Compustat – Standard and Poor's
S&P Compustat provides financial information on over 28,000 North American, publicly-held companies from the 1950s to present. The database includes detailed income, balance sheet, flow of funds and supplemental data across 340 annual and 120 quarterly items, with point-in-time snapshots from 1987 to present.
Compustat is accessible via Stata, installed on EUI desktops. Data is hosted locally in MS SQL (structured query language) format. Users should request the Compustat .do configuration file from [email protected]. Full details are at 'How to access data' below. For data on banks, insurance companies, financial institutions and financial markets, EUI members should access S&P Capital IQ Pro.
- 1950s to present
- 1987 to present for point-in-time observations
- Database updated weekly.
- Write to [email protected] to request the Compustat user guide, supporting documentation and sample files.
- Documentation is presented in seven sections:
1. Compustat User Guide
2. Dataset overview
3. Dataset details: (a) Package Description (b) Schema
4. Methodology
5. Working with the data: (a) Time Periods (b) Data Structure (c) Company Data Overview (d) Company Data - add criteria (e) Company Data - mergers and acquisitions (f) Retrieving Company Data (g) Company Data - retrieving specific data items (h) Company Data - formulas and calculations (i) Security Data (j) Index Data (k) Reference Data (l) Currency Data (m) Economic Indicator Data (n) Other Usage
6. Supporting documents
7. Sample queries.
Compustat data is hosted on a local EUI server in MS SQL (structured query language) format. The database is accessible via Stata 18 (2023) installed on EUI desktops.
Compustat via Stata
- Request the Compustat .do configuration file from [email protected]
- Open Stata 18 via 'Programmes'
- Click 'File' (upper left)
- Select 'Do...' from the dropdown menu
- Open the compustat.do file (as received from [email protected])
- The .do file will load in Stata
- To confirm that the connection is functioning; copy this command:
jdbc showdbs
- Press 'Enter'
- The list of Compustat databases will appear
Admin
master
model
msdb
tempdb
XPRESSFEED
XpressfeedLoaderControl
- Enter the required queries in the command line, for example:
jdbc showtables
- Further information about the JDBC (Java DataBase Connectivity) API is in this PDF guide.
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Example - selecting variables
- To view the list of tables type the command:
jdbc showtables
For example; annual company fundamentals:
- co_afnd1 (variables from A to L)
- co_afnd2 ( variables from M to Z)
To display all the variables contained in a Table, use the command:
jdbc describe "co_afnd1"
To identify variables, use the online user support site (registration instructions above), and follow this path:
- Compustat User Guide
- Data Item List
- Download the Excel file 'compustat_item_list_commercial.xlsx'
Examples of variables' loading:
Load annual fundamentals' variables A-L. Use command:
jdbc load, table("co_afnd1")
Load multiple variables - eg: 'gvkey' and 'at' (to be separated by a comma) in the annual fundamentals' set:
jdbc load, exec("SELECT gvkey, at FROM co_afnd1;")
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Example - Largest 100 North American firms, by total assets, in the ICT sector
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Data homepage
Contact: [email protected]
Page last updated on 18 July 2024