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The DATASOURCE Procedure

COMPUSTAT Data Files

COMPUSTAT data files, distributed by Standard and Poor's Compustat Services, Inc., consist of a collection of financial, statistical, and market information covering several thousand industrial and nonindustrial companies. Data are available in both an IBM 360/370 format and a "Universal Character" format, both of which further subdivide into annual and quarterly formats.

The BY variables are used to select individual companies or a group of companies. Individual companies can be selected by their unique six-digit CUSIP issuer code (CNUM). A number of specific groups of companies can be extracted from the tape by the following key fields:

FILE
specifies the file identification code used to group companies by files

ZLIST
specifies the exchange listing code that can be used to group companies by exchange

DNUM
is used to extract companies in a specific SIC industry group

Series names are internally constructed from the data array names documented in the COMPUSTAT manual. Each column of data array is treated as a SAS variable. The names of these variables are generated by concatenating the corresponding column numbers to the array name.

Missing values use four codes. Missing code '.C' represents a combined figure where the data item has been combined into another data item, '.I' reports an insignificant figure, '.S' represents a semi-annual figure in the second and fourth quarters, '.A' represents an annual figure in the fourth quarter, and '.' indicates that the data item is not available. The missing codes '.C' and '.I' are not used for Aggregate or Prices, Dividends, and Earnings (PDE) files. The missing codes '.S' and '.A' are used only on the Industrial Quarterly File and not on the Aggregate Quarterly, Business Information, or PDE files.

FILETYPE=CSAIBM--COMPUSTAT Annual, IBM 360/370 Format

   
Data FilesDatabase is stored in a single file.
INTERVAL=YEAR (default)
BY variablesDNUMIndustry Classification Code (numeric)
 CNUMCUSIP Issuer Code (character)
 CICCUSIP Issue Number and Check Digit (numeric)
 FILEFile Identification Code (numeric)
 ZLISTExchange Listing and S&P Index Code (numeric)
 CONAMECompany Name (character)
 INAMEIndustry Name (character)
 SMBLStock Ticker Symbol (character)
 XRELS&P Industry Index Relative Code (numeric)
 STKStock Ownership Code (numeric)
 STATECompany Location Identification Code - State (numeric)
 COUNTYCompany Location Identification Code - County (numeric)
 FINCIncorporation Code - Foreign (numeric)
 EINEmployer Identification Number (character)
 CPSPINS&P Index Primary Marker (character)
 CSSPINS&P Index Secondary Identifier (character)
 CSSPIIS&P Index Subset Identifier (character)
 SDBTS&P Senior Debt Rating - Current (character)
 SDBTIMFootnote- S&P Senior Debt Rating- Current (character)
 SUBDBTS&P Subordinated Debt Rating - Current (character)
 CPAPERS&P Commercial Paper Rating - Current (character)
Sorting orderBY DNUM CNUM CIC
Series VariablesDATA1-DATA350 FYR UCODE SOURCE AFTNT1-AFTNT70
Default KEEP ListDROP DATA321-DATA326 DATA337-DATA350 AFTNT51-AFTNT70;
Missing Codes0.0001=. 0.0004=.C 0.0008=.I 0.0002=.S 0.0003=.A

FILETYPE=CS48QIBM--COMPUSTAT 48-Quarter, IBM 360/370 Format

   
Data FilesDatabase is stored in a single file.
INTERVAL=QUARTER (default)
BY variablesDNUMIndustry Classification Code (numeric)
 CNUMCUSIP Issuer Code (character)
 CICCUSIP Issue Number and Check Digit (numeric)
 FILEFile Identification Code (numeric)
 CONAMECompany Name (character)
 INAMEIndustry Name (character)
 EINEmployer Identification Number (character)
 STKStock Ownership Code (numeric)
 SMBLStock Ticker Symbol (character)
 ZLISTExchange Listing and S&P Index Code (numeric)
 XRELS&P Industry Index Relative Code (numeric)
 FICIncorporation Code - Foreign (numeric)
 INCORPIncorporation Code - State (numeric)
 STATECompany Location Identification Code - State (numeric)
 COUNTYCompany Location Identification Code - County (numeric)
 CANDXCanadian Index Code - Current (character)
Sorting orderBY DNUM CNUM CIC;
Series VariablesDATA1-DATA232Data Array
 QFTNT1-QFTNT60Data Footnotes
 FYRFiscal Year-end Month of Data
 SPCSCYRSPCS Calendar Year
 SPCSCQTRSPCS Calendar Quarter
 UCODEUpdate Code
 SOURCESource Document Code
 BONDRATES&P Bond Rating
 DEBTCLS&P Class of Debt
 CPRATES&P Commercial Paper Rating
 STOCKS&P Common Stock Ranking
 MICS&P Major Index Code
 IICS&P Industry Index Code
 REPORTDTReport Date of Quarterly Earnings
 FORMATFlow of Funds Statement Format Code
 DEBTRTS&P Subordinated Debt Rating
 CANICCanadian Index Code
 CSComparability Status
 CSACompany Status Alert
 SENIORS&P Senior Debt Rating
Default KEEP ListDROP DATA122-DATA232 QFTNT24-QFTNT60;
Missing Codes0.0001=. 0.0004=.C 0.0008=.I 0.0002=.S 0.0003=.A

