CRSP/Compustat Release Notes May 2011 Monthly Update

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1 CRSP/Compustat Release Notes May 2011 Monthly Update About the May 2011 CRSP/Compustat Merged Database SASECRSP engine support for Xpressfeed data will be available in a future release by SAS. The cut date for these release notes is May 14, This shipment includes the following version of the CRSP/ Compustat Merged Database: CMZ the CCM format database using Compustat s Xpressfeed delivery. All CRSP/Compustat Merged Database media are shipped on DVDs. Database Characteristics The following table summarizes general characteristics of the CCM database. Parameters CMZ Total Compustat Records Total GVKEY Companies Total GVKEYX Indexes 2198 Total GVKEY/IID Securities Total CRSP Securities Linked Total GVKEYs in Link Total Link Records Total Link Records with a Link to CRSP Database Size 7.3 GB Attribute Source Volume Label CCM Format Database (new) Compustat Xpressfeed CMZyyyymm Calendars Size Delivery Media 7.3 GB DVD CRSPAccess version 3.1 and higher ts_print ccm_print CRSPSift Version (Windows only) SASECRSP Engine C Fortran-95 Number of Data Items Yes all currently supported versions. Coming soon Yes CA3.1 and higher Yes CA3.1 and higher Over 4000 quarterly & annual data items Programmers C-programming is supported with all CRSPAccess versions. New C sample programs are included beginning with the CRSPAccess 3.1 release for use with the Xpressfeed data. The CCM database utilizes the CRSP stock calendars to align properly with CRSP data. Data in the CRSP daily Stock (and Indices) file use daily and annual calendars. Data in the monthly files use monthly, quarterly and annual calendars. Calendar Date Range Date Index Range Daily trading calendar Monthly trading calendar Annual trading calendar Quarterly trading calendar Semi-Annual trading calendar Weekly trading calendar FORTRAN-95 are supported in CRSPAccess releases 3.14 and Information about usage are available in the CRSPAccess Utilities and Program Libraries Release Notes and the Programming Guide, which can be accessed online at:

2 May 2011 Monthly Update CRSP/Compustat Release Notes 2 New Items in CCM The following are new data items added this month. Note that new Compustat data items or new keyset combinations of existing items have been routinely added to the CCM version of the database. New Keyset Combinations for Existing Data Code Item Item Mnemonic Item Name New Keyset, Tag, Description AIRPREV Passenger Revenue 5, PFO, Industrial Format, Pro Forma Reporting, Standardized Presentation AIRPREVQ Passenger Revenue Quarterly 5, PFO, Industrial Format, Pro Forma Reporting, Standardized Presentation AIRPREVQ_DC Passenger Revenue Quarterly- Data Code 5, PFO, Industrial Format, Pro Forma Reporting, Standardized Presentation AIRPREVY Passenger Revenue Year-to-Date 5, PFO, Industrial Format, Pro Forma Reporting, Standardized Presentation AIRPREVY_DC Passenger Revenue Year-to-Date Data Code 5, PFO, Industrial Format, Pro Forma Reporting, Standardized Presentation AIRTFX Fuel Expense 5, PFO, Industrial Format, Pro Forma Reporting, Standardized Presentation AIRTFXQ Fuel Expense Quarterly 5, PFO, Industrial Format, Pro Forma Reporting, Standardized Presentation AIRTFX_DC Fuel Expense Data Code 5, PFO, Industrial Format, Pro Forma Reporting, Standardized Presentation AIRTFXY Fuel Expense Year-to-Date 5, PFO, Industrial Format, Pro Forma Reporting, Standardized Presentation AIRTFXY_DC Fuel Expense Year-to-Date Data Code 5, PFO, Industrial Format, Pro Forma Reporting, Standardized Presentation AQAQ_FN Acquisition/Merger After Tax Quarterly - Footnote 7, SFAS, Industrial Format, Pre-FASB Reporting, Standardized Presentation AQAY_FN Acquisition/Merger After Tax Year-to-Date - Footnote 7, SFAS, Industrial Format, Pre-FASB Reporting, Standardized Presentation AQPQ_FN Acquisition/Merger Pretax Quarterly - Footnote 7, SFAS, Industrial Format, Pre-FASB Reporting, Standardized Presentation AQPY_FN Acquisition/Merger Pretax Year-to-Date - Footnote 7, SFAS, Industrial Format, Pre-FASB Reporting, Standardized Presentation MMASPAGY_FN Ag Sales Price (US$ per oz) - Footnote 1, STD, Industrial Format, Consolidated Information, Standardized Presentation New Bank Keysets 13, BASTD2,Bank Format, Consolidated Information, Average Standardized Presentation, Rank 2 50, BSTD2, Bank Format, Consolidated Information, Standardized Presentation, Rank 2 Items with new Keysets Item Mnemonic Item Name New Keyset, Tag, Description ACCTCHG Adoption of Accounting Changes 13, BASTD2,Bank Format, Consolidated Information, Average Standardized Presentation, Rank 2 ACCTCHGQ Adoption of Accounting Changes Quarterly 13, BASTD2,Bank Format, Consolidated Information, Average Standardized Presentation, Rank 2 FYRA Fiscal Year (Annual calendar) 13, BASTD2,Bank Format, Consolidated Information, Average Standardized Presentation, Rank 2 FYRQ Fiscal Year (Quarterly calendar) 13, BASTD2,Bank Format, Consolidated Information, Average Standardized Presentation, Rank 2 ACCTCHG Adoption of Accounting Changes 50, BSTD2, Bank Format, Consolidated Information, Standardized Presentation, Rank 2 ACCTCHGQ Adoption of Accounting Changes Quarterly 50, BSTD2, Bank Format, Consolidated Information, Standardized Presentation, Rank 2 FYRA Fiscal Year (Annual calendar) 50, BSTD2, Bank Format, Consolidated Information, Standardized Presentation, Rank 2 FYRQ Fiscal Year (Quarterly calendar) 50, BSTD2, Bank Format, Consolidated Information, Standardized Presentation, Rank 2

