Identifier Types

WRDSMerger.AbstractIdentifier
WRDSMerger.CIK
WRDSMerger.Cusip
WRDSMerger.Cusip6
WRDSMerger.FirmIdentifier
WRDSMerger.GVKey
WRDSMerger.IbesTicker
WRDSMerger.NCusip
WRDSMerger.NCusip6
WRDSMerger.Permco
WRDSMerger.Permno
WRDSMerger.RPEntity
WRDSMerger.SecID
WRDSMerger.SecurityIdentifier
WRDSMerger.Ticker

WRDSMerger.AbstractIdentifier — Type

Supertype for all Firm Identifiers

Firm Identifiers

WRDSMerger.FirmIdentifier — Type

A FirmIdentifier specifies a specific firm over a given date range and is opposed to a SecurityIdentifier. In a standard database, a single FirmIdentifier can have multiple SecurityIdentifiers but a SecurityIdentifier should only have one FirmIdentifier.

Examples include GVKey, Permco and Cusip6.

source

WRDSMerger.GVKey — Type

GVKey <: FirmIdentifier

GVKey(s::Union{<:Real, <:AbstractString})::GVKey

GVKey(x::AbstractIdentifier, d::Date)::String

GVKey is the primary identifier in the Compustat universe It only contains numeric values, though is often represented as a string with 6 digits, therefore, it is stored as a String.

Example

julia> GVKey(2968) # GVKey for Chase
GVKey("002968")

julia> GVKey("002968")
GVKey("002968")

julia> GVKey(Permno(47896), Date(2020))
"002968"

source

WRDSMerger.CIK — Type

CIK <: FirmIdentifier

CIK(s::Union{<:Real, <:AbstractString})::CIK

CIK(x::AbstractIdentifier, d::Date)::String

CIK is a common identifier outside of WRDS It only contains numeric values, though is often represented as a string with 10 digits, therefore, it is stored as a String.

Example

julia> CIK(19617) # CIK for Chase
CIK("0000019617")

julia> CIK("0000019617")
CIK("0000019617")

julia> CIK(GVKey(2968), Date(2020))
"0000019617"

julia> CIK(GVKey(2968)) # Date for GVKey <-> CIK is unnecessary
"0000019617"

source

WRDSMerger.Permco — Type

Permco <: FirmIdentifier

Permco(x::Real)::Permco

Permco(x::AbstractIdentifier, d::Date)::Int

Permco is the primary firm identifier in the CRSP universe.

Example

julia> Permco(20436) # Permco for Chase
Permco(20436)

julia> Permco(NCusip6("46625H"), Date(2020))
20436

source

WRDSMerger.Cusip6 — Type

Cusip6 <: FirmIdentifier

Cusip6(s::AbstractString)::Cusip6

Cusip6(x::Cusip)::Cusip6

Cusip6(x::AbstractIdentifier, d::Date)::String

Cusip6 is the firm identifier component of Cusip. It can contain numbers or letters (with a maximum length of 6 characters).

Note

Cusip6 is different than NCusip6. The standard in CRSP (and some other WRDS datasets) is that Cusip6 represents the most recently available NCusip6 for a given firm, while NCusip6 will provide a historical view of that firm.

Example

julia> Cusip6("46625H") # Cusip6 for Chase
Cusip6("46625H")

julia> Cusip6(Cusip("46625H10")) # Cusip6 is the first 6 digits of a Cusip
Cusip6("46625H")

julia> Cusip6(Permno(47896), Date(2020))
"46625H"

Related to the note on the difference between Cusip6 and NCusip6:

julia> Cusip6(Permno(47896), Date(2020))
"46625H"

julia> NCusip6(Permno(47896), Date(2020))
"46625H"

julia> Cusip6(Permno(47896), Date(1998))
"46625H"

julia> NCusip6(Permno(47896), Date(1998))
"16161A"

source

WRDSMerger.NCusip6 — Type

NCusip6 <: FirmIdentifier

NCusip6(s::AbstractString)::NCusip6

NCusip6(x::NCusip)::NCusip6

NCusip6(x::AbstractIdentifier, d::Date)::String

NCusip6 is the firm identifier component of NCusip. It can contain numbers or letters (with a maximum length of 6 characters).

