CRSP/Compustat Release Notes July 2012 Monthly Update

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1 CRSP/Compustat Release Notes July 2012 Monthly Update About the July 2012 CRSP/Compustat Merged Database The cut date for these release notes is July 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. Attribute Source Volume Label Size Delivery Media CCM Format Database (new) Compustat Xpressfeed CMZyyyymm 7.77 GB DVD CRSPAccess version 3.1 and higher ts_print ccm_print CRSPSift Version (Windows only) SASEXCCM Engine C Fortran-95 Number of Data Items Yes all currently supported versions. Version 9.3 (Early Adopters) Yes CA3.1 and higher Yes CA3.1 and higher Over 4000 quarterly & annual data items A new SAS Engine that uses newer libraries and has limited support for the CCM data has been released to early adopters in SAS Version 9.3. CRSP is now testing this version of SAS s new engine, SASEXCCM. 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 7.77 GB Calendars 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 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. 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 July 2012 Monthly Update CRSP/Compustat Release Notes 2 new data items Listed in the table below are new data items and new keysets for existing data items that have been added this month. item mnemonic item name keyset keyset_tag description CSTKCVQ Common Stock-Carrying Value 8 PRE Industrial Format, Consolidated Information, Standardized Data Collected from the Latest Annual Filing DD1Q Long Term Debt Due in One Year 5 PFO Industrial Format, Pro Forma Reporting, Standardized Presentation NPQ Notes Payable 5 PFO Industrial Format, Pro Forma Reporting, Standardized Presentation TXDBCAQ_DC Current Deferred Tax Asset Data Code 5 PFO Industrial Format, Pro Forma Reporting, Standardized Presentation TXDBCLQ_DC Current Deferred Tax Liability Data Code 5 PFO Industrial Format, Pro Forma Reporting, Standardized Presentation TXDBQ_DC Deferred Taxes - Balance Sheet Data Code 2100 BSTD Bank Format, Consolidated Information, Standardized Presentation XACCQ_DC Accrued Expenses Data Code 5 PFO Industrial Format, Pro Forma Reporting, Standardized Presentation XLRQ Salaries and Wages 2140 BPFO Bank Format, Pro-Forma Reporting, Standard Presentation XLRY Salaries and Wages 2140 BPFO Bank Format, Pro-Forma Reporting, Standard Presentation XLRY Salaries and Wages 2100 BSTD Bank Format, Consolidated Information, Standardized Presentation XLRY_DC Salaries and Wages Data Code 2100 BSTD Bank Format, Consolidated Information, Standardized Presentation

3 July 2012 link edits ALBERTA ENERGY CO LTD (GVKEY 1238) X NU C NU P LU P C NU C C NU N C LX N X NU C X NR C NR P LC P C NR C C NR N C LX N X NR C BLACK DIAMOND INC (GVKEY ) 3 CRSP/Compustat Release Notes July 2012 Monthly Update X NR C LC P X NR C LC P CHINA NORTH EAST PETRO HLDG (GVKEY ) NR C LC C

4 July 2012 Monthly Update CRSP/Compustat Release Notes NR C LC C NR C LC C NR C CHINA NUTRIFRUIT GROUP LTD (GVKEY ) NR C LC C NR C LC C NR C CHINACAST EDUCATION CORP (GVKEY ) NR P LC P NR C LC C NR C ENTERTAINMENT GAMING ASIA (GVKEY ) X NR C NR P LC P

5 X NR C NR P LC P GLG LIFE TECH CORP (GVKEY ) X NR C NR P LC P C NR N C LX N X NR C NR P LC P NR P C NR N C LX N C NR N CRSP/Compustat Release Notes July 2012 Monthly Update GLOBAL INDEMNITY PLC (GVKEY ) X NR C LC P X NR C LC P HUNTINGTON INGALLS IND INC (GVKEY ) X NR C LC P

6 July 2012 Monthly Update CRSP/Compustat Release Notes X NR C LC P INTERNATIONAL TOWER HILL MIN (GVKEY ) NR P LC P C NR C C NR N C LX N NR P LC P C NR C C NR N C LX N JACKSONVILLE BANCORP INC/MD (GVKEY 31744) X NR C LC P X NR C LC P MATERION CORP (GVKEY 2448) X NR C NR P LC P

7 X NR C NR P LC P OILSANDS QUEST INC (GVKEY ) NR C LC C NR C LC C NR C PACIFIC CAPITAL BANCORP (GVKEY 23553) X NR C NR P LC P CRSP/Compustat Release Notes July 2012 Monthly Update X NR C NR P LC P PIXELPLUS CO LTD -ADR (GVKEY ) X NR C LC P NR P X NR C LC P NR P

8 July 2012 Monthly Update CRSP/Compustat Release Notes 8 PROSHARES ULTRA DJ-UBS CRUDE (GVKEY ) X NR C LS P X NR C LS P RENN GLOBAL ENTREPRENEURS FD (GVKEY ) NR P LC P NR P LC P NR P LC P SEAGATE TECHNOLOGY PLC (GVKEY ) X NR C LC P X NR C LC P SEVCON INC (GVKEY ) X NR C NR P LC P

9 X NR C NR P LC P SPARTAN STORES INC (GVKEY 28762) X NR C LC P X NR C LC P TEMECULA VALLEY BANCORP INC (GVKEY ) NR C LC C NR C CRSP/Compustat Release Notes July 2012 Monthly Update NR C LC C NR C WEGENER CORP (GVKEY 14252) X NR C LC P NR P X NR C LC P NR P

10 July 2012 Monthly Update CRSP/Compustat Release Notes 10 XL GROUP PLC (GVKEY 24318) X NR C LC P NR P LC P NR J NR J X NR C LC P NR P LC P NR J NR J

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