FCHD (First Call Historical Database)

Description     Issues or Changes     Access & Installation     Documentation 

Notice to First Call users: Thomson Reuters has DISCONTINUED FCHD effective February 2012. The last updated FCHD datasets are available.

Description

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

The First Call Historical Database, or FCHD, is a history of First Call's Real Time Earnings Estimates (one of Thomson Financial Company products). FCHD sets a new standard for the quality and timeliness of historic earnings forecast data. 

Most of the analysts' estimates in FCHD have the date that they were published by the broker. The summary data and estimate revisions counts are consistent with the underlying analysts' estimates. Estimates are reflected daily. With FCHD it is possible to study the effect of earnings estimate revisions on stock prices on the day of and days immediately following the estimate revisions. 

For a list of all the files currently available or detailed table and field definition, go to documentation or go to the vendor site.

Data Year

FCHD contains earnings information dating as far back as 1990 on over 9700 securities including 8500 US securities, 1000 Canadian Securities and 180 ADRs.

Update Schedule

Quarterly

File Descriptions

FCHD contains the following major data tables.
  • Broker Estimate Detail (EPS, Cash Flow Per Share, Funds From Operations, etc.)
  • Consensus Estimates (mean, standard deviation, high, low, number of estimates)
  • Estimate revision activity (1, 7, 30, and 90 days as well as Monthly and Monthly Option Expiration)
  • Reported Actuals
  • Company Issued Guidelines
  • Footnotes
  • Stock Splits
  • Company and Issuer Information
  • Cross Reference to other First Call Products

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Issues or Changes

Scope of Data 
FCHD contains earnings information dating as far back as 1990, on over 9,700 securities including:
  • 8,500 U.S. Securities
  • 1,000 Canadian
  • 180 ADR's

Defining a Set of Estimates 
A set of estimates can be defined as a combination of Security_ID, Data_Type, DDC, Currency, Periodicity, and FPE. This represents a data type for a security in a particular currency, for a particular year or quarter. 

Default NA Values
       
  • Number Values - Wide numeric fields (those with more than 6 digits) with values that are not available are assigned a default value of -2147483648. Narrow numeric fields (6 digits or less) with values that are not available are assigned a default value of -32768.
  • Dates - If a date is not available, the default date is 1/1/1980.

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Access & Installation

Latest First Call 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 programs. Access to sample programs is available with WRDS account. Directory information for the FCHD datasets is given below:

/wrds/firstcall/sasdata
       
  • actuals : First Call Historical Database - Actuals
  • brokers : Brokerage Firm Information
  • ciq : FCHD - Company issued Guidelines
  • crossref : Cross reference to other First Call Products
  • est : FCHD - Earning Estimates
  • fclookco : First Call Company Lookup data set
  • fnotes : FCHD - Footnotes
  • recmnd : FCHD - Analyst Recommendation History
  • rev : FCHD - Revision History
  • sum : FCHD - Summary Statistics

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(Last update 06/10/2010)     (back to top)

Documentation