crsp_cst_scd_load
This program creates secondary indices for a database. It should be used any time a new subset database is created or edits are made to an existing database. The program can create indices on multiple keys. The program automatically erases any keys previously stored in the database. Parameters are an input database and setid and a code representing the keys wanted.
Usage
> crsp_cst_scd_load inpath insetid inputwanted indexwanted [permfile]
Parameters
- 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
- Input Setid. The database type. Use 200 for Compustat databases
- inputwanted
- Input wanted. The data required to build the index. Use 1 for Compustat headers and description history
- indexwanted
- Index wanted. A binary flag to select the indices to build.
- 1
NPERMCO from link-history
- 2
CNUM and CIC
- 4
DNUM, CNUM, CIC
- 8
DNUM
- 16
SMBL
- 32
NPERMNO from link-history
- 64
IPERM header PERMNO link
- 128
ICOMP header PERMCO link
- permfile
- (optional) Permlist file. If this parameter is supplied, it must be the name of a text file containing GVKEYs, one per line. If the parameter is not used, all securities in the database will be used to create the secondary indices. If the parameter is supplied, the indices will only be based on the securities in the permlist and other securities will be unavailable using a secondary index read function.
Use 255 to build all secondary indices or add the flags for one or more types.