rev2023.3.3.43278. Since I don't have SAS, I wrote a python script to create the mapping table between Compustat and IBES via CRSP. ** and constructing an effective date range for each historical CUSIP; proc sort data=CRSP.STOCKNAMES out=CRSP1 (keep=PERMNO NCUSIP comnam namedt nameenddt); min(namedt)as namedt,max(nameenddt) as nameenddt. The best answers are voted up and rise to the top, Not the answer you're looking for? Code. Learn more. Here I document several SAS programs for annual, quarterly and monthly data, inspired by and adapted from several examples from the WRDS. Discrepancies between EPS actuals in IBES and Compustat . sign in It is a m:1 match, right? Dealscan records can be linked to Compustat using the Roberts Dealscan-Compustat Linking Database. 1 GVKEY-PERMNO link table First, we need to create a GVKEY-PERMNO link table. positions are temporary quotes. MathJax reference. The resultant dataset aa contains unique identifiers of Audit Analytics (res_notify_key), Compustat (gvkey), CRSP (permno), and I/B/E/S (ibtic). There was a problem preparing your codespace, please try again. The script can either perform the merge via the CRSP key or via G_security. I'm trying to merge two databases with each other: IBES with COMPUSTAT. Shouldnt we keep the ones with highest scores? Issues. The main problem of linking Compustat with IBES is not the fact that Compustat's cusip is 9 character, whereas IBES is 8-character. Furthermore there is also a IBES ticker but this one is not the same as the ticker from COMPUSTAT. For US stocks, I want to use CRSP-Compustat linked data (linking can be done using CRSP/Compustat Merged Database - Linking Table), and for the exUS stocks, I want to use Datastream-Worldscope linked data (linking can be done using Worldscope Datastream Link). Minimising the environmental effects of my dyson brain. You do not have permission to delete messages in this group, Either email addresses are anonymous for this group or you need the view member email addresses permission to view the original message. If you want a more comprehensive map between GVKEY and IBES Ticker, check out on of the recent research applications on WRDS (P/E Ratio), which demonstrates how to obtain a linking table between GVKEY and IBES Ticker using CRSP-Compustat Merged product as well as WRDS ICLINK product). Example: COMPUSTAT DATA: gvkey datadate yr indfmt consol popsrc datafmt tic cusip GitHub - snauhaus/link_compustat_ibes: A python script to create a 8:00 - 23:00 . Use MathJax to format equations. CUSIP Master File as of January 11, 2020. merge ibes with compustat WRDS has a few research applications intended to demonstrate possible approaches that can, be used in order to merge Compustat GVKEY to IBES ticker.