Note

NCusip6 is different than Cusip6. The standard in CRSP (and some other WRDS datasets) is that Cusip6 represents the most recently available NCusip6 for a given firm, while NCusip6 will provide a historical view of that firm.

Example

julia> NCusip6("46625H") # NCusip6 for Chase
NCusip6("46625H")

julia> NCusip6(NCusip("46625H10")) # NCusip6 is the first 6 digits of a Cusip
NCusip6("46625H")

julia> NCusip6(Permno(47896), Date(2020))
"46625H"

Related to the note on the difference between Cusip6 and NCusip6:

julia> Cusip6(Permno(47896), Date(2020))
"46625H"

julia> NCusip6(Permno(47896), Date(2020))
"46625H"

julia> Cusip6(Permno(47896), Date(1998))
"46625H"

julia> NCusip6(Permno(47896), Date(1998))
"16161A"

source

WRDSMerger.RPEntity — Type

RPEntity <: FirmIdentifier

RPEntity(x::String)::RPEntity

RPEntity(x::AbstractIdentifier, d::Date)::String

RPEntity is used within RavenPack to identify different entities.

Example

julia> RPEntity("619882") # RPEntity for Chase
RPEntity("619882")

julia> RPEntity(NCusip6("46625H"), Date(2020))
"619882"

julia> NCusip6(RPEntity("619882"), Date(2020))
"46625H"

Note

The RavenPack links are especially messy, for example, there are two links for RPEntity -> NCusip6 from 2001-01-01 - 2001-05-31, and there is not easy way to distinguish these. This package simply returns the first value in such cases

julia> RPEntity(NCusip6("46625H"), Date(2001, 3))
"619882"

julia> RPEntity(NCusip6("616880"), Date(2001, 3))
"619882"

julia> NCusip6(RPEntity("619882"), Date(2001, 3))
"46625H"

source

Security Identifiers

WRDSMerger.SecurityIdentifier — Type

A SecurityIdentifier specifies a specific firm over a given date range and is opposed to a FirmIdentifier. In a standard database, a single FirmIdentifier can have multiple SecurityIdentifiers but a SecurityIdentifier should only have one FirmIdentifier.

Examples include Permno, Cusip and Ticker.

source

WRDSMerger.Permno — Type

Permno <: SecurityIdentifier

Permno(x::Real)::Permno

Permno(x::AbstractIdentifier, d::Date)::Int

Permno is the primary security identifier in the CRSP universe, it is also one of the most common methods of linking between databases since it is easy to find links to Cusip and Compustat (GVKey), and Cusip.

Example

julia> Permno(47896) # Permno for Chase
Permno(47896)

julia> Permno(NCusip6("46625H"), Date(2020))
47896

source

WRDSMerger.Cusip — Type

Cusip <: SecurityIdentifier

Cusip(s::AbstractString)::Cusip

Cusip(issuer::AbstractString, issue::AbstractString, checksum=nothing)::Cusip

Cusip(x::AbstractIdentifier, d::Date)::String

Cusip is a common identifier within and outside of WRDS WRDS tracks older Cusips as NCusip all Cusips are made up of 3 parts, issuer (first 6 characters), issue (next 2 characters), and a checksum most databases in WRDS only use the 8 characters. If 9 digits are passed or the checksum is explicitly passed, the checksum is validated and a warning is given if it is an invalid checksum.

Note

Cusip is different than NCusip. The standard in CRSP (and some other WRDS datasets) is that Cusip represents the most recently available NCusip for a given firm, while NCusip will provide a historical view of that firm.

