CRSP/Compustat Release Notes March 2011 Monthly Update
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1 CRSP/Compustat Release Notes March 2011 Monthly Update About the March 2011 CRSP/Compustat Merged Database The cut date for these release notes is March 12, This shipment includes the following version of the CRSP/ Compustat Merged Database: CMZ the CCM format database using Compustat s Xpressfeed delivery. The Release Notes and Programmer s Guide can be accessed online at: SASECRSP engine support for Xpressfeed data will be available in a future release by SAS. Parameters All CRSP/Compustat Merged Database media are shipped on DVDs. Database Characteristics The following table summarizes general characteristics of the CCM database. CMZ Total Compustat Records Total GVKEY Companies Total GVKEYX Indexes 2198 Total GVKEY/IID Securities Total CRSP Securities Linked Attribute Source Volume Label Size Delivery Media CCM Format Database (new) Compustat Xpressfeed CMZyyyymm 7.19 GB DVD Total GVKEYs in Link Total Link Records Total Link Records with a Link to CRSP Database Size 7.19 GB 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. FORTRAN-95 programs are now supported in the newly released CRSPAccess Version Please review the CRSPAccess Utilities and Program Libraries Release Notes for changes and usage. 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
2 March 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 Keysets Item Mnemonic Item Name New Keyset, Tag, Description ORFM_FN Fuel Margin (actual $ per gal) Footnote 1, STD, Industrial Format, Consolidated Information, Standardized Presentation SETEPS12_DC Settlement (Litigation/Insurance) Basic EPS Effect 12MM Data Code 1, STD, Industrial Format, Consolidated Information, Standardized Presentation TXBCOFY_DC UAFUDCB UAFUDCB12 UAFUDCBQ UAFUDCBY Exces Benefit of Stock Options Cash Flow Financing Data Code Allowance For Funds Used During Construction Borrowed Funds Portion Allowance For Funds Used During Construction Borrowed Funds Portion 12MM Allowance For Funds Used During Construction Borrowed Funds Portion QTR Allowance For Funds Used During Construction Borrowed Funds Portion YTD 7, SFAS, Industrial Format, Pre-FASB Reporting, Standardized Presentation 5, PFO, Industrial Format, Pro Forma Reporting, Standardized Presentation 5, PFO, Industrial Format, Pro Forma Reporting, Standardized Presentation 5, PFO, Industrial Format, Pro Forma Reporting, Standardized Presentation 5, PFO, Industrial Format, Pro Forma Reporting, Standardized Presentation UNIBMIIQ Net Income Before Minority Interest - Qtr 5, PFO, Industrial Format, Pro Forma Reporting, Standardized Presentation UNIBMIIQ_DC Net Income Before Minority Interest Data Code - Qtr 5, PFO, Industrial Format, Pro Forma Reporting, Standardized Presentation UNIBMIIY Net Income Before Minority Interest - YTD 5, PFO, Industrial Format, Pro Forma Reporting, Standardized Presentation UNIBMIIY_DC Net Income Before Minority Interest Data Code - YTD 5, PFO, Industrial Format, Pro Forma Reporting, Standardized Presentation ccm Link edits ACELRX PHARMACEUTICALS -REDH (GVKEY ) X NR C X NR C LC P ALABAMA AIRCRAFT INDUSTRIES (GVKEY 14638) X NU C LC P X NR C LC P NR P
3 BG MEDICINE INC (GVKEY ) X NU C X NR C LC P CADBURY PLC (GVKEY 2597) X NR C NU P LU P X NR C NR P LC P NR P 3 CRSP/Compustat Release Notes March 2011 Monthly Update CHINA CENTURY DRAGON MEDIA (GVKEY ) X NR C X NR C LC P DIREXION DAILY FINL BEAR 3X (GVKEY ) X NR C NR P LS P
4 March 2011 Monthly Update CRSP/Compustat Release Notes X NR C LS P EMRISE CORP (GVKEY 12621) X NU C LC P NR P LC P X NR C NR P LC P ENDOCYTE INC (GVKEY ) X NR C X NR C LC P ENVIRONMENTAL TECTONICS CORP (GVKEY 4415) X LU C LU C X LN C LC C NR C
5 EPOCRATES INC (GVKEY ) X NU C X NR C LC P FLUIDIGM CORP-REDH (GVKEY ) X NU C X NR C LC P GREAT PANTHER SILVER LTD (GVKEY 30672) NU C C NU C C NU N 5 CRSP/Compustat Release Notes March 2011 Monthly Update NR C LC C C NR C C NR N C LX N GSI GROUP INC (GVKEY 61356) X NR C LC P NR P C LX C C LX N
6 March 2011 Monthly Update CRSP/Compustat Release Notes X NR C LC P NR P LC P C LX C C LX N IMPERIAL HOLDINGS INC (GVKEY ) X NR C X NR C LC P K V PHARMACEUTICAL -CL A (GVKEY 6315) X NR C LC J LC P X NR C NR P LC P LC J LC J LC P KINDER MORGAN INC (GVKEY 6310) X NR C NR P LC P X NR C
7 X NR C NR P LC P LC P X NR C KIPS BAY MEDICAL INC-REDH (GVKEY ) X NR C X NR C LC P NEOPHOTONICS CORP (GVKEY ) X NR C CRSP/Compustat Release Notes March 2011 Monthly Update X NR C LC P NEOPROBE CORP (GVKEY 25924) X NU C LU P NU P X NR C LC P
8 March 2011 Monthly Update CRSP/Compustat Release Notes 8 POINTS INTERNATIONAL LTD (GVKEY ) NR J C NU P NR P LC P C NR C C NR N C LX N PROSHARES ULTRA DJ-UBS CRUDE (GVKEY ) LS P X NR C LS P SUMMIT HOTEL PROPERTIES INC (GVKEY ) X NR C X NR C LC P SWISHER HYGIENE INC (GVKEY 30672) NU N C NU C C NU J
9 NR N NR P LC P C NR C C NR N C LX N C NR J TORNIER NV (GVKEY ) X NR C X NR C LC P U S CONCRETE INC (GVKEY ) CRSP/Compustat Release Notes March 2011 Monthly Update X NR C LC P X NR C LC P LC P WESTERN COPPER CORP (GVKEY ) X NR C C NR P
10 March 2011 Monthly Update CRSP/Compustat Release Notes X NR C LC P C NR C C LX N WESTERN COPPER CORP (GVKEY ) X NR C C NR P X NR C LC P C NR C C LX N ZUOAN FASHION LTD -ADR-REDH (GVKEY ) X NR C X NR C LC P
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