crsp_cst_headall

This program creates header files for CRSP/Compustat Merged Database. It is useful primarily in conjunction with a subset database. If header is created with the filename, cheadcst.dat, in the crsp_cst database directory, the cstsearch function can be used to search the subset database.

Parameters are an input database, setid, and four output files. The output files include header information, and name and link-history information.

Usage

> crsp_cst_headall inpath insetid histfile headerfile

Parameter Values

inpath

Input CRSPDB directory path. The directory where the database is stored. Standard environment names can be used such as $CRSP_CST on UNIX, crsp_cst: on OpenVMS, or %crsp_cst% for Windows.

insetid

The database type. Use 200 for Compustat databases

histfile

A file name for the name history header file. A file with this name will be created with one line per name or link-history event for each GVKEY. Each line contains GVKEY, NPERMNO, name CUSIP, company name, symbol, dnum, and effective range of that name information. If the file is named cheadcst.dat.

headerfile

A file name for the header file. A file with this name will be created with one line per GVKEY. Each line contains GVKEY, header IPERM, current DNUM, CNUM, CIC, symbol, company name, and annual and quarterly data ranges.