Note

Cusip only stores 8 characters (not the checksum digit) and, by default, only returns those 8 characters. This means that if using a join function on a set of Cusips with 9 characters and the default output, there will be no matches. It is easiest to shorten the 9 digit Cusips to 8 digits before joining.

Example

julia> Cusip("46625H10") # Cusip for Chase
Cusip("46625H10")

julia> Cusip("46625H", "10") # can also provide the parts separately
Cusip("46625H10")

julia> Cusip(Permno(47896), Date(2020))
"46625H10"

Related to the note on the difference between Cusip and NCusip:

julia> Cusip(Permno(47896), Date(2020))
"46625H10"

julia> NCusip(Permno(47896), Date(2020))
"46625H10"

julia> Cusip(Permno(47896), Date(1998))
"46625H10"

julia> NCusip(Permno(47896), Date(1998))
"16161A10"

source

WRDSMerger.NCusip — Type

NCusip <: SecurityIdentifier
    
NCusip(s::AbstractString)::NCusip

NCusip(issuer::AbstractString, issue::AbstractString, checksum=nothing)::NCusip

NCusip(x::AbstractIdentifier, d::Date)::String

NCusip is a common identifier within and outside of WRDS WRDS tracks the most recent NCusips as Cusip all NCusips are made up of 3 parts, issuer (first 6 characters), issue (next 2 characters), and a checksum most databases in WRDS only use the 8 characters. If 9 digits are passed or the checksum is explicitly passed, the checksum is validated and a warning is given if it is an invalid checksum.

Note

NCusip is different than Cusip. The standard in CRSP (and some other WRDS datasets) is that Cusip represents the most recently available NCusip for a given firm, while NCusip will provide a historical view of that firm.

Note

NCusip only stores 8 characters (not the checksum digit) and, by default, only returns those 8 characters. This means that if using a join function on a set of NCusips with 9 characters and the default output, there will be no matches. It is easiest to shorten the 9 digit NCusips to 8 digits before joining.

Example

julia> NCusip("46625H10") # NCusip for Chase
NCusip("46625H10")

julia> NCusip("46625H", "10") # can also provide the parts separately
NCusip("46625H10")

julia> NCusip(Permno(47896), Date(2020))
"46625H10"

Related to the note on the difference between Cusip and NCusip:

julia> Cusip(Permno(47896), Date(2020))
"46625H10"

julia> NCusip(Permno(47896), Date(2020))
"46625H10"

julia> Cusip(Permno(47896), Date(1998))
"46625H10"

julia> NCusip(Permno(47896), Date(1998))
"16161A10"

source

WRDSMerger.Ticker — Type

Ticker <: SecurityIdentifier

Ticker(s::AbstractString)::Ticker

Ticker(x::AbstractIdentifier, d::Date)::String

Ticker is a stock market ticker that is often seen on the NYSE or other exchanges. It typically consists of 1-4 characters.

Note

Ticker should be kept distinct from IbesTicker. IbesTicker is within the IBES database and often differs from Ticker.

Example

julia> Ticker("JPM") # Ticker for Chase
Ticker("JPM")

julia> Ticker(Permno(47896), Date(2020))
"JPM"

source

WRDSMerger.IbesTicker — Type

IbesTicker <: SecurityIdentifier

IbesTicker(s::AbstractString)::IbesTicker

IbesTicker(x::AbstractIdentifier, d::Date)::String

IbesTicker is the primary identifier in the IBES universe and typically consists of 1-4 characters.

Example

julia> IbesTicker("CHL") # IbesTicker for Chase
IbesTicker("CHL")

julia> IbesTicker(Permno(47896), Date(2020))
"CHL"

source

WRDSMerger.SecID — Type

SecID <: SecurityIdentifier

SecID(x::Real)::SecID

SecID(x::AbstractIdentifier, d::Date)::Int

SecID is the primary identifier within the OptionMetrics database.

julia> SecID(102936) # SecID for Chase
SecID(102936)

julia> SecID(NCusip("46625H10"), Date(2020))
102936

source