=y3key
/* outall=y3all */
out=csauy3;
keep _all_;
/* The keep _all_ statement means that we are
keeping all Compustat variables--*/
where dnum in (7370,7371);
/*-- dnum is used to extract companies in a
specific industry group--*/
/* -- If you were to extract a specific
company, use cnum (meaning CUSIP)--*/
run;
proc sort data=y3key out=y3key;
by dnum cnum cic ein;
run;
proc sort data=csauy3 out=csauy3;
by dnum cnum cic file zlist smbl xrel stk;
run;
proc print data=y3key;
title2 'OUTBY= 2003 data set';
run;
proc contents data=csauy3;
title2 'CONTENTS of 2003 data set';
run;
/*-- The Out= data set is huge, so we're just printing part --*/
/*-- of it ---------------------------------------------------*/
options obs=50;
proc print data=csauy3;
title2 'OUT= 2003 Annual DATA SET';
run;
/*-- This step creates a file call "fcannsub.export"
that is readable by SAS --*/
/* -- Creating an export data set on a data step --*/
libname xportout xport 'fcannsub.export';
data xportout.fcann;
set csauy3;
run;
How to transport the fcannsub.export to your local
SAS (after obtaining fcannsub.export from Sol)
-
Winscp "fcannsub.export" from your Sol account to
local hard drive.
-
Write a "reversed" SAS program that retrieves the data
from local SAS:
libname
xportin xport
"H:\COBA RA\fcannsub.export";
data
transport3;
set
xportin.fcann;
run
;
<NOTE>
This short SAS program will read the information in "fcannsub.export"
and store the data in the SAS "WORK" directory. The new file is
called
"WORK.TRANSPORT3"
Partial Output (The partial output has the first 31 observations):
After obtaining the SAS output, use SAS "export wizard" to export the output to
Microsoft Excel.
Additional Compustat Sample
Programs
Compustat Sample Programs List
(These programs intend to extract Compustat data for a portfolio of
cusips)
Current: (1983-2002)
ds_current.sas combines fcann, pstann, and mannr
Current + b1: (1964-2002)
ds_currentb1.sas combines fcann, fcannb1, pstann, pstannb1, mannr, mannrb1
"Way-back" data: (1950-1969)
ds_allb2.sas combines fcannb2, pstannb2, mannrb2
Full Coverage Data (Fca): (To
extract Fca data for a group of cusips)
ds_fcannall.sas Combines fcann, fcannb1, and fcannb2 (1950-2002)
ds_fcann+1.sas Combines fcann, fcannb1 (1964-2002)
ds_fcannc.sas Accesses fcann (1983-2002)
Primary, Supplementary, Tertiary
Sample Programs (Pst): (To extract Pst data for a group of cusips)
ds_pstannall.sas Combines pstann, pstannb1, and pstannb2 (1950-2002)
ds_pstann+b1.sas Combines pstann, pstannb1 (1964-2002)
ds_pstannc.sas Accesses pstann (1983-2002)
Research Files (Mannr): (To extract Mannr
data for a group of cusips)
ds_mannrall.sas Combines mannr, mannrb1, and mannrb2 (1950-2002)
ds_mannrc1.sas Combines mannr, mannrb1(1964-2002)
Proc Datasource Procedures
The DATASOURCE procedure
extracts time series data from many different kinds of data files distributed by
various data
vendors and stores
them in a SAS data set. Once stored in a SAS data set, the time series variables
can be processed by
other SAS procedures.
The DATASOURCE procedure has statements and options to extract only a subset of
time series data from an input data
file. It gives you
control over the frequency of data to be extracted, time series variables to be
selected, cross sections to
be included, and the time range of data
to be output.
UNT's SAS/ETS User's Guide,
click here.
UNT's Proc Datasource Documentation page,
click here.
COMPUSTAT Manuals
COMPUSTAT (North America) User's Guide
Cover Page
Table of Contents
Chapter 1 - Introduction
Chapter 2 - Understanding the COMPUSTAT database
Chapter 3 - Financial Formulas
Chapter 4 - Financial Statements
Chapter 5 - Data Definitions I
Chapter 5 - Data Definitions II
Chapter 5 - Data Definitions III
Chapter 5 - Data Definitions IV
Chapter 6 - Footnotes
Chapter 7 - Combined Data Items
Chapter 8 - Reference I
Chapter 8 - Reference II
Chapter 8 - Reference III
Source: Kellogg Research Computing, Northwestern University.
http://www.kellogg.northwestern.edu/researchcomputing/compustat.htm