COMPUSTAT (North America) on WRDS

Description     Access & Installation   Documentation

Description

Latest Compustat data is available only through WRDS. For more information on WRDS account and accessibility information, please click here.

Standard & Poor's COMPUSTAT (North America) is a database of financial, statistical and market information covering active US and Canadian companies as well as inactive US companies that trade on major exchanges in US and Canada, subsidiaries of US companies that file sources with SEC and other highly requested US companies. It provides more than 500 Income Statement, Balance Sheet, and Flow of Funds items (i.e., company-level fundamentals), and an even larger number of supplemental data items. It also contains information on indices, industry segments, banks, market prices, dividends, and earnings

Legacy Data (FTP version)
Before the summer of 2007, S&P provided the update on Compustat North America in FTP format. These data files are still available through our research server at R:/cb_data/cstat. For more information, please use Legacy Data link.

S&P released the final FTP update for Compustat North America in summer of 2007. Since then all the updates are based on Xpressfeed format, and the updated data is available through WRDS. 

Xpressfeed Data (XPF verssion) 
Xpressfeed (XPF) is a format and a delivery method of the Compustat database and differs in several ways from the FTP version of Compustat. The main benefits of XPF-based datasets over FTP are the inclusion of many new data items, data numbers replaced by mnemonics for variable names and a more thorough, easy-to-search manual. All new updates of these products are on the Xpressfeed format and are available through WRDS.

For more COMPUSTAT data information, go to documentation or the vendor site.Data Year
  • Fundamentals Annual Files (Monthly updates)   Jan 1950 - Jan 23 2012
  • Fundamentals Quarterly Files (Monthly updates)   Jan 1961 - Jan 23 2012
  • Fundamentals Annual Files (Annual updates)   Jan 1950 - June 2011
  • Fundamentals Quarterly Files (Annual updates)   Jan 1961 - June 2011
  • Bank Files
    • Fundamentals Annual - Annual data for about 2,004 banks are available from January 1955 - January 24 2012 (Fiscal Year 1955 - 2012)
    • Fundamentals Quarterly - Quarterly data for about 1,999 banks are available from January 1961 - January 24 2012 (Fiscal Year 1961 - 2012)
  • Segment
        WRDS has several Segment files with date range January 1976- January 23 2012.
  • Security Daily/Monthly
    January 1962 - January 23 2012 for about 32,955 companies. Security Monthly has annual and Monthly updates. Security Daily has monthly updates. SECM table is similar, but not exactly the same as the PDE table in the FTP version of Compustat. The security tables no longer include indices. Compustat created a separate set of tables exclusively for indices.
  • Executive Compensation
    The range differs with different categories of the compensations. Data collection on the S&P 1500 began in 1994. However, there is data back to 1992 but it is not the entire S&P 1500. It is mostly for the S&P 500
       

Update Schedule

The frequency of several Compustat products has increased from Quarterly to Monthly in addition to Annual updates. Files are distributed accordingly in WRDS.

File Descriptions

Fundamentals (Annual/Monthly)
Several COMPUSTAT files are available in both annual and monthly formats. The industrial annual formats offer both historical and restated data. The industrial monthly formats offer restated data as reported by the company. The files also contain information on Canadian companies which were previously reported separately and in US dollars, now they will be presented in their native currency - Canadian dollars. The full coverage files(FCO), Research files and Back Data files are available through fundamental database on WRDS.

Security Daily/Monthly
Secm includes most of the data items previously found in the Price-Dividends-Earnings (PDE) files. The security tables contain issue level data while the fundamental tables contain company level data. The security tables no longer include indices. Compustat created a separate set of tables exclusively for indices.

Bank
The Bank database on WRDS consists of two tables: the Funadamental Annual and the Funadamental monthly which contain financial, statistical, and market information covering approximately 2000 banks respectively. Bank COMPUSTAT was introduced in 1971 by S&P Compustat oriented institutions involved in comprehensive bank analysis. For most banks, annual data are available beginning with 1955, while quarterly data are available beginning 1961.

Segment
Segment files will contain a variable number of records per company. The files will be formatted to present seven years of information per company, when available.

Executive Compensation
S&P provides executive compensation data collected directly from each company's annual proxy(DEF14A SEC form). Detailed information is available on salary, bonus, options and stock awards, non-equity incentive plans, pensions and other compensation items.
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Access & Installation

Latest Compustat data is available only through WRDS. For more information on WRDS account and accessibility information, please click here.

WRDS datasets can be accessed directly through SAS and FORTRAN programs. Access to sample programs is available with WRDS account. Directory information for some of the datasets is given below, complete information on datasets is available on WRDS:

Fundamentals (Annual)
  • /wrds/comp/sasdata/naa/funda : Merged Fundamental Annual File
  • /wrds/comp/sasdata/naa/fundq : Merged Fundamental Quarterly File
Fundamentals (Quarterly)
  • /wrds/comp/sasdata/nam/funda : Merged Fundamental Annual File
  • /wrds/comp/sasdata/nam/fundq : Merged Fundamental Quarterly File
Security Monthly
  • /wrds/comp/sasdata/nam/security/sec_mth : Security Monthly Decsiptor
  • /wrds/comp/sasdata/nam/security/sec_divid : Security Dividend
  • /wrds/comp/sasdata/nam/security/sec_dprc : Security Daily Price
Bank
  • /wrds/comp/sasdata/bank/bank_afnd1 : Bank Annual Item (A-L)
  • /wrds/comp/sasdata/bank/bank_afnd2 : Bank Annual Item (M-Z)
  • /wrds/comp/sasdata/bank/bank_ifndq : Bank Interim Quarterly Item
Segment
  • /wrds/comp/sasdata/nam/segments_current/seg_annfund : Segment Annual Item
  • /wrds/comp/sasdata/na/segments_current/seg_customer : Segment Customer
  • /wrds/comp/sasdata/na/segments_current/seg_product : Segment Product
Executive Compensation
  • /wrds/comp/sasdata/execomp/person : Executive information
  • /wrds/comp/sasdata/execomp/exnames : Executive Compensation - Company Names
  • /wrds/comp/sasdata/execomp/directorcomp : Director Compensation
There are many more datasets in each category and beyond. For complete list of datasets, please refer to WRDS/support.
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Online Manual (ND campus access only)

Compustat Online Manual

(Last update 02/06/2012)     (back to top)

 

Documentation