3 3ccm Link edits ADVANTA CORP -CL B (GVKEY 12108) X NR C LU P LU J LU J LU P X NR C LC P LC J NR J LC J LC P NR P ANACOR PHARMACEUTICALS INC (GVKEY ) CRSP/Compustat Release Notes May 2011 Monthly Update X NR C LC P X NR C LC P ASIA PACIFIC WIRE&CABLE CORP (GVKEY 64523) X NU C LU P NU P X NR C LC P NR P LC P

4 May 2011 Monthly Update CRSP/Compustat Release Notes 4 ATLANTIC COAST FINANCIAL CP (GVKEY ) X NR C LC P X NR C LC P BROOKFIELD RESIDENTIAL PPTYS (GVKEY ) X NR C LC P X NR C LC P LC P C LX P CELSIUS HOLDINGS INC (GVKEY ) X NR C NR P LC P X NR C NR P LC P NR P COHEN & STEERS SL PFD & INC (GVKEY ) LC P

5 LC P CVR PARTNERS LP (GVKEY ) X NR C X NR C LC P FLAGSTAR CORP (GVKEY 13121) X LC C LC P LC P X NR C CRSP/Compustat Release Notes May 2011 Monthly Update X LN C X LC C LC P NR P LC P X NR C FRANKLIN FINANCIAL CORP/VA (GVKEY ) X NR C X NR C LC P

6 May 2011 Monthly Update CRSP/Compustat Release Notes 6 HILAND HOLDINGS GP LP (GVKEY ) X NR C LC P NR P X NR C LC P LA JOLLA PHARMACEUTICAL CO (GVKEY 30281) X NU C LU P X NR C LC P NR P PIZZA INN INC (GVKEY 8622) X NR C NR C LC C LC J NR P NR J X NR C NR C LC C LC N LC P NR P NR J

7 SILVERLINE TECHNOLOGIES LTD (GVKEY ) X NU C X LU C LU P NU P X NR C LC P NR P 7 CRSP/Compustat Release Notes SPDR S&P TRANSPORTATION ETF (GVKEY ) NR P LS P May 2011 Monthly Update SPHERIX INC (GVKEY 2237) X LU C LU P X NR C NR P STAG INDUSTRIAL INC (GVKEY ) X NR C X NR C LC P

8 May 2011 Monthly Update CRSP/Compustat Release Notes 8 SWISHER HYGIENE INC (GVKEY 30672) NR N NR P LC P C NR C C NR N C LX N C NR J NR C C NR C C NR N C NR J SYNGENTA AG (GVKEY ) X NR C LC P LU J X NR C LC P NR J TESORO LOGISTICS LP (GVKEY ) X NR C X NR C LC P

9 TMS INTERNATIONAL CORP-REDH (GVKEY ) X NR C X NR C LC P TONGXIN INTERNATIONAL LTD (GVKEY ) X NR C NR P LC P NR P NR C NR N X NR C NR P LC P NR P LC C LC N NR N 9 CRSP/Compustat Release Notes May 2011 Monthly Update TRANSWORLD LIQUIDATING TRUST (GVKEY 10699) X NR C NR P LC P X NR C LD P LC P

10 May 2011 Monthly Update CRSP/Compustat Release Notes 10 TRANZYME INC (GVKEY ) X NR C X NR C LC P WSB FINANCIAL GROUP INC (GVKEY ) X NR C LC P NR P X NR C LC P NR P ZIPCAR INC (GVKEY ) X NR C X NR C LC P

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