FILETYPE=CSAUC--COMPUSTAT Annual, Universal Character Format

   
Data FilesDatabase is stored in a single file.
INTERVAL=YEAR (default)
BY variablesDNUMIndustry Classification Code (numeric)
 CNUMCUSIP Issuer Code (character)
 CICCUSIP Issue Number and Check Digit (character)
 FILEFile Identification Code (numeric)
 ZLISTExchange Listing and S&P Index Code (numeric)
 CONAMECompany Name (character)
 INAMEIndustry Name (character)
 SMBLStock Ticker Symbol (character)
 XRELS&P Industry Index Relative Code (numeric)
 STKStock Ownership Code (numeric)
 STATECompany Location Identification Code - State (numeric)
 COUNTYCompany Location Identification Code - County (numeric)
 FINCIncorporation Code - Foreign (numeric)
 EINEmployer Identification Number (character)
 CPSPINS&P Index Primary Marker (character)
 CSSPINS&P Index Secondary Identifier (character)
 CSSPIIS&P Index Subset Identifier (character)
 SDBTS&P Senior Debt Rating - Current (character)
 SDBTIMFootnote- S&P Senior Debt Rating- Current (character)
 SUBDBTS&P Subordinated Debt Rating - Current (character)
 CPAPERS&P Commercial Paper Rating - Current (character)
Sorting orderBY DNUM CNUM CIC
Series VariablesDATA1-DATA350 FYR UCODE SOURCE AFTNT1-AFTNT70
Default KEEP ListDROP DATA321-DATA326 DATA337-DATA350 AFTNT51-AFTNT70;
Missing Codes-0.001=. -0.004=.C -0.008=.I -0.002=.S -0.003=.A

FILETYPE=CS48QUC--COMPUSTAT 48 Quarter, Universal Character Format

   
Data FilesDatabase is stored in a single file.
INTERVAL=QUARTER (default)
BY variablesDNUMIndustry Classification Code (numeric)
 CNUMCUSIP Issuer Code (character)
 CICCUSIP Issue Number and Check Digit (character)
 FILEFile Identification Code (numeric)
 CONAMECompany Name (character)
 INAMEIndustry Name (character)
 EINEmployer Identification Number (character)
 STKStock Ownership Code (numeric)
 SMBLStock Ticker Symbol (character)
 ZLISTExchange Listing and S&P Index Code (numeric)
 XRELS&P Industry Index Relative Code (numeric)
 FICIncorporation Code - Foreign (numeric)
 INCORPIncorporation Code - State (numeric)
 STATECompany Location Identification Code - State (numeric)
 COUNTYCompany Location Identification Code - County (numeric)
 CANDXCCanadian Index Code - Current (numeric)
Sorting orderBY DNUM CNUM CIC
Series VariablesDATA1-DATA232Data Array
 QFTNT1-QFTNT60Data Footnotes
 FYRFiscal Year-end Month of Data
 SPCSCYRSPCS Calendar Year
 SPCSCQTRSPCS Calendar Quarter
 UCODEUpdate Code
 SOURCESource Document Code
 BONDRATES&P Bond Rating
 DEBTCLS&P Class of Debt
 CPRATES&P Commercial Paper Rating
 STOCKS&P Common Stock Ranking
 MICS&P Major Index Code
 IICS&P Industry Index Code
 REPORTDTReport Date of Quarterly Earnings
 FORMATFlow of Funds Statement Format Code
 DEBTRTS&P Subordinated Debt Rating
 CANICCanadian Index Code - Current
 CSComparability Status
 CSACompany Status Alert
 SENIORS&P Senior Debt Rating
Default KEEP ListDROP DATA122-DATA232 QFTNT24-QFTNT60;
Missing Codes-0.001=. -0.004=.C -0.008=.I -0.002=.S -0.003=